Professional Documents
Culture Documents
xls
Two Assets Economy
Asset 1 2 Two Asset Portfolio
Mean Returns 5% 15%
20.0%
Standard Deviations 3% 20%
18.0%
Correlation 0.50
16.0%
14.0%
alpha standard deviamean return 12.0%
Mean Return
-0.50 8.7% 0.0% 10.0%
-0.48 8.2% 0.3% 8.0%
-0.45 7.8% 0.5% 6.0%
-0.43 7.4% 0.8% 4.0%
-0.40 6.9% 1.0% 2.0%
-0.38 6.5% 1.3% 0.0%
-0.35 6.1% 1.5% 0.0% 5.0% 10.0% 15.0% 20.0%