Professional Documents
Culture Documents
-2.00%
0.15% 0.20% 0.25% 0.30% 0.35% 0.40% 0.45
-1.00%
-1.50%
-2.00%
0.15% 0.20% 0.25% 0.30% 0.35% 0.40% 0.45
Correlation
Correlation 4 Correlation 5 Correlation 6 Correlation 7 Correlation 8 Correlation 9
0.70 0.60 0.50 0.40 0.30 0.20
0.60 0.50 0.40 0.30 0.20 0.10
0.50 0.40 0.30 0.20 0.10 0.00
0.40 0.30 0.20 0.10 0.00 1.00
0.30 0.20 0.10 0.00 1.00 0.90
0.20 0.10 0.00 1.00 0.90 0.80
0.10 0.00 1.00 0.90 0.80 0.70
0.00 1.00 0.90 0.80 0.70 0.60
1.00 0.90 0.80 0.70 0.60 0.50
0.90 0.80 0.70 0.60 0.50 0.40
0.80 0.70 0.60 0.50 0.40 0.30
Portfolio Risk 5Portfolio Risk 6Portfolio Risk 7Portfolio Risk 8Portfolio Risk 9 Portfolio Risk 1
7.57% 7.57% 7.57% 7.57% 7.57% 7.57%
7.13% 7.08% 7.02% 6.96% 6.90% 6.84%
6.63% 6.52% 6.41% 6.29% 6.17% 7.26%
6.09% 5.93% 5.77% 5.60% 7.11% 6.97%
5.55% 5.35% 5.14% 6.96% 6.80% 6.63%
5.07% 4.84% 6.80% 6.63% 6.46% 6.28%
4.72% 6.65% 6.48% 6.31% 6.14% 5.95%
6.50% 6.35% 6.20% 6.04% 5.88% 5.71%
6.23% 6.11% 5.99% 5.87% 5.74% 5.61%
6.06% 5.99% 5.92% 5.85% 5.78% 5.71%
6.04% 6.04% 6.04% 6.04% 6.04% 6.04%
Efficient Frontier
INTERPRETATIONS
Portfolio Risk 1 Minimum Risk Portfolio Risk 1 Portfolio Risk 2 Portfolio Risk 3
7.57% 7.57% 7.57% 7.57% 7.57%
7.42% 6.84% 6.27% 6.34% 6.40%
7.16% 6.17% 5.14% 5.28% 5.42%
6.83% 5.60% 4.23% 4.45% 4.66%
6.47% 5.14% 3.65% 3.94% 4.21%
6.10% 4.84% 3.47% 3.78% 4.07%
5.77% 4.72% 3.68% 3.96% 4.23%
5.54% 4.80% 4.16% 4.38% 4.59%
5.48% 5.06% 4.77% 4.92% 5.06%
5.64% 5.49% 5.41% 5.49% 4.68%
6.04% 6.04% 6.04% 6.04% 6.04%
Portfolio Risk 4 Portfolio Risk 5 Portfolio Risk 6 Portfolio Risk 7 Portfolio Risk 8 Portfolio Risk 9
7.57% 7.57% 7.57% 7.57% 7.57% 7.57%
6.47% 6.53% 6.59% 6.66% 6.72% 6.78%
5.55% 5.68% 5.81% 5.93% 6.06% 6.17%
4.87% 5.06% 5.25% 5.43% 5.60% 3.49%
4.46% 4.70% 4.93% 5.14% 2.13% 2.59%
4.34% 4.60% 4.84% 0.77% 1.69% 2.27%
4.48% 4.72% 0.60% 1.60% 2.18% 2.63%
4.80% 1.96% 2.40% 2.77% 3.10% 3.39%
3.32% 3.53% 3.73% 3.92% 4.11% 4.28%
4.77% 4.85% 4.93% 5.02% 5.10% 5.18%
6.04% 6.04% 6.04% 6.04% 6.04% 6.04%
Correlation 8 Correlation 9 Correlation 10 Correlation 11
-0.30 -0.20 -0.10 0.00
-0.20 -0.10 0.00 -1.00
-0.10 0.00 -1.00 -0.90
0.00 -1.00 -0.90 -0.80
-1.00 -0.90 -0.80 -0.70
-0.90 -0.80 -0.70 -0.60
-0.80 -0.70 -0.60 -0.50
-0.70 -0.60 -0.50 -0.40
-0.60 -0.50 -0.40 -0.30
-0.50 -0.40 -0.30 -0.20
-0.40 -0.30 -0.20 -0.10