RELIANCE BAJAJ FINANCE

Years Closing Price Returns Years Closing Price Returns

2015 502.54 2015 601
2016 536.12 6.68% 2016 842.2 40.13%
2017 912.4 70.19% 2017 1756.7 108.58%
2018 1110.72 21.74% 2018 2645.15 50.57%
2019 1499.83 35.03% 2019 4234.75 60.09%
2020 1985.3 32.37% 2020 5295.2 25.04%
 BERGER PAINTS

Years Closing Price Returns

2015 192.01
2016 210.55 9.66%
2017 273.75 30.02%
2018 330.3 20.66%
2019 515.55 56.09%
2020 759.45 47.31%
Years Returns Avg. Returns Return- Avg Return Return- Avg Return^2
2016 6.68 33.202 -26.522 703.416484
2017 70.19 33.202 36.988 1368.112144
2018 21.74 33.202 -11.462 131.377444
2019 35.03 33.202 1.828 3.34158400000001
2020 32.37 33.202 -0.832000000000001 0.692224000000001
Variance 551.73497
SD 23.4890393588158
Years Returns Avg. Returns Return- Avg Return Return- Avg Return^2
2016 40.13 56.882 -16.752 280.629504
2017 108.58 56.882 51.698 2672.683204
2018 50.57 56.882 -6.312 39.841344
2019 60.09 56.882 3.20800000000001 10.291264
2020 25.04 56.882 -31.842 1013.912964
Variance 1004.33957
SD 31.6913169495999
Years Returns Avg. Returns Return- Avg Return Return- Avg Return^2
2016 9.66 32.748 -23.088 533.055744
2017 30.02 32.748 -2.728 7.44198399999999
2018 20.66 32.748 -12.088 146.119744
2019 56.09 32.748 23.342 544.848964
2020 47.31 32.748 14.562 212.051844
Variance 360.87957
SD 18.9968305251166
Expected Return
SD

Portfolio
1
2
3
4
5

(Reliance Return-Avg. Return)

-26.522
36.988
-11.462
1.828
-0.832000000000001

(Reliance Return-Avg. Return)

-26.522
36.988
-11.462
1.828
-0.832000000000001

( Bajaj Finance Return-Avg. Return)

-16.752
51.698
-6.312
3.20800000000001
-31.842
Coff. of Correlation between Bajaj Finance &Reliance
Coff. of Correlation between Berger Paints &Reliance
Coff. of Correlation between Bajaj Finance & Berger Paints

Risk on Portfolio 1

Weight A
Weight B
Weight C

MATRIX
137.933742499999
153.827424480815
0

Risk on Portfolio 2

Weight A
Weight B
Weight C

MATRIX
88.2775951999997
73.8371637507913
13.6107607887386

Risk on Portfolio 3

Weight A
Weight B
Weight C

MATRIX
22.0693987999999
61.5309697923261
10.208070591554

Risk on Portfolio 4
 Weight A
Weight B
Weight C

MATRIX
0
0
0

Risk on Portfolio 5

Weight A
Weight B
Weight C

MATRIX
49.6561472999998
36.9185818753956
25.5201764788849
 Security A (Reliance) Security B (Bajaj Finance)
33.202 56.882
23.489 31.691

Weight A Weight B
0.5 0.5
0.4 0.3
0.2 0.5
0 0.4
0.3 0.2

( Bajaj Finance Return-Avg. Return) (Reliance Return-Avg. Return)*(Bajaj

Finance Return-Avg. Return)

-16.752 444.3
51.698 1912.2
-6.312 72.3
3.20800000000001 5.9
-31.842 26.5
2461.2
Covariance 615.3
Coff. of Correlation between Bajaj Finance & 0.827

( Berger Paints Return-Avg. Return) (Reliance Return-Avg. Return)*(Berger

Paints Return-Avg. Return)

-23.088 612.3
-2.728 -100.9
-12.088 138.6
23.342 42.7
14.562 -12.1
680.5
Covariance 170.1
Coff. of Correlation between Berger Paints & 0.381

( Berger Paints Return-Avg. Return) (Berger Paints Return-Avg.

Return)*(Bajaj Finance Return-Avg.
Return)
-23.088 386.8
-2.728 -141.0
-12.088 76.3
23.342 74.9
14.562 -463.7
-66.8
Covariance -16.7
Coff. of Correlation between Bajaj Finance & -0.028

0.827
0.381
-0.028

0.5 Standard Deviation A

0.5 Standard Deviation B
0 Standard Deviation C

153.827424480815 0
251.0848925 0
0 0
Risk on Portfolio 26.3945730020705

0.4 Standard Deviation A

0.3 Standard Deviation B
0.2 Standard Deviation C

73.8371637507913 13.6107607887386
90.3905613 -1.00146982652115
-1.00146982652115 72.175914
Risk on Portfolio 20.5848725992175

0.2 Standard Deviation A

0.5 Standard Deviation B
0.3 Standard Deviation C

61.5309697923261 10.208070591554
251.0848925 -2.50367456630288
-2.50367456630288 108.263871
Risk on Portfolio 22.8010722102088
 0 Standard Deviation A
0.4 Standard Deviation B
0.6 Standard Deviation C

0 0
160.6943312 -4.0058793060846
-4.0058793060846 216.527742
Risk on Portfolio 19.2148462025547

0.3 Standard Deviation A

0.2 Standard Deviation B
0.5 Standard Deviation C

36.9185818753956 25.5201764788849
40.1735828 -1.66911637753525
-1.66911637753525 180.439785
Risk on Portfolio 19.794160731223
Security C (Berger Paints)
32.748
18.997

Weight C Return on Portfolio Risk on portfolio

0 45.042 26.395
0.2 36.895 20.585
0.3 44.906 22.801
0.6 42.402 19.215
0.5 37.711 19.794
23.489 Coff. of Correlation between A and B 0.827
31.691 Coff. of Correlation between A and C 0.381
18.997 Coff. of Correlation between B and C -0.028

23.489 Coff. of Correlation between A and B 0.827

31.691 Coff. of Correlation between A and C 0.381
18.997 Coff. of Correlation between B and C -0.028

23.489 Coff. of Correlation between A and B 0.827

31.691 Coff. of Correlation between A and C 0.381
18.997 Coff. of Correlation between B and C -0.028
23.489 Coff. of Correlation between A and B 0.827
31.691 Coff. of Correlation between A and C 0.381
18.997 Coff. of Correlation between B and C -0.028

23.489 Coff. of Correlation between A and B 0.827

31.691 Coff. of Correlation between A and C 0.381
18.997 Coff. of Correlation between B and C -0.028
Portfolio Weight A Weight B Weight C Return on Portfolio
1 0.5 0.5 0 45.042
2 0.4 0.3 0.2 36.895
3 0.2 0.5 0.3 44.906
4 0 0.4 0.6 42.402
5 0.3 0.2 0.5 37.711

EFFICIE
50.000
45.000
40.000

Return on Portfolio
35.000
30.000
25.000
20.000
15.000
10.000
5.000
0.000
18.000 19.000 20.000 21.00
 Standard Deviation of portfolio
26.395
20.585
22.801
19.215
19.794

EFFICIENT FRONTIER
50.000
45.000
40.000
35.000
30.000
25.000
20.000
15.000
10.000
5.000
0.000
18.000 19.000 20.000 21.000 22.000 23.000 24.000 25.000 26.000 27.000
Risk on Portfolio