Prices

Date ADCB DAR EmFood

18-Feb 6.08 4.41 1.14
19-Feb 6.07 4.7 1.16
20-Feb 6.2 4.97 1.17
21-Feb 6.25 4.93 1.15
22-Feb 6.24 4.88 1.15

Return
Date
ADCB DAR EmFood
19-Feb -0.00165 0.06369 0.01739
20-Feb 0.02119 0.05586 0.00858
21-Feb 0.00803 -0.00808 -0.01724
22-Feb -0.00160 -0.01019 0.00000

Correlation Matrix
ADCB DAR EmFood
ADCB
DAR 0.287959080691
EmFood -0.087612056705 0.8510177698

ADCB EMFood
Portfolio A B
Returns
19-Feb -0.0016 0.0174
20-Feb 0.0212 0.0086
21-Feb 0.0080 -0.0172
22-Feb -0.0016 0.0000

Expected returns of
stocks 0.0065 0.0022
Variance of stocks 0.0001 0.0002
Standard deviation of
stocks 0.0094 0.0128
Correlation -0.0876
coefficient

Proportion invested
in ADCB 63.98%
Proportion invested
in EMFood 36.02%

Expected return of
the Portfolio

  x   x   2 xA xB  AB A
0.0049
Variance of the
2 2 2 2 2
portfolio 0.0000522 p A A B B
x   2 xA xB  AB A B
2 2
B B