Risk and return assumptions

RETURN DEVIATION
1 U.S. Bonds 0.0400 0.0680
2 U.S. Equity 0.1060 0.2240
3 Developed markets equity 0.0830 0.2210
4 Emerging markets equity 0.1190 0.3000
5 Private equity 0.1280 0.2310
6 Real Assets 0.0620 0.0680
7 Risk-free rate 0.0300

Instructions:
Please format the portfolio to Number with three digits after the decimal point
Please format the expected return, standard deviation and the Sharpe ratio as Number
Global Minimum Variance (GMV) Portfolio
Portfolio Wieghts
1 U.S. Bonds 0.497
2 U.S. Equity 0.000
3 Developed markets equity 0.003
4 Emerging markets equity 0.000
5 Private equity 0.000
6 Real Assets 0.499
Expected return 0.0511
Standard Deviation 0.0527
Sharpe Ratio 0.4010

Instructions:
Please format the portfolio to Number with three digits after the decimal point
Please format the expected return, standard deviation and the Sharpe ratio as Number
Mean Variance Efficient Portfolio (MVE)
1 Portfolio Wieghts
2 U.S. Bonds 0.000
3 U.S. Equity 0.000
4 Developed markets equity 0.000
5 Emerging markets equity 0.082
6 Private equity 0.166
Real Assets 0.752
Expected return 0.0776
Standard Deviation 0.0819
Sharpe Ratio 0.5812
 Correlation Matrix Assumptions
U.S. Bonds U.S. EquityDeveloped markets equity
U.S. Bonds 1.0000 0.4000 0.2500
U.S. Equity 0.4000 1.0000 0.7000
Developed markets equit 0.2500 0.7000 1.0000
Emerging markets equity 0.2000 0.6000 0.7500
Private equity 0.1500 0.7000 0.6000
Real Assets 0.2000 0.2000 0.1000

digits after the decimal point

ation and the Sharpe ratio as Number with four digits after the decimal point.

digits after the decimal point

ation and the Sharpe ratio as Number with four digits after the decimal point.
ix Assumptions
Emerging markets equity Private equityReal Assets
0.2000 0.1500 0.2000
0.6000 0.7000 0.2000
0.7500 0.6000 0.1000
1.0000 0.2500 0.1500
0.2500 1.0000 0.3000
0.1500 0.3000 1.0000