Date Adj Close [A] Date Adj Close [B]

12/1/2014 25.235785 12/1/2014 33.858784

11/1/2014 26.580591 11/1/2014 34.232292
10/1/2014 25.834101 10/1/2014 29.654657
9/1/2014 26.130699 9/1/2014 29.004438
8/1/2014 25.923077 8/1/2014 27.536516
7/1/2014 26.053204 7/1/2014 25.671389
6/1/2014 25.884832 6/1/2014 26.619522
5/1/2014 25.965363 5/1/2014 23.743818
4/1/2014 25.795 4/1/2014 22.25876
3/1/2014 25.339794 3/1/2014 22.522623
2/1/2014 23.070992 2/1/2014 22.710239
1/1/2014 23.758463 1/1/2014 20.075068
mean
variance
standard deviation
covariance (a,b)
correlation

STOCK A
STOCK B
Portfolio Return
Portfolio Variance
 50% 50%
Returns (A) Returns (B) Portflio Return
-5.3290% -1.1031% -3.2160%
2.8084% 13.3723% 8.0903%
-1.1481% 2.1926% 0.5223%
0.7946% 5.0610% 2.9278%
-0.5020% 6.7733% 3.1357%
0.6463% -3.6933% -1.5235%
-0.3111% 10.8030% 5.2459%
0.6561% 6.2545% 3.4553%
1.7647% -1.1854% 0.2896%
8.9535% -0.8330% 4.0603%
-2.9798% 11.6034% 4.3118%

0.4867% 4.4768% 2.4818% 2.4818%

0.00117258735321741 0.0031097631 0.000942403271143799 0.000942403271143799
0.0342430628480778 0.0557652499 0.0306985874454151
-0.000256368680484159
-0.134254457104683

ORIGINAL DATA
50% 70%
50% 30%
2.4818% 2.4818%
0.000942 0.000747
Stock A Stock B Portfolio Return (mean) variance standard deviation
0% 100.00% 4.4768% 0.00311 0.055765249863388
10% 90.00% 4.0778% 0.002484 0.04984463477476
20% 80.00% 3.6788% 0.001955 0.044216669882098
30% 70.00% 3.2798% 0.001522 0.039008229019349
40% 60.00% 2.8808% 0.001184 0.034410343257802
50% 50.00% 2.4818% 0.000942 0.030698587445415
60% 40.00% 2.0828% 0.000797 0.028224751111357
70% 30.00% 1.6837% 0.000747 0.027327122709545
80% 20.00% 1.2847% 0.000793 0.028156854440744
90% 10.00% 0.8857% 0.000935 0.030573632831939
100% 0.00% 0.4867% 0.001173 0.034243062848078

5.0000%
4.5000% 4.4768%
4.0000% 4.0778%
3.6788%
3.5000%
3.2798%
3.0000% 2.8808%
2.5000% 2.4818% Column
L
2.0000% 2.0828%
1.6837%
1.5000%
1.2847%
1.0000% 0.8857%
0.5000% 0.4867%
0.0000%
0.025 0.03 0.035 0.04 0.045 0.05 0.055 0.06
STOCK A 50%
STOCK B 50%
Portfolio Return 2.4818%
Portfolio Variance 0.000942