This document is partially blurred.
Unlock all pages and 1 million more documents.
Get Access
Input area:
10-year annual Standard deviation
Bledsoe Large Company Stock Fund 12.15% 24.43%
Output area:
Weight of stock fund Portfolio E(R)
Portfolio standard
deviation
0% 6.93% 9.9600%
10% 7.45% 9.6380%
20% 7.97% 9.9520%
Dominant portfolio:
Weight of stock fund 20.13%
Weight of bond fund 79.87%
Minumum variance portfolio:
Weight of large cap stock fund 10.06%
Weight of bond fund 89.94%
Chapter 11
A Job at East Coast Yachts, Part 2
0.00%
4.00%
8.00%
12.00%
0.00% 5.00% 10.00% 15.00% 20.00% 25.00% 30.00%
Portfolio Standard Deviation
Microsoft Excel 15.0 Answer Report
Worksheet: [CF 12th edition Case Solutions.xlsx]Chapter 11
Report Created: 9/11/2018 3:35:14 PM
Result: Solver found a solution. All Constraints and optimality conditions are satisfied.
Solver Engine
Engine: GRG Nonlinear
Solution Time: 0.062 Seconds.
Iterations: 3 Subproblems: 0
Solver Options
Max Time 100 sec, Iterations 100, Precision 0.000001
Convergence 0.0001, Population Size 100, Random Seed 0, Derivatives Forward, Require Bounds
Trusted by Thousands of
Students
Here are what students say about us.
Resources
Company
Copyright ©2022 All rights reserved. | CoursePaper is not sponsored or endorsed by any college or university.