Month Security A Security B Security C Security D
Month Security A Security B Security C Security D
Avg(M) return 0.0263 0.0227 0.0255 0.0226 0.0259 0.0265 0.0269 0.0331 0.0300 0.0243
Variance 0.0211 0.0224 0.0119 0.0252 0.0117 0.0162 0.0501 0.0188 0.0200 0.0149
Standard Dev 0.1451 0.1496 0.1093 0.1586 0.1082 0.1272 0.2238 0.1371 0.1415 0.1219
Coeff If Ver 5.5086 6.5920 4.2799 7.0152 4.1719 4.7992 8.3364 4.1436 4.7241 5.0245
Market Index
-0.1262
0.0660
0.0365
0.0127
-0.0001
-0.0101
-0.0126
-0.0784
-0.0262
-0.0915
-0.0046
-0.0115
0.0490
0.1206
-0.0156
-0.0134
-0.0094
0.0524
0.1147
-0.0075
-0.0173
-0.0100
0.1391
0.0702
0.1037
0.0293
0.0372
0.1122
0.0413
0.0154
-0.0372
0.0083
0.0286
0.0185
0.0305
-0.0543
-0.0832
0.0109
0.0610
-0.0764
-0.1073
0.1242
-0.0536
-0.0301
-0.0494
0.0430
0.0070
0.1573
-0.0323
0.0091
0.0473
0.0870
0.2641
0.0347
0.1683
0.0354
0.0039
0.0129
0.0771
0.0075
0.0213
0.0050
0.0709
3.3252
Security A Security B Security C Security D Security E
Security A 1
Security B 0.210 1
0.084 1
-0.067 0.239 1
Solver
Expected
Share Names Weights (W) Return (ER) ER * W Variance (V) (W^2)*V
Security A 0.047 0.0263 0.0012 0.0207 0.00005
Security B 0.129 0.0227 0.0029 0.0220 0.00037
Security C 0.210 0.0255 0.0054 0.0117 0.00052
Security D 0.148 0.0226 0.0033 0.0247 0.00054
Security E 0.157 0.0259 0.0041 0.0115 0.00028
Security F 0.068 0.0265 0.0018 0.0159 0.00007
Security G 0.024 0.0269 0.0006 0.0493 0.00003
Security H 0.029 0.0331 0.0010 0.0185 0.00002
Security I 0.015 0.0300 0.0005 0.0197 0.00000
Security J 0.172 0.0243 0.0042 0.0146 0.00043
1.000 0.025 0.00231
0.0159
0.0024 0.0493
-0.0012 0.0072 0.0185
0.0043 0.0046 0.0080 0.0197
0.0101 0.0050 0.0008 0.0018 0.0146
Variance (V) SD
0.0043 0.0657
0.0159
0.0024 0.0493
-0.0012 0.0072 0.0185
0.0043 0.0046 0.0080 0.0197
0.0101 0.0050 0.0008 0.0018 0.0146
Solver
Expected
Share Names Weights (W) Return (ER) ER * W Variance (V) (W^2)*V
Security A 0.047 0.0263 0.0012 0.0207 0.00005
Security B 0.129 0.0227 0.0029 0.0220 0.00037
Security C 0.210 0.0255 0.0054 0.0117 0.00052
Security D 0.148 0.0226 0.0033 0.0247 0.00054
Security E 0.157 0.0259 0.0041 0.0115 0.00028
Security F 0.068 0.0265 0.0018 0.0159 0.00007
Security G 0.024 0.0269 0.0006 0.0493 0.00003
Security H 0.029 0.0331 0.0010 0.0185 0.00002
Security I 0.015 0.0300 0.0005 0.0197 0.00000
Security J 0.172 0.0243 0.0042 0.0146 0.00043
1.000 0.025 0.00231
0.0159
0.0024 0.0493
-0.0012 0.0072 0.0185
0.0043 0.0046 0.0080 0.0197
0.0101 0.0050 0.0008 0.0018 0.0146
Variance (V) SD
0.0043 0.0657
0.0159
0.0024 0.0493
-0.0012 0.0072 0.0185
0.0043 0.0046 0.0080 0.0197
0.0101 0.0050 0.0008 0.0018 0.0146
ID# 201501047