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Month Security A Security B Security C Security D

The document contains monthly closing prices for 12 securities (Security A through Security J) and a market index from the 1st month to the 61st month. The prices fluctuate from month to month, with some securities generally increasing over time and others generally decreasing or fluctuating. Security A typically had the highest prices while Security J typically had the lowest prices. The market index also generally trended upward over the period.

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0% found this document useful (0 votes)
49 views

Month Security A Security B Security C Security D

The document contains monthly closing prices for 12 securities (Security A through Security J) and a market index from the 1st month to the 61st month. The prices fluctuate from month to month, with some securities generally increasing over time and others generally decreasing or fluctuating. Security A typically had the highest prices while Security J typically had the lowest prices. The market index also generally trended upward over the period.

Uploaded by

M Hasan
Copyright
© © All Rights Reserved
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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Month Security A Security B Security C Security D

1st 1638.25 925.25 677.00 60.30


2nd 1270.25 825.75 588.25 51.20
3rd 1398.75 934.75 665.50 52.00
4th 1360.25 976.75 612.25 51.00
5th 1298.50 973.50 583.75 50.00
6th 1300.00 991.50 544.25 47.50
7th 1244.50 1007.25 505.75 49.80
8th 1248.50 1037.25 479.25 47.00
9th 1170.00 984.50 452.25 46.10
10th 1230.50 790.25 553.25 45.30
11th 1132.00 740.00 416.75 42.90
12th 1206.50 752.25 442.25 46.10
13th 1249.50 750.00 437.75 45.50
14th 995.50 801.75 559.75 48.80
15th 1250.25 850.75 717.25 47.50
16th 1187.50 800.50 700.50 43.70
17th 1206.00 797.00 649.00 44.00
18th 1157.75 790.25 658.00 42.10
19th 1176.75 784.25 647.25 45.00
20th 1320.25 835.00 693.00 49.50
21st 1410.25 792.50 750.25 45.00
22nd 1317.00 629.00 741.50 44.50
23rd 1399.50 611.75 684.50 46.00
24th 1433.75 644.75 967.00 47.10
25th 2127.00 837.25 1147.00 44.70
26th 1901.50 956.50 1120.00 55.20
27th 2441.00 975.25 1190.75 53.00
28th 2410.00 1282.50 1248.25 51.10
29th 2632.00 1269.00 1253.50 54.40
30th 2575.75 1460.75 1165.00 55.34
31st 2545.00 1519.00 1204.75 53.70
32nd 3385.25 1553.75 1186.75 53.00
33rd 3530.50 1510.00 1207.00 52.10
34th 4559.75 1432.00 1375.75 134.80
35th 4796.75 1657.75 1314.50 129.90
36th 5396.75 2676.25 1591.25 136.80
37th 5802.00 2641.75 1406.75 127.10
38th 4104.75 2307.50 1335.75 129.50
39th 4066.50 2321.75 1314.00 122.30
40th 4373.50 2342.75 1234.00 143.40
41st 4135.25 2337.00 1219.50 138.40
42nd 3576.50 2050.00 1058.50 103.40
43rd 3991.00 2289.75 1214.00 129.20
44th 3626.50 2323.50 1180.00 139.90
45th 3481.25 1972.25 1209.00 164.10
46th 4171.75 1575.00 1198.25 208.80
47th 3875.00 1565.25 1181.75 185.80
48th 4264.00 1891.25 1276.25 186.90
49th 4527.50 1860.25 1429.25 199.30
50th 3031.00 2135.75 1512.75 217.70
51st 3107.25 2138.50 1568.75 235.90
52nd 3047.50 2367.50 1699.50 264.70
53rd 3084.50 2408.75 1749.50 273.60
54th 3505.00 3114.75 2010.75 237.80
55th 3708.00 3703.00 2152.50 209.40
56th 4213.00 4418.25 2657.00 277.90
57th 4192.50 4368.25 2410.75 246.00
58th 4381.50 2383.00 2440.25 263.80
59th 6770.00 2669.50 2549.50 280.40
60th 6705.00 3282.00 2799.25 242.60
61st 7958.00 3610.75 3133.50 234.20
Security E Security F Security G Security H Security I
136.50 80.70 278.25 287.25 245.75
119.70 68.40 238.75 265.25 210.50
127.50 75.10 283.75 299.00 229.50
125.20 74.00 358.25 280.00 224.00
126.40 72.00 326.25 268.25 215.75
114.60 71.10 349.25 262.00 192.75
109.30 69.60 364.00 246.00 193.50
102.70 67.60 370.25 248.75 206.50
94.20 66.60 326.25 249.00 202.00
102.20 69.40 324.25 285.00 231.50
96.30 67.80 273.25 270.25 220.75
96.20 62.20 351.50 284.75 228.00
99.20 65.20 364.25 255.00 225.25
108.60 67.40 550.25 259.50 244.50
122.80 70.10 797.50 280.50 241.25
114.60 68.30 927.75 294.00 215.75
113.10 68.60 835.50 279.75 212.00
118.10 70.00 788.50 276.25 209.50
119.10 70.20 892.75 276.75 224.00
120.60 82.60 863.25 285.00 241.50
135.80 77.30 739.00 279.75 348.25
126.00 78.40 804.25 273.75 303.75
122.10 78.70 771.75 269.75 295.00
121.70 79.10 1116.25 290.00 301.50
128.40 85.30 1468.75 271.00 298.50
167.60 100.00 2085.50 371.00 483.75
177.00 123.00 2170.25 389.50 518.00
205.90 160.50 2379.25 330.00 547.00
215.70 162.70 2842.75 340.75 516.75
301.00 181.50 2711.00 352.25 509.25
321.00 181.70 2561.25 352.25 483.75
275.10 168.60 2681.00 337.75 432.75
267.00 181.40 3169.50 347.00 437.25
241.00 232.10 3477.50 401.25 700.25
251.90 244.30 3993.25 618.75 887.75
277.90 318.90 3433.00 689.00 1319.75
246.20 306.20 1324.25 564.25 1331.25
336.50 507.70 940.50 402.75 947.75
289.20 506.60 1000.50 404.75 829.75
312.30 586.80 936.75 393.25 852.75
269.40 603.50 812.25 400.75 950.25
236.50 406.10 795.00 336.25 829.50
265.80 521.30 822.25 386.00 901.75
262.80 508.70 694.75 407.50 990.25
279.50 463.70 593.75 531.75 1013.25
262.60 440.10 430.75 534.00 1063.00
243.60 466.40 748.50 479.25 997.00
249.40 394.20 629.75 599.00 1013.50
294.50 456.30 1032.50 579.00 1225.00
339.10 440.60 973.25 579.00 1300.00
369.90 440.00 881.75 818.25 1088.25
391.30 439.70 835.25 772.00 1137.50
431.10 442.70 895.00 833.00 1136.75
418.20 432.50 1090.50 1104.25 1168.25
486.90 446.90 1176.50 1304.00 1192.50
572.50 511.50 1177.50 1344.00 1362.25
585.40 509.70 1166.00 1177.00 1342.50
517.50 503.00 1094.50 1307.25 1351.50
540.70 439.90 1070.25 1307.00 1430.50
604.00 426.20 1123.50 1796.00 1435.00
647.00 396.00 1393.50 2090.75 1482.50
Security J Market Index
122.70 1713.17
102.50 1510.11
103.90 1613.17
102.80 1673.21
98.10 1694.62
91.40 1694.42
93.50 1677.35
89.00 1656.27
85.40 1531.44
90.40 1491.77
75.00 1361.27
67.00 1355.04
70.40 1339.52
68.50 1406.81
69.00 1587.08
66.90 1562.53
70.30 1541.65
73.00 1527.30
84.10 1609.51
84.60 1805.12
83.90 1791.54
81.80 1760.88
74.00 1743.33
72.80 2003.58
75.20 2149.32
92.80 2384.18
108.50 2455.09
111.00 2548.19
119.70 2850.81
154.70 2971.11
148.60 3017.21
132.60 2907.17
132.20 2931.38
140.20 3016.49
161.90 3072.85
161.50 3167.99
141.90 3000.50
233.60 2761.05
214.20 2791.21
236.00 2966.82
200.40 2748.60
171.90 2468.92
201.60 2795.34
212.20 2649.49
220.40 2570.96
213.20 2446.92
250.00 2554.36
195.50 2572.18
223.40 3010.26
266.80 2914.53
276.30 2941.28
290.60 3083.89
328.00 3364.26
348.70 4380.95
409.40 4535.53
486.40 5367.11
521.40 5560.56
487.70 5582.33
467.40 5654.88
515.70 6107.81
526.00 6153.68
Month Security A Security B Security C Security D Security E Security F Security G Security H Security I Security J
2nd -0.2544 -0.1138 -0.1405 -0.1636 -0.1313 -0.1654 -0.1531 -0.0797 -0.1548 -0.1799
3rd 0.0964 0.1240 0.1234 0.0155 0.0631 0.0934 0.1727 0.1198 0.0864 0.0136
4th -0.0279 0.0440 -0.0834 -0.0194 -0.0182 -0.0148 0.2331 -0.0657 -0.0243 -0.0106
5th -0.0465 -0.0033 -0.0477 -0.0198 0.0095 -0.0274 -0.0936 -0.0429 -0.0375 -0.0468
6th 0.0012 0.0183 -0.0701 -0.0513 -0.0980 -0.0126 0.0681 -0.0236 -0.1127 -0.0707
7th -0.0436 0.0158 -0.0734 0.0473 -0.0474 -0.0213 0.0414 -0.0630 0.0039 0.0227
8th 0.0032 0.0293 -0.0538 -0.0579 -0.0623 -0.0292 0.0170 0.0111 0.0650 -0.0493
9th -0.0649 -0.0522 -0.0580 -0.0193 -0.0864 -0.0149 -0.1265 0.0010 -0.0220 -0.0413
10th 0.0504 -0.2198 0.2016 -0.0175 0.0815 0.0412 -0.0061 0.1350 0.1363 0.0569
11th -0.0834 -0.0657 -0.2833 -0.0544 -0.0595 -0.0233 -0.1711 -0.0531 -0.0475 -0.1868
12th 0.0637 0.0164 0.0594 0.0719 -0.0010 -0.0862 0.2518 0.0523 0.0323 -0.1128
13th 0.0350 -0.0030 -0.0102 -0.0131 0.0307 0.0471 0.0356 -0.1103 -0.0121 0.0495
14th -0.2273 0.0667 0.2458 0.0700 0.0905 0.0332 0.4125 0.0175 0.0820 -0.0274
15th 0.2279 0.0593 0.2479 -0.0270 0.1229 0.0393 0.3711 0.0778 -0.0134 0.0073
16th -0.0515 -0.0609 -0.0236 -0.0834 -0.0691 -0.0260 0.1513 0.0470 -0.1117 -0.0309
17th 0.0155 -0.0044 -0.0764 0.0068 -0.0132 0.0044 -0.1047 -0.0497 -0.0175 0.0496
18th -0.0408 -0.0085 0.0138 -0.0441 0.0433 0.0202 -0.0579 -0.0126 -0.0119 0.0377
19th 0.0163 -0.0076 -0.0165 0.0666 0.0084 0.0029 0.1242 0.0018 0.0669 0.1415
20th 0.1151 0.0627 0.0683 0.0953 0.0125 0.1627 -0.0336 0.0294 0.0752 0.0059
21st 0.0659 -0.0522 0.0794 -0.0953 0.1187 -0.0663 -0.1554 -0.0186 0.3661 -0.0083
22nd -0.0684 -0.2311 -0.0117 -0.0112 -0.0749 0.0141 0.0846 -0.0217 -0.1367 -0.0253
23rd 0.0608 -0.0278 -0.0800 0.0332 -0.0314 0.0038 -0.0412 -0.0147 -0.0292 -0.1002
24th 0.0242 0.0525 0.3455 0.0236 -0.0033 0.0051 0.3691 0.0724 0.0218 -0.0163
25th 0.3944 0.2613 0.1707 -0.0523 0.0536 0.0755 0.2744 -0.0678 -0.0100 0.0324
26th -0.1121 0.1332 -0.0238 0.2110 0.2664 0.1590 0.3506 0.3141 0.4828 0.2103
27th 0.2498 0.0194 0.0613 -0.0407 0.0546 0.2070 0.0398 0.0487 0.0684 0.1563
28th -0.0128 0.2739 0.0472 -0.0365 0.1512 0.2661 0.0919 -0.1658 0.0545 0.0228
29th 0.0881 -0.0106 0.0042 0.0626 0.0465 0.0136 0.1780 0.0321 -0.0569 0.0755
30th -0.0216 0.1407 -0.0732 0.0171 0.3332 0.1093 -0.0475 0.0332 -0.0146 0.2565
31st -0.0120 0.0391 0.0336 -0.0301 0.0643 0.0011 -0.0568 0.0000 -0.0514 -0.0402
32nd 0.2853 0.0226 -0.0151 -0.0131 -0.1543 -0.0748 0.0457 -0.0420 -0.1114 -0.1139
33rd 0.0420 -0.0286 0.0169 -0.0171 -0.0299 0.0732 0.1674 0.0270 0.0103 -0.0030
34th 0.2558 -0.0530 0.1309 0.9506 -0.1025 0.2465 0.0927 0.1453 0.4709 0.0588
35th 0.0507 0.1464 -0.0455 -0.0370 0.0442 0.0512 0.1383 0.4331 0.2373 0.1439
36th 0.1179 0.4790 0.1911 0.0518 0.0982 0.2665 -0.1512 0.1075 0.3965 -0.0025
37th 0.0724 -0.0130 -0.1232 -0.0735 -0.1211 -0.0406 -0.9526 -0.1997 0.0087 -0.1294
38th -0.3461 -0.1353 -0.0518 0.0187 0.3125 0.5057 -0.3422 -0.3372 -0.3398 0.4985
39th -0.0094 0.0062 -0.0164 -0.0572 -0.1515 -0.0022 0.0618 0.0050 -0.1330 -0.0867
40th 0.0728 0.0090 -0.0628 0.1592 0.0768 0.1470 -0.0658 -0.0288 0.0273 0.0969
41st -0.0560 -0.0025 -0.0118 -0.0355 -0.1478 0.0281 -0.1426 0.0189 0.1083 -0.1635
42nd -0.1452 -0.1310 -0.1416 -0.2915 -0.1302 -0.3961 -0.0215 -0.1755 -0.1359 -0.1534
43rd 0.1097 0.1106 0.1371 0.2228 0.1168 0.2497 0.0337 0.1380 0.0835 0.1594
44th -0.0958 0.0146 -0.0284 0.0796 -0.0114 -0.0245 -0.1685 0.0542 0.0936 0.0512
45th -0.0409 -0.1639 0.0243 0.1595 0.0616 -0.0926 -0.1571 0.2661 0.0230 0.0379
46th 0.1809 -0.2249 -0.0089 0.2409 -0.0624 -0.0522 -0.3209 0.0042 0.0479 -0.0332
47th -0.0738 -0.0062 -0.0139 -0.1167 -0.0751 0.0580 0.5525 -0.1082 -0.0641 0.1592
48th 0.0957 0.1892 0.0769 0.0059 0.0235 -0.1682 -0.1727 0.2230 0.0164 -0.2459
49th 0.0600 -0.0165 0.1132 0.0642 0.1662 0.1463 0.4944 -0.0340 0.1895 0.1334
50th -0.4013 0.1381 0.0568 0.0883 0.1410 -0.0350 -0.0591 0.0000 0.0594 0.1775
51st 0.0248 0.0013 0.0363 0.0803 0.0869 -0.0014 -0.0987 0.3459 -0.1778 0.0350
52nd -0.0194 0.1017 0.0801 0.1152 0.0562 -0.0007 -0.0542 -0.0582 0.0443 0.0505
53rd 0.0121 0.0173 0.0290 0.0331 0.0969 0.0068 0.0691 0.0760 -0.0007 0.1211
54th 0.1278 0.2570 0.1392 -0.1402 -0.0304 -0.0233 0.1976 0.2819 0.0273 0.0612
55th 0.0563 0.1730 0.0681 -0.1272 0.1521 0.0328 0.0759 0.1663 0.0205 0.1605
56th 0.1277 0.1766 0.2106 0.2830 0.1620 0.1350 0.0008 0.0302 0.1331 0.1723
57th -0.0049 -0.0114 -0.0973 -0.1219 0.0223 -0.0035 -0.0098 -0.1327 -0.0146 0.0695
58th 0.0441 -0.6060 0.0122 0.0699 -0.1233 -0.0132 -0.0633 0.1050 0.0067 -0.0668
59th 0.4351 0.1135 0.0438 0.0610 0.0439 -0.1340 -0.0224 -0.0002 0.0568 -0.0425
60th -0.0096 0.2066 0.0935 -0.1448 0.1107 -0.0316 0.0486 0.3178 0.0031 0.0983
61st 0.1713 0.0955 0.1128 -0.0352 0.0688 -0.0735 0.2154 0.1520 0.0326 0.0198

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

Security C 0.352 0.341 1

Security D 0.233 -0.053 0.265 1

Security E -0.098 0.396 0.338 0.105 1

Security F 0.024 0.227 0.263 0.407 0.522

Security G 0.116 0.199 0.431 0.016 0.151

Security H 0.228 0.216 0.360 0.210 0.162

Security I 0.271 0.300 0.366 0.510 0.223

Security J -0.157 0.163 0.186 0.214 0.737

Market Index 0.373 0.445 0.610 0.189 0.388


Security F Security G Security H Security I Security J Market Index

0.084 1

-0.067 0.239 1

0.242 0.147 0.417 1

0.665 0.187 0.050 0.104 1

0.320 0.547 0.368 0.304 0.362 1


ket Index
Covariance
Security A Security B Security C Security D Security E
Security A 0.0207
Security B 0.0045 0.0220
Security C 0.0055 0.0055 0.0117
Security D 0.0053 -0.0012 0.0045 0.0247
Security E -0.0015 0.0063 0.0039 0.0018 0.0115
Security F 0.0004 0.0042 0.0036 0.0081 0.0071
Security G 0.0037 0.0065 0.0104 0.0006 0.0036
Security H 0.0045 0.0044 0.0053 0.0045 0.0024
Security I 0.0055 0.0063 0.0056 0.0113 0.0034
Security J -0.0027 0.0029 0.0024 0.0041 0.0096

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

Security A Security B Security C Security D Security E


Security A 0.0207
Security B 0.0045 0.0220
Security C 0.0055 0.0055 0.0117
Security D 0.0053 -0.0012 0.0045 0.0247
Security E -0.0015 0.0063 0.0039 0.0018 0.0115
Security F 0.0004 0.0042 0.0036 0.0081 0.0071
Security G 0.0037 0.0065 0.0104 0.0006 0.0036
Security H 0.0045 0.0044 0.0053 0.0045 0.0024
Security I 0.0055 0.0063 0.0056 0.0113 0.0034
Security J -0.0027 0.0029 0.0024 0.0041 0.0096

Security A Security B Security C Security D Security E


Weight 0.047 0.129 0.210 0.148 0.157
Security A 0.047
Security B 0.129 0.0001
Security C 0.210 0.0001 0.0001
Security D 0.148 0.0000 0.0000 0.0001
Security E 0.157 0.0000 0.0001 0.0001 0.0000
Security F 0.068 0.0000 0.0000 0.0001 0.0001 0.0001
Security G 0.024 0.0000 0.0000 0.0001 0.0000 0.0000
Security H 0.029 0.0000 0.0000 0.0000 0.0000 0.0000
Security I 0.015 0.0000 0.0000 0.0000 0.0000 0.0000
Security J 0.172 0.0000 0.0001 0.0001 0.0001 0.0003

0.0003 0.0004 0.0005 0.0003 0.0004


Security F Security G Security H Security I Security J

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

Security F Security G Security H Security I Security J

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

Security F Security G Security H Security I Security J


0.068 0.024 0.029 0.015 0.172
0.0000
0.0000 0.0000
0.0000 0.0000 0.0000
0.0001 0.0000 0.0000 0.0000

0.0001 0.0000 0.0000 0.0000 0.0020


Covariance
Security A Security B Security C Security D Security E
Security A 0.0207
Security B 0.0045 0.0220
Security C 0.0055 0.0055 0.0117
Security D 0.0053 -0.0012 0.0045 0.0247
Security E -0.0015 0.0063 0.0039 0.0018 0.0115
Security F 0.0004 0.0042 0.0036 0.0081 0.0071
Security G 0.0037 0.0065 0.0104 0.0006 0.0036
Security H 0.0045 0.0044 0.0053 0.0045 0.0024
Security I 0.0055 0.0063 0.0056 0.0113 0.0034
Security J -0.0027 0.0029 0.0024 0.0041 0.0096

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

Security A Security B Security C Security D Security E


Security A 0.0207
Security B 0.0045 0.0220
Security C 0.0055 0.0055 0.0117
Security D 0.0053 -0.0012 0.0045 0.0247
Security E -0.0015 0.0063 0.0039 0.0018 0.0115
Security F 0.0004 0.0042 0.0036 0.0081 0.0071
Security G 0.0037 0.0065 0.0104 0.0006 0.0036
Security H 0.0045 0.0044 0.0053 0.0045 0.0024
Security I 0.0055 0.0063 0.0056 0.0113 0.0034
Security J -0.0027 0.0029 0.0024 0.0041 0.0096

Security A Security B Security C Security D Security E


Weight 0.047 0.129 0.210 0.148 0.157
Security A 0.047
Security B 0.129 0.0001
Security C 0.210 0.0001 0.0001
Security D 0.148 0.0000 0.0000 0.0001
Security E 0.157 0.0000 0.0001 0.0001 0.0000
Security F 0.068 0.0000 0.0000 0.0001 0.0001 0.0001
Security G 0.024 0.0000 0.0000 0.0001 0.0000 0.0000
Security H 0.029 0.0000 0.0000 0.0000 0.0000 0.0000
Security I 0.015 0.0000 0.0000 0.0000 0.0000 0.0000
Security J 0.172 0.0000 0.0001 0.0001 0.0001 0.0003

0.0003 0.0004 0.0005 0.0003 0.0004


Security F Security G Security H Security I Security J

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

Security F Security G Security H Security I Security J

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

Security F Security G Security H Security I Security J


0.068 0.024 0.029 0.015 0.172
0.0000
0.0000 0.0000
0.0000 0.0000 0.0000
0.0001 0.0000 0.0000 0.0000

0.0001 0.0000 0.0000 0.0000 0.0020


Efficient Set
Portfolio Std.DevTarget Return
1 0.0250
2
3
4
5
6
7
8
9
10
11
12
Security A Security B Security C Security D Security E

Mean 0.0263 0.0227 0.0255 0.0226 0.0259


Standard Error 0.0187 0.0193 0.0141 0.0205 0.0140
Median 0.0202 0.0152 0.0130 -0.0121 0.0271
Mode #N/A #N/A #N/A #N/A #N/A
Standard Deviation 0.1451 0.1496 0.1093 0.1586 0.1082
Sample Variance 0.0211 0.0224 0.0119 0.0252 0.0117
Kurtosis 2.0989 5.3907 0.9970 19.5547 0.5560
Skewness -0.0318 -0.7798 0.3645 3.4511 0.5502
Range 0.8364 1.0850 0.6288 1.2422 0.4875
Minimum -0.4013 -0.6060 -0.2833 -0.2915 -0.1543
Maximum 0.4351 0.4790 0.3455 0.9506 0.3332
Sum 1.5805 1.3616 1.5322 1.3568 1.5560
Count 60 60 60 60 60
Confidence Level( 0.0375 0.0386 0.0282 0.0410 0.0279
Security F Security G Security H Security I Security J Market Index

0.0265 0.0269 0.0331 0.0300 0.0243 0.0213


0.0164 0.0289 0.0177 0.0183 0.0157 0.0091
0.0033 0.0254 0.0080 0.0134 0.0212 0.0118
#N/A #N/A 0 #N/A #N/A #N/A
0.1272 0.2238 0.1371 0.1415 0.1219 0.0709
0.0162 0.0501 0.0188 0.0200 0.0149 0.0050
4.1914 5.5271 1.3383 3.3454 2.8748 1.5048
0.6239 -0.9648 0.5780 1.1804 0.8032 0.7206
0.9018 1.5051 0.7703 0.8226 0.7444 0.3902
-0.3961 -0.9526 -0.3372 -0.3398 -0.2459 -0.1262
0.5057 0.5525 0.4331 0.4828 0.4985 0.2641
1.5907 1.6111 1.9849 1.7972 1.4556 1.2787
60 60 60 60 60 60
0.0329 0.0578 0.0354 0.0366 0.0315 0.0183
Name : Mahedi Hasan

ID# 201501047

Sub : Portfolio Management

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