1 2 3 4 5 6 7 8 9

Close IXF ATX SSE TSEC SMI MS GS NOK NYL

May-08 3117.29 4738.51 3841.27 7875.42 9,428 84.01 218.61 25.25 7189.46
Jun-08 3261.11 4885.38 4109.65 8144.95 9,451 85.04 230.82 27.38 7435.08
Jul-08 3135.53 4869.26 3820.7 8883.21 9,209 83.88 216.75 28.11 7379.99
Aug-08 2920.35 4685.24 4471.03 9287.25 8,885 63.87 188.34 28.64 7174.8
Sep-08 2973.74 4579.61 5218.83 8982.16 8,882 62.37 176.01 32.88 7233.46
Oct-08 3034.28 4527.3 5552.3 9411.95 8,934 63 216.74 37.93 7597.58
Nov-08 3051.88 4871.71 5954.77 9711.37 9,020 67.26 247.92 39.72 7790.04
Dec-08 2944.32 4471.83 4871.78 8586.4 8,828 52.72 226.64 39.33 7466.77
Jan-09 2867.41 4512.98 5261.56 8506.28 8,485 53.11 215.05 38.39 7350.45
Feb-09 2820.69 3841.96 4383.39 7521.13 7,670 49.34 199.55 36.68 6850.64
Mar-09 2588.49 3871.51 4348.54 8412.76 7,534 42.12 169.63 36.01 6717.18
Apr-09 2571.19 3765.91 3472.71 8572.59 7,224 45.7 165.39 31.83 6600.54
May-09 2655.24 4264.79 3693.11 8919.92 7,529 48.6 191.37 30.07 6979.58
Jun-09 2623.25 4394.71 3433.35 8619.08 7,511 44.23 176.41 28.4 6971.45
Jul-09 2248.01 3943.15 2736.1 7523.54 6,959 36.07 174.9 24.5 6411.48
Aug-09 2452.35 3659.74 2775.72 7024.06 7,141 39.48 184.04 27.32 6276.01
Sep-09 2554.21 3613.32 2397.37 7046.11 7,239 40.83 163.97 25.17 6190.56
Oct-09 2551.06 2767.76 2293.78 5719.28 6,655 23 128 18.65 5618.64
Nov-09 2217.08 1997.9 1728.79 4870.66 6,153 17.47 92.5 15.18 4595
Dec-09 1989.3 1801.1 1871.16 4460.49 5,817 14.75 78.99 14.17 4287.38
Jan-10 1977.43 1750.83 1820.81 4591.22 5,535 16.04 84.39 15.6 4385.35
Feb-10 1570.5 1736.23 1990.66 4247.97 5,290 20.23 80.73 12.27 3,927.01
Mar-10 1433.43 1481.67 2082.85 4557.15 4,691 19.54 91.08 9.36 3,495.28
Apr-10 1617.97 1696.62 2373.21 5210.84 4,927 22.77 106.02 11.67 3,757.45
May-10 1723.76 1863.01 2477.57 5992.57 5,226 23.64 128.5 14.14 4076.75
Jun-10 1817.85 2105.39 2632.93 6890.44 5,350 30.32 144.57 15.3 4475.36
Jul-10 1784.74 2098.65 2959.36 6432.16 5,404 28.51 147.44 14.58 4396.44
Aug-10 1896.46 2250.19 3412.06 7077.71 5,951 28.5 163.3 13.34 4,766.91
Sep-10 1936.11 2503.98 2667.75 6825.95 6,217 28.96 165.46 14.01 4,907.38
Oct-10 1973.39 2637.28 2779.43 7509.17 6,323 30.88 184.35 14.62 5,069.67
Nov-10 1867.53 2483.89 2995.85 7340.08 6,286 32.12 170.17 12.61 4,983.56
Dec-10 1939.33 2460.43 3195.3 7582.21 6,261 31.58 169.66 13.26 5,245.81
Jan-11 2003.03 2495.56 3277.14 8188.11 6,546 29.6 168.84 12.85 5,241.07
Feb-11 1,992.61 2493.53 2989.29 7640.44 6,441 26.78 148.72 13.69 5,003.74
Mar-11 2,029.96 2438.95 3051.94 7436.1 6,711 28.18 156.35 13.47 5,075.38
Apr-11 2158.69 2634 3109.1 7920.06 6,873 29.29 170.63 15.54 5,358.33

1 2 3 4 5 6 7 8 9
Revenue IXF ATX SSE TSEC SMI MS GS NOK NYL
May-08 - - - - - - - - -
Jun-08 4.61% 3.10% 6.99% 3.42% 0.24% 1.23% 5.59% 8.44% 3.42%
 Jul-08 -3.85% -0.33% -7.03% 9.06% -2.55% -1.36% -6.10% 2.67% -0.74%
Aug-08 -6.86% -3.78% 17.02% 4.55% -3.52% -23.86% -13.11% 1.89% -2.78%
Sep-08 1.83% -2.25% 16.73% -3.29% -0.04% -2.35% -6.55% 14.80% 0.82%
Oct-08 2.04% -1.14% 6.39% 4.78% 0.59% 1.01% 23.14% 15.36% 5.03%
Nov-08 0.58% 7.61% 7.25% 3.18% 0.96% 6.76% 14.39% 4.72% 2.53%
Dec-08 -3.52% -8.21% -18.19% -11.58% -2.12% -21.62% -8.58% -0.98% -4.15%
Jan-09 -2.61% 0.92% 8.00% -0.93% -3.90% 0.74% -5.11% -2.39% -1.56%
Feb-09 -1.63% -14.87% -16.69% -11.58% -9.60% -7.10% -7.21% -4.45% -6.80%
Mar-09 -8.23% 0.77% -0.80% 11.86% -1.78% -14.63% -14.99% -1.83% -1.95%
Apr-09 -0.67% -2.73% -20.14% 1.90% -4.11% 8.50% -2.50% -11.61% -1.74%
May-09 3.27% 13.25% 6.35% 4.05% 4.22% 6.35% 15.71% -5.53% 5.74%
Jun-09 -1.20% 3.05% -7.03% -3.37% -0.24% -8.99% -7.82% -5.55% -0.12%
Jul-09 -14.30% -10.28% -20.31% -12.71% -7.36% -18.45% -0.86% -13.73% -8.03%
Aug-09 9.09% -7.19% 1.45% -6.64% 2.63% 9.45% 5.23% 11.51% -2.11%
Sep-09 4.15% -1.27% -13.63% 0.31% 1.37% 3.42% -10.91% -7.87% -1.36%
Oct-09 -0.12% -23.40% -4.32% -18.83% -8.06% -43.67% -21.94% -25.90% -9.24%
Nov-09 -13.09% -27.82% -24.63% -14.84% -7.54% -24.04% -27.73% -18.61% -18.22%
Dec-09 -10.27% -9.85% 8.24% -8.42% -5.47% -15.57% -14.61% -6.65% -6.69%
Jan-10 -0.60% -2.79% -2.69% 2.93% -4.85% 8.75% 6.84% 10.09% 2.29%
Feb-10 -20.58% -0.83% 9.33% -7.48% -4.42% 26.12% -4.34% -21.35% -10.45%
Mar-10 -8.73% -14.66% 4.63% 7.28% -11.33% -3.41% 12.82% -23.72% -10.99%
Apr-10 12.87% 14.51% 13.94% 14.34% 5.05% 16.53% 16.40% 24.68% 7.50%
May-10 6.54% 9.81% 4.40% 15.00% 6.06% 3.82% 21.20% 21.17% 8.50%
Jun-10 5.46% 13.01% 6.27% 14.98% 2.37% 28.26% 12.51% 8.20% 9.78%
Jul-10 -1.82% -0.32% 12.40% -6.65% 1.02% -5.97% 1.99% -4.71% -1.76%
Aug-10 6.26% 7.22% 15.30% 10.04% 10.12% -0.04% 10.76% -8.50% 8.43%
Sep-10 2.09% 11.28% -21.81% -3.56% 4.48% 1.61% 1.32% 5.02% 2.95%
Oct-10 1.93% 5.32% 4.19% 10.01% 1.71% 6.63% 11.42% 4.35% 3.31%
Nov-10 -5.36% -5.82% 7.79% -2.25% -0.59% 4.02% -7.69% -13.75% -1.70%
Dec-10 3.84% -0.94% 6.66% 3.30% -0.39% -1.68% -0.30% 5.15% 5.26%
Jan-11 3.28% 1.43% 2.56% 7.99% 4.55% -6.27% -0.48% -3.09% -0.09%
Feb-11 -0.52% -0.08% -8.78% -6.69% -1.61% -9.53% -11.92% 6.54% -4.53%
Mar-11 1.87% -2.19% 2.10% -2.67% 4.20% 5.23% 5.13% -1.61% 1.43%
Apr-11 6.34% 8.00% 1.87% 6.51% 2.42% 3.94% 9.13% 15.37% 5.57%
Avarage -0.80% -1.19% 0.11% 0.40% -0.79% -1.89% 0.02% -0.62% -0.64%

Covariance IXF ATX SSE TSEC SMI MS GS NOK NYL

IXF 0.00468 0.00361 0.00188 0.00281 0.00227 0.00313 0.00442 0.00560 0.00329
ATX 0.00361 0.00889 0.00435 0.00592 0.00348 0.00867 0.00743 0.00707 0.00500
SSE 0.00188 0.00435 0.01334 0.00472 0.00201 0.00498 0.00561 0.00413 0.00312
TSEC 0.00281 0.00592 0.00472 0.00757 0.00222 0.00655 0.00665 0.00546 0.00389
SMI 0.00227 0.00348 0.00201 0.00222 0.00222 0.00297 0.00302 0.00317 0.00233
MS 0.00313 0.00867 0.00498 0.00655 0.00297 0.01921 0.01077 0.00654 0.00462
GS 0.00442 0.00743 0.00561 0.00665 0.00302 0.01077 0.01427 0.00762 0.00526
 NOK 0.00560 0.00707 0.00413 0.00546 0.00317 0.00654 0.00762 0.01459 0.00538
NYL 0.00329 0.00500 0.00312 0.00389 0.00233 0.00462 0.00526 0.00538 0.00375
PAL 0.00327 0.01000 0.00589 0.01332 0.00341 0.01035 0.01098 0.01103 0.00783
MXX 0.00323 0.00461 0.00275 0.00402 0.00199 0.00389 0.00455 0.00500 0.00368
KLSE 0.00124 0.00318 0.00348 0.00272 0.00136 0.00312 0.00423 0.00253 0.00216
TYX -0.00089 0.00166 0.00183 0.00122 0.00076 0.00436 0.00154 -0.00174 -0.00008
NBI 0.00254 0.00304 0.00234 0.00156 0.00173 0.00373 0.00379 0.00428 0.00229
MID 0.00359 0.00571 0.00311 0.00417 0.00269 0.00511 0.00601 0.00566 0.00397
CMA.CA -0.00844 -0.01771 -0.01547 -0.01003 -0.00447 -0.01335 -0.01758 -0.01114 -0.01227
QQQQ 0.00321 0.00567 0.00403 0.00457 0.00267 0.00624 0.00639 0.00537 0.00375
FCHI 0.00308 0.00498 0.00240 0.00392 0.00258 0.00418 0.00472 0.00461 0.00336
APPL 0.00356 0.00909 0.00641 0.00736 0.00403 0.01044 0.00965 0.00663 0.00512
GE 0.00645 0.00692 0.00238 0.00586 0.00370 0.00526 0.00669 0.01114 0.00580

Portfolio 0.0000% 0.0000% 0.0000% 0.0000% 0.0000% 89.9775% 0.0000% 0.0000% 0.0000%

PORTFOLIO RETURN 3.43% PORTFOLIO VARIANCE 0.014977

EXPECTED RETURN 4.00% STANDART DEVIATION 0.12238

IXF ATX SSE TSEC SMI MS GS NOK NYL PAL

1.2034% - - - - - - - 13.6250% -
- - - - - - - - 29.1827% -
- - - - - - - - 36.2560% -
- - - - - - - - 43.3294% -
- - - - - - - - 50.4027% -
- - - - - - - - 57.4760% -
- - - - - - - - 68.8590% -
- - - - - - - - 80.8271% -
- - - - - - - - 90.3712% -
- - - - - 28.0146% - - 61.9628% -
- - - - - 61.9065% - - 25.5694% -
- - - - - 87.4759% - - - -

Efficient Frontier Graph

xpected Return

4.25%
4.00%
3.75%
3.50%
 Efficient Frontier Graph

Expected Return
4.25%
4.00%
3.75%
3.50%
3.25%
3.00%
2.75%
2.50%
2.25%
2.00%
1.75%
1.50%
1.25%
1.00%
0.75%
0.50%
0.25%
0.00%
0.00000 0.00210 0.00420 0.00630 0.00840

Risk (Portfolio Variance)

 10 11 12 13 14 15 16 17 18 19
PAL MXX KLSE TYX NBI MID CMA.CA QQQQ FCHI APPL
9.73 28996.71 1322.25 4.82 841.66 873.66 874 45.96 5960.04 99.8
11.04 31398.96 1346.89 5.01 835.21 916.3 916 47.41 6104 121.19
9.5 31151.05 1354.38 5.13 802.68 895.51 896 47.6 6054.93 122.04
8.92 30659.66 1373.71 4.92 784.26 856.33 856 47.53 5751.08 131.76
6.89 30347.86 1273.93 4.83 813.67 863 863 48.87 5662.7 138.48
7.65 30296.19 1336.3 4.83 854.37 885.06 885 51.41 5715.69 153.47
8.05 31458.67 1413.65 4.75 891.86 907.7 908 55.03 5847.95 189.95
5.45 29770.52 1396.98 4.4 866.31 860.74 861 51.31 5670.57 182.22
3.7 29536.83 1445.03 4.46 834.96 858.2 858 51.22 5614.08 198.08
4.45 28793.64 1393.25 4.35 805.1 804.64 805 45.13 4869.79 135.36
8.25 28918.52 1357.4 4.42 784 788.51 789 42.95 4790.66 125.02
5.46 30912.99 1247.52 4.31 780.9 779.51 780 43.72 4707.07 143.5
5.15 30281.41 1279.86 4.5 799.24 838.84 839 47.21 4996.54 173.95
5.68 31975.47 1276.1 4.71 817.9 881.96 882 50.01 5014.28 188.75
5.5 29395.49 1186.57 4.53 793.43 818.99 819 45.17 4434.85 167.44
4.2 27501.02 1163.09 4.6 917.74 803.01 803 45.46 4392.36 158.95
3.84 26290.99 1100.5 4.41 885.98 815.6 816 46.12 4482.6 169.53
2.12 24888.9 1018.68 4.3 836.08 727.29 727 38.91 4032.1 113.66
1.4 20445.32 863.61 4.37 734.67 568.49 2,544 32.89 3487.07 107.59
1.13 20534.72 866.14 3.49 673.93 514.56 2,654 29.12 3262.68 92.67
1.83 22380.32 876.75 2.69 729.54 538.28 2,793 29.74 3217.97 85.35
1.60 19565.14 884.45 3.6 728.72 498.68 2,793 29.06 2973.92 90.13
1.49 17752.18 890.67 3.72 648 449.44 2,793 27.53 2702.48 89.31
1.38 19626.75 872.55 3.56 682.81 489 3,237 30.32 2807.34 105.12
1.81 21,898.85 990.74 4.04 674.62 561.14 3,387 34.28 3159.85 125.83
2.66 24,331.71 1044.11 4.34 699.41 575.52 3,305 35.38 3277.65 135.81
2.43 24,368.38 1075.24 4.31 749.58 578.14 3,658 36.38 3140.44 142.43
3.09 27,043.50 1174.9 4.31 811.17 628.05 3,536 39.45 3426.27 163.39
2.76 28,129.95 1174.27 4.18 808.57 654.54 2,959 40.03 3653.54 168.21
2.79 29,232.24 1202.08 4.05 839.61 691.02 2,659 42.25 3795.41 185.35
2.40 28,646.03 1243.23 4.24 756.75 659.15 2,340 40.96 3607.69 188.5
3.06 30,957.11 1259.11 4.19 807.91 684.77 1,734 43.56 3680.15 199.91
3.50 32,120.47 1272.78 4.64 843.57 726.67 1,535 45.75 3936.33 210.73
3.41 30,391.61 1259.16 4.51 860.14 702.8 1,537 42.79 3739.46 192.06
4.06 31,634.54 1270.78 4.53 878.86 738.36 1,620 44.76 3708.8 204.62
4.08 33,266.43 1320.57 4.72 939.02 789.9 1,424 48.16 3974.01 235

10 11 12 13 14 15 16 17 18 19
PAL MXX KLSE TYX NBI MID CMA.CA QQQQ FCHI APPL
- - - - - - - - - -
13.46% 8.28% 1.86% 3.94% -0.77% 4.88% 4.88% 3.15% 2.42% 21.43%
-13.95% -0.79% 0.56% 2.40% -3.89% -2.27% -2.27% 0.40% -0.80% 0.70%
-6.11% -1.58% 1.43% -4.09% -2.29% -4.38% -4.38% -0.15% -5.02% 7.96%
-22.76% -1.02% -7.26% -1.83% 3.75% 0.78% 0.78% 2.82% -1.54% 5.10%
11.03% -0.17% 4.90% 0.00% 5.00% 2.56% 2.56% 5.20% 0.94% 10.82%
5.23% 3.84% 5.79% -1.66% 4.39% 2.56% 2.56% 7.04% 2.31% 23.77%
-32.30% -5.37% -1.18% -7.37% -2.86% -5.17% -5.17% -6.76% -3.03% -4.07%
-32.11% -0.78% 3.44% 1.36% -3.62% -0.30% -0.30% -0.18% -1.00% 8.70%
20.27% -2.52% -3.58% -2.47% -3.58% -6.24% -6.24% -11.89% -13.26% -31.66%
85.39% 0.43% -2.57% 1.61% -2.62% -2.00% -2.00% -4.83% -1.62% -7.64%
-33.82% 6.90% -8.09% -2.49% -0.40% -1.14% -1.14% 1.79% -1.74% 14.78%
-5.68% -2.04% 2.59% 4.41% 2.35% 7.61% 7.61% 7.98% 6.15% 21.22%
10.29% 5.59% -0.29% 4.67% 2.33% 5.14% 5.14% 5.93% 0.36% 8.51%
-3.17% -8.07% -7.02% -3.82% -2.99% -7.14% -7.14% -9.68% -11.56% -11.29%
-23.64% -6.44% -1.98% 1.55% 15.67% -1.95% -1.95% 0.64% -0.96% -5.07%
-8.57% -4.40% -5.38% -4.13% -3.46% 1.57% 1.57% 1.45% 2.05% 6.66%
-44.79% -5.33% -7.43% -2.49% -5.63% -10.83% -10.83% -15.63% -10.05% -32.96%
-33.96% -17.85% -15.22% 1.63% -12.13% -21.83% 249.79% -15.47% -13.52% -5.34%
-19.29% 0.44% 0.29% -20.14% -8.27% -9.49% 4.34% -11.46% -6.43% -13.87%
61.95% 8.99% 1.22% -22.92% 8.25% 4.61% 5.23% 2.13% -1.37% -7.90%
-12.57% -12.58% 0.88% 33.83% -0.11% -7.36% 0.00% -2.29% -7.58% 5.60%
-6.88% -9.27% 0.70% 3.33% -11.08% -9.87% 0.00% -5.26% -9.13% -0.91%
-7.38% 10.56% -2.03% -4.30% 5.37% 8.80% 15.90% 10.13% 3.88% 17.70%
31.16% 11.58% 13.55% 13.48% -1.20% 14.75% 4.61% 13.06% 12.56% 19.70%
46.96% 11.11% 5.39% 7.43% 3.67% 2.56% -2.42% 3.21% 3.73% 7.93%
-8.65% 0.15% 2.98% -0.69% 7.17% 0.46% 10.71% 2.83% -4.19% 4.87%
27.16% 10.98% 9.27% 0.00% 8.22% 8.63% -3.35% 8.44% 9.10% 14.72%
-10.68% 4.02% -0.05% -3.02% -0.32% 4.22% -16.30% 1.47% 6.63% 2.95%
1.09% 3.92% 2.37% -3.11% 3.84% 5.57% -10.14% 5.55% 3.88% 10.19%
-13.98% -2.01% 3.42% 4.69% -9.87% -4.61% -12.02% -3.05% -4.95% 1.70%
27.50% 8.07% 1.28% -1.18% 6.76% 3.89% -25.89% 6.35% 2.01% 6.05%
14.38% 3.76% 1.09% 10.74% 4.41% 6.12% -11.49% 5.03% 6.96% 5.41%
-2.57% -5.38% -1.07% -2.80% 1.96% -3.28% 0.13% -6.47% -5.00% -8.86%
19.06% 4.09% 0.92% 0.44% 2.18% 5.06% 5.43% 4.60% -0.82% 6.54%
0.49% 5.16% 3.92% 4.19% 6.85% 6.98% -12.12% 7.60% 7.15% 14.85%
0.93% 0.64% 0.13% 0.32% 0.49% -0.03% 5.32% 0.39% -0.96% 3.38%

PAL MXX KLSE TYX NBI MID CMA.CA QQQQ FCHI APPL
0.00327 0.00323 0.00124 -0.00089 0.00254 0.00359 -0.00844 0.00321 0.00308 0.00356
0.01000 0.00461 0.00318 0.00166 0.00304 0.00571 -0.01771 0.00567 0.00498 0.00909
0.00589 0.00275 0.00348 0.00183 0.00234 0.00311 -0.01547 0.00403 0.00240 0.00641
0.01332 0.00402 0.00272 0.00122 0.00156 0.00417 -0.01003 0.00457 0.00392 0.00736
0.00341 0.00199 0.00136 0.00076 0.00173 0.00269 -0.00447 0.00267 0.00258 0.00403
0.01035 0.00389 0.00312 0.00436 0.00373 0.00511 -0.01335 0.00624 0.00418 0.01044
0.01098 0.00455 0.00423 0.00154 0.00379 0.00601 -0.01758 0.00639 0.00472 0.00965
 0.01103 0.00500 0.00253 -0.00174 0.00428 0.00566 -0.01114 0.00537 0.00461 0.00663
0.00783 0.00368 0.00216 -0.00008 0.00229 0.00397 -0.01227 0.00375 0.00336 0.00512
0.07432 0.00990 0.00603 -0.00013 0.00498 0.00875 -0.02435 0.00658 0.00583 0.00374
0.00990 0.00476 0.00208 -0.00100 0.00202 0.00401 -0.01291 0.00353 0.00320 0.00438
0.00603 0.00208 0.00269 0.00103 0.00107 0.00244 -0.01070 0.00239 0.00211 0.00343
-0.00013 -0.00100 0.00103 0.00777 -0.00003 0.00051 0.00049 0.00135 0.00079 0.00358
0.00498 0.00202 0.00107 -0.00003 0.00349 0.00268 -0.00869 0.00272 0.00201 0.00269
0.00875 0.00401 0.00244 0.00051 0.00268 0.00490 -0.01484 0.00454 0.00393 0.00600
-0.02435 -0.01291 -0.01070 0.00049 -0.00869 -0.01484 0.18212 -0.01028 -0.00891 -0.00345
0.00658 0.00353 0.00239 0.00135 0.00272 0.00454 -0.01028 0.00498 0.00385 0.00775
0.00583 0.00320 0.00211 0.00079 0.00201 0.00393 -0.00891 0.00385 0.00384 0.00585
0.00374 0.00438 0.00343 0.00358 0.00269 0.00600 -0.00345 0.00775 0.00585 0.01672
0.00796 0.00621 0.00253 -0.00120 0.00399 0.00616 -0.01679 0.00553 0.00535 0.00671

0.0000% 0.0000% 0.0000% 0.0000% 0.0000% 0.0000% 10.0225% 0.0000% 0.0000% 0.0000%

MXX KLSE TYX NBI MID CMA.CA QQQQ FCHI APPL GE

5.7024% 33.3566% 12.8001% 27.8613% - 5.4511% - - - -
- 26.2065% 13.3661% 25.6570% - 5.5877% - - - -
- 19.9152% 14.3852% 23.7872% - 5.6563% - - - -
- 13.6240% 15.4044% 21.9174% - 5.7249% - - - -
- 7.3327% 16.4235% 20.0476% - 5.7935% - - - -
- 1.0414% 17.4426% 18.1778% - 5.8621% - - - -
- - 15.5893% 9.2707% - 6.2809% - - - -
- - 12.3543% - - 6.8186% - - - -
- - 1.8295% - - 7.7993% - - - -
- - - - - 10.0225% - - - -
- - - - - 12.5241% - - - -
- - - - - 12.5241% - - - -

Results are obtained by running the quadratic model for twelve

different target return levels for each investment alternatives
aph
 different target return levels for each investment alternatives
aph

0.00840 0.01050 0.01260 0.01470 0.01680

olio Variance)
 20
GE
36.86
37.58
38.28
38.76
38.87
41.4
41.16
38.29
37.07
35.36
33.14
37.01
32.7
30.72
26.69
28.29
28.1
25.5
19.51
17.17
16.2
12.13
8.51
10.11
12.65
13.48
11.72
13.40
13.90
16.42
14.26
16.02
15.13
16.08
16.06
18.20

20
GE
-
1.95%
 1.86%
1.25%
0.28%
6.51%
-0.58%
-6.97%
-3.19%
-4.61%
-6.28%
11.68%
-11.65%
-6.06%
-13.12%
5.99%
-0.67%
-9.25%
-23.49%
-11.99%
-5.65%
-25.12%
-29.84%
18.80%
25.12%
6.56%
-13.06%
14.33%
3.73%
18.13%
-13.15%
12.34%
-5.56%
6.28%
-0.12%
13.33%
-1.21%

GE
0.00645
0.00692
0.00238
0.00586
0.00370
0.00526
0.00669
 0.01114
0.00580
0.00796
0.00621
0.00253
-0.00120
0.00399
0.00616
-0.01679
0.00553
0.00535
0.00671
0.01512

TOTAL
0.0000% %100

EXPECTED
PORTFOLIO PORTFOLIO
RETURN VARIANCE
0.50% 0.001282171
1.00% 0.001367636
1.25% 0.001428461
1.50% 0.001503907
1.75% 0.001593974259
2.00% 0.001698661842
2.25% 0.001839837028
2.50% 0.002058349002
2.75% 0.002445580489
3.00% 0.004110111482
3.25% 0.009073115612
3.43% 0.014633703154