Scribd
Upload
3 views

Weight of Stocks

Uploaded by

suvethaganeshmoorthy
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
3 views

Weight of Stocks

Uploaded by

suvethaganeshmoorthy
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
You are on page 1/ 1

Return of Total risk

Weight of risky of risky Portfolio Portfolio


Weight of stocks bonds portion portion return risk
0.5 0.5 -5.00% 11.3% -4.46% 10.2%
0.51 0.49 -5.30% 11.4% -4.73% 10.3%
0.52 0.48 -5.60% 11.6% -5.00% 10.4%
0.53 0.47 -5.90% 11.7% -5.27% 10.6%
0.54 0.46 -6.20% 11.9% -5.54% 10.7%
0.55 0.45 -6.50% 12.0% -5.81% 10.8%
0.56 0.44 -6.80% 12.2% -6.08% 11.0%
0.57 0.43 -7.10% 12.3% -6.35% 11.1%
0.58 0.42 -7.40% 12.5% -6.62% 11.2%
0.59 0.41 -7.70% 12.6% -6.89% 11.4%
0.6 0.4 -8.00% 12.8% -7.16% 11.5%
0.61 0.39 -8.30% 12.9% -7.43% 11.6%
0.62 0.38 -8.60% 13.1% -7.70% 11.8%
0.63 0.37 -8.90% 13.2% -7.97% 11.9%
0.64 0.36 -9.20% 13.4% -8.24% 12.0%
0.65 0.35 -9.50% 13.5% -8.51% 12.2%
0.66 0.34 -9.80% 13.7% -8.78% 12.3%
0.67 0.33 -10.10% 13.8% -9.05% 12.4%

Portfolio return is calculated considering cash as the risk free asset

Blue line – new portfolio


Orange line – old portfolio

You might also like