w1

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21

w2
100%
95%
90%
85%
80%
75%
70%
65%
60%
55%
50%
45%
40%
35%
30%
25%
20%
15%
10%
5%
0%

RE
0
15%
5%
15%
10% Correlation
15%
20.0%
25.0%
30.0%
35.0%
40.0%
45.0%
50.0%
55.0%
60.0%
65.0%
70.0%
75.0%
80.0%
85.0%
90.0%
95.0%
100.0%

5%
10%
-1

0.5

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21

Risk
0.150000
0.145065
0.140268
0.135624
0.131149
0.126861
0.122780
0.118927
0.115326
0.111999
0.108972
0.106272
0.103923
0.101950
0.100374
0.099216
0.098489
0.098203
0.098362
0.098963
0.100000

Return
15.00%
14.50%
14.00%
13.50%
13.00%
12.50%
12.00%
11.50%
11.00%
10.50%
10.00%
9.50%
9.00%
8.50%
8.00%
7.50%
7.00%
6.50%
6.00%
5.50%
5.00%

16.00%
14.00%
12.00%
10.00%
8.00%

Column K

6.00%
4.00%
2.00%
0.00%
0.080000

0.100000

0.120000

0.140000

0.160000

Column K

00