Hello guys, I have a question in here; This is my portfolio with 7 points...
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Hello guys, I have a question in here; This is my portfolio with 7 points plus Global Variance Minimum Portfolio. When I put them into a graph as you can see it started from reverse side I mean started from point 7 and so the shape is looking wrong. How can I fix this problem I mean it has to start from global variance p. then to point 1 and goes like this right ?. Well, this was my first question. My second question is I have found global variance portfolio by using excel solver and it seems quite right for me as the standard deviation smaller than other points but the thing is in the graph again it looks wrong I think. Should I change the weights manually ?
If you could help me I would be so grateful.
Thanks in advance
0,07 0,06 2. 0,05 Preferred Stocks Tupra Asels Bimas Sise Kchol Global Min Port. Portfolio 1 Portfolio 2 Portfolio 3 Portfolio 4 Portfolio 5 Portfolio 6 Portfolio 7 00204 Weights Weights Weights Weights Weights Weights Weights Weights Weights 0,273767 2,2 1,2 0,9 1,8 1,4 0,5 0,6 0,068907 2,5 2,5 2,4 1,4 1,4 1,6 0,8 0,461598 0,4 -0,3 -0,6 1 -1,8 -0,6 0,8 0,139712 -2,2 -0,2 -0,81 -1,6 -0,1 -0,7 -1,11 0,056016 -1,9 -2,2 -0,9 -1,6 -0,2 0,2 -0,1 Total 1 1 1 1 1 0,71 1 1 Exp. Ret. 0,017197 0,059899 0,05598 0,0484343 0,044848 0,037981 0,034137 0,02575 Variance 0,002038 0,069661 0,052063 0,0391253 0,034376 0,020453 0,016068 0,00955 Std Dev. 0,045146 0,263933 0,228173 0,1978012 0,185408 0,143013 0,12676 0,09772 0,04 90,03 765 4.1 0,02 0,01 Global Min Port 0 0 0,01 0,02 0,03 0,04 0,05 0,06 0,07 0,08Get Answers to Unlimited Questions
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