Unexpected Bonus: 1234297

April 6, 2020April 6, 2020 - by admin

Beta	A	B	C	D	Market
Unexpected Bonus =	24250	0.75	-10.91	-18.77	2.24	-18.05	-9.5
Investment in A	24250	1.2	11.698	18.91	-1.528	19.63	9.34
Investment in B	24250	2	15.478	25.21	-2.158	25.93	12.49
Investment in C	24250	-0.2	11.878	19.21	-1.558	19.93	9.49
Investment in D	24250	2	-15.23	-25.97	2.96	-25.25	-13.1
19.414	31.77	-2.814	32.49	15.77
Portfolio Beta =	1.15	20.794	34.07	-3.044	34.79	16.92
16.162	26.35	-2.272	27.07	13.06
Strategy is agrressive	15.49	25.23	-2.16	25.95	12.5
12.898	20.91	-1.728	21.63	10.34
-5.102	-9.09	1.272	-8.37	-4.66
-5.63	-9.97	1.36	-9.25	-5.1
Variance (m)	102.611641
Covariance	123.1339692	205.2232819	-20.52232819	205.2232819	102.611641
Beta	1.2	2	-0.2	2	1

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