Optimal Risky Portfolio with a Risk-Free Asset


{{error}}

Parameters

correlation sliders

\rho_{12} = {{ params.rho12 | number:1 }}:
\rho_{13} = {{ params.rho13 | number:1 }}:
\rho_{23} = {{ params.rho23 | number:1 }}:

Risk Aversion:
Risk-Free:

Optimal Mix of Risky Assets (P)
Weight Mean (\mu_i) Std Dev. (\sigma_i)
Asset 1: {{model.optimalPortfolioWeightArray[0]*100 | number:0}}% {{params.mean1 | number:3}} {{params.stDev1 | number:3}}
Asset 2: {{model.optimalPortfolioWeightArray[1]*100 | number:0}}% {{params.mean2 | number:3}} {{params.stDev2 | number:3}}
Asset 3: {{model.optimalPortfolioWeightArray[2]*100 | number:0}}% {{params.mean3 | number:3}} {{params.stDev3 | number:3}}
Portfolio(P): {{model.optimalPortfolioMean | number:2}} {{model.optimalPortfolioStDev | number:2}}
Copyright (c) Christopher Makler / econgraphs.org