Efficient frontier

return of risk of
wx wy portfolio portfolio

reliance adani covariance 0.05 0.95 59.15 14.426

4 -1 1 64 2 4 -2 0.10 0.90 56.3 13.490
10 5 25 46 -16 256 -80 0.15 0.85 53.45 12.555
6 1 1 60 -2 4 -2 0.20 0.80 50.6 11.621
-2 -7 49 78 16 256 -112 0.25 0.75 47.75 10.688
3 -2 4 70 8 64 -16 0.30 0.70 44.9 9.756
9 4 16 40 -22 484 -88 0.35 0.65 42.05 8.827
8 3 9 50 -12 144 -36 0.40 0.60 39.2 7.899
2 -3 9 88 26 676 -78 0.45 0.55 36.35 6.976
0.50 0.50 33.5 6.057

5 variance 14.2500 62 variance 236 -51.75 0.55 0.45 30.65 5.146

Avg retn sd 3.7749 sd 15.3623 cov(x,y) 0.60 0.40 27.8 4.249

sd 3.7749 sd 15.3623 0.65 0.35 24.95 3.374
0.70 0.30 22.1 2.547
0.75 0.25 19.25 1.833
net risk of x and y -51.750 0.80 0.20 16.4 1.414
total risk of x and y 57.991 0.85 0.15 13.55 1.552
Correlation ( r ) -0.892 0.90 0.10 10.7 2.142
0.95 0.05 7.85 2.921
1.00 0.00 5 3.775
0.00 1.00 62 15.362
 Efficient frontier
70

62
59.15
60
56.3
53.45
50.6
50 47.75
44.9
42.05
39.2
40
36.35
33.5
30.65
30 27.8
24.95
22.1
19.25
20
16.4
13.55

tax
10.7
10 7.85
5

0
0.000 2.000 4.000 6.000 8.000 10.000 12.000 14.000 16.000 18.000
 return of risk of
wx wy portfolio portfolio
TCS WIPRO covariance 0.05 0.95 350.331 28.173
900 -33.75 1139.063 320 0.375 0.140625 -12.6563 0.10 0.90 381.038 25.613
910 -23.75 564.063 385 65.375 4273.891 -1552.66 0.15 0.85 411.744 23.112
890 -43.75 1914.063 335 15.375 236.3906 -672.656 0.20 0.80 442.450 20.690
930 -3.75 14.063 320 0.375 0.140625 -1.40625 0.25 0.75 473.156 18.379
955 21.25 451.563 305 -14.625 213.8906 -310.781 0.30 0.70 503.863 16.226
945 11.25 126.563 322 2.375 5.640625 26.71875 0.35 0.65 534.569 14.304
960 26.25 689.063 300 -19.625 385.1406 -515.156 0.40 0.60 565.275 12.717
980 46.25 2139.063 270 -49.625 2462.641 -2295.16 0.45 0.55 595.981 11.604
0.50 0.50 626.688 11.107
933.75 variance 879.688 319.63 variance 947.2344 -666.719 0.55 0.45 657.394 11.309
Avg retn sd 29.660 sd 30.7772 cov(x,y) 0.60 0.40 688.100 12.175
sd 29.660 sd 30.7772 0.65 0.35 718.806 13.577
0.70 0.30 749.513 15.371
0.75 0.25 780.219 17.436
net risk of x and y -666.719 0.80 0.20 810.925 19.686
total risk of x and y 912.836 0.85 0.15 841.631 22.065
Correlation ( r ) -0.730 0.90 0.10 872.338 24.536
0.95 0.05 903.044 27.073
1.00 0.00 933.750 29.660
0.00 1.00 319.625 30.777
1000.000
Efficient frontier
933.750
903.044
900.000 872.338
841.631
810.925
780.219
800.000 749.513
718.806
688.100
700.000 657.394
626.688
595.981
600.000 565.275
534.569
503.863
500.000 473.156

Rx
442.450
411.744

x
381.038
400.000
x
350.331

x
319.625

300.000

200.000

100.000

0.000
0.000 5.000 10.000 15.000 20.000 25.000 30.000 35.000
 covarianc return of risk of
e wx wy portfolio portfolio
relianc
e adani 0.05 0.95 60.4 14.000
28 -2 4 64 2 4 -4 0.10 0.90 58.8 12.708
16 -14 196 46 -16 256 224 0.15 0.85 57.2 11.509
20 -10 100 60 -2 4 20 0.20 0.80 55.6 10.435
24 -6 36 78 16 256 -96 0.25 0.75 54 9.529
12 -18 324 70 8 64 -144 0.30 0.70 52.4 8.842
85 55 3025 40 -22 484 -1210 0.35 0.65 50.8 8.428
35 5 25 50 -12 144 -60 0.40 0.60 49.2 8.328
20 -10 100 88 26 676 -260 0.45 0.55 47.6 8.553
cov(x,y) 0.50 0.50 46 9.080
30 variance 476.2500 62 variance 236 -191.25 0.55 0.45 44.4 9.858
Avg retn sd 21.8232 sd 15.3623 0.60 0.40 42.8 10.836
sd 21.8232 sd 15.3623 0.65 0.35 41.2 11.963
0.70 0.30 39.6 13.201
0.75 0.25 38 14.523
net risk of x and y -191.250 0.80 0.20 36.4 15.907
total risk of x and y 335.254 0.85 0.15 34.8 17.339
Correlation ( r ) -0.570 0.90 0.10 33.2 18.807
0.95 0.05 31.6 20.304
1.00 0.00 30 21.823
0.00 1.00 62 15.362

efficient frontier
70

62
60.4
58.8
60 57.2
55.6
54
52.4
50.8
49.2
50 47.6
46
44.4
42.8
41.2
39.6
40 38
36.4
34.8
33.2
31.6
30
30

20

10

0
0.000 5.000 10.000 15.000 20.000 25.000
 return of risk of
wx wy portfolio portfolio
TCS WIPRO covariance 0.05 0.95 17.363 11.930
10 -4.75 22.563 2 -15.5 240.25 73.625 0.10 0.90 17.225 11.487
-2 -16.75 280.563 12 -5.5 30.25 92.125 0.15 0.85 17.088 11.076
15 0.25 0.063 8 -9.5 90.25 -2.375 0.20 0.80 16.950 10.698
10 -4.75 22.563 24 6.5 42.25 -30.875 0.25 0.75 16.813 10.358
16 1.25 1.563 38 20.5 420.25 25.625 0.30 0.70 16.675 10.060
9 -5.75 33.063 6 -11.5 132.25 66.125 0.35 0.65 16.538 9.808
20 5.25 27.563 34 16.5 272.25 86.625 0.40 0.60 16.400 9.604
40 25.25 637.563 16 -1.5 2.25 -37.875 0.45 0.55 16.263 9.453
0.50 0.50 16.125 9.357
14.75 variance 128.188 17.5 variance 153.75 34.125 0.55 0.45 15.988 9.317
Avg retn sd 11.322 sd 12.3996 cov(x,y) 0.60 0.40 15.850 9.334
sd 11.322 sd 12.3996 0.65 0.35 15.713 9.409
0.70 0.30 15.575 9.538
0.75 0.25 15.438 9.722
net risk of x and y 34.125 0.80 0.20 15.300 9.955
total risk of x and y 140.388 0.85 0.15 15.163 10.236
Correlation ( r ) 0.243 0.90 0.10 15.025 10.560
0.95 0.05 14.888 10.923
1.00 0.00 14.750 11.322
0.00 1.00 17.500 12.400
18.000
Efficient frontier

17.500
17.500 17.363
17.225
17.088
16.950
17.000
16.813
16.675
16.538
16.500 16.400
16.263
16.125
15.988
16.000 15.850
15.713
15.575
15.438
15.500
15.300
15.163
15.025
15.000 14.888
14.750

14.500
0.000 2.000 4.000 6.000 8.000 10.000 12.000 14.000