To select a different number of assets, return to the main menu.

**Objective Function:**- E(R) - 0.5 *
* Var(R) - (Enter coefficient of risk aversion)
**Compute:**a two-asset rebalancing to improve the objective

the portfolio that maximizes the objective

Please enter all numerical values in decimal form - e.g., a 4% mean return would be entered as .04, not 4.0.

Asset # | Asset Parameters | Portfolio Weights | |||
---|---|---|---|---|---|

Mean | Std Dev | Initial Weight | Lower Bound | Upper Bound | |

1 | |||||

2 | |||||

3 | |||||

4 |

Asset # | Asset # | |||
---|---|---|---|---|

1 | 2 | 3 | 4 | |

1 | 1.000 | |||

2 | 1.000 | |||

3 | 1.000 | |||

4 | 1.000 |