Equity Debt ReturCommodity Return

Weights 50% 30% 20%

Mar-01 -10% 4% 12%
Mar-02 12.50% 0.50% -10%
Mar-03 8% -1% 15%
Mar-04 6% 3% 6%
Mar-05 -14% 7% 8%
Mar-06 20% -3% -2%
Mar-07 4% 9% -10.50%
Mar-08 -9% 10% 5%
Mar-09 9% -4% 8%
Mar-10 9% -7% 4%
Mar-11 1% -0.70% -20%
Mar-12 7.50% -1.80% 5%
Mean 4% 1% 2%
variance 1.01% 0.28% 1.07%
SD 10.03% 5.33% 10.35%
Corelation bw Equity and Debt Return -0.69282
Corelation bw Equity and commodity return -0.24311
Corelation bw debt Return and Commodity Return -0.03103

Portfolio Risk SD 0.16%

Portfolio Risk Variance 3.95%