Risk Aversion Factor | Portfolio Return | Weight of S&P 500 | Weight of Dow Jones |
1 | 0.065 | 1 | 0 |
2 | 0.050 | 0.49 | 0.51 |
3 | 0.036 | 0.17 | 0.83 |
4 | 0.022 | 0 | 1 |
5 | 0.008 | 0 | 1 |