Risk Aversion Factor | Portfolio Return | Weight of S&P 500 | Weight of SHCOMP |
1 | 0.0081 | 0.59 | 0.41 |
2 | 0.0058 | 0.78 | 0.22 |
3 | 0.0044 | 0.84 | 0.16 |
4 | 0.0033 | 0.87 | 0.13 |
5 | 0.0023 | 0.89 | 0.11 |