Portfolio composition for 1998 - 2002

MVO model

TA Model

i

w i

R ¯ P

σ P

i

w i

R ¯ P

σ P

BAMB

11.2778%

0.00000007%

0.8531%

BOC

29.97%

0.034993%

1.0833%

BBK

3.4963%

EABL

29.63%

BERG

2.7179%

SCBK

9.93%

BOC

23.9029%

TOTL

29.63%

C&G

5.8803%

CFC

1.8022%

EABL

18.3178%

JUB

1.5118%

KENO

6.0926%

NMG

2.879%

SCBK

10.3863%

SNLM

3.7827%

TOTL

5.0586%