Securities

APPLE

MERCK & Co

P&G

NIKE

Portfolio Weight Assumption

1

0.25

0.25

0.25

0.25

Securities Expected Return

2.30%

1.67%

1.71%

2.15%

Portfolio Expected Return

7.82%

Securities Beta

0.308636167

0.133732564

0.144359843

0.266022004

Portfolio beta

0.852750578

Sharpe Ratio

2.437305