Securities

APPLE

MERCK & Co

P&G

NIKE

Portfolio Weight Assumption

0.99999999

0.1

0.296706824

0.503293166

0.1

Securities Expected Return

0.92%

1.98%

3.44%

0.86%

Portfolio Expected Return

7.20%

Securities Beta

0.123454467

0.158717457

0.29062129

0.106408802

Portfolio Beta

0.679202016

Sharpe Ratio

1.9412739