RF

Return & Risk

AM

GM

HM

GDM

REG

RF = 3%

Rp

0.3403

0.3339

0.4253

0.5939

0.3321

v

0.1874

0.1918

0.2782

0.2578

0.1787

tanθ

0.7169

0.6939

0.7494

1.1106

0.7146

RF = 4%

Rp

0.3422

0.3353

0.4349

0.6073

0.3334

v

0.1898

0.1936

0.2922

0.2704

0.1804

tanθ

0.6938

0.6712

0.7307

1.0911

0.6910

RF = 5%

Rp

0.3435

0.3368

0.4457

0.6219

0.3349

v

0.1914

0.1956

0.3085

0.2846

0.1822

tanθ

0.671

0.6485

0.7124

1.0721

0.6675

RF = 6%

Rp

0.3449

0.3384

0.4481

0.6379

0.3365

v

0.1932

0.1978

0.3123

0.3008

0.1843

tanθ

0.6482

0.6259

0.6945

1.0536

0.6441

RF = 7%

Rp

0.3464

0.3402

0.4501

0.6554

0.3383

v

0.1952

0.2004

0.3157

0.3195

0.1867

tanθ

0.6255

0.6035

0.6766

1.0356

0.6209

RF = 10%

Rp

0.3612

0.3465

0.4572

0.6928

0.3445

v

0.2184

0.2104

0.328

0.3625

0.1961

tanθ

0.5589

0.5373

0.6237

0.9846

0.5522