Portfolio A

Portfolio C

Portfolio B

Portfolio D

Expected Return

0.65%

0.65%

1.83%

1.83%

Standard Deviation

2.26%

1.08%

3.51%

2.93%

Weight

ANZ

22.71%

14.19%

46.31%

45.86%

NST

5.24%

7.02%

26.25%

19.69%

WOW

24.85%

5.22%

0.00%

16.07%

QAN

11.35%

6.86%

27.44%

20.81%

TLS

26.23%

−5%

0.00%

−5%

AGL

0%

3.09%

0.00%

3.38%

CBA

0%

2.23%

0.00%

3.98%

SYD

9.63%

−5%

0.00%

−5%

Risk Free Asset

22.71%

71.39%

0.00%

00.21%