Actual variance | Risk-free rate | Share in market return | Share in risk free asset | Portfolio variance | Portfolio return |
0.002153 (10.765%) 0.002153 (10.765%) | 0.000300 (1.56%) 0.000731 (3.80%) | 3.5646
3.0367
| −2.5646
−2.0367
| 0.002153 (10.765%) 0.002153 (10.765%) | 0.008070 (40.35%) 0.007075 (35.375%) |