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%)