Thomas Stump
New Member
Dear all,
Just in case you are wondering on how you can graph your equations towards the risk/return of the different portfolios with two risky assets, as discussed in FRM 1-1-2 (Delineating Efficient Portfolios".
I'm using for this purpose the tool called "Grapher" which distributes for free with the Mac Os.
In the attachment please have a look at the graph towards the portfolio with perfect negative correlation (Case 2) which shows the relations of risk (Sigma-p) v.s. distribution of asset C (Xc).
Hope you like it,
Cheers
Thomas
Just in case you are wondering on how you can graph your equations towards the risk/return of the different portfolios with two risky assets, as discussed in FRM 1-1-2 (Delineating Efficient Portfolios".
I'm using for this purpose the tool called "Grapher" which distributes for free with the Mac Os.
In the attachment please have a look at the graph towards the portfolio with perfect negative correlation (Case 2) which shows the relations of risk (Sigma-p) v.s. distribution of asset C (Xc).
Hope you like it,
Cheers
Thomas
