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[]
["Portfolio's Expected Return","Expected Tracking Error","Portfolio's Standard Deviation","Tracking Error Std. Dev."]
["Number of securities:",null,3]
[]
[]
["No","Name","Fraction","Expected","Standard",null,"Correlations",null,2,3]
[null,null,null,"Return","Deviation",null,null,null,"B"]
[1,"A",{"$f":"1/3","v":0.33333333333333331},0.05,0.1,null,null,null,null,"C"]
[2,"B",{"$f":"1/3","v":0.33333333333333331},0.1,0.2,null,1,"A",0,0.5]
[3,"C",0.33333333333333331,0.15,0.3,null,2,"B",1,0.5]
[null,null,{"$f":"SUM(C8:C10)","v":1},null,null,null,null,null,{"$f":"IF($C$3>2,IF(IsCorrelationMAtrixConsistent(I9:J10),\"YES\",\"NO\"),\"YES\")","v":"YES"}]
[]
[]
[]
[]
[{"$f":"IF(C10=-1,B2,A2)","v":"Portfolio's Expected Return"},null,null,{"$f":"SUMPRODUCT(C8:C10,D8:D10)","v":0.1}]
[{"$f":"IF(C10=-1,D2,C2)","v":"Portfolio's Standard Deviation"},null,null,{"$f":"PortfolioStandardDeviation(C3,C8:C10,E8:E10,I9:J10)","v":0.15986105077709065}]
[]
[]
["Risk Free Rate",null,0.03,null,"Risk Aversion Coefficient: gamma=",null,null,null,2]
[]
["Slope of CAL",null,{"$f":"(D16-C20)/D17","v":0.43788026951985703},null,"Weight on optimal risky portfolio: x*=",null,null,null,{"$f":"(D16-C20)/(I20*D17^2)","v":1.3695652173913047}]