US Bonds

Mean Return

Int'l Bonds
3.15

US Large Growth
US Large Value
1.75
-6.39
-2.86

Covariance Matrix
US Bonds
Int'l Bonds
US Large Growth
US Large Value
US Small Growth
US Small Value
Int'l Dev Equity
Int'l Emg. Equity

US Bonds
Int'l Bonds
US Large Growth
US Large Value
0.0010
0.0013
-0.0006
-0.0007
0.0013
0.0073
-0.0013
-0.0006
-0.0006
-0.0013
0.0599
0.0276
-0.0007
-0.0006
0.0276
0.0296
0.0001
-0.0022
0.0635
0.0266
0.0001
-0.0010
0.0230
0.0215
-0.0004
0.0014
0.0330
0.0207
-0.0004
-0.0015
0.0480
0.0299

Volatility

US Bonds
3.16

Portfolio

Int'l Bonds
8.54

x1
1.00

x2
0.00

Rate of Return

3.15

Volatility(%)

3.16 less than

US Large Growth
24.47
x3
0.00

US Large Value
17.20
x4
0.00

85.94

US Small Growth
US Small Value
Int'l Dev Equity
Int'l Emg. Equity
-6.75
-0.54
-6.75
-5.26

US Small Growth
US Small Value
Int'l Dev Equity
Int'l Emg. Equity
0.0001
0.0001
-0.0004
-0.0004
-0.0022
-0.0010
0.0014
-0.0015
0.0635
0.0230
0.0330
0.0480
0.0266
0.0215
0.0207
0.0299
0.1025
0.0427
0.0399
0.0660
0.0427
0.0321
0.0199
0.0322
0.0399
0.0199
0.0284
0.0351
0.0660
0.0322
0.0351
0.0800

US Small Growth
32.02
x5
0.00

US Small Value
17.92
x6
0.00

Int'l Dev Equity

16.85
x7
0.00

Int'l Emg. Equity

28.28
x8
0.00

1.00