Date VTI VPL VGK VWO VTI VPL VGK

6/30/2009 46.27 46.24 40.28 32.15 -0.6655% -0.9001% -1.0563%

6/29/2009 46.58 46.66 40.71 32.35 0.9536% -0.1925% 1.3191%
6/26/2009 46.14 46.75 40.18 31.79 -0.1947% 0.4296% -0.2730%
6/25/2009 46.23 46.55 40.29 30.9 2.3240% 2.4428% 1.6398%
6/24/2009 45.18 45.44 39.64 31.05 0.2886% 1.1801% 0.3036%
6/23/2009 45.05 44.91 39.52 30.19 0.0000% 0.0891% 1.3074%
6/22/2009 45.05 44.87 39.01 30.81 -2.8886% -2.5624% -3.4645%
6/19/2009 46.39 46.05 40.41 31.4 0.3678% 1.2310% 1.3798%
6/18/2009 46.22 45.49 39.86 31.18 0.5438% 0.0000% 0.0753%
6/17/2009 45.97 45.49 39.83 31.2 -0.1303% 0.5082% -0.2504%
6/16/2009 46.03 45.26 39.93 32.01 -1.3925% -1.2222% -0.7457%
6/15/2009 46.68 45.82 40.23 32.48 -2.3227% -2.5314% -3.9628%
6/12/2009 47.79 47.01 41.89 33 0.0838% -0.5079% -0.4042%
6/11/2009 47.75 47.25 42.06 32.93 0.5898% 1.7004% 1.5206%
6/10/2009 47.47 46.46 41.43 33.15 -0.2522% 0.8247% 0.0483%
6/9/2009 47.59 46.08 41.41 32.53 0.5281% 0.5455% 1.0493%
6/8/2009 47.34 45.83 40.98 32.21 -0.2739% -0.3696% -0.2191%
6/5/2009 47.47 46 41.07 34.19 -0.1892% -0.6479% -1.4162%
6/4/2009 47.56 46.3 41.66 32.69 0.9981% 0.6084% 0.6280%
6/3/2009 47.09 46.02 41.4 32.99 -1.2167% -2.2307% -3.2710%
6/2/2009 47.67 47.07 42.8 33.32 0.4002% 0.4481% 1.3018%
6/1/2009 47.48 46.86 42.25 33.58 2.4822% 2.2251% 2.4242%
5/29/2009 46.33 45.84 41.25 32.55 1.5563% 2.4358% 1.7263%
5/28/2009 45.62 44.75 40.55 31.64 1.2428% 0.0224% 1.1727%
5/27/2009 45.06 44.74 40.08 31.57 -1.6801% -1.4537% -1.5233%
5/26/2009 45.83 45.4 40.7 30.58 2.6888% 2.5525% 1.5722%
5/22/2009 44.63 44.27 40.07 30.99 0.0673% 0.4538% 0.5016%
5/21/2009 44.6 44.07 39.87 31.01 -1.8054% -1.3432% -0.0501%
5/20/2009 45.42 44.67 39.89 31.6 -0.5692% 0.6534% 0.2010%
5/19/2009 45.68 44.38 39.81 31.09 0.0219% 0.4754% 1.3751%
5/18/2009 45.67 44.17 39.27 30.2 3.0693% 1.4237% 4.5527%
5/15/2009 44.31 43.55 37.56 29.47 -1.0496% 0.5774% -1.4690%
5/14/2009 44.78 43.3 38.12 28.88 1.0151% 0.1388% 1.3830%
5/13/2009 44.33 43.24 37.6 29.43 -2.8490% -2.2162% -3.3419%
5/12/2009 45.63 44.22 38.9 30.33 -0.2623% 0.3859% 0.9865%
5/11/2009 45.75 44.05 38.52 30 -1.7186% -1.5642% -2.8009%
5/8/2009 46.55 44.75 39.63 30.22 2.2627% 3.7801% 4.3169%
5/7/2009 45.52 43.12 37.99 30.6 -1.5571% -1.7991% -1.5293%
5/6/2009 46.24 43.91 38.58 30.05 1.5594% 2.6414% 2.2528%
5/5/2009 45.53 42.78 37.73 29.72 -0.3502% -0.4190% -0.8931%
5/4/2009 45.69 42.96 38.07 28.89 3.4178% 3.7932% 3.6765%
5/1/2009 44.18 41.39 36.72 27.75 0.5691% 1.0992% 1.7175%
4/30/2009 43.93 40.94 36.1 28.19 -0.0228% 0.1958% 1.0073%
4/29/2009 43.94 40.86 35.74 26.82 2.3765% 1.6165% 2.8785%
4/28/2009 42.92 40.21 34.74 25.73 -0.1860% -1.7351% -0.2870%
4/27/2009 43 40.92 34.84 26.35 -1.0357% -0.9920% -1.4427%
4/24/2009 43.45 41.33 35.35 27.02 1.7564% 1.3736% 1.8438%
4/23/2009 42.7 40.77 34.71 26.57 0.7075% 1.3927% 2.8749%
4/22/2009 42.4 40.21 33.74 25.92 -0.4227% -0.6179% -0.9686%
4/21/2009 42.58 40.46 34.07 25.67 1.9880% 1.9144% 2.5278%
4/20/2009 41.75 39.7 33.23 26.24 -4.2431% -2.9340% -5.0843%
4/17/2009 43.6 40.9 35.01 27.06 0.6696% 0.0979% -0.2848%
4/16/2009 43.31 40.86 35.11 27.1 1.7144% 0.2699% 1.1816%
4/15/2009 42.58 40.75 34.7 26.6 1.0681% 1.0164% 1.7297%
4/14/2009 42.13 40.34 34.11 26.83 -1.8635% -0.7382% -1.2449%
4/13/2009 42.93 40.64 34.54 26.72 0.1400% 0.3953% 1.4689%
4/9/2009 42.87 40.48 34.04 26.54 4.0534% 3.6089% 2.4067%
4/8/2009 41.2 39.07 33.24 25.42 1.4029% 0.5145% 1.0642%
4/7/2009 40.63 38.87 32.89 25.37 -2.5426% -1.1947% -3.0651%
4/6/2009 41.69 39.34 33.93 25.76 -0.9739% -1.6008% -1.8797%
4/3/2009 42.1 39.98 34.58 25.65 1.2506% -0.1249% 1.1407%
4/2/2009 41.58 40.03 34.19 25.43 2.9973% 4.1634% 4.4607%
4/1/2009 40.37 38.43 32.73 23.68 1.9960% 2.1803% 2.6019%
3/31/2009 39.58 37.61 31.9 23.68 0.8922% 0.6692% 4.0783%
3/30/2009 39.23 37.36 30.65 23.31 -3.5170% -3.7609% -4.0388%
3/27/2009 40.66 38.82 31.94 24.53 -1.8822% -2.4378% -3.8820%
3/26/2009 41.44 39.79 33.23 24.95 2.4981% 2.4196% 0.9110%
3/25/2009 40.43 38.85 32.93 24.25 0.3475% 1.9417% 1.5731%
3/24/2009 40.29 38.11 32.42 24.07 -1.9946% -2.4072% -3.3969%
3/23/2009 41.11 39.05 33.56 23.62 6.9459% 7.3392% 7.0836%
3/20/2009 38.44 36.38 31.34 23.01 -2.1136% -1.4092% -1.3535%
3/19/2009 39.27 36.9 31.77 23.43 -1.0083% -0.1623% 0.1261%
3/18/2009 39.67 36.96 31.73 22.68 2.1370% 2.5243% 2.3548%
3/17/2009 38.84 36.05 31 22.15 3.1607% 3.1178% 2.6830%
3/16/2009 37.65 34.96 30.19 22.5 -0.5547% 1.4804% 1.0713%
3/13/2009 37.86 34.45 29.87 22.14 1.0678% 0.8489% 0.0335%
3/12/2009 37.46 34.16 29.86 21.17 4.1134% 0.7075% 3.4292%
3/11/2009 35.98 33.92 28.87 21.52 0.3626% 0.7724% 0.9794%
3/10/2009 35.85 33.66 28.59 20.57 6.3798% 5.1218% 6.8386%
3/9/2009 33.7 32.02 26.76 19.77 -1.2020% -2.7634% -2.2644%
3/6/2009 34.11 32.93 27.38 20.28 -0.0293% -0.3631% -0.2913%
3/5/2009 34.12 33.05 27.46 20.06 -4.0495% -2.9938% -4.2204%
3/4/2009 35.56 34.07 28.67 20.35 2.1839% 3.8087% 4.3304%
3/3/2009 34.8 32.82 27.48 19.54 -0.8547% -0.0609% -0.7584%
3/2/2009 35.1 32.84 27.69 19.76 -4.6455% -4.0327% -6.5159%
2/27/2009 36.81 34.22 29.62 20.13 -1.8923% 0.3813% -0.4035%
2/26/2009 37.52 34.09 29.74 21.1 -1.8315% -1.3600% -0.8336%
2/25/2009 38.22 34.56 29.99 20.94 -0.7788% -2.1240% -2.4081%
2/24/2009 38.52 35.31 30.73 20.28 3.6320% 3.4574% 3.6425%
2/23/2009 37.17 34.13 29.65 21.04 -3.4044% -3.3965% -3.7650%
2/20/2009 38.48 35.33 30.81 20.48 -1.1813% -1.3404% -1.3449%
2/19/2009 38.94 35.81 31.23 21.64 -1.0671% -0.4448% -0.3510%
2/18/2009 39.36 35.97 31.34 21.41 -0.3292% 0.9543% -0.2229%
2/17/2009 39.49 35.63 31.41 21.45 -4.3131% -4.3490% -5.8735%
2/13/2009 41.27 37.25 33.37 22.85 -1.0074% -1.7150% -1.0966%
2/12/2009 41.69 37.9 33.74 22.13 0.2646% 0.2646% 0.2079%
2/11/2009 41.58 37.8 33.67 22.78 0.6049% 0.6658% 0.8084%
2/10/2009 41.33 37.55 33.4 23.29 -4.5717% -4.2580% -5.3824%
2/9/2009 43.31 39.22 35.3 23.65 0.0231% -1.2588% 0.9437%
2/6/2009 43.3 39.72 34.97 22.97 2.8748% 1.4041% 2.4912%
2/5/2009 42.09 39.17 34.12 21.98 1.5930% 0.5132% 2.2475%
2/4/2009 41.43 38.97 33.37 22.23 -0.5282% -0.1537% -1.2722%
2/3/2009 41.65 39.03 33.8 21.6 1.4122% 2.0125% 3.6492%
2/2/2009 41.07 38.26 32.61 21.1 -0.1702% 0.0523% -1.3313%
1/30/2009 41.14 38.24 33.05 22.03 -2.1408% -2.0993% -0.4818%
1/29/2009 42.04 39.06 33.21 22.06 -3.2896% -4.1472% -4.7605%
1/28/2009 43.47 40.75 34.87 22.54 3.4507% 1.9005% 3.7180%
1/27/2009 42.02 39.99 33.62 21.78 1.1799% 3.2000% 1.2651%
1/26/2009 41.53 38.75 33.2 21.53 0.5569% -0.0774% 2.5641%
1/23/2009 41.3 38.78 32.37 20.46 0.6090% -0.0515% -0.7055%
1/22/2009 41.05 38.8 32.6 21 -1.7237% -2.4635% -2.2196%
1/21/2009 41.77 39.78 33.34 21.15 4.0867% 4.2453% 4.7440%
1/20/2009 40.13 38.16 31.83 21.6 -5.1973% -5.0510% -8.0855%
1/16/2009 42.33 40.19 34.63 22.49 0.7377% 0.9292% 0.2606%
1/15/2009 42.02 39.82 34.54 21.71 0.3583% 1.0916% 0.7291%
1/14/2009 41.87 39.39 34.29 22.31 -3.2579% -2.8367% -4.4847%
1/13/2009 43.28 40.54 35.9 22.54 0.1388% -1.8877% -2.0197%
1/12/2009 43.22 41.32 36.64 23.23 -2.1951% -1.8993% -2.5273%
1/9/2009 44.19 42.12 37.59 24.06 -2.4503% -2.0465% -3.8373%
1/8/2009 45.3 43 39.09 23.92 0.4435% 1.2718% 1.1123%
1/7/2009 45.1 42.46 38.66 24.9 -2.8017% -1.5306% -1.8283%
1/6/2009 46.4 43.12 39.38 25.6 0.8257% -0.1390% 1.8097%
1/5/2009 46.02 43.18 38.68 24.85 -0.0217% -2.2635% -1.0489%
1/2/2009 46.03 44.18 39.09 24
VWO 2009上半年 VTI VPL VGK VWO
-0.6182% 平均報酬率 0.0274% 0.0595% 0.0599% 0.2742%
1.7616% 標準差 2.1637% 2.1304% 2.6699% 2.7048%
2.8803% 變異數 0 0 0 0
-0.4831%
2.8486% 配置比例 報酬率 標準差 變異數
-2.0123% VTI 0.00% 0.0274% 2.1637% 0
-1.8790% VPL 1.95% 0.0595% 2.1304% 0
0.7056% VGK 0.00% 0.0599% 2.6699% 0
-0.0641% VWO 98.05% 0.2742% 2.7048% 0
-2.5305%
-1.4470% 共變數矩陣 VTI VPL VGK VWO
-1.5758% VTI 0 0 0 0
0.2126% VPL 0 0 0 0
-0.6637% VGK 0 0 0 0
1.9059% VWO 0 0 0 0
0.9935%
-5.7912% 加權後矩陣 VTI VPL VGK VWO
4.5886% VTI 0 0 0 0
-0.9094% VPL 0 0 0 0
-0.9904% VGK 0 0 0 0
-0.7743% VWO 0 0 0 0
3.1644%
2.8761% 組合報酬率 0.2700%
0.2217% 組合標準差 2.6576%
3.2374% 組合變異數 0
-1.3230%
-0.0645% 組合報酬率 組合標準差 VTI VPL VGK VWO
-1.8671% 0.03% 2.1372% 91.88% 8.12% 0.00% 0.00%
1.6404% 0.06% 2.0196% 59.06% 31.87% 0.00% 9.07%
2.9470% 0.09% 1.9525% 40.01% 39.80% 0.00% 20.19%
2.4771% 0.12% 1.9354% 20.90% 47.75% 0.00% 31.35%
2.0429% 0.15% 1.9697% 1.85% 55.67% 0.00% 42.48%
-1.8688% 0.18% 2.0607% 0.00% 43.87% 0.00% 56.13%
-2.9674% 0.21% 2.2135% 0.00% 29.90% 0.00% 70.10%
1.1000% 0.24% 2.4163% 0.00% 15.93% 0.00% 84.07%
-0.7280% 0.27% 2.6576% 0.00% 1.95% 0.00% 98.05%
-1.2418% 0.28%

1.8303% 0.26%

1.1104% 0.24%

2.8730% 0.22%

4.1081% 0.20%
-1.5608% 0.18%
5.1081% 0.16%
4.2363%
0.14%
-2.3529%
0.12%
-2.4796%
0.10%

0.08%

0.06%

0.04%

0.02%
 0.18%

0.16%

0.14%

0.12%

0.10%
1.6936%
0.08%
2.5077%
0.9739% 0.06%

-2.1723% 0.04%

-3.0303% 0.02%

-0.1476% 0.00%

1.8797% Row 29 Row 30 Row 31 Row 32 Row 33 Row 34 Row 35 Row 36 Row 37

-0.8572% 標準差 報酬
0.4117% 無風險利率 0.10%
Risk Free 0.0000% 0.0274%
0.6782% Market Portfolio
2.2135% 0.2100%
4.4060% 組合報酬率 組合標準差 VTI VPL VGK VWO
0.1971% 0.03% 2.1372% 91.88% 8.12% 0.00% 0.00%
-1.5140% 0.06% 2.0196% 59.06% 31.87% 0.00% 9.07%
0.4288% 0.09% 1.9525% 40.01% 39.80% 0.00% 20.19%
0.8651% 0.12% 1.9354% 20.90% 47.75% 0.00% 31.35%
7.3902% 0.15% 1.9697% 1.85% 55.67% 0.00% 42.48%
0.0000% 0.18% 2.0607% 0.00% 43.87% 0.00% 56.13%
1.5873% 0.21% 2.2135% 0.00% 29.90% 0.00% 70.10%
-4.9735% 0.24% 2.4163% 0.00% 15.93% 0.00% 84.07%
-1.6834% 0.27% 2.6576% 0.00% 1.95% 0.00% 98.05%
2.8866%
0.7478%
1.9052%
2.6510%
-1.7926%
3.3069%
2.3928%
-1.5556%
1.6260%
4.5820%
-1.6264%
4.6184%
4.0465%
-2.5148%
1.0967%
-1.4251%
4.1453%
-1.1134%
-1.8381%
-4.5972%
0.7641%
3.2544%
-3.6122%
2.7344%
-5.3604%
1.0743%
-0.1865%
-6.1269%
3.2535%
-2.8534%
-2.1898%
-1.5222%
2.9604%
4.5041%
-1.1246%
2.9167%
2.3697%
-4.2215%
-0.1360%
-2.1295%
3.4894%
1.1612%
5.2297%
-2.5714%
-0.7092%
-2.0833%
-3.9573%
3.5928%
-2.6894%
-1.0204%
-2.9703%
-3.4497%
0.5853%
-3.9357%
-2.7344%
3.0181%
3.5417%
組合變異數最低風險
0 0.06
0 0.8
0 1.64
0 2.47
0 3.16
0 3.59
0 3.73
0 3.64
0 3.43