Hello Everyone, Below are my graphs created. Week 2 Discussion post.xlsx Portfolio

Hello Everyone,

Below are my graphs created. Week 2 Discussion post.xlsx 

Portfolio table

United Health

Security Weight

Annual St D^2

Weight ^2

DAL

Security Weight

Annual St D ^2

Weight ^2

Portfolio A

0.9

447.7456

0.81

Portfolio A

0.1

1297.4404

0.01

Portfolio B

0.7

447.7456

0.49

Portflio B

0.3

1297.4404

0.09

Portfolio C

0.5

447.7456

0.25

Portfolio C

0.5

1297.4404

0.25

Portfolio D 

0.3

447.7456

0.09

Portfolio D

0.7

1297.4404

0.49

Port Folio E

0.1

447.7456

0.01

Portfolio E

0.9

1297.4404

0.81

Actual Portfolio

0.605

Actual Port

0.395

Table Cont.

Risk

Return

Weighted avg risk of portfolio – must be more than actual formula of risk of port

20.0086

24.463

22.646

19.844

18.429

25.618

22.4698

12.395

28.59

27.0862

6.361

31.562

32.8649

0.327

34.534

With the information provided above are the risk and the return, along with the weighted average of the portfolio provided. We have the information with UNH and DAL- United Health and Delta Airlines. The principles from Markowitz follow the return combo, which is available from the risky assets under the consideration. Next we have the investor preferences. When it comes to the investor preferences, we have to ensure they are met to keep the investors, investing (Jensen & Jones, 2020). Both of these are attainable based off the information provided.

Guided response

Assume that the same client has now asked your classmate to help them decide which portfolio to choose. In your post to your classmate,

Explain to your classmate the concept of indifference curves.

Identify one portfolio from their graph that would be appropriate for an investor with high-risk tolerance and one portfolio from their graph that would be appropriate for an investor with low-risk tolerance.