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50
51 Frontier Portfolio weights with target expected return (No short sale constraint)
52 Target Mean St. Dev EWD EWH EWI EWJ EWL EWP EWW IVV
53 0% 17.1% -0.2302 0.1629 -0.0649 0.0493 0.9797 -0.1500 0.7016 -0.4484
54 3% 14.9% -0.2143 0.1554 -0.0894 0.0388 0.8879 -0.1276 0.5353 -0.1862
55 6% 12.9% -0.1986 0.1483 -0.1142 0.0282 0.7961 -0.1046 0.3689 0.0759
56 9% 11.5% -0.1830 0.1411 -0.1390 0.0176 0.7044 -0.0816 0.2026 0.3380
57 12% 10.6% -0.1676 0.1341 -0.1640 0.0068 0.6130 -0.0584 0.0362 0.6001
58 15% 10.6% -0.1520 0.1270 -0.1888 -0.0039 0.5212 -0.0354 -0.1302 0.8622
59 18% 11.4% -0.1362 0.1197 -0.2134 -0.0143 0.4292 -0.0127 -0.2966 1.1242
60 21% 12.9% -0.1206 0.1126 -0.2382 -0.0249 0.3375 0.0102 -0.4630 1.3863
61 24% 14.8% -0.1049 0.1054 -0.2630 -0.0355 0.2457 0.0332 -0.6293 1.6484
62
iShares MSCI Sweden Capped ETF (EWD), in USD iShares MSCI Hong Kong ETF (EWH), in USD
https://finance.yahoo.com/quote/EWD?p=EWD https://finance.yahoo.com/quote/EWH?p=EWH
Correlation matrix
EWD EWH EWI EWJ EWL
EWD 1
EWH 0.5377191 1
EWI 0.7613786 0.522671 1
EWJ 0.5574189 0.550573 0.533088 1
EWL 0.7889194 0.52839 0.704398 0.5706552579 1
EWP 0.7738882 0.499518 0.889627 0.5327946631 0.7261409
EWW 0.5727247 0.496813 0.544053 0.4946887193 0.5624363
IVV 0.7215378 0.610143 0.686371 0.6749031358 0.6945073
EWH), in USD iShares MSCI Italy Capped ETF (EWI), in USD
ote/EWH?p=EWH https://finance.yahoo.com/quote/EWI?p=EWI
1
0.556805 1
0.67883 0.628858 1
iShares MSCI Japan ETF (EWJ), in USD iShares MSCI Switzerland Capped ETF (EWL), in USD
https://finance.yahoo.com/quote/EWJ?p=EWJ https://finance.yahoo.com/quote/EWL/history?p=EWL
14.038%
12.121%