Table 15-8
EGP Optimal Portfolio of DOW as of August 28, 2015
Risk-free Return Relative = 1.0
ID & Ticker Company Name
X(27)  V VISA Inc. Cl A .653170 OR              65.32%
X(11)  HD Home Depot Inc. .346830 OR              34.68%
∑ = 100%
Expected Daily Return Relative = 1.001606
Standard Deviation = .015050
Reward to Std.Dev. = .106679
EGP = Elton, Gruber and Padberg
DOW = 30 DJIA stocks
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