Finding The Efficient Set Using The Critical Line Technique And EXCEL

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George A. Mangiero
John F. Manley

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Abstract

This paper extends the discussion of the critical line approach using three risky stocks as described in Haugen’s Modern Investment Theory, 4th edition. A dynamic presentation of the concepts involved in finding the efficient set, using two EXCEL spreadsheets and an HP-12C hand-held calculator, is provided. This dynamic presentation will enable students to understand the composition of the efficient set in a much clearer and effective manner.

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