четверг, 17 января 2008 г.

For this demonstration (see Table 2.1)

For this demonstration (see Table 2.1) we used a portfolio of
55 percent stocks (from the S&P 500); 30 percent bonds (using
the Lehman Aggregate bond index); 10 percent commodities (using
the Goldman Sachs Commodity Index or GSCI Total Return,
which includes crude oil, natural gas, copper, gold, wheat, coffee,
live cattle, and lean hogs among its commodities); and 5 percent
cash (using a 30-day Treasury bill).

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