## Portfolio Data

### Description

A simple simulated data set containing 100 returns for each
of two assets, X and Y. The data is used to estimate the optimal
fraction to invest in each asset to minimize investment risk of the
combined portfolio. One can then use the Bootstrap to estimate the
standard error of this estimate.

### Usage

`Portfolio`

### Format

A data frame with 100 observations on the following 2 variables.

`X`

Returns for Asset X

`Y`

Returns for Asset Y

### Source

Simulated data

### References

James, G., Witten, D., Hastie, T., and Tibshirani, R. (2013)
*An Introduction to Statistical Learning with applications in R*,
https://www.statlearning.com,
Springer-Verlag, New York

### Examples

```
summary(Portfolio)
attach(Portfolio)
plot(X,Y)
```