Abstract
This paper is an attempt to construct optimal portfolio by applying Sharpe’s Single Index Model. Explanation is provided wherever necessary related to design of the Single Index Model .The data taken for the application of single index model is 50 companies part of CNX NSE Nifty Fifty Index for the time period of Dec-08 to Dec-12.This model generates cut off rate and only those securities which have higher excess return to beta ratio than cut off rate are included in optimal portfolio.
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