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From Table 3 it can be noticed that there is no strong correlation between any underlying assets and this is a good property for portfolio diversification. X axis measures volatility level of risk , and Y axis measures return. He provides a normative framework through which optimal portfolios may be identified. If we want to use the modern portfolio theory MPT in the real world, than we have to deal with the case where there are more than two assets. We can think of this as possible portfolios that one could invest in. The portfolios differ only in the weights, but not in stock included in portfolios. For other plausible priors, the admissible set, and consequently the optimal choice, was shown to differ from that in traditional analysis. The data appears to fluctuate close to zero without any noticeable trend. Based on the research results he concluded that diagonal model may be able to represent the relationships among securities rather well and that the value of portfolio analyses based on the model will exceed their nominal cost.

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