**OPTION** |
**DESCRIPTION** |

beg= |
Specifies the BEGinning observation to be used in estimation. This option overrides the SAMPLE command and defaults to the sample range in effect. |

end= |
Specifies the ENDing observation to be used in estimation. This option overrides the SAMPLE command and defaults to the sample range in effect. |

equalweight |
Specifies that no share or weight information is provided as the portfolio contains equal weights for each asset. |

graphdata |
Displays a scatterplot of the risks and returns for each of the stocks in the portfolio. |

graphfront |
Plots the minimum-variance risk-return frontier for the stocks in the portfolio. |

graphline |
Adds a line on the frontier plot from the risk-free rate of interest to the tangency point on the risk-return frontier. This will help define risk-return options if it is possible to borrow and lend at the risk-free rate of interest. This option automatically turns on the GRAPHFRONT option. |

index= |
Specifies the name of a variable containing the price of a stock market index to be used in capital asset pricing model calculations. |

inrates |
Specifies that the stock price data is in rates of return rather than the original stock price. |

list |
Lists the rates of return on the SHAZAM output. |

pfrontier |
Prints a listing of the minimum-variance risk-return frontier. |

returns= |
Specifies a variable for saving the portfolio returns for the risk-return frontier (200 values are saved), the mean returns for each stock and the returns listed in the EFFICIENT PORTFOLIOS table on the SHAZAM output. |

riskfree= |
Specifies the risk-free rate of interest. It should be in percent. For example, if the risk-free rate is 5%, enter RISKFREE=5. This option can be a scalar variable or a time series variable. If a time series variable is entered the risk-free rate is set to the average value. |

risks= |
Specifies a variable for saving the portfolio standard deviations for the risk-return frontier, the standard deviations for each stock return and the standard deviations for the portfolios listed in the EFFICIENT PORTFOLIOS table on the SHAZAM output. Also see the RETURNS= option. |

shares |
Specifies that the command line includes names of variables containing the corresponding number of shares for each stock price variable. |

weights |
Specifies that the command line includes names of variables containing the corresponding weights for each stock price variable. The weights are normalized to sum to unity. |

wide |
Uses a wider page width for the display of results. For printing, the page set-up should be set to landscape orientation. |