In the Asset Class Name field, click the magnifying glass icon. The Select Asset Class dialog opens.
Select an asset class and click OK. You are returned to the Add Asset Class dialog.
In the Proxy Index field, click the magnifying glass icon. The Select Benchmark dialog opens.
Select a benchmark and click OK. You are returned to the Add Asset Class dialog.
In the Expected Return field, enter a percentage for the expected return or edit the default value.
In the Standard Deviation field, enter a percentage for the standard deviation or edit the default value.
Click OK. You are returned to the Market Assumptions Settings window with the new asset class displayed.