Questiondata1.xls
ASSIGNMENT Data
| | MARKET | RKFREE | | MOBIL | CONTIL | CONED | CITCRP | BOISE | GENMIL | DELTA | DEC | DATGEN | PSNH | PANAM | MOTOR | IBM | GERBER | WEYER | TEXACO | TANDY |
| Jan-93 | -0.045 | 0.00487 | | -0.046 | -0.129 | -0.079 | -0.115 | -0.079 | -0.099 | -0.028 | -0.1 | -0.084 | -0.008 | 0.025 | -0.014 | -0.029 | -0.048 | -0.116 | -0.054 | -0.075 |
| Feb-93 | 0.01 | 0.00494 | | -0.017 | 0.037 | -0.003 | -0.019 | 0.013 | 0.018 | -0.033 | -0.063 | -0.097 | -0.025 | -0.073 | -0.031 | -0.043 | 0.16 | -0.135 | -0.01 | -0.004 |
| Mar-93 | 0.05 | 0.00526 | | 0.049 | 0.003 | 0.022 | 0.059 | 0.07 | -0.023 | 0.07 | 0.01 | 0.063 | 0.026 | 0.184 | 0.121 | -0.063 | -0.036 | 0.084 | 0.015 | 0.124 |
| Apr-93 | 0.063 | 0.00491 | | 0.077 | 0.18 | -0.005 | 0.127 | 0.12 | 0.046 | 0.15 | 0.165 | 0.179 | -0.008 | 0.089 | 0.147 | 0.13 | 0.004 | 0.144 | 0 | 0.055 |
| May-93 | 0.067 | 0.00513 | | -0.011 | 0.061 | -0.014 | 0.005 | 0.071 | 0.063 | -0.031 | 0.038 | 0.052 | 0.019 | 0.082 | 0.034 | -0.018 | 0.046 | -0.031 | -0.029 | 0.176 |
| Jun-93 | 0.007 | 0.00527 | | -0.043 | -0.059 | 0.034 | 0.007 | -0.098 | 0.008 | 0.023 | -0.021 | -0.023 | 0.032 | 0.019 | 0 | -0.004 | 0.028 | 0.005 | -0.025 | -0.014 |
| Jul-93 | 0.071 | 0.00528 | | 0.028 | 0.066 | 0.011 | 0.032 | 0.14 | 0.075 | 0.185 | 0.107 | 0.143 | -0.014 | 0.204 | 0.087 | 0.092 | -0.012 | 0.164 | 0.042 | 0.194 |
| Aug-93 | 0.079 | 0.00607 | | 0.056 | 0.033 | 0.024 | 0.088 | 0.078 | -0.051 | -0.021 | -0.017 | 0.026 | 0.045 | 0.031 | -0.025 | 0.049 | -0.079 | 0.039 | 0 | 0.222 |
| Sep-93 | 0.002 | 0.00645 | | 0.064 | -0.013 | 0.048 | 0.011 | -0.059 | -0.012 | -0.081 | -0.037 | -0.031 | 0.061 | 0.075 | -0.074 | -0.051 | 0.104 | -0.021 | 0.01 | -0.1 |
| Oct-93 | -0.189 | 0.00685 | | -0.069 | -0.123 | -0.067 | -0.071 | -0.118 | -0.032 | -0.153 | -0.077 | -0.085 | -0.033 | -0.25 | -0.061 | -0.046 | -0.138 | -0.09 | -0.066 | -0.206 |
| Nov-93 | 0.084 | 0.00719 | | 0.037 | -0.038 | 0.035 | -0.005 | -0.06 | 0.009 | 0.055 | 0.064 | 0.044 | -0.012 | 0 | -0.053 | 0.031 | 0.078 | -0.033 | 0.055 | 0.086 |
| Dec-93 | 0.015 | 0.0069 | | 0.041 | 0.047 | 0.005 | -0.019 | 0.067 | 0.022 | -0.023 | 0.117 | 0.034 | -0.031 | -0.019 | 0.008 | 0.108 | -0.086 | -0.034 | 0 | 0.085 |
| Jan-94 | 0.058 | 0.00761 | | 0.061 | -0.024 | 0.076 | 0.043 | 0.168 | -0.032 | -0.054 | -0.012 | -0.008 | 0.066 | 0.019 | -0.003 | 0.034 | 0.042 | 0.203 | 0.037 | -0.046 |
| Feb-94 | 0.011 | 0.00761 | | -0.002 | -0.02 | -0.011 | -0.082 | -0.032 | -0.079 | -0.06 | -0.066 | -0.015 | 0 | -0.13 | -0.088 | -0.017 | -0.023 | -0.038 | -0.01 | -0.135 |
| Mar-94 | 0.123 | 0.00769 | | 0.029 | 0.043 | 0 | 0.026 | 0.178 | -0.043 | 0.098 | 0.088 | 0.171 | -0.037 | 0.043 | 0.067 | 0.052 | 0.065 | 0.097 | 0.068 | 0.122 |
| Apr-94 | 0.026 | 0.00764 | | 0.079 | 0.064 | -0.057 | 0 | -0.043 | 0.022 | -0.056 | 0.005 | 0.009 | -0.05 | 0.02 | 0.114 | -0.004 | -0.088 | -0.069 | 0.059 | -0.094 |
| May-94 | 0.014 | 0.00772 | | -0.086 | 0.005 | 0.032 | 0.022 | -0.026 | 0.035 | 0.063 | -0.028 | -0.045 | -0.007 | -0.06 | 0.018 | -0.022 | -0.023 | -0.013 | -0.04 | -0.148 |
| Jun-94 | 0.075 | 0.00715 | | 0.088 | 0.092 | 0.066 | 0.095 | 0.057 | -0.043 | -0.006 | 0.059 | 0.019 | 0.084 | 0 | 0.056 | -0.035 | 0.095 | 0.053 | 0.083 | 0.096 |
| Jul-94 | -0.013 | 0.00728 | | 0.018 | -0.034 | 0.015 | -0.075 | 0.047 | -0.013 | 0.075 | 0.009 | -0.059 | -0.024 | 0.319 | -0.033 | -0.049 | -0.096 | 0 | 0.032 | 0.006 |
| Aug-94 | 0.095 | 0.00789 | | 0.111 | 0.058 | -0.021 | 0.065 | 0.038 | 0.138 | 0.021 | 0.14 | 0.078 | 0.027 | -0.065 | 0.102 | 0.016 | 0.148 | 0.165 | 0.041 | 0.25 |
| Sep-94 | 0.039 | 0.00802 | | 0.18 | -0.033 | 0 | -0.017 | 0.05 | -0.032 | -0.026 | -0.027 | -0.031 | -0.04 | -0.034 | 0.078 | -0.032 | -0.009 | -0.015 | 0.03 | -0.005 |
| Oct-94 | -0.097 | 0.00913 | | -0.031 | -0.136 | -0.049 | -0.125 | -0.151 | -0.067 | -0.147 | -0.01 | -0.246 | -0.067 | -0.089 | -0.079 | -0.079 | -0.09 | -0.083 | -0.053 | -0.037 |
| Nov-94 | 0.116 | 0.00819 | | 0.051 | 0.081 | 0.109 | 0.03 | -0.004 | 0.005 | 0.063 | 0.095 | 0.062 | 0.008 | -0.098 | 0.034 | 0.06 | -0.014 | -0.065 | 0.067 | 0.17 |
| Dec-94 | 0.086 | 0.00747 | | 0.063 | 0.104 | 0.005 | 0.113 | 0.042 | 0.005 | 0.02 | 0.018 | 0.021 | -0.068 | 0.043 | 0.037 | -0.013 | -0.036 | 0.104 | -0.029 | 0.037 |
| Jan-95 | 0.124 | 0.00883 | | 0.075 | -0.103 | -0.039 | -0.079 | 0.107 | 0.003 | 0.022 | 0.058 | 0.157 | 0.043 | -0.042 | 0.149 | 0.066 | 0.048 | 0.069 | 0.229 | 0.032 |
| Feb-95 | 0.112 | 0.01073 | | 0.366 | -0.087 | -0.061 | -0.08 | -0.07 | -0.096 | -0.093 | 0.034 | 0.043 | -0.056 | -0.109 | -0.043 | -0.062 | -0.004 | 0.033 | 0.161 | 0.143 |
| Mar-95 | -0.243 | 0.01181 | | -0.176 | 0.085 | 0.006 | -0.069 | -0.138 | 0.011 | -0.031 | -0.182 | -0.094 | -0.051 | -0.195 | -0.067 | -0.122 | -0.237 | -0.129 | -0.179 | -0.105 |
| Apr-95 | 0.08 | 0.00753 | | 0.119 | 0.074 | 0.14 | 0.048 | 0.042 | 0.059 | -0.018 | 0.047 | 0.027 | 0.128 | 0 | -0.082 | -0.016 | 0.027 | 0.027 | 0.082 | -0.038 |
| May-95 | 0.062 | 0.0063 | | 0.003 | 0.023 | 0.043 | 0.104 | 0.109 | 0.18 | 0.144 | 0.016 | -0.043 | 0.083 | 0.121 | -0.01 | 0.025 | 0.233 | 0.089 | 0.007 | 0.256 |
| Jun-95 | 0.086 | 0.00503 | | -0.024 | 0.064 | 0.04 | 0.058 | 0.068 | -0.013 | 0.01 | 0.021 | 0.108 | 0.038 | -0.027 | 0.023 | 0.061 | 0.011 | -0.026 | 0.032 | 0.041 |
| Jul-95 | 0.065 | 0.00602 | | 0.054 | -0.034 | -0.027 | -0.023 | 0.073 | 0.012 | 0.283 | 0.183 | 0.212 | 0.002 | 0.278 | 0.127 | 0.111 | 0.005 | 0.14 | 0.003 | 0.446 |
| Aug-95 | 0.025 | 0.00731 | | -0.059 | -0.018 | -0.005 | 0.029 | -0.045 | 0.018 | -0.056 | 0.081 | 0.058 | -0.023 | -0.043 | 0.051 | 0.017 | -0.008 | -0.041 | 0.031 | 0.167 |
| Sep-95 | 0.015 | 0.0086 | | 0.007 | 0.034 | -0.01 | -0.068 | 0.019 | -0.013 | -0.053 | 0.045 | -0.136 | -0.054 | -0.091 | 0.12 | -0.021 | 0.066 | -0.064 | -0.037 | 0.157 |
| Oct-95 | 0.006 | 0.00895 | | 0.059 | 0.035 | -0.021 | -0.049 | -0.054 | -0.073 | 0.046 | -0.028 | 0.007 | 0.01 | -0.025 | 0.02 | 0.039 | 0.026 | 0.017 | 0.087 | -0.015 |
| Nov-95 | 0.092 | 0.01137 | | 0.193 | -0.017 | -0.035 | 0.123 | 0.028 | -0.03 | 0.22 | 0.056 | 0 | -0.05 | 0.026 | 0.268 | 0.035 | 0.023 | 0.015 | 0.399 | 0.212 |
| Dec-95 | -0.056 | 0.00977 | | -0.081 | 0.103 | 0.131 | 0.131 | -0.047 | 0.102 | 0.04 | 0.035 | -0.098 | 0.018 | -0.15 | -0.106 | -0.004 | 0.07 | 0.007 | -0.109 | 0.022 |
| Jan-96 | -0.014 | 0.01092 | | -0.082 | 0.04 | -0.015 | -0.062 | 0.011 | 0.079 | 0.112 | -0.089 | -0.231 | 0.089 | 0.118 | -0.116 | -0.052 | 0.056 | 0.028 | -0.145 | -0.139 |
| Feb-96 | -0.009 | 0.01096 | | -0.067 | 0.069 | -0.021 | -0.005 | 0.152 | 0.013 | 0.031 | 0.006 | -0.072 | 0.025 | -0.079 | -0.025 | 0.011 | -0.02 | 0.025 | -0.012 | 0.082 |
| Mar-96 | 0.067 | 0.01025 | | -0.042 | 0.024 | 0.151 | 0.045 | 0.056 | 0.146 | 0.024 | 0.075 | 0.184 | 0.008 | 0.143 | 0.155 | -0.029 | 0.023 | 0.088 | -0.063 | 0.299 |
| Apr-96 | -0.008 | 0.01084 | | -0.025 | -0.025 | 0.061 | 0.086 | 0.045 | 0.019 | 0.062 | 0.075 | 0.088 | -0.014 | 0.025 | 0.074 | -0.06 | 0.031 | -0.05 | -0.003 | 0.092 |
| May-96 | 0.064 | 0.01255 | | -0.092 | 0.117 | 0.017 | 0.099 | 0.032 | 0.03 | 0.105 | 0.107 | 0.112 | 0.034 | 0.122 | 0.108 | 0.017 | 0.008 | -0.031 | -0.055 | 0.136 |
| Jun-96 | -0.003 | 0.01128 | | 0.053 | 0.077 | 0.022 | -0.013 | -0.037 | 0.094 | -0.114 | -0.112 | -0.178 | 0.041 | -0.196 | -0.164 | -0.015 | 0.066 | 0.021 | 0.025 | -0.167 |
| Jul-96 | -0.033 | 0.01154 | | 0.021 | -0.092 | 0.026 | -0.019 | -0.065 | -0.045 | -0.094 | -0.014 | 0.007 | 0.002 | -0.216 | -0.066 | -0.03 | 0.021 | -0.081 | 0.045 | 0.032 |
| Aug-96 | -0.031 | 0.01169 | | -0.057 | -0.03 | 0.021 | -0.108 | -0.125 | -0.031 | -0.072 | -0.065 | -0.191 | -0.032 | -0.069 | -0.028 | -0.002 | 0.031 | -0.061 | 0.003 | -0.063 |
| Sep-96 | -0.164 | 0.01054 | | -0.106 | 0.003 | -0.013 | 0.032 | -0.062 | 0.036 | -0.013 | -0.019 | 0.089 | -0.033 | -0.111 | 0.006 | -0.018 | 0 | -0.113 | -0.093 | -0.008 |
| Oct-96 | 0.062 | 0.01003 | | 0.025 | 0.049 | 0.112 | 0.052 | 0.016 | 0.067 | -0.072 | 0.102 | 0.094 | 0.045 | 0 | 0.079 | -0.048 | -0.012 | -0.02 | 0.008 | 0.241 |
| Nov-96 | 0.069 | 0.00816 | | 0.038 | 0.01 | 0.038 | 0.045 | 0.092 | -0.03 | -0.032 | -0.065 | 0.093 | 0.077 | 0.167 | -0.075 | 0.075 | 0.011 | 0.179 | 0.065 | -0.037 |
| Dec-96 | -0.039 | 0.0074 | | -0.09 | -0.106 | -0.008 | -0.028 | -0.029 | -0.024 | -0.062 | -0.06 | -0.083 | -0.056 | -0.214 | -0.102 | 0.044 | -0.077 | -0.072 | -0.047 | -0.046 |
| Jan-97 | -0.079 | 0.00949 | | -0.016 | 0.102 | 0.042 | 0.035 | -0.084 | -0.03 | 0.056 | 0.027 | -0.002 | -0.04 | 0.091 | 0.004 | 0.119 | -0.004 | -0.079 | -0.045 | 0.059 |
| Feb-97 | -0.101 | 0.00946 | | -0.016 | -0.175 | 0.036 | 0 | -0.159 | 0.098 | 0.145 | -0.049 | -0.152 | 0.091 | -0.042 | -0.091 | -0.014 | -0.111 | 0.014 | -0.004 | -0.101 |
| Mar-97 | -0.028 | 0.01067 | | -0.038 | -0.017 | 0.022 | 0.007 | 0.108 | 0.02 | 0.038 | -0.104 | -0.302 | 0.017 | 0.087 | 0.091 | -0.034 | 0.136 | -0.009 | -0.029 | -0.051 |
| Apr-97 | 0.041 | 0.00972 | | -0.011 | -0.013 | 0.05 | 0.101 | -0.009 | 0.076 | -0.025 | 0.054 | 0.047 | 0.068 | 0.16 | 0.09 | 0.075 | 0.044 | 0.059 | -0.008 | 0.053 |
| May-97 | 0.003 | 0.00908 | | 0.092 | -0.091 | 0.016 | -0.101 | -0.189 | -0.027 | 0.042 | -0.056 | -0.18 | 0 | 0 | -0.056 | -0.029 | 0.043 | -0.086 | 0.034 | -0.163 |
| Jun-97 | -0.078 | 0.00914 | | -0.038 | -0.096 | -0.024 | -0.003 | -0.044 | 0.05 | 0.106 | -0.073 | -0.06 | -0.048 | -0.103 | 0.049 | -0.014 | -0.033 | -0.015 | -0.017 | 0.023 |
| Jul-97 | -0.006 | 0.00714 | | -0.073 | -0.303 | -0.032 | -0.025 | 0.006 | 0.038 | -0.118 | -0.055 | -0.054 | -0.015 | 0.077 | 0.082 | 0.082 | 0.019 | -0.012 | -0.06 | 0.05 |
| Aug-97 | 0.122 | 0.00503 | | 0.157 | 0.07 | 0.133 | 0.077 | 0.379 | 0.032 | 0.055 | 0.273 | 0.216 | 0.096 | -0.036 | 0.136 | 0.087 | 0.13 | 0.221 | 0.056 | 0.017 |
| Sep-97 | 0.008 | 0.00563 | | 0.043 | 0.058 | 0.039 | 0.059 | -0.109 | 0 | -0.139 | -0.061 | -0.165 | 0.032 | -0.259 | -0.054 | 0.041 | 0.209 | -0.029 | 0.027 | -0.026 |
| Oct-97 | 0.136 | 0.0062 | | 0.02 | 0.268 | -0.05 | 0.318 | 0.314 | 0.16 | 0.171 | 0.133 | 0.528 | 0.079 | 0.35 | 0.18 | 0.089 | -0.009 | 0.15 | 0.056 | 0.454 |
| Nov-97 | 0.049 | 0.00614 | | -0.04 | -0.106 | -0.011 | 0.007 | 0.145 | -0.025 | 0.289 | 0.175 | 0.003 | 0.015 | 0.074 | 0.066 | 0.094 | -0.072 | 0.141 | 0.012 | 0.273 |
| Dec-97 | 0.014 | 0.00648 | | 0.069 | 0.037 | 0.123 | -0.098 | -0.001 | -0.02 | 0.093 | -0.052 | 0.053 | 0.022 | 0 | -0.018 | 0.113 | 0.015 | -0.04 | 0.029 | -0.042 |
| Jan-98 | 0.065 | 0.00646 | | 0.055 | 0.049 | -0.012 | 0.085 | -0.045 | -0.039 | 0.04 | 0.225 | 0.208 | 0.066 | 0.103 | 0.138 | 0.027 | 0.015 | 0.023 | 0.036 | 0.091 |
| Feb-98 | 0.028 | 0.00599 | | 0.009 | -0.035 | 0.06 | 0.039 | 0.037 | 0.067 | 0.027 | -0.01 | 0.237 | 0.021 | 0.406 | 0.126 | 0.01 | 0.024 | 0.065 | 0.008 | 0.032 |
| Mar-98 | 0.043 | 0.00686 | | 0.095 | 0.097 | 0.048 | 0.132 | 0.113 | 0.061 | -0.016 | 0.034 | 0.04 | 0.041 | -0.067 | -0.043 | 0.028 | 0.084 | -0.023 | 0.039 | -0.004 |
| Apr-98 | 0.097 | 0.00652 | | 0.091 | 0.073 | 0.045 | 0.104 | 0.082 | 0.066 | -0.043 | -0.06 | 0.079 | -0.005 | 0.024 | 0.016 | 0.15 | 0.119 | 0.091 | 0.098 | 0.084 |
| May-98 | 0.08 | 0.00649 | | -0.052 | 0 | -0.012 | -0.102 | -0.014 | 0.023 | -0.045 | -0.052 | -0.114 | 0 | 0.186 | 0.056 | -0.041 | 0.016 | -0.067 | -0.038 | -0.01 |
| Jun-98 | 0.048 | 0.00673 | | 0.077 | -0.068 | 0 | -0.016 | -0.13 | -0.026 | 0.012 | 0.075 | -0.042 | -0.087 | 0.275 | 0.192 | 0.081 | 0.114 | -0.013 | 0.018 | -0.168 |
| Jul-98 | -0.017 | 0.00714 | | -0.06 | 0.046 | 0.017 | -0.079 | -0.087 | -0.072 | -0.259 | -0.142 | 0.173 | 0.009 | -0.015 | -0.013 | 0.001 | -0.007 | -0.071 | 0.036 | -0.123 |
| Aug-98 | -0.034 | 0.00668 | | 0.118 | 0.055 | -0.023 | -0.007 | 0.06 | -0.01 | 0.08 | 0.007 | 0.053 | -0.015 | -0.047 | -0.026 | 0.001 | 0.062 | -0.011 | 0.059 | -0.048 |
| Sep-98 | 0 | 0.00702 | | -0.05 | -0.026 | 0.087 | 0.006 | 0.102 | -0.037 | 0.041 | -0.005 | 0.09 | 0.069 | -0.066 | 0.078 | 0.062 | 0.049 | -0.033 | -0.037 | -0.083 |
| Oct-98 | -0.082 | 0.00678 | | -0.032 | -0.088 | 0.101 | -0.118 | -0.052 | 0.116 | 0.039 | -0.364 | -0.069 | -0.013 | 0.035 | -0.064 | -0.001 | 0 | -0.046 | -0.014 | -0.058 |
| Nov-98 | 0.066 | 0.00683 | | -0.033 | 0.096 | -0.025 | 0.162 | 0.147 | -0.014 | 0.12 | 0.065 | -0.014 | -0.149 | 0.119 | 0.076 | -0.066 | 0.077 | 0.151 | 0.011 | 0.082 |
| Dec-98 | -0.012 | 0.00693 | | 0.009 | -0.016 | 0.005 | 0.023 | -0.012 | -0.009 | -0.028 | 0.034 | 0.068 | -0.193 | -0.015 | -0.031 | 0.039 | 0.063 | -0.069 | 0.021 | 0.095 |
| Jan-99 | -0.029 | 0.00712 | | 0.084 | -0.034 | 0.005 | 0.024 | -0.054 | -0.009 | -0.013 | 0.208 | 0.117 | 0.013 | 0.031 | -0.114 | -0.065 | 0.065 | -0.039 | 0.108 | -0.19 |
| Feb-99 | -0.03 | 0.00672 | | 0.024 | -0.101 | -0.069 | -0.039 | -0.088 | -0.073 | -0.117 | -0.024 | 0.027 | -0.011 | -0.179 | -0.035 | -0.026 | -0.091 | -0.093 | 0.151 | -0.1 |
| Mar-99 | 0.003 | 0.00763 | | -0.028 | -0.033 | 0.055 | -0.054 | 0.079 | -0.018 | 0.065 | 0.057 | 0.056 | -0.227 | -0.018 | 0.016 | 0.034 | -0.003 | 0.094 | -0.122 | -0.008 |
| Apr-99 | -0.003 | 0.00741 | | 0.029 | -0.231 | 0.031 | -0.004 | 0.012 | 0.065 | -0.085 | 0.053 | 0.089 | -0.485 | -0.185 | 0.026 | -0.002 | -0.025 | -0.088 | 0.022 | 0.12 |
| May-99 | -0.058 | 0.00627 | | -0.146 | -0.6 | 0.021 | -0.148 | -0.172 | 0.018 | -0.07 | -0.071 | -0.094 | 0.143 | -0.045 | -0.129 | -0.044 | -0.087 | -0.087 | -0.105 | -0.231 |
| Jun-99 | 0.005 | 0.00748 | | 0.01 | 0 | 0.02 | 0.078 | 0.025 | 0.055 | -0.012 | -0.043 | 0.056 | -0.05 | -0.024 | -0.046 | -0.019 | 0.105 | 0.019 | -0.046 | -0.037 |
| Jul-99 | -0.058 | 0.00771 | | -0.092 | -0.205 | 0.054 | -0.029 | 0.015 | -0.018 | 0.045 | -0.009 | -0.061 | -0.158 | -0.024 | 0.064 | 0.047 | -0.112 | 0.036 | -0.044 | 0.029 |
| Aug-99 | 0.146 | 0.00852 | | 0.261 | 0.086 | 0.029 | 0.164 | 0.177 | 0.061 | 0.04 | 0.159 | 0.312 | 0.031 | 0 | 0.225 | 0.127 | 0.018 | 0.055 | 0.14 | 0.079 |
| Sep-99 | 0 | 0.0083 | | 0.013 | 0.974 | 0.051 | 0.076 | -0.056 | 0.011 | 0.008 | -0.025 | -0.132 | 0 | 0 | -0.149 | 0.004 | 0.165 | -0.069 | 0.045 | -0.1 |
| Oct-99 | -0.035 | 0.00688 | | 0.014 | -0.232 | 0.019 | -0.027 | 0.053 | -0.01 | 0.161 | 0.093 | 0.047 | -0.061 | -0.05 | -0.058 | 0.012 | -0.16 | 0.035 | -0.08 | -0.096 |
| Nov-99 | -0.019 | 0.00602 | | -0.042 | -0.023 | 0.004 | 0 | -0.038 | -0.072 | -0.026 | 0.006 | 0.019 | 0.194 | -0.026 | -0.097 | -0.023 | 0.094 | 0.032 | 0.007 | 0.027 |
| Dec-99 | -0.001 | 0.00612 | | -0.052 | 0.095 | 0.084 | 0.098 | 0.068 | 0.017 | 0.156 | 0.07 | 0.096 | -0.189 | 0 | 0.081 | 0.011 | -0.005 | 0.026 | 0 | 0.005 |
| Jan-00 | 0.097 | 0.00606 | | 0.053 | 0.587 | -0.021 | 0.097 | 0.046 | 0.095 | -0.01 | 0.084 | 0.215 | 0.267 | -0.027 | 0.111 | 0.108 | 0.091 | 0.084 | 0.044 | 0.17 |
| Feb-00 | 0.012 | 0.00586 | | 0.071 | -0.096 | 0.034 | -0.015 | -0.059 | 0 | 0.087 | -0.067 | -0.21 | 0.026 | -0.028 | -0.077 | -0.009 | 0.006 | -0.016 | 0.022 | 0.119 |
| Mar-00 | 0.008 | 0.0065 | | 0 | 0.03 | 0.057 | 0.046 | -0.029 | 0.054 | -0.003 | -0.071 | -0.195 | -0.077 | 0.086 | -0.035 | -0.052 | 0.13 | -0.081 | 0.014 | 0.094 |
| Apr-00 | -0.01 | 0.00601 | | 0.027 | -0.029 | 0.019 | 0.012 | 0.01 | -0.083 | -0.123 | -0.05 | -0.157 | -0.056 | 0.053 | -0.083 | -0.004 | -0.037 | 0.003 | 0.111 | -0.133 |
| May-00 | 0.019 | 0.00512 | | 0.029 | -0.091 | 0.098 | 0.094 | 0.158 | 0.137 | 0.179 | 0.057 | -0.078 | 0.059 | 0.35 | 0.074 | 0.025 | 0.234 | 0.031 | -0.065 | 0.091 |
| Jun-00 | -0.003 | 0.00536 | | -0.032 | -0.05 | 0.046 | 0.043 | 0.086 | 0.06 | 0.021 | -0.101 | 0.06 | 0.222 | 0.056 | 0.047 | -0.038 | -0.031 | -0.004 | 0.031 | 0.087 |
| Jul-00 | 0.012 | 0.00562 | | 0.002 | 0.018 | -0.084 | -0.03 | -0.026 | -0.099 | 0.008 | 0.08 | 0.043 | 0.318 | 0 | 0.062 | 0.062 | -0.036 | 0.02 | -0.03 | -0.119 |
| Aug-00 | 0.005 | 0.00545 | | -0.013 | -0.052 | 0.043 | -0.063 | 0.011 | 0.002 | -0.066 | 0.032 | -0.006 | 0.121 | 0.088 | 0.003 | -0.028 | 0.025 | -0.013 | 0.021 | 0.063 |
| Sep-00 | -0.055 | 0.00571 | | 0.004 | 0.036 | -0.032 | -0.085 | -0.095 | 0.081 | -0.112 | 0.036 | 0 | -0.046 | -0.065 | -0.047 | -0.022 | -0.048 | -0.074 | -0.007 | -0.011 |
| Oct-00 | 0.026 | 0.00577 | | 0.1 | 0.105 | 0.066 | 0.09 | -0.035 | 0.013 | -0.083 | 0.04 | 0.032 | 0.016 | 0.069 | -0.098 | 0.048 | 0.097 | 0.008 | 0.099 | 0.098 |
| Nov-00 | 0.059 | 0.0054 | | -0.008 | 0.048 | 0.032 | 0.062 | 0.088 | 0.114 | 0.02 | 0.073 | 0.109 | 0 | 0.016 | 0.137 | 0.085 | 0.137 | 0.171 | -0.175 | 0.021 |
| Dec-00 | 0.013 | 0.00479 | | -0.04 | 0.197 | 0.082 | 0.065 | 0.064 | 0.027 | 0.03 | 0.095 | 0.023 | 0.063 | -0.016 | 0.103 | 0.113 | 0.063 | -0.004 | -0.077 | 0.098 |
| Jan-01 | -0.009 | 0.00548 | | -0.021 | 0 | 0.022 | 0.005 | 0.032 | 0.019 | 0.122 | 0.162 | -0.055 | 0.224 | 0.129 | 0.013 | -0.026 | -0.088 | 0.072 | -0.038 | -0.04 |
| Feb-01 | 0.049 | 0.00523 | | -0.003 | -0.051 | 0.048 | 0.101 | 0.093 | 0.121 | -0.055 | 0.093 | -0.044 | 0.049 | -0.029 | 0.108 | 0.003 | 0.034 | 0.123 | 0.071 | 0.096 |
| Mar-01 | 0.048 | 0.00508 | | -0.026 | -0.04 | 0.021 | 0.153 | 0.066 | 0.072 | 0.076 | -0.063 | -0.043 | 0.023 | -0.074 | 0.018 | 0.004 | 0.174 | 0.051 | -0.004 | -0.047 |
| Apr-01 | -0.009 | 0.00444 | | 0.042 | -0.097 | -0.006 | -0.042 | -0.013 | -0.051 | 0.059 | 0.119 | 0.061 | -0.136 | -0.206 | 0.048 | 0.031 | 0.113 | -0.037 | 0.05 | -0.058 |
| May-01 | 0.049 | 0.00469 | | 0.082 | -0.046 | 0.042 | 0.038 | 0.072 | 0.109 | -0.043 | 0.037 | -0.015 | -0.092 | 0.06 | 0.024 | -0.018 | -0.04 | 0.01 | 0.069 | 0.094 |
| Jun-01 | 0.004 | 0.00478 | | 0.012 | -0.161 | 0.017 | -0.036 | -0.013 | 0.071 | -0.07 | -0.063 | -0.155 | 0.101 | -0.094 | -0.157 | -0.039 | -0.038 | -0.061 | -0.042 | -0.092 |
| Jul-01 | -0.076 | 0.00458 | | -0.022 | -0.038 | 0.125 | -0.117 | -0.06 | 0.049 | 0.018 | 0.066 | -0.072 | -0.092 | -0.063 | -0.066 | -0.096 | -0.105 | -0.048 | -0.036 | -0.078 |
| Aug-01 | 0.049 | 0.00343 | | 0.173 | -0.04 | 0.061 | 0.082 | 0.115 | 0.003 | 0.018 | 0.105 | 0.167 | 0.13 | 0.022 | 0.124 | 0.055 | 0.111 | 0.122 | 0.135 | 0.018 |
| Sep-01 | -0.047 | 0.00416 | | 0.053 | 0.021 | -0.139 | -0.111 | -0.052 | -0.088 | 0.026 | -0.11 | -0.24 | -0.179 | -0.065 | -0.113 | -0.031 | 0.037 | -0.058 | 0.026 | -0.108 |
| Oct-01 | 0.018 | 0.00418 | | 0.02 | 0 | 0.045 | 0.04 | 0.059 | 0.123 | 0.134 | 0.103 | 0.105 | 0.172 | 0.023 | 0.017 | -0.081 | -0.069 | 0.135 | 0.043 | 0.242 |
| Nov-01 | 0 | 0.0042 | | 0.044 | -0.143 | 0.07 | 0.01 | 0.023 | 0.011 | -0.018 | 0.048 | 0.02 | -0.08 | 0.023 | 0.01 | 0.037 | -0.02 | 0.006 | -0.028 | 0.094 |
| Dec-01 | -0.005 | 0.00382 | | 0.019 | 0.028 | -0.046 | 0.019 | -0.027 | -0.034 | -0.01 | 0.008 | -0.078 | -0.029 | -0.244 | -0.058 | -0.056 | -0.06 | -0.041 | 0.047 | -0.023 |
| Jan-02 | 0.148 | 0.00454 | | 0.093 | 0.093 | 0.04 | 0.087 | 0.276 | 0.123 | 0.161 | 0.385 | 0.135 | 0.03 | 0.353 | 0.27 | 0.073 | 0.057 | 0.27 | 0.049 | 0.13 |
| Feb-02 | 0.065 | 0.00437 | | -0.022 | -0.064 | -0.067 | -0.066 | -0.008 | 0.049 | 0.133 | 0.056 | 0.045 | -0.014 | -0.152 | 0.091 | 0.092 | 0.019 | 0.094 | -0.08 | 0.174 |
| Mar-02 | 0.037 | 0.00423 | | 0.124 | -0.087 | -0.05 | -0.052 | 0.071 | 0.01 | -0.129 | 0.061 | -0.096 | -0.029 | -0.103 | 0.089 | 0.076 | 0.04 | 0.089 | 0.103 | -0.118 |
| Apr-02 | -0.025 | 0.00207 | | -0.007 | -0.025 | 0.02 | 0.07 | -0.037 | -0.104 | -0.121 | 0.055 | -0.02 | -0.182 | 0.114 | 0.114 | 0.067 | -0.063 | -0.027 | -0.094 | -0.119 |
| May-02 | 0.004 | 0.00438 | | -0.003 | 0 | -0.012 | 0.052 | -0.111 | 0.19 | 0.151 | -0.082 | 0.161 | -0.093 | 0 | -0.05 | 0.006 | 0.138 | -0.107 | 0.114 | -0.026 |
| Jun-02 | 0.038 | 0.00402 | | 0.091 | 0.081 | 0.059 | 0.051 | 0.063 | 0.03 | 0.014 | 0.041 | -0.145 | -0.245 | 0.103 | -0.043 | 0.016 | 0.005 | 0.026 | 0.073 | 0.045 |
| Jul-02 | 0.055 | 0.00455 | | 0.032 | 0.071 | -0.039 | 0.041 | 0.064 | 0.036 | 0.043 | 0 | 0.057 | -0.081 | 0 | 0.083 | -0.009 | 0.232 | 0.021 | 0.142 | 0.087 |
| Aug-02 | 0.015 | 0.0046 | | 0.03 | -0.044 | 0.043 | 0.033 | 0.061 | 0.022 | -0.037 | 0.157 | -0.008 | 0.147 | -0.093 | 0.124 | 0.053 | -0.113 | 0.081 | -0.076 | 0.027 |
| Sep-02 | -0.015 | 0.0052 | | -0.082 | 0.004 | -0.006 | -0.086 | -0.029 | -0.009 | -0.067 | 0.001 | 0.015 | -0.256 | -0.051 | 0.063 | -0.105 | -0.061 | -0.054 | -0.053 | 0.088 |
| Oct-02 | -0.26 | 0.00358 | | -0.178 | -0.372 | -0.017 | -0.282 | -0.274 | -0.148 | -0.26 | -0.281 | -0.342 | -0.034 | -0.27 | -0.331 | -0.187 | -0.288 | -0.271 | -0.194 | -0.246 |
| Nov-02 | -0.07 | 0.00288 | | -0.15 | -0.148 | -0.012 | -0.136 | 0.043 | -0.102 | -0.137 | -0.127 | -0.075 | 0.143 | 0.185 | -0.134 | -0.087 | -0.085 | -0.066 | -0.031 | -0.19 |
| Dec-02 | 0.073 | 0.00277 | | 0.159 | 0.05 | -0.006 | 0.064 | 0.142 | 0.128 | 0.121 | 0.134 | 0.181 | -0.375 | -0.313 | 0.232 | 0.043 | 0.07 | 0.103 | 0.178 | 0.04 |