Question 1

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Sheet1

Year Month ADBE AMZN AAPL BBBY CSCO CMCSA COST DLTR EXPE GRMN INTC MSFT NFLX ORCL SNDK SIRI SPLS SBUX
2011 January 0.04387 0.02152 0.04093 0.00313 -0.12246 0.13231 0.04392 -0.00514 -0.21065 0.10120 0.00894 -0.03581 -0.03461 0.02716 0.09323 0.11728 -0.04527 0.05018
February -0.03884 0.03947 -0.01331 0.00249 -0.07273 -0.04037 -0.01966 0.10334 0.14470 -0.00265 -0.06008 -0.04477 0.15053 0.01611 -0.07077 -0.08840 -0.08365 0.12038
March 0.01176 0.08705 0.00465 0.16283 0.02157 0.06505 0.10325 0.03566 0.10415 0.01093 0.14718 0.02087 -0.02149 0.07761 0.07030 0.20606 0.08857 -0.02030
April 0.03219 0.00449 -0.00657 -0.03991 -0.04110 -0.03701 0.02264 0.10852 0.12238 -0.00438 -0.02001 -0.02878 0.16388 -0.04839 -0.03669 0.18090 -0.20435 0.01993
May -0.09183 0.03966 -0.03496 0.08313 -0.07083 0.00396 -0.01503 0.04518 0.03499 -0.00713 -0.01555 0.03958 -0.02995 -0.03828 -0.12668 -0.06809 -0.05453 0.07339
June -0.11892 0.08817 0.16329 0.00206 0.02695 -0.04785 -0.03680 -0.00585 0.09314 -0.01211 0.00767 0.05385 0.01256 -0.06915 0.02482 -0.03653 0.01646 0.01519
July -0.08914 -0.03276 -0.01447 -0.02787 -0.01879 -0.10450 0.00689 0.07851 -0.04112 0.02758 -0.08972 -0.02307 -0.11647 -0.08208 -0.13826 -0.14692 -0.08219 -0.03324
August -0.04239 0.00465 -0.00912 0.00791 -0.01085 -0.02743 0.04571 0.05194 -0.15045 -0.04099 0.06011 -0.06429 -0.51802 0.02387 0.10123 -0.16111 -0.09126 -0.03444
September 0.21680 -0.01258 0.06152 0.07904 0.20022 0.12702 0.01364 0.06415 0.01981 0.08247 0.14995 0.06991 -0.27536 0.14250 0.25545 0.18543 0.12481 0.13596
October -0.06766 -0.09939 -0.05578 -0.02151 0.00594 -0.03326 0.02755 0.01913 0.06204 0.06397 0.02409 -0.03220 -0.21382 -0.04333 -0.02684 0.00559 -0.03676 0.03045
November 0.03100 -0.09980 0.05965 -0.04198 -0.03004 0.05086 -0.02321 0.01988 -0.29049 0.09959 -0.02650 0.01486 0.07376 -0.18182 -0.00203 0.01111 -0.02927 0.05819
December 0.09480 0.12328 0.12711 0.04709 0.09045 0.12105 -0.01260 0.02033 0.11544 0.04748 0.08948 0.13752 0.73474 0.10226 -0.06767 0.14286 0.05328 0.04151
2012 January 0.06268 -0.07586 0.18831 -0.01582 0.01170 0.10647 0.04905 0.04375 0.05190 0.13165 0.02554 0.08192 -0.07879 0.03687 0.07847 0.08654 0.00205 0.01693
February 0.04317 0.12700 0.10528 0.10094 0.06388 0.02040 0.05508 0.06756 -0.01522 0.00401 0.04613 0.01638 0.03892 -0.00308 0.00222 0.02212 0.11166 0.15095
March -0.02215 0.14513 -0.02597 0.07024 -0.04320 0.01685 -0.02885 0.07588 0.27542 0.00319 0.00996 -0.00744 -0.30337 0.01028 -0.25388 -0.02164 -0.04880 0.02648
April -0.07452 -0.08189 -0.01070 0.02642 -0.18998 -0.04745 -0.01706 0.01495 0.07811 -0.08848 -0.08355 -0.08240 -0.20839 -0.09966 -0.11622 -0.16372 -0.14675 -0.04029
May 0.04251 0.07252 0.01085 -0.14464 0.05144 0.11168 0.09966 0.04284 0.04750 -0.09844 0.03135 0.04796 0.07960 0.12202 0.11560 -0.02116 0.00163 -0.02860
June -0.04603 0.02168 0.04582 -0.01375 -0.06671 0.01814 0.01242 -0.06431 0.18556 0.00836 -0.03565 -0.03661 -0.16995 0.01894 0.12747 0.16757 -0.02375 -0.15079
July 0.01263 0.06417 0.09388 0.10205 0.19624 0.03011 0.02050 -0.04311 -0.09655 0.04507 -0.02539 0.05274 0.05048 0.04801 0.00219 0.17130 -0.14286 0.09989
August 0.03742 0.02437 0.00280 -0.06208 0.00105 0.06591 0.02340 0.00249 0.12617 0.04613 -0.08739 -0.03439 -0.08841 -0.00600 0.05361 0.02372 0.06487 0.02217
September 0.04901 -0.08426 -0.10760 -0.08444 -0.09544 0.05489 -0.01727 -0.17436 0.02265 -0.08960 -0.04545 -0.04099 0.45555 -0.01014 -0.03799 0.08108 0.00000 -0.09485
October 0.01704 0.08227 -0.01237 0.01803 0.11078 -0.00879 0.05882 0.04690 0.04820 0.02342 -0.08591 -0.05961 0.03117 0.03539 -0.06415 -0.01071 0.01562 0.13477
November 0.08870 -0.00468 -0.09074 -0.04785 0.03913 0.00875 0.01727 -0.02827 -0.00679 0.05907 0.05365 0.00338 0.13315 0.04122 0.11253 0.06250 -0.01637 0.03393
December 0.00398 0.05832 -0.14409 0.04990 0.04682 0.01927 0.03656 -0.01405 0.06201 -0.07018 0.02037 0.02771 0.78464 0.06573 0.14920 0.08651 0.18333 0.04643
2013 January 0.03912 -0.00463 -0.02529 -0.03322 0.01410 0.04491 -0.00762 0.13003 -0.02069 -0.09316 0.00306 0.02114 0.13822 -0.03576 0.00840 -0.00955 -0.02372 -0.01896
February 0.10710 0.00840 0.00285 0.13515 0.00192 0.05504 0.04759 0.07170 -0.05884 -0.02585 0.04598 0.02914 0.00638 -0.05578 0.09026 -0.00965 0.02814 0.03829
March 0.03585 -0.04758 0.00027 0.06799 0.00905 -0.01161 0.02186 -0.01796 -0.06964 0.06142 0.09661 0.15694 0.14154 0.01392 -0.04585 0.05519 -0.01416 0.06831
April -0.04814 0.06064 0.02242 -0.00799 0.15296 -0.02736 0.01389 0.01009 0.03218 -0.00428 0.02333 0.06177 0.04711 0.03051 0.12548 0.07385 0.13454 0.04130
May 0.06176 0.03154 -0.11829 0.03956 0.00912 0.03933 0.00857 0.05828 0.04591 0.04914 -0.00206 -0.01032 -0.06701 -0.09088 0.03524 -0.04011 0.06537 0.03754
June 0.03775 0.08473 0.14122 0.07780 0.05875 0.08483 0.06195 0.05527 -0.21646 0.10810 -0.03673 -0.07817 0.15818 0.05743 -0.09787 0.11642 0.07246 0.08823
July -0.03236 -0.06719 0.08377 -0.03570 -0.08910 -0.06633 -0.04479 -0.01771 -0.00479 0.01722 -0.04905 0.05639 0.16128 -0.01515 0.00505 -0.04278 -0.18273 -0.00798
August 0.13530 0.11268 -0.02149 0.04909 0.00515 0.07668 0.02950 0.08463 0.10800 0.12007 0.04277 -0.00359 0.08911 0.04112 0.07847 0.08380 0.06177 0.09146
September 0.04390 0.16437 0.09638 -0.00052 -0.03009 0.05496 0.02457 0.02169 0.13820 0.03452 0.06763 0.06400 0.04292 0.01361 0.17164 -0.02835 0.10102 0.05301
October 0.04722 0.08128 0.07005 0.00918 -0.05807 0.04769 0.06566 -0.04709 0.08270 0.03872 -0.01663 0.08498 0.13433 0.05343 -0.01942 0.00000 -0.03720 0.00830
November 0.05460 0.01313 0.00890 0.02909 0.05553 0.04605 -0.05110 0.01384 0.09374 -0.03984 0.08893 -0.01888 0.00648 0.08416 0.03507 -0.07427 0.03095 -0.03769
December -0.01152 -0.10055 -0.10770 -0.20486 -0.01572 0.04772 -0.05596 -0.10457 -0.06718 -0.02468 -0.05470 0.01149 0.11180 -0.03248 -0.01081 0.02579 -0.17181 -0.09274
2014 January 0.15949 0.00951 0.05751 0.06218 -0.00502 -0.05069 0.04233 0.08413 0.20853 0.19112 0.01859 0.02001 0.08868 0.05989 0.06830 0.00838 0.03267 0.00153
February -0.04211 -0.07106 0.01995 0.01445 0.02844 -0.02751 -0.04384 -0.04729 -0.07495 0.03846 0.04241 0.06996 -0.21004 0.04602 0.09273 -0.11357 -0.15686 0.03410
March -0.06161 -0.09585 0.09940 -0.09695 0.03959 0.03437 0.03582 -0.00211 -0.02083 0.03330 0.03410 -0.01439 -0.08519 0.00225 0.04656 -0.00313 0.10229 -0.03761
April 0.04620 0.02769 0.07871 -0.02060 0.06534 0.00850 0.00601 0.01844 0.03465 0.03170 0.03240 0.02052 0.29745 0.02789 0.14024 0.02821 -0.10000 0.04092
May 0.12117 0.03913 0.02766 -0.05703 0.00934 0.03264 -0.00741 0.02697 0.07449 0.04210 0.13104 0.01856 0.05450 -0.03546 0.08072 0.05488 -0.02588 0.05653
June -0.04298 -0.03630 0.02873 0.10300 0.02304 0.00093 0.02376 0.00018 0.00838 -0.09655 0.09676 0.03501 -0.04058 -0.00055 -0.11897 -0.02312 0.06919 0.00388
July 0.03827 0.08323 0.07751 0.01533 -0.00951 0.01843 0.03012 -0.01542 0.08383 -0.01254 0.03725 0.05917 0.12992 0.02822 0.06815 0.07396 0.00777 0.00504
August -0.03769 -0.04896 -0.01707 0.02443 0.01488 -0.01308 0.03502 0.04550 0.02002 -0.03445 -0.00286 0.02047 -0.05540 -0.07826 -0.00010 -0.03857 0.04576 -0.03020
September 0.01344 -0.05266 0.07196 0.02294 -0.02781 0.02919 0.06424 0.08026 -0.03024 0.06713 -0.02326 0.01273 -0.12946 0.02327 -0.03571 -0.01719 0.04793 0.00133
October 0.05077 0.10862 0.10598 0.08955 0.12955 0.03053 0.06837 0.12861 0.02731 0.03280 0.10245 0.02474 -0.11758 0.08604 0.09900 0.05831 0.10883 0.07921
November -0.01330 -0.08354 -0.07189 0.03816 0.00651 0.01701 -0.00260 0.02955 -0.02009 -0.06988 -0.02577 -0.02845 -0.01437 0.06036 -0.05297 -0.03581 0.29766 0.01034
December -0.03535 0.14236 0.06142 -0.01838 -0.04560 -0.08017 0.00875 0.01023 0.00668 -0.00890 -0.08956 -0.13025 0.29329 -0.06596 -0.22525 0.01429 -0.05905 0.06679
2015 January 0.12791 0.07229 0.10078 -0.00147 0.11907 0.11722 0.06436 0.12068 0.06773 -0.05214 0.01357 0.09312 0.07494 0.04607 0.05697 0.09577 -0.01642 0.07199
February -0.06523 -0.02120 -0.03137 0.02840 -0.05996 -0.04474 0.03089 0.01845 0.02796 -0.04251 -0.05955 -0.07275 -0.12259 -0.01529 -0.20405 -0.01799 -0.02168 0.01294
March 0.02867 0.13351 0.00579 -0.08231 0.04722 0.02284 -0.05319 -0.05841 0.00106 -0.04903 0.04093 0.19626 0.33553 0.01444 0.05686 0.03403 0.00184 0.04710
April 0.03984 0.01766 0.04534 0.01221 0.01665 0.01212 -0.00322 -0.01858 0.14009 0.00642 0.06633 -0.03033 0.12140 -0.00298 0.02151 -0.02278 0.00919 0.05134
May 0.02428 0.01132 -0.03723 -0.03281 -0.06312 0.03295 -0.05281 0.05334 0.01949 -0.02326 -0.11724 -0.05783 0.05269 -0.07335 -0.14858 -0.03368 -0.06367 0.03195
June 0.01210 0.23511 -0.03293 -0.05436 0.04294 0.03775 0.07582 -0.01215 0.11056 -0.04598 -0.04832 0.05776 0.21803 -0.00524 0.04072 0.06166 -0.03919 0.08038
July -0.04171 -0.04338 -0.06620 -0.04783 -0.08937 -0.09742 -0.03348 -0.02268 -0.05101 -0.10260 -0.00597 -0.06195 0.00630 -0.07136 -0.09504 -0.03535 -0.03399 -0.05298
August 0.04646 -0.00195 -0.02182 -0.08195 0.01430 0.00976 0.03227 -0.12589 0.02339 -0.03243 0.05606 0.01700 -0.10232 -0.02615 -0.00422 -0.02094 -0.16668 0.03893
September 0.07833 0.22272 0.08341 0.04577 0.10791 0.10562 0.09373 -0.01755 0.15823 -0.01143 0.12342 0.18934 0.04958 0.07958 0.41726 0.09091 0.10742 0.10081
October 0.03158 0.06215 -0.00580 -0.08570 -0.05546 -0.02811 0.02351 0.15224 -0.09500 0.06710 0.03411 0.03944 0.13794 0.00335 -0.04065 0.00735 -0.07082 -0.01568
November 0.02712 0.01668 -0.11023 -0.11500 -0.00330 -0.07279 0.00050 0.02332 0.00967 -0.00429 -0.00920 0.02079 -0.07257 -0.06261 0.02870 -0.00973 -0.20529 -0.02215
December -0.05120 -0.13152 -0.07524 -0.10528 -0.11725 -0.00837 -0.06427 0.05310 -0.18713 -0.05354 -0.09956 -0.00703 -0.19706 -0.00192 -0.06961 -0.09091 -0.05808 0.01233
NASDAQ ADBE AMZN AAPL BBBY CSCO CMCSA COST DLTR EXPE GRMN INTC MSFT NFLX ORCL SNDK SIRI SPLS SBUX
Average Return 0.01868 0.02408 0.01543 0.00063 0.00677 0.01808 0.01591 0.02148 0.02315 0.00754 0.01094 0.01572 0.03890 0.00481 0.01406 0.01746 -0.00777 0.02553
Variance 0.00422 0.00668 0.00523 0.00478 0.00544 0.00313 0.00163 0.00369 0.01075 0.00386 0.00400 0.00397 0.04477 0.00353 0.01261 0.00682 0.00942 0.00325