Question 1

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Sheet1

Year Month MMM AXP BA CAT CVX KO DIS DD XOM GE GS HD IBM JNJ JPM MCD MRK NKE PFE PG TRV UNH UTX VZ V WMT
2011 January 0.05533 0.00438 0.04243 0.06102 0.10113 0.01702 0.12529 0.09091 0.06570 0.04592 0.00310 0.01904 0.00322 0.03724 0.03894 0.03568 -0.01809 0.07941 0.06709 -0.00127 0.06523 0.03727 0.03272 0.03650 0.04792 -0.07294
February 0.01377 0.03741 0.02666 0.08180 0.03605 0.04539 -0.01486 0.00182 -0.01637 -0.04159 -0.03163 -0.00419 0.00735 -0.03564 -0.01264 0.00542 0.02535 -0.14673 0.05561 -0.02300 -0.00141 0.06459 0.01329 0.04388 0.00780 0.00837
March 0.03968 0.09016 0.07913 0.04078 0.01814 0.01688 0.00023 0.03311 0.04576 0.01995 -0.04786 0.00243 0.04605 0.10920 -0.00483 0.02918 0.08906 0.08745 0.03250 0.06231 0.06389 0.08916 0.05824 -0.00710 0.06112 0.05629
April -0.02339 0.05134 -0.01677 -0.08327 -0.03398 -0.00964 -0.03411 -0.05452 -0.04588 -0.03961 -0.06567 -0.02342 -0.00524 0.03277 -0.05238 0.04901 0.02225 0.02587 0.03279 0.03236 -0.01896 -0.00569 -0.01482 -0.02250 0.03957 0.01101
May 0.00498 0.00557 -0.05254 0.00624 -0.01973 0.01448 -0.06221 0.01407 -0.02504 -0.03182 -0.05429 0.00585 0.01551 -0.01144 -0.05319 0.03409 -0.02932 0.06952 -0.03963 -0.05119 -0.05326 0.05722 0.00843 0.00812 0.03948 -0.03767
June -0.08129 -0.03211 -0.04680 -0.06813 0.01147 0.01070 -0.01076 -0.04866 -0.01954 -0.05037 0.01413 -0.03562 0.06004 -0.02601 -0.00590 0.02562 -0.03287 0.00189 -0.06553 -0.02480 -0.05567 -0.03781 -0.06406 -0.03972 0.01519 -0.00809
July -0.04132 -0.00659 -0.04479 -0.07885 -0.04219 0.03588 -0.11807 -0.05260 -0.06619 -0.08934 -0.13632 -0.03729 -0.05054 0.02464 -0.07145 0.05252 -0.03018 -0.03882 -0.00303 0.03562 -0.08471 -0.04251 -0.09772 0.02494 0.02915 0.01641
August -0.13485 -0.09676 -0.09497 -0.18857 -0.06323 -0.03448 -0.11450 -0.17195 -0.01878 -0.05788 -0.18646 -0.01528 0.01722 -0.03207 -0.19808 -0.02865 -0.00021 -0.00961 -0.06849 -0.00785 -0.02606 -0.02610 -0.05239 0.01742 -0.02458 -0.02425
September 0.10071 0.13209 0.08726 0.28633 0.13457 0.01125 0.15650 0.20265 0.07518 0.09790 0.15865 0.08914 0.05581 0.01099 0.16421 0.05728 0.05505 0.12677 0.08937 0.02108 0.19741 0.04055 0.10830 0.01889 0.08796 0.09287
October 0.03281 -0.05097 0.05074 0.03621 -0.01349 -0.00881 0.02781 0.00135 0.03623 -0.04788 -0.12158 0.10412 0.02235 0.01445 -0.10903 0.03649 0.03623 -0.00176 0.05254 0.00906 -0.03599 0.01625 -0.01172 0.02028 0.04218 0.03843
November 0.00851 -0.01811 0.06784 -0.07438 0.03482 0.04076 0.06359 -0.04065 0.05370 0.13663 -0.05665 0.07190 -0.02191 0.01329 0.07362 0.05036 0.06720 0.00574 0.07823 0.03314 0.05976 0.04269 -0.04582 0.06334 0.04702 0.02094
December 0.06093 0.06693 0.01132 0.20980 -0.03083 -0.03487 0.03733 0.11162 -0.01203 0.04467 0.23267 0.05590 0.04742 0.00503 0.12988 -0.01276 0.01512 0.07907 -0.01109 -0.04747 -0.01470 0.02190 0.07197 -0.04911 -0.00877 0.02677
2012 January 0.01708 0.05485 0.01633 0.04665 0.06630 0.03450 0.07943 0.00729 0.03861 0.02718 0.03604 0.07164 0.02542 -0.00387 0.05201 0.00936 -0.00261 0.03779 -0.00236 0.07265 -0.00566 0.07646 0.07656 0.01195 0.15851 -0.03716
February 0.01838 0.09397 -0.00774 -0.06733 -0.01750 0.06716 0.04263 0.04031 0.00266 0.05354 0.08016 0.06411 0.06059 0.01352 0.17176 -0.01189 0.01724 0.00818 0.07194 -0.00606 0.02862 0.06032 -0.01109 0.00315 0.01401 0.04282
March 0.00168 0.04422 0.03267 -0.03112 -0.00606 0.03121 -0.01530 0.01059 -0.00450 -0.02441 -0.07413 0.02942 -0.00752 -0.01304 -0.05913 -0.00663 0.02187 0.03163 0.01104 -0.04511 0.08649 -0.04734 -0.01567 0.07018 0.04220 -0.03742
April -0.04885 -0.07275 -0.08830 -0.14742 -0.06912 -0.02083 0.06031 -0.08974 -0.08302 -0.02503 -0.16494 -0.04169 -0.06457 -0.03168 -0.22871 -0.07604 -0.04230 -0.02977 -0.03551 -0.02121 -0.02845 -0.00677 -0.08648 0.03120 -0.06149 0.12488
May 0.06149 0.04263 0.06738 -0.03093 0.07314 0.05344 0.06104 0.04787 0.08826 0.10406 0.00167 0.07398 0.01389 0.08217 0.07783 -0.00907 0.12310 -0.18857 0.05167 -0.01670 0.02939 0.05283 0.01916 0.06724 0.07318 0.05925
June 0.01819 -0.00522 -0.00525 -0.00191 0.03867 0.03338 0.01320 -0.01720 0.01496 -0.00432 0.05258 -0.01529 0.00205 0.02457 0.01596 0.00938 0.05796 0.06345 0.04522 0.06285 -0.01864 -0.12667 -0.01443 0.02719 0.04400 0.06756
July 0.02148 0.01022 -0.02817 0.01330 0.03174 -0.07426 0.00672 0.00950 0.01171 -0.00193 0.05238 0.09318 -0.00152 -0.01701 0.03167 0.00934 -0.02536 0.04678 0.00168 0.04106 0.03336 0.06283 0.08011 -0.04874 -0.00467 -0.01931
August -0.00194 -0.02470 -0.02521 0.00832 0.03923 0.02106 0.05680 0.01045 0.04754 0.10495 0.07529 0.06379 0.06467 0.02195 0.08993 0.02525 0.05759 -0.02516 0.04149 0.03230 0.06194 0.02458 -0.01954 0.06125 0.04702 0.01653
September -0.05215 -0.01220 0.01207 -0.00834 -0.05422 -0.01977 -0.06044 -0.11438 -0.00306 -0.07266 0.07662 0.01673 -0.06228 0.02772 0.03725 -0.05395 0.01175 -0.03719 0.00080 0.00647 0.03926 0.01065 -0.00166 -0.00962 0.03336 0.01653
October 0.04513 -0.00125 0.06100 0.00507 -0.03301 0.02690 0.01099 -0.02124 -0.02718 0.00332 -0.03350 0.06489 -0.01865 -0.00668 -0.01440 0.01177 -0.02915 0.06675 0.01507 0.00852 -0.00169 -0.02875 0.03212 -0.01165 0.08142 -0.03999
November 0.02089 0.02826 0.01454 0.05732 0.02318 -0.04404 0.01801 0.04265 -0.01804 0.00244 0.08294 -0.04949 0.00779 0.00531 0.07035 0.01344 -0.06698 0.06325 0.00240 -0.02778 0.02046 0.00122 0.02372 -0.01927 0.01249 -0.04737
December 0.08293 0.02671 -0.01977 0.09798 0.06482 0.02731 0.08214 0.05491 0.03951 0.06146 0.15914 0.08197 0.06014 0.05449 0.07740 0.08026 0.05642 0.04748 0.09723 0.11606 0.09245 0.01788 0.06780 0.01961 0.04176 0.02521
2013 January 0.04070 0.05679 0.04770 -0.06118 0.02529 0.03974 0.01318 0.01861 0.00169 0.05072 0.01629 0.02361 -0.00687 0.03786 0.03974 0.01452 -0.01202 0.01149 0.00330 0.01357 0.02498 -0.03188 0.04021 0.06696 0.00674 0.01187
February 0.02221 0.08544 0.11638 -0.05846 0.01426 0.05198 0.04048 0.02630 0.00625 -0.00431 -0.01743 0.02429 0.06209 0.07121 -0.02984 0.03952 0.04437 0.08355 0.05444 0.01155 0.05282 0.07450 0.03181 0.05631 0.07060 0.06404
March -0.01505 0.01709 0.06476 -0.02019 0.02685 0.04674 0.10634 0.10883 -0.01243 -0.03590 -0.00734 0.05116 -0.05045 0.04538 0.03912 0.02458 0.06335 0.07778 0.00728 0.00356 0.01449 0.04754 -0.02290 0.10836 -0.00813 0.03862
April 0.05910 0.10671 0.08882 0.01335 0.01418 -0.05528 0.00382 0.03185 0.02366 0.04621 0.11311 0.07239 0.03187 -0.00490 0.11385 -0.04713 -0.00638 -0.02726 -0.05549 -0.00013 -0.01979 0.04505 0.04537 -0.10072 0.05940 -0.03128
May -0.00834 -0.01255 0.03454 -0.03858 -0.03593 0.00993 0.00111 -0.05897 -0.00133 0.00237 -0.06682 -0.01025 -0.08129 0.01996 -0.03297 0.02516 0.00378 0.03276 0.02864 0.00300 -0.03955 0.05011 -0.02065 0.03837 0.02588 -0.00468
June 0.07389 -0.01023 0.02597 0.01210 0.06380 -0.00075 0.02375 0.09886 0.03763 0.05088 0.08450 0.02014 0.02056 0.08898 0.06339 -0.00929 0.03703 -0.01193 0.05207 0.05081 0.04542 0.11255 0.13589 -0.00712 -0.03141 0.04631
July -0.02743 -0.02521 -0.00673 -0.00446 -0.03547 -0.04741 -0.05909 -0.01112 -0.06387 -0.05047 -0.06951 -0.05745 -0.06080 -0.06887 -0.09331 -0.03016 -0.01827 0.00173 -0.03490 -0.03001 -0.04369 -0.01524 -0.04704 -0.04244 -0.01281 -0.05795
August 0.05133 0.05020 0.13068 0.01042 0.00888 -0.00064 0.06017 0.03426 -0.01285 0.04036 0.03997 0.02362 0.01597 0.00324 0.02296 0.01961 0.01584 0.15632 0.01843 -0.02953 0.06757 0.00195 0.07712 -0.01499 0.09563 0.01343
September 0.05393 0.08645 0.11064 0.00652 -0.01267 0.04461 0.06358 0.04508 0.04161 0.09418 0.01675 0.02690 -0.03224 0.06829 0.00444 0.00322 -0.05293 0.04295 0.06822 0.07662 0.01805 -0.04678 -0.01456 0.09455 0.02915 0.03772
October 0.06607 0.04890 0.03248 0.01488 0.02924 0.02278 0.02843 0.01027 0.05017 0.01989 0.05368 0.03569 0.00801 0.02927 0.11021 0.01720 0.10512 0.04461 0.04189 0.04297 0.05145 0.09112 0.04915 -0.01762 0.03662 0.05550
November 0.05048 0.05746 0.01669 0.07340 0.02017 0.02787 0.09644 0.05849 0.08258 0.05989 0.04925 0.02572 0.04391 -0.03243 0.02202 -0.00349 0.01353 -0.00320 -0.03467 -0.03336 0.00350 0.01486 0.02652 -0.00967 0.09447 -0.02298
December -0.08599 -0.06052 -0.08228 0.04090 -0.10632 -0.08448 -0.04961 -0.06095 -0.08933 -0.10346 -0.07413 -0.06667 -0.05806 -0.03406 -0.04716 -0.02948 0.05834 -0.07363 -0.00751 -0.05172 -0.10228 -0.04011 0.00193 -0.01217 -0.03256 -0.05096
2014 January 0.05792 0.07363 0.03502 0.03258 0.04232 0.01005 0.11293 0.09965 0.05199 0.02238 0.01762 0.06740 0.05380 0.04875 0.02637 0.01901 0.07589 0.07811 0.06506 0.02662 0.03150 0.06904 0.03170 -0.00916 0.05068 0.00027
February 0.00690 -0.01369 -0.02661 0.02475 0.03104 0.02006 -0.00916 0.00720 0.01465 0.01649 -0.01562 -0.02980 0.03953 0.06633 0.06846 0.03027 0.00392 -0.05670 0.00031 0.02466 0.02108 0.06492 -0.00154 -0.00021 -0.04461 0.02976
March 0.02528 -0.02642 0.02813 0.06693 0.05559 0.05510 -0.00912 0.00328 0.04842 0.03862 -0.02460 0.00480 0.02068 0.03115 -0.07210 0.03417 0.03153 -0.01232 -0.02615 0.03238 0.06439 -0.08477 0.01275 -0.00672 -0.06138 0.04292
April 0.03116 0.04655 0.05417 -0.03008 -0.01340 0.00294 0.05886 0.03640 -0.01169 -0.00372 0.00335 0.00906 -0.05617 0.00866 -0.00732 0.00856 -0.01195 0.05761 -0.04431 -0.02132 0.03168 0.06117 -0.01293 0.06912 0.06232 -0.03092
May 0.00484 0.03683 -0.05930 0.06300 0.06320 0.04323 0.02059 -0.05584 0.00149 -0.01095 0.04774 0.01500 -0.01676 0.03115 0.03689 -0.00680 0.00736 0.00832 0.00169 -0.02723 0.01250 0.03145 -0.00663 -0.02062 -0.01918 -0.02214
June -0.01641 -0.06986 -0.05305 -0.06702 -0.01003 -0.07247 0.00163 -0.01727 -0.01728 -0.04300 0.03243 -0.00136 0.05737 -0.04330 0.00786 -0.06135 -0.01919 -0.00542 -0.02449 -0.00830 -0.04794 -0.00856 -0.08922 0.04155 0.00142 -0.01985
July 0.02817 0.01761 0.05883 0.08258 0.01014 0.06185 0.04658 0.03542 0.01226 0.03300 0.03931 0.15646 0.00922 0.04338 0.03087 -0.00033 0.05939 0.02149 0.02404 0.07488 0.05750 0.06946 0.03272 -0.01190 0.00908 0.03285
August -0.01611 -0.02245 0.00457 -0.09205 -0.07825 0.02998 -0.00946 0.08546 -0.05439 -0.00553 0.02490 -0.01387 -0.01284 0.02757 0.01329 0.01163 -0.00661 0.13558 0.00612 0.00758 -0.00231 -0.00073 -0.02204 0.00341 0.00400 0.01285
September 0.08533 0.03059 -0.01939 0.03183 0.00528 -0.01828 0.02640 -0.03637 0.02828 0.00742 0.03497 0.06300 -0.13396 0.01116 0.01075 -0.01139 -0.02260 0.04226 0.01285 0.05015 0.07303 0.10157 0.01326 0.01645 0.13151 -0.00262
October 0.04669 0.02746 0.08193 -0.00799 -0.08395 0.07784 0.01237 0.03944 -0.05704 0.02635 -0.00515 0.01928 -0.00681 0.01090 -0.00529 0.04199 0.04246 0.06798 0.04907 0.03621 0.03621 0.03810 0.03442 0.00677 0.07148 0.14776
November 0.02642 0.00671 -0.03260 -0.09016 0.03040 -0.05822 0.03110 0.03557 0.02110 -0.03707 0.02877 0.06108 -0.01067 -0.03400 0.04023 -0.03212 -0.05266 -0.02884 0.00000 0.00730 0.01873 0.02881 0.04469 -0.07531 0.01553 -0.01348
December -0.01229 -0.13019 0.11840 -0.11913 -0.08602 -0.02487 -0.03429 -0.03692 -0.05441 -0.05461 -0.11051 -0.00524 -0.04444 -0.04236 -0.12544 -0.01345 0.06145 -0.04056 0.00321 -0.06807 -0.02863 0.05104 -0.00191 -0.01131 -0.02780 -0.01048
2015 January 0.04559 0.01115 0.04412 0.03664 0.05070 0.05174 0.14424 0.10005 0.02044 0.09790 0.10426 0.09893 0.06370 0.03083 0.12688 0.07918 -0.02887 0.05584 0.10793 0.00997 0.04493 0.06946 0.06784 0.08182 0.06627 -0.01236
February -0.02194 -0.03933 -0.00510 -0.03462 -0.01594 -0.05574 0.00778 -0.08195 -0.03998 -0.04540 -0.00959 -0.00484 -0.00889 -0.01863 -0.01142 -0.01476 -0.01016 0.03305 0.01369 -0.03747 0.01159 0.04449 -0.03864 -0.01658 -0.03564 -0.01413
March -0.05189 -0.00858 -0.04491 0.09459 0.05792 0.00025 0.03651 0.02421 0.02788 0.09150 0.04495 -0.05836 0.06723 -0.01392 0.05118 -0.00913 0.03619 -0.01485 -0.02472 -0.02185 -0.06492 -0.05825 -0.02944 0.04893 0.00978 -0.05106
April 0.02363 0.02931 -0.01339 -0.01796 -0.06333 0.00986 0.01518 -0.02353 -0.01677 0.00702 0.05301 0.04150 -0.00208 0.01684 0.03984 0.00221 0.02233 0.03144 0.03264 -0.01409 0.00010 0.07908 0.03571 -0.01983 0.04164 -0.04243
May -0.03005 -0.02144 -0.01281 -0.00586 -0.06340 -0.03433 0.03416 -0.09942 -0.02347 -0.01738 0.01261 0.00269 -0.04120 -0.02676 0.03010 -0.00896 -0.05792 0.06246 -0.03511 -0.00191 -0.03820 0.01919 -0.05326 -0.05724 -0.02228 -0.04497
June -0.01918 -0.02136 0.03929 -0.06442 -0.08282 0.04716 0.05746 -0.08186 -0.04796 -0.01769 -0.01782 0.05309 -0.00412 0.02822 0.01797 0.05038 0.03566 0.06665 0.07545 -0.01166 0.09787 -0.00492 -0.09574 0.01568 0.12197 0.01480
July -0.05425 0.00868 -0.08779 -0.02785 -0.07312 -0.04284 -0.15100 -0.06978 -0.04123 -0.04904 -0.07714 -0.00487 -0.07946 -0.05500 -0.06464 -0.04008 -0.08667 -0.03012 -0.09951 -0.07862 -0.06191 -0.04695 -0.08077 -0.01667 -0.05207 -0.09458
August -0.00260 -0.03376 0.00207 -0.14495 -0.02605 0.02919 0.00314 -0.06408 -0.01183 0.02521 -0.07869 -0.00328 -0.01974 -0.00670 -0.04883 0.03694 -0.07493 0.10319 -0.02514 0.01797 0.00608 0.00702 -0.02860 -0.05434 -0.02300 0.00170
September 0.10891 -0.00800 0.13074 0.12922 0.15213 0.05558 0.11292 0.31535 0.11284 0.14671 0.07907 0.07057 -0.03373 0.08227 0.06140 0.13925 0.10670 0.06554 0.07673 0.07126 0.13423 0.01526 0.10585 0.09145 0.11370 -0.11721
October 0.00254 -0.02211 -0.01162 -0.00466 0.01711 0.01409 -0.00237 0.06822 -0.00445 0.03527 0.01691 0.08282 0.00462 0.00947 0.03782 0.02499 -0.03019 0.00954 -0.02323 -0.02016 0.01488 -0.04305 -0.01767 -0.03050 0.02026 0.02795
November -0.03794 -0.02917 -0.00591 -0.06456 -0.01489 0.00798 -0.07394 -0.01099 -0.04543 0.04820 -0.05152 -0.00780 -0.01291 0.01462 -0.00975 0.03486 0.00503 -0.05274 -0.01495 0.06106 -0.00961 0.04825 0.00021 0.01694 -0.01848 0.05053
December 0.00239 -0.22740 -0.16917 -0.07270 -0.03879 -0.00093 -0.08812 -0.20781 -0.00128 -0.06581 -0.10359 -0.04907 -0.09323 0.01674 -0.09285 0.04774 -0.04070 -0.00784 -0.05545 0.03768 -0.05157 -0.02108 -0.08723 0.09443 -0.03946 0.08254
NYSE ADBE AMZN AAPL BBBY CSCO CMCSA COST DLTR EXPE GRMN INTC MSFT NFLX ORCL SNDK SIRI SPLS SBUX
Average Return 0.01224 0.00639 0.01291 -0.00204 0.00280 0.00842 0.01808 0.00724 0.00260 0.01052 0.00394 0.02370 -0.00152 0.01269 0.00993 0.01204 0.01127 0.02147
Variance 0.00220 0.00344 0.00363 0.00638 0.00292 0.00150 0.00380 0.00657 0.00186 0.00309 0.00615 0.00224 0.00203 0.00139 0.00579 0.00133 0.00216 0.00368