Question 1

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Sheet1

Year Month AEM ABX BBD.B BCE BMO BNS CM CNR COS CTC.A DOL ECA ENB L MFC MG POT POW RCL.B RY SU T WN
2011 January -0.0011261215 0.08274 0.09649 -0.00962 0.07234 0.06270 0.07762 0.04669 0.10090 -0.00867 0.01961 -0.02138 0.00843 0.01022 0.05938 -0.18163 0.01229 0.08781 -0.01916 0.05794 0.10130 -0.03021 -0.03950
February -0.0563690781 -0.01736 0.14080 -0.00842 0.01646 -0.00850 0.02761 0.03408 0.08719 0.04194 0.02095 0.06885 0.02360 -0.01187 -0.06427 -0.02372 -0.04460 -0.02146 0.03830 0.05635 -0.04566 0.04085 -0.02459
March 0.0228084275 -0.04108 -0.01122 0.00681 -0.00216 -0.02171 -0.02022 0.00328 -0.00092 -0.05864 -0.00236 -0.05189 0.03501 0.02651 -0.01106 0.04604 -0.06420 -0.00905 0.01617 0.00185 0.00299 0.00585 0.02619
April -0.0476425077 -0.03757 -0.03905 0.09983 -0.00354 0.02895 -0.01953 0.03243 -0.06497 0.07280 0.05902 0.03869 0.06442 0.04313 0.02404 -0.03050 0.02189 -0.02213 0.03156 -0.05000 -0.07246 0.06358 0.07685
May -0.0263451845 -0.05605 0.02963 -0.01695 -0.00921 -0.01238 -0.04105 0.02257 -0.07878 -0.02458 0.04328 -0.09269 -0.03419 -0.05878 -0.01100 0.11194 0.00842 -0.02368 0.04394 -0.02632 -0.06296 0.01189 -0.03696
June -0.1285667586 0.04019 -0.16512 -0.03596 -0.01023 -0.06747 -0.04163 -0.07130 -0.06180 -0.06988 -0.02173 -0.05876 0.00032 -0.05109 -0.11124 -0.10642 0.00266 -0.05727 -0.04478 -0.05827 -0.03122 -0.00960 -0.05204
July 0.27677616 0.09688 -0.17474 0.08009 0.02282 0.00646 0.04686 0.00544 -0.09026 -0.05529 0.02472 -0.11274 0.04450 -0.00081 -0.10906 -0.19644 0.02357 -0.06548 0.04194 -0.02490 -0.14309 0.02643 0.02474
August -0.0744571049 -0.01484 -0.23061 0.01131 -0.04446 -0.02374 -0.02723 -0.02324 -0.12900 0.03280 0.10840 -0.18209 0.02923 0.07441 -0.10829 -0.06830 -0.19412 -0.01783 -0.04718 -0.04110 -0.14423 -0.03884 0.02459
September -0.309816431 0.00204 0.12962 0.00560 0.01548 -0.00360 0.02344 0.11495 0.13291 0.05009 0.03618 0.07189 0.03229 -0.03271 0.10218 0.09755 0.03835 0.09273 0.01338 0.02315 0.18647 0.04440 -0.00202
October 0.0617371508 0.10169 -0.08252 0.01240 0.01308 -0.01866 -0.02916 0.01012 -0.05716 0.08426 0.06397 -0.04949 0.05400 -0.03014 -0.15583 -0.03606 -0.05765 -0.11195 0.04044 -0.02797 -0.02880 0.03021 -0.02316
November -0.1899869848 -0.14616 0.07407 0.07527 -0.06336 -0.00373 0.02459 0.02046 0.08392 0.02012 0.11473 -0.07086 0.05396 0.04575 -0.01274 -0.06568 -0.05286 0.08243 0.04777 0.09987 -0.04362 0.05432 0.01419
December 0.0145749254 0.07172 0.14977 -0.03744 0.05561 0.01377 0.03334 -0.05639 0.06925 -0.02023 -0.02612 0.01694 -0.00945 -0.05405 0.07926 0.21824 0.11737 0.02351 -0.01783 0.01753 0.17563 -0.01943 -0.04377
2012 January -0.0378038867 -0.03991 0.02371 -0.00832 -0.00360 0.03532 0.00577 0.00807 -0.03705 -0.02225 -0.00601 0.04945 0.01878 -0.04615 0.06825 0.13786 -0.02022 0.02543 -0.01608 0.06320 0.03127 0.01875 -0.01951
February -0.0758965752 -0.08428 -0.12299 -0.00179 0.02101 0.05772 0.00574 0.04493 -0.10961 0.02594 0.08211 -0.01826 0.01520 -0.01414 0.09128 0.01523 -0.01065 0.06912 0.05477 0.03825 -0.08223 0.01548 -0.00230
March 0.187123857 -0.07820 0.00966 0.00200 0.00130 -0.01933 -0.02243 0.06345 0.03755 0.07654 0.18427 0.05615 0.06840 -0.01969 0.00000 -0.08978 -0.07476 0.03442 -0.06894 -0.00251 0.00123 0.02471 -0.00316
April -0.0153541443 0.02064 -0.09569 0.02999 -0.05863 -0.03339 -0.03301 0.00190 -0.06419 -0.02707 0.04020 -0.00242 -0.00709 -0.05127 -0.16729 -0.02928 -0.02595 -0.16197 -0.04204 -0.09704 -0.13699 0.01366 -0.07334
May 0.0667356035 -0.05519 0.07041 0.03176 0.01865 0.00610 0.00678 0.02405 -0.01842 0.02469 0.06977 0.03681 -0.00368 0.03066 -0.00359 -0.03689 0.08775 0.05734 0.05683 0.01183 0.05030 0.02733 -0.00515
June 0.0671677499 -0.13924 -0.10199 0.01667 0.03338 -0.00739 0.02373 0.02753 0.02333 -0.03293 0.02342 0.05377 0.00910 0.00525 -0.02885 -0.00025 0.00091 -0.03679 0.06502 -0.00393 0.04144 0.02421 0.02438
July 0.0865195297 0.15780 -0.03047 0.02671 0.00313 -0.00191 0.03926 0.01955 0.05942 0.07480 -0.05120 -0.02328 -0.04732 0.06356 0.03674 0.06480 -0.09099 0.02040 0.01170 0.07376 0.00911 -0.00878 0.07122
August 0.0712035125 0.08077 0.06172 -0.00019 0.00833 0.04282 0.02178 -0.03154 0.00048 -0.00716 0.05818 -0.00421 -0.01056 -0.00795 0.07337 -0.00071 0.05872 0.02927 0.01064 0.02483 0.04966 0.00876 0.00222
September 0.1056862636 -0.01680 0.02981 0.00948 0.02826 0.00612 0.02092 -0.00862 0.00713 0.01413 0.00719 0.04505 0.03490 0.01347 0.04135 0.04446 -0.05563 0.01381 0.10151 0.01749 0.03649 0.04564 0.02514
October -0.0141951156 -0.14108 -0.07632 -0.03665 0.01101 0.03226 0.02088 0.03595 -0.03294 -0.07781 0.00571 -0.03556 0.01943 -0.03322 0.04706 0.05029 -0.04284 0.03178 0.00068 0.03442 -0.02776 0.00000 -0.02992
November -0.0588554206 0.00957 0.07911 0.02714 0.01994 0.03617 0.00863 0.01534 0.00050 0.05281 -0.07061 -0.08528 0.06962 0.25962 0.05712 0.07184 0.05334 0.02727 0.03858 0.01664 0.00770 0.01401 0.12988
December -0.1246882193 -0.08788 0.03989 0.03941 0.04669 0.02071 0.04039 0.05978 0.04065 0.00555 0.03092 -0.01933 0.01929 -0.04460 0.06588 0.04932 0.05195 0.03349 0.02635 0.04755 0.03638 0.03518 0.01670
2013 January -0.0889845807 -0.00920 0.06138 0.04920 0.01937 0.04740 -0.00072 0.09328 0.02215 -0.00864 -0.00132 -0.03786 0.05602 0.03520 0.07156 0.05218 -0.02337 0.05071 0.05674 0.03059 -0.07430 0.05194 0.04261
February 0.0074951807 -0.04573 -0.02307 0.03357 -0.00420 -0.02795 -0.03036 -0.02047 -0.00805 0.06524 0.07640 0.07602 0.02871 0.03624 -0.02222 0.09484 -0.03577 0.00106 0.06866 -0.04405 -0.02592 -0.00135 0.01837
March -0.2195824369 -0.33445 -0.00744 -0.00569 -0.00004 -0.01726 0.01117 -0.03399 -0.05492 0.01698 0.13358 -0.06022 0.01353 0.00023 -0.00468 0.01491 0.07022 -0.00623 -0.04240 0.00351 0.03187 0.03335 0.02754
April 0.0437571323 0.11945 0.17500 -0.01271 -0.02880 0.01635 -0.02755 0.06671 0.03150 0.12264 -0.01450 0.06462 -0.05569 0.16257 0.11207 0.14654 0.03420 0.07261 -0.05414 0.01234 0.00752 -0.00386 0.07422
May -0.1394658794 -0.23783 0.00099 -0.06236 -0.00603 -0.03747 -0.03518 -0.02273 -0.02990 -0.04946 0.01210 -0.09009 -0.01690 -0.03843 0.02497 0.08273 -0.08506 -0.02045 -0.11487 -0.00406 -0.01431 -0.14152 0.00956
June 0.0072413511 0.02410 0.05983 -0.01322 0.05896 0.03184 0.04408 0.00254 0.02414 0.07203 0.00895 0.01293 0.03076 0.03070 0.07487 0.04929 -0.25060 0.04642 -0.00388 0.05714 0.04710 0.01661 0.03977
July 0.0948081927 0.18593 -0.03427 0.01504 0.03507 0.00845 0.05556 -0.03779 0.03098 0.05395 0.00297 -0.00166 -0.04544 -0.08243 -0.03827 0.03495 0.04530 -0.02167 0.01340 0.01153 0.09975 0.03557 -0.04388
August -0.1407873979 -0.04625 0.00505 0.03265 0.03993 0.01913 0.00914 0.06113 -0.01237 0.02402 0.12776 0.00094 -0.00394 0.01723 -0.01332 0.04928 0.03403 0.01743 0.07555 0.01695 0.03746 0.06690 -0.02203
September 0.1348973376 0.05735 -0.01044 0.03067 0.06698 0.07441 0.08092 0.09754 0.01804 0.06464 0.07060 0.04944 0.05067 0.04790 0.08392 0.03955 0.01696 0.05567 0.06841 0.07118 0.02878 0.06678 0.04851
October -0.0566338259 -0.12899 0.00844 0.03372 0.01363 0.02871 0.02694 0.04330 -0.00547 0.03027 -0.04374 0.08779 -0.02626 -0.09562 0.11618 -0.02115 0.02716 0.05436 0.00127 0.00600 -0.03350 0.03130 -0.06428
November -0.0324472804 0.06246 -0.03033 -0.00670 -0.03804 0.01871 0.00662 0.01715 0.00554 -0.00221 0.02929 -0.05266 0.06177 -0.01184 0.02344 0.01161 0.05228 -0.00441 0.02373 0.01377 0.02252 -0.01698 -0.01975
December 0.2365321779 0.14698 -0.12798 0.01652 -0.02832 -0.07151 -0.04575 -0.01569 0.00200 -0.04009 -0.04619 0.04380 0.00754 0.01510 -0.01956 0.08611 0.00766 -0.05321 -0.02538 -0.02581 -0.01745 0.06482 0.00090
2014 January 0.0275930307 0.05374 -0.10199 0.03293 0.07170 0.03633 0.07058 0.04949 0.07190 0.05028 0.02798 0.04895 0.00841 0.06206 0.02865 0.04197 0.04811 0.00132 -0.08645 0.04381 0.00464 0.00771 0.03674
February -0.0579791868 -0.12766 0.14625 -0.00129 0.01398 0.02139 0.03831 -0.00320 0.09853 0.04387 -0.02467 0.12823 0.07286 0.03188 0.01475 0.08247 0.09262 0.00733 0.08171 0.01306 0.05694 0.01962 0.02918
March -0.0328652596 -0.02795 0.07299 0.02478 0.03181 0.04014 0.02593 0.03365 0.02458 0.03709 0.08432 0.07539 0.05338 0.01599 -0.03471 0.01035 0.00111 0.02118 -0.04977 0.01335 0.09505 -0.02549 0.00291
April 0.0219052931 -0.07710 -0.16327 0.02131 0.00966 0.04550 -0.02108 0.02430 -0.02508 -0.02843 0.00340 -0.00551 -0.01916 -0.04092 -0.02936 0.03698 -0.00681 -0.05444 0.00666 0.02037 -0.01301 0.06033 -0.04335
May 0.2385570906 0.11023 0.02836 -0.01681 0.03015 0.03092 0.02557 0.05934 0.06006 -0.02123 -0.03958 0.00416 -0.01747 0.04732 0.06851 0.03533 0.03126 0.02614 -0.00994 0.02197 0.09639 -0.01993 0.00151
June -0.0078316276 0.00819 -0.01061 0.02025 0.04412 0.04034 0.04233 0.05029 -0.03681 0.01679 0.02349 -0.07120 0.05570 0.12621 0.05045 0.01941 -0.03703 0.08196 -0.00838 0.06438 -0.01604 -0.04300 0.11447
July 0.0278698755 0.01753 -0.01877 -0.00871 0.02941 -0.02662 0.02668 0.07134 0.02096 0.08438 0.03142 0.06772 0.02127 0.01063 -0.00776 0.05641 -0.01343 -0.00125 0.04086 0.00373 -0.00313 0.04178 -0.01767
August -0.2210197482 -0.17609 0.03716 -0.00925 -0.01470 -0.03845 -0.02264 0.02137 -0.11785 0.02163 0.02798 -0.04852 -0.01143 0.03874 -0.01868 -0.13774 0.01545 -0.02122 -0.04438 -0.00891 -0.08613 -0.02629 0.02928
September -0.1799938016 -0.18761 -0.01592 0.04510 0.00101 0.00602 0.02287 -0.00063 -0.14521 0.08123 0.04232 -0.11691 -0.00522 0.04764 -0.00696 0.04647 0.00246 -0.04311 0.01097 0.00902 -0.01258 0.05622 0.04328
October 0.0045180874 0.01579 0.17520 0.06573 0.02606 0.02144 0.03499 0.02228 -0.15975 0.03836 0.08221 -0.14190 -0.00885 0.04751 0.07205 0.10336 0.02184 0.09045 0.07999 0.03937 -0.09770 0.07155 0.09416
November 0.083958022 -0.07533 -0.04224 0.01101 -0.02003 -0.05943 -0.05276 -0.01171 -0.28336 -0.04341 0.10862 -0.09773 0.13790 0.01488 -0.02591 0.02935 0.04477 -0.01180 -0.00299 -0.03511 0.02986 -0.02261 0.00024
December 0.4813278263 0.29792 -0.30120 0.09535 -0.10327 -0.06992 -0.11679 0.04624 -0.24664 -0.04111 0.01736 -0.03896 0.03030 0.01544 -0.08115 -0.03019 0.13741 -0.03526 0.00022 -0.09709 0.02710 0.04058 0.00369
2015 January -0.0599937763 0.00458 -0.10345 -0.06254 0.06211 0.09417 0.08494 0.03141 0.43406 0.12399 0.03596 0.04826 -0.04834 0.01045 0.07572 0.11295 -0.03048 0.10052 -0.02147 0.09158 -0.00976 0.01950 0.05292
February -0.1239731573 -0.14822 -0.03846 -0.00784 -0.02014 -0.04894 -0.02928 -0.01415 -0.12132 -0.02042 0.13244 -0.12645 0.05023 -0.02542 -0.01194 0.00083 -0.08963 0.00275 -0.03003 -0.02643 -0.00644 -0.04453 -0.04998
March 0.0377949044 0.13213 -0.02400 -0.00802 0.04888 0.05840 0.05511 -0.08158 0.33096 -0.00563 -0.02020 0.21146 0.03292 -0.00953 0.02092 -0.10205 -0.02380 -0.01104 0.01651 0.06081 0.06161 -0.00808 -0.00658
April 0.0986491238 -0.05721 0.05738 0.02463 -0.03692 -0.01698 -0.02044 -0.05302 -0.16632 0.00908 -0.00577 -0.07998 -0.04965 0.03131 0.04749 0.18006 -0.00660 -0.02896 -0.00719 -0.01298 -0.07483 0.01462 0.01415
May -0.1139430884 -0.09307 -0.12791 -0.01467 -0.02503 -0.01422 -0.01867 -0.01903 -0.07169 0.03591 0.09901 -0.12131 -0.01799 0.00121 0.01664 -0.01917 -0.01175 0.00177 0.04718 -0.03402 -0.04627 0.02649 -0.02517
June -0.1838690579 -0.30712 -0.27556 0.01451 -0.00261 0.00634 0.01510 0.13225 -0.26139 -0.01987 0.02963 -0.27814 -0.02397 0.13063 -0.00172 0.01369 -0.06842 -0.03726 0.03521 0.00858 0.07093 0.03765 0.11956
July 0.1171529268 -0.00774 -0.20859 -0.01170 -0.02713 -0.06185 0.03456 -0.10271 0.04067 -0.04747 -0.03507 -0.01107 -0.03834 -0.01542 -0.07022 -0.08214 -0.03710 -0.06341 -0.02072 -0.03829 0.01140 -0.03606 -0.00747
August 0.0499689758 -0.07213 0.29457 0.03917 0.02507 -0.02308 0.00357 0.03962 -0.18052 -0.03341 0.20104 -0.11756 -0.08865 -0.01793 -0.03461 -0.01402 -0.19936 -0.02858 0.03481 0.00614 -0.03437 -0.01335 -0.00586
September 0.0925213338 0.18375 -0.14970 0.03479 0.05582 0.05775 0.04589 0.05397 0.56418 -0.03754 -0.01997 0.15832 0.12795 0.00277 0.05039 0.07733 -0.01759 0.06216 0.13158 0.02413 0.09022 0.03781 0.02001
October -0.0371868632 -0.01919 -0.08451 0.01699 0.01407 -0.00976 0.00000 -0.00200 -0.12787 0.08781 0.01098 0.11759 -0.14341 -0.02148 0.02167 -0.11483 0.02077 0.06601 -0.00999 0.01752 -0.04402 -0.02750 -0.00808
November 0.0250846054 0.04171 0.03077 -0.05891 0.01258 -0.06951 -0.07926 -0.02550 -0.03388 -0.05563 -0.10482 -0.36096 -0.03015 -0.02715 -0.05641 -0.07606 -0.12320 -0.06680 -0.07358 -0.02537 -0.03198 -0.08866 -0.01705
December 0.141600189 0.36035 -0.26866 0.05556 -0.02558 0.02537 0.00055 -0.01810 0.13543 -0.03394 -0.05860 -0.12518 0.05783 0.00689 -0.06123 -0.13275 -0.01199 0.02661 0.00524 -0.00987 -0.07111 0.01856 0.01001
TSE ADBE AMZN AAPL BBBY CSCO CMCSA COST DLTR EXPE GRMN INTC MSFT NFLX ORCL SNDK SIRI SPLS SBUX
Average Return 0.00127 -0.01080 -0.02018 0.01220 0.00870 0.00439 0.00757 0.01591 -0.00458 0.01273 0.03033 -0.01965 0.01225 0.01194 0.00664 0.01368 -0.01043 0.00631
Variance 0.01742 0.01585 0.01386 0.00116 0.00120 0.00147 0.00151 0.00206 0.01945 0.00243 0.00361 0.00947 0.00225 0.00333 0.00405 0.00697 0.00489 0.00269