Finance Assignment - Risk Simulation and Optimization

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Date AA AXP BA C CAT DD DIS EK GE GM HD HON HWP IBM INTC IP JNJ JPM KO MCD MMM MO MRK MSFT PG SBC T UTX WMT XOM
Jan-94 17.9914 25.8667 21.4217 9.2509 23.2359 24.0315 15.0942 37.7255 23.8891 40.7274 12.9589 17.9357 20.11 14.0371 8.1385 32.8515 19.2326 57.411 19.063 14.6205 45.3734 15.2741 16.0038 5.3203 26.9459 17.6772 37.6425 14.9605 12.7389 32.8862
Feb-94 17.1103 23.1909 23.1552 8.1529 24.1843 22.9848 15.3338 37.1172 23.3625 38.8569 13.8311 17.4863 21.3779 13.1365 8.5751 31.9336 18.3232 54.5104 19.8791 14.6163 44.9464 14.1967 14.1952 5.1562 26.0402 16.5163 34.8235 15.1981 13.6402 32.0826
Mar-94 16.2861 22.0016 22.0408 7.7411 25.077 22.8769 13.4171 38.3041 22.323 35.9385 13.5404 16.7136 19.4266 13.5713 8.4192 29.845 17.2386 50.7363 19.0369 13.7122 42.2272 12.9942 13.1594 5.2969 24.2287 17.0439 33.9944 13.885 12.4571 31.0935
Apr-94 15.4618 23.7017 22.2885 7.6313 24.5524 24.6574 13.6012 35.8224 21.2627 37.8563 13.9557 15.7978 18.9831 14.2856 7.6084 28.6908 18.894 49.7257 19.5641 14.4656 41.8007 13.9888 13.1041 5.7812 25.9062 17.6919 33.9944 14.2482 12.1562 31.0935
May-94 16.1537 25.1831 22.9695 7.2196 23.882 26.9649 13.8813 40.8094 22.2114 35.9845 14.9941 16.1602 18.5691 15.652 7.7955 30.6516 20.3486 53.4652 18.8612 14.9478 43.9 12.6412 13.4911 6.7188 25.6784 17.5321 36.233 14.9399 11.3137 30.2281
Jun-94 16.7255 23.4738 22.9076 7.0823 22.3457 25.3339 13.3212 41.8976 20.9756 33.6413 13.9972 15.9301 17.8689 14.5961 7.2966 29.3237 19.7163 50.6548 19.126 13.9502 42.7164 13.4023 13.2818 6.4531 24.312 18.5446 36.0672 14.4616 11.6955 28.0645
Jul-94 17.8978 24.3705 22.1027 7.2745 24.284 25.8232 13.5852 42.1153 22.6626 34.3945 13.5819 17.5979 18.4329 15.3725 7.3902 32.2561 21.6132 51.4718 20.8915 13.1047 45.7292 14.3132 13.226 6.4375 25.5571 18.0692 36.233 13.5613 12.0572 29.4245
Aug-94 19.3116 25.8649 22.5361 8.1255 25.8525 26.5202 13.2245 43.6661 22.3815 33.7764 15.0356 17.2763 21.3715 17.0185 8.2009 34.3341 23.1907 53.8207 21.6565 13.6789 47.83 15.8746 15.235 7.2656 27.9066 17.8003 36.233 14.4376 11.8967 29.4245
Sep-94 19.4841 27.9341 21.4217 7.2196 24.256 25.4244 12.4231 45.4215 21.8115 31.5078 13.9557 15.774 20.8172 17.298 7.6708 34.9462 23.9426 50.1784 22.9895 12.771 47.9384 16.1243 16.0447 7.0156 27.3335 18.2843 35.8185 14.2107 11.2928 28.4354
Oct-94 19.6916 28.6058 21.7313 7.6313 26.8492 26.1367 12.6882 42.2398 22.1514 26.5506 15.1187 16.0051 23.3189 18.5091 7.7488 33.1655 25.2727 51.2109 23.8169 13.9815 48.0469 16.1573 16.0447 7.875 28.9851 18.188 36.4818 14.2958 11.3532 31.0935
Nov-94 18.8542 27.4477 22.2266 7.1921 24.3216 23.8188 13.9731 40.2833 20.8484 25.7589 15.3679 15.1569 23.2891 17.5775 7.8735 32.0148 24.8299 48.5264 24.2629 13.7679 44.84 15.7616 16.7766 7.8594 28.8122 17.9708 32.5848 13.3872 11.2523 29.8572
Dec-94 20.0092 27.5428 23.2791 7.1098 24.771 24.8135 14.7762 42.2753 23.3037 28.4615 15.2848 15.7957 23.8704 18.2607 7.967 33.7499 25.4696 46.9736 24.4409 14.1925 46.6992 15.3894 17.3105 7.6406 28.5817 17.5365 33.3311 14.3883 10.2844 30.0427
Jan-95 18.2627 29.4101 22.0408 8.098 23.188 23.5425 16.3688 43.382 23.5322 26.2656 15.534 16.6087 24.0197 17.9191 8.6531 31.8469 27.0396 52.7276 24.9155 15.83 45.8243 15.9916 18.2754 7.4219 30.1924 18.6955 33.0823 14.703 11.0709 30.9081
Feb-95 18.1176 31.3941 22.8457 8.5372 23.3008 25.0284 17.1732 45.5096 25.0172 28.9473 14.911 17.687 27.4853 18.6955 9.9471 34.3849 26.5329 53.983 26.1019 16.1626 48.3248 16.2592 19.2402 7.875 30.8299 18.2569 34.2431 15.3039 11.4943 31.5881
Mar-95 19.2789 32.5612 26.6223 8.4823 25.0498 26.9794 17.2134 47.5174 24.8607 29.881 14.7033 18.3291 28.8488 20.4035 10.5863 33.7658 27.8187 51.6892 26.861 16.5879 51.3037 17.7287 19.4921 8.8906 30.714 18.4214 34.326 15.938 12.4268 32.948
Apr-95 20.8468 32.6552 27.2415 9.0862 26.5215 29.3763 17.8462 51.3099 25.7815 30.645 13.8726 18.5042 31.6948 23.5091 12.7691 34.6663 30.3901 55.6083 27.6948 17.0132 52.6277 18.3728 19.6065 10.2188 32.5621 19.5469 33.6627 16.8602 11.5175 34.3698
May-95 21.7106 33.36 29.1608 9.2509 27.3149 30.5023 17.8865 54.2295 26.7022 32.8252 13.8311 18.9437 31.6349 23.1053 14.0008 35.5806 31.0703 60.057 29.3624 18.4454 53.3657 19.7626 21.4928 10.5859 33.4942 19.9345 33.6627 17.6113 12.063 35.297
Jun-95 23.4031 33.125 31.0181 9.6078 29.1283 30.8955 17.8865 54.4541 26.1455 32.0558 13.5404 20.8792 35.8039 23.8507 15.7938 38.805 31.7164 60.0351 30.4862 19.0541 51.031 20.4065 22.6081 11.2969 33.4942 21.0974 35.1551 18.1336 12.9979 34.9261
Jul-95 26.6129 36.4124 33.1851 10.4039 32.057 30.1091 18.9246 51.7594 27.3629 33.3381 14.6203 21.9349 37.4259 27.0494 16.2147 38.2393 33.7133 62.7104 31.3829 18.8106 50.3639 19.652 23.7586 11.3125 32.2819 21.51 34.9893 19.4972 12.9372 35.8534
Aug-95 26.7789 38.1857 31.6992 10.5411 30.5766 29.6157 18.1579 52.2312 27.305 32.4279 13.2912 20.9097 38.4471 25.683 15.3104 37.2815 32.5742 62.3894 30.7254 17.809 49.0009 20.4751 22.9532 11.5625 32.5163 22.6274 37.5596 19.4687 11.9285 33.9989
Sep-95 24.7866 41.9688 33.8042 11.6666 25.9075 31.1447 18.5211 53.5878 29.7558 32.2559 13.2496 20.7919 40.1689 23.478 14.9986 38.2491 34.9937 66.8789 33.1096 18.6629 50.5708 23.2177 25.9476 11.3125 36.0901 24.5828 43.6123 20.6363 12.0502 35.7298
Oct-95 23.9076 38.6248 32.4421 11.0901 26.0275 28.2567 18.6318 56.6403 29.5224 30.1055 12.3774 20.0261 44.6255 24.1612 17.4308 33.6957 38.4753 66.6628 34.4892 20.0047 51.0193 23.4263 26.6427 12.5 38.1557 25.1628 42.4515 20.7238 10.5287 37.7697
Nov-95 27.545 40.4075 36.0949 13.0666 28.1486 30.3807 19.4401 62.0864 31.3311 33.5981 14.7449 22.4204 39.9883 24.006 15.1857 35.0759 41.0613 67.8513 36.455 21.807 59.0729 24.3994 28.6698 10.8906 40.7466 24.3747 43.6952 22.0291 11.709 38.2642
Dec-95 24.8964 39.3379 38.8191 13.7529 26.9447 31.9226 19.0648 60.9492 33.8222 36.6288 15.8663 22.4796 40.4555 22.7016 14.1567 34.7321 40.528 70.0711 35.7331 22.0513 59.9765 25.3746 30.5714 10.9688 39.0979 25.782 42.949 22.2934 10.8552 40.1187
Jan-96 26.2374 43.9736 38.3857 14.4391 29.7163 35.0634 20.8054 66.7485 36.0536 36.4556 15.2848 23.6036 40.9386 26.9562 13.7786 37.3685 45.5052 70.9443 36.2745 24.5557 58.2823 26.0775 32.6677 11.5625 39.7481 25.6799 44.3585 24.1145 9.9404 39.686
Feb-96 26.8874 43.8541 40.1812 14.6862 30.8126 35.1758 21.2101 65.4024 35.4664 35.7737 14.3711 26.4331 48.6674 30.4655 14.6712 33.0027 44.4705 71.49 38.8612 24.4664 59.2659 27.8347 30.8625 12.3359 38.8017 24.8863 42.2028 25.3666 10.3673 39.3151
Mar-96 29.6057 47.1999 42.9053 14.494 31.3896 38.1645 20.6839 64.9451 36.8022 37.1698 15.8663 28.0964 45.5584 27.6395 14.1879 36.4645 43.8759 73.1748 39.9467 23.4877 58.8109 24.9151 29.143 12.8906 40.1029 23.8659 40.5445 26.5182 11.2458 40.3042
Apr-96 29.4875 46.572 40.6765 13.5058 29.7546 36.9001 20.1115 69.976 36.5069 37.8678 15.7417 27.5618 51.2457 26.7699 16.9007 36.8107 43.9948 74.1666 39.3432 23.4265 59.8347 25.5894 28.3237 14.1562 40.1729 22.9303 40.6274 26.1048 11.6737 42.035
May-96 29.2384 43.9313 42.2243 13.6705 30.4506 36.9358 19.7061 68.3983 39.1061 38.7705 16.9878 26.1172 51.5482 26.5215 18.834 37.0272 46.501 76.5911 44.412 23.5851 62.5296 28.2158 30.2549 14.8438 41.7774 22.5872 41.3736 25.9692 12.6516 41.9114
Jun-96 27.222 42.851 43.153 15.0293 31.4366 36.6463 20.3954 71.5021 40.9964 36.8364 17.9431 27.2501 48.3374 24.596 18.3195 34.2415 47.277 75.3178 47.4346 22.9112 63.2167 29.8167 30.4113 15.0156 43.0848 22.53 41.1249 27.3047 12.432 42.9622
Jul-96 27.6257 42.2208 43.834 13.9176 30.7537 37.3989 18.0782 68.6282 39.077 34.2868 16.7385 28.0253 42.6971 26.7078 18.7405 35.1701 45.6056 75.6516 45.3775 22.7274 59.552 29.9959 30.2348 14.7344 42.6583 22.5564 34.6577 26.7112 11.7583 40.675
Aug-96 29.5904 42.2208 44.8246 14.2882 32.1542 38.2984 18.5251 67.0369 39.4927 35.1677 17.6523 29.5632 42.4545 28.4159 19.9098 37.3698 47.207 77.8767 48.4027 22.7634 63.4415 25.7312 30.8818 15.3125 42.479 21.518 34.8235 26.8981 12.9469 40.3042
Sep-96 28.102 44.6334 46.8058 16.1823 35.1887 41.0964 20.5563 72.5848 43.4526 34.0161 18.8984 31.5381 47.4225 30.9314 23.8076 39.7054 49.1241 79.8089 49.3675 23.2542 64.3643 26.0713 33.3218 16.4844 46.6015 22.2103 34.6577 28.7171 12.9469 41.1696
Oct-96 28.0782 45.5736 47.2392 17.8705 32.2099 43.2533 21.4465 73.625 46.1982 38.0023 18.2338 31.3585 42.9235 32.0494 27.4091 39.8222 47.207 77.5639 49.0036 21.843 70.4777 26.8338 34.979 17.1562 47.5384 22.6377 23.2157 30.7151 13.0083 43.8277
Nov-96 30.473 50.6643 49.2204 19.7646 37.1382 44.2157 24.051 75.3792 49.6601 41.1362 17.32 35.1784 52.408 39.5959 31.6499 39.9349 51.2324 84.6356 49.7311 22.9841 77.7458 29.9929 39.2995 19.6094 52.2202 24.4999 26.0347 33.5972 12.5174 46.6712
Dec-96 30.5328 55.001 52.7494 19.9293 35.3194 44.157 22.7081 74.5661 47.4519 39.7977 16.6555 32.1769 48.9945 37.6394 32.6633 38.0556 47.8651 88.4699 51.1902 22.3081 77.0495 33.1602 37.8892 20.6562 51.68 24.1507 28.7708 31.7407 11.1911 48.4639
Jan-97 33.0473 60.4768 53.059 23.0038 36.6231 51.4286 23.7634 80.6057 49.6715 42.1177 16.4478 33.7977 51.3101 38.9747 40.4744 38.408 55.5619 93.3409 56.2971 22.3696 79.1382 34.8843 43.1235 25.5 55.7455 25.8196 26.1176 33.4176 11.6831 51.2456
Feb-97 34.2378 63.8839 50.3967 23.5528 36.918 50.5756 24.2118 83.8007 49.3716 41.6716 18.1507 34.8205 54.7227 35.7139 35.3918 39.3414 55.4946 95.1533 59.3369 21.2971 85.9362 39.6896 43.8373 24.375 57.915 26.9932 26.4493 36.1989 12.9743 49.5766
Mar-97 32.6761 58.2865 48.8489 21.0823 37.8616 49.9861 23.7634 70.9621 47.8727 39.8715 17.7769 34.3386 52.0293 34.099 34.7057 36.8604 51.0309 89.7773 54.3527 23.2668 79.0473 33.7841 40.2754 22.9219 55.3236 24.8439 23.3815 36.4394 13.7447 53.2855
Apr-97 33.6979 64.2435 48.8489 24.3764 42.1892 50.0451 26.7052 77.6149 53.5402 41.6716 19.2722 34.8205 51.2965 39.8754 38.1981 39.9321 58.9932 93.0897 62.0304 26.3444 81.2658 34.9683 43.2034 30.375 60.8516 26.2635 22.2207 36.3792 13.868 56.0055
May-97 35.5063 67.9076 52.1922 24.1567 46.2778 51.5174 26.746 77.792 58.2431 41.6662 20.9751 37.115 50.3194 42.9809 37.7928 45.4892 58.1145 98.458 66.7832 24.7843 86.3181 39.0756 42.9644 31 66.7191 27.6832 24.3764 38.8205 14.7309 58.6017
Jun-97 36.3503 72.793 52.5637 27.6979 50.8996 59.6392 26.2152 72.0426 62.7047 40.4861 22.9272 40.621 54.8605 44.8443 35.3762 46.1425 62.352 96.1423 66.4317 23.8286 96.0656 39.6656 49.1413 31.5938 68.3522 29.2803 23.2571 40.0884 16.7065 60.5799
Jul-97 42.6799 82.079 58.1358 31.5959 53.3272 63.6112 26.4436 62.8906 67.9143 44.9341 24.8275 44.6106 68.5756 52.546 45.8066 53.3281 60.1727 106.735 67.5308 26.5105 89.0192 40.4499 49.8918 35.3438 73.8593 28.2122 24.4179 40.843 18.5284 63.547
Aug-97 39.7788 76.1987 53.9876 27.8901 55.2913 59.3856 25.1347 61.7679 60.5902 45.9438 23.5191 40.0482 60.2486 50.3721 45.9625 50.3515 55.1116 99.0209 55.9907 23.3749 84.9233 39.1613 44.0981 33.0469 64.6344 25.9182 25.8689 37.8471 17.5402 60.518
Sep-97 39.6579 80.2414 53.9257 30.0038 51.3632 58.6709 26.3823 61.3546 66.1741 49.0098 25.9801 41.2306 68.2857 52.6703 46.0561 52.4992 56.0838 105.499 59.7383 23.5293 87.3447 37.6008 48.2274 33.0781 67.062 29.2846 29.3512 39.2713 18.1283 63.3616
Oct-97 35.3052 76.6544 47.5487 30.745 49.0082 54.2035 26.9961 56.5714 62.832 46.9963 27.7868 34.9247 60.4939 48.9436 38.4164 42.9539 55.78 102.481 55.4538 22.1398 86.4588 35.848 43.0699 32.5 66.259 30.5386 32.419 33.9382 17.324 60.7653
Nov-97 32.6363 77.5143 52.6256 33.5175 45.8406 58.0199 31.1131 57.6966 71.8253 44.964 27.9426 36.1476 60.0031 54.4094 38.7282 45.5807 61.4132 106.021 61.3412 24.0014 92.5905 39.3536 45.7618 35.375 74.2369 34.8584 37.0621 36.4855 19.8298 60.3326
Dec-97 34.1528 87.9384 48.4774 35.4939 46.3784 57.5409 32.4445 57.6371 71.6427 47.5089 29.3444 37.7907 61.3703 51.987 35.0487 41.3825 64.2796 105.618 65.4511 23.6302 77.9804 41.3039 51.3962 32.3125 77.7691 35.1584 40.6689 35.4509 19.553 60.518
Jan-98 37.0646 82.4576 47.1773 32.6528 46.1491 54.2477 35.0724 62.0982 75.6703 45.3094 30.1543 37.9124 59.1565 49.0678 40.4121 43.8415 65.3164 94.682 63.5495 23.3209 79.3464 37.8809 56.9116 37.2969 76.6075 37.5504 41.5395 39.5589 19.739 58.6636
Feb-98 35.7829 88.7389 53.74 36.6469 52.4586 59.0354 36.7337 62.8767 75.9144 54.3402 31.8365 41.59 65.9207 51.8939 44.7464 44.9729 73.7841 111.817 67.3527 27.0443 81.5778 39.7065 61.8512 42.375 82.9609 36.5241 40.4616 43.6407 22.9617 63.0525
Mar-98 33.5579 90.4632 51.635 39.5292 52.9393 65.4745 35.0313 62.1581 84.4849 53.4041 33.7055 41.0404 62.4934 51.6144 38.9465 45.214 71.8875 126.581 76.1591 29.7395 87.0164 38.3968 62.3755 44.75 82.4722 41.8819 43.6123 45.1066 25.231 66.8851
Apr-98 37.7945 100.902 49.5919 40.3116 54.9847 70.1083 40.9364 69.1643 83.5046 53.1085 34.7335 42.8115 74.3265 57.577 40.3185 50.3383 69.9909 123.695 74.6224 30.6688 90.2436 34.1944 58.6348 45.0625 80.5775 40.2377 39.8812 48.0994 25.1069 72.2631
May-98 33.942 101.334 47.3011 40.3527 53.0533 74.6476 37.2187 68.8161 81.7279 57.0554 39.157 41.919 61.4457 58.3845 35.6412 44.5831 67.8398 117.039 77.0811 32.5721 89.0756 34.4247 56.9318 42.4062 82.232 37.7494 40.3787 46.1059 27.3724 69.7287
Jun-98 32.2602 112.546 44.1436 39.941 51.0917 72.2299 34.5279 70.4431 89.0798 53.0367 41.3999 43.5125 59.2104 57.0491 36.982 41.6755 72.6899 111.207 84.244 34.2473 79.0381 36.6488 65.3376 54.1875 89.2787 38.8418 37.8913 45.3701 30.2066 70.5941
Jul-98 33.9114 109.207 38.4476 44.3057 47.1084 59.9599 33.9996 80.868 87.9608 57.4026 41.7425 42.6545 54.8839 65.8378 42.1271 43.2505 75.8824 119.816 79.3174 33.1615 72.2462 40.7791 60.361 54.9688 78.0723 39.9852 40.2128 47.0255 31.3875 69.4814
Aug-98 29.4061 77.1746 30.6467 29.2352 40.7949 56.2994 27.0886 75.7187 78.6792 46.4674 38.0044 33.7776 48.0234 55.9622 35.5165 36.071 68.0029 88.8228 64.1683 28.0203 66.3459 38.6848 56.6361 47.9688 75.2444 37.1771 33.2481 35.7343 29.3364 64.7215
Sep-98 34.8699 76.8036 33.9899 24.7058 43.2232 54.7186 25.0523 74.5072 78.5325 43.8692 39.375 34.8235 52.5144 63.8503 42.7819 45.4543 77.1192 81.2016 56.9187 29.6667 71.3703 43.4928 63.5722 55.0312 69.9577 43.3427 38.7619 37.6425 27.195 69.8523
Oct-98 38.9217 87.4386 37.2094 30.9646 43.9233 56.1778 26.6496 75.1129 86.3673 50.5145 43.4247 38.3305 59.7685 73.7881 44.4969 45.2715 80.3222 90.4372 66.7344 33.3323 77.1211 48.0772 66.2709 52.9375 87.5355 45.4581 41.4565 46.907 34.3827 70.8413
Nov-98 36.5833 99.3184 40.2431 33.1057 48.3218 57.5979 31.8435 70.8031 89.205 56.2804 49.5926 43.4675 62.0625 82.1702 53.7194 42.5821 80.3136 102.552 69.3457 34.867 78.5109 52.6028 76.115 61 86.4868 47.0531 41.2493 52.9784 37.4942 74.1794
Dec-98 36.7373 101.738 32.3183 32.7351 44.9619 51.9115 29.6794 70.1938 101.027 57.6396 61.0307 43.7762 67.9317 91.7494 59.1787 43.93 82.9084 101.812 66.3145 38.2262 69.3675 50.7374 72.6234 69.3438 90.1264 52.6356 50.2453 53.7507 40.5852 72.3249

Rates of Return

Date AA AXP BA C CAT DD DIS EK GE GM HD HON HWP IBM INTC IP JNJ JPM KO MCD MMM MO MRK MSFT PG SBC T UTX WMT XOM Portfolio
Jan-94
Feb-94 -0.0502132446 -0.1091964668 0.0778149504 -0.1263471519 0.0400051658 -0.0445323419 0.0157489781 -0.0162557843 -0.0222901152 -0.0470154174 0.065136869 -0.0253754229 0.0611404744 -0.0663092092 0.0522567669 -0.028338659 -0.0484387394 -0.0518444134 0.041919645 -0.0002873091 -0.0094553615 -0.0731490403 -0.1199223147 -0.0313298187 -0.0341896544 -0.0679279016 -0.077841285 0.0157570256 0.0683610109 -0.0247392898 -0.0212286018
Mar-94 -0.0493686381 -0.0526447824 -0.0493240961 -0.0518298958 0.0362474291 -0.0047054601 -0.1335295293 0.031476466 -0.0455146357 -0.078076523 -0.0212418706 -0.0451949579 -0.0957144172 0.0325626535 -0.0183478429 -0.0676414254 -0.061016961 -0.0717498784 -0.0432897276 -0.0638513968 -0.0624061056 -0.0885064392 -0.0757675471 0.0269218697 -0.0721036169 0.0314445964 -0.0240966411 -0.0903612993 -0.0907305736 -0.031315033 -0.0443225426
Apr-94 -0.0519395174 0.0744315975 0.0111755691 -0.0142855855 -0.0211414822 0.0749493905 0.0136280113 -0.066983544 -0.0486631732 0.0519882683 0.0302102178 -0.0563520694 -0.0230941513 0.0512947681 -0.1012619118 -0.0394408077 0.0916933559 -0.0201197287 0.0273170531 0.0534874695 -0.0101514774 0.0737539054 -0.0042111738 0.0874895298 0.0669444414 0.0373145393 0 0.0258214622 -0.0244514138 0 0.0096467848
May-94 0.0437766597 0.0606263591 0.0300963986 -0.0554586612 -0.027684572 0.089458962 0.0203845865 0.130339051 0.0436513067 -0.0507091223 0.0717687634 0.0226807394 -0.0220502007 0.0913466674 0.024293744 0.0661083494 0.0741677021 0.0725090729 -0.0365893522 0.0327907148 0.0490012343 -0.1012956885 0.0291050504 0.1502982936 -0.0088321507 -0.0090734213 0.0637745006 0.0474049033 -0.071824947 -0.0282268388 0.0267279368
Jun-94 0.0347853753 -0.070288229 -0.0026985157 -0.019200836 -0.0664911283 -0.0623926005 -0.0411858595 0.026316099 -0.0572458132 -0.0673338114 -0.0687994808 -0.0143410279 -0.0384371373 -0.0698443346 -0.0661381579 -0.0442888005 -0.0315664087 -0.0539969807 0.013941764 -0.0690702867 -0.0273313986 0.0584650131 -0.0156355317 -0.0403489317 -0.054680116 0.0561451552 -0.0045864407 -0.0325386256 0.0331897717 -0.0742665229 -0.0289954599
Jul-94 0.0677432993 0.0374884789 -0.0357689602 0.0267763685 0.0831837885 0.0191298929 0.0196242137 0.005182549 0.0773561312 0.022142189 -0.0301192856 0.0995691754 0.0310753398 0.0518258291 0.012746312 0.0953111099 0.0918585344 0.0160000907 0.0882937118 -0.0625229006 0.0681541221 0.0657558544 -0.0042100878 -0.0024203695 0.0499451089 -0.0259698102 0.0045864407 -0.0642767126 0.0304578394 0.0473222282 0.0295413494
Aug-94 0.0760281514 0.0595134528 0.0194186949 0.1106321826 0.0625896108 0.0266333941 -0.026909795 0.0361609623 -0.0124812639 -0.0181343341 0.1016826985 -0.0184439567 0.1479211473 0.1017207888 0.1040891062 0.0624318568 0.0704470971 0.0446240667 0.0359632627 0.0428835551 0.0449160142 0.1035381592 0.1414108232 0.1210106154 0.0879480554 -0.0149935203 0 0.0626157665 -0.0134009411 0 0.051993855
Sep-94 0.0088927967 0.0769613275 -0.050714041 -0.1182077151 -0.0637432986 -0.0421973639 -0.0625135271 0.0394135039 -0.0257973711 -0.0695271995 -0.0745326956 -0.0909726051 -0.0262786907 0.0162899002 -0.0668229919 0.0176707066 0.0319079628 -0.0700734963 0.0597319496 -0.0686775241 0.0022637957 0.0156071033 0.0517831645 -0.0350146405 -0.0207501639 0.026827457 -0.0115057861 -0.0158407127 -0.0520956962 -0.0341928128 -0.0217369555
Oct-94 0.0105934005 0.0237613297 0.0143491907 0.0554586612 0.1015720159 0.0276311141 0.0211147849 -0.0726226567 0.0154633463 -0.1711827879 0.0800443613 0.0145444065 0.1134846225 0.0676716152 0.0101170802 -0.052299557 0.0540654627 0.0203677448 0.0353578228 0.0905580517 0.0022607638 0.002044509 0 0.1155569438 0.0586688487 -0.0052807322 0.0183489864 0.0059705859 0.005334288 0.0893639463 0.0250772716
Nov-94 -0.0434564481 -0.0413271187 0.0225361522 -0.0592750095 -0.0988711809 -0.0928652721 0.096461625 -0.0474259135 -0.0606234932 -0.0302721478 0.0163485302 -0.0544515476 -0.0012787506 -0.0516428279 0.0159646977 -0.0353118831 -0.0176761896 -0.0538444203 0.018553022 -0.0153952315 -0.069077019 -0.0247953578 0.0446064814 -0.0019829171 -0.0059829963 -0.0120138175 -0.1129675841 -0.0656667613 -0.0089270903 -0.0405727773 -0.0277077749
Dec-94 0.059456467 0.0034587827 0.0462661925 -0.0115090874 0.0183087697 0.0409126751 0.0558837255 0.0482660001 0.1113349396 0.0997720984 -0.0054220479 0.0412818773 0.0246537577 0.0381315345 0.01180532 0.0527791585 0.025437012 -0.032522238 0.0073095238 0.0303738604 0.0406264357 -0.0238976414 0.0313281955 -0.0282341335 -0.0080322557 -0.0244637953 0.0226449731 0.0721163498 -0.0899443682 0.0061936862 0.0221438589
Jan-95 -0.0913314394 0.0655969943 -0.0546606811 0.1301430036 -0.0660387106 -0.0525805615 0.1023593056 0.0258416174 0.0097575498 -0.0802921986 0.0161722995 0.0501889034 0.0062351293 -0.0188840265 0.0826096278 -0.0580374083 0.059816874 0.1155532959 0.0192321413 0.1091932178 -0.0189125158 0.0383846236 0.0542426394 -0.029041045 0.0548235842 0.0639984301 -0.0074924989 0.0216361783 0.0736918602 0.0283985825 0.0216868257
Feb-95 -0.0079768869 0.0652818244 0.0358676346 0.0528159676 0.0048527913 0.0612038817 0.0479729453 0.0478786842 0.0611938923 0.0972168372 -0.0409319744 0.062903252 0.1347769893 0.0424156701 0.1393634132 0.0766774685 -0.0189169858 0.0235301446 0.0465180088 0.0207930573 0.0531303683 0.016595318 0.051445947 0.0592580956 0.0208947612 -0.0237397624 0.0344866884 0.0400561433 0.0375312161 0.0217621819 0.0421619191
Mar-95 0.0621273921 0.0365014183 0.1529862946 -0.0064514457 0.0723781487 0.0750624317 0.0023381211 0.043172667 -0.0062753449 0.0317458915 -0.0140272372 0.0356600544 0.0484170813 0.0874236016 0.0622796609 -0.0181690586 0.047322984 -0.04342032 0.0286673119 0.0259735827 0.0598179879 0.0865258929 0.0130074151 0.1213013541 -0.0037664216 0.0089699415 0.002418 0.0405984971 0.0780041704 0.0421500937 0.0390913389
Apr-95 0.0781892256 0.0028827125 0.0229923354 0.0687751395 0.0570898813 0.085114615 0.0361024501 0.0767877563 0.0363689371 0.02524669 -0.0581562867 0.0095077725 0.0940842319 0.1416811255 0.1874674775 0.0263195776 0.088408441 0.0730836085 0.0305692495 0.0253159994 0.0254797228 0.0356865147 0.0058518886 0.1392346222 0.0584304587 0.0593036738 -0.0195126851 0.0562496199 -0.0759878129 0.0422477107 0.0478271551
May-95 0.0406001613 0.0213534695 0.0680837958 0.0179640651 0.029476616 0.0376138638 0.0022556379 0.0553413248 0.0350887786 0.0687269961 -0.0029959919 0.0234736891 -0.001891688 -0.0173255518 0.092086281 0.026032512 0.0221354815 0.0769616406 0.0584702743 0.0808255036 0.0139256204 0.0729199526 0.0918568514 0.0352937659 0.0282232541 0.0196351929 0 0.0435849266 0.0462752988 0.0266197027 0.0370870475
Jun-95 0.0750678717 -0.0070692932 0.0617455635 0.0378544245 0.0642778693 0.0128084516 0 0.0041331042 -0.0210688674 -0.0237183789 -0.0212418706 0.0972820257 0.1237958845 0.0317515386 0.1205029871 0.0867485588 0.0205815183 -0.0003647201 0.0375591779 0.0324672846 -0.0447349263 0.0320622149 0.0505902538 0.0650054248 0 0.0566979111 0.0433793007 0.0292258295 0.0746448894 -0.0105635738 0.0343140151
Jul-95 0.1285275684 0.0946210917 0.0675300749 0.0796054673 0.0958053581 -0.0257830906 0.0564164247 -0.0507520868 0.0455109897 0.0392227529 0.0767331648 0.0493255276 0.0443061521 0.1258512569 0.0263007802 -0.0146853217 0.061058521 0.0435979119 0.0289890364 -0.0128617608 -0.0131586426 -0.0376743632 0.0496363211 0.0013799572 -0.0368655879 0.0193681331 -0.0047273997 0.0725042945 -0.0046809236 0.0262040014 0.0343768536
Aug-95 0.0062182034 0.047551724 -0.045809536 0.0131011661 -0.0472805577 -0.0165228255 -0.0413569353 0.0090739593 -0.0021182457 -0.0276817237 -0.0953088118 -0.0478658095 0.0269202924 -0.0518355295 -0.0573859022 -0.0253665575 -0.0343718543 -0.005131914 -0.0211734845 -0.0547165932 -0.0274359833 0.0410303994 -0.0344872099 0.0218587938 0.0072348004 0.050643618 0.0708867042 -0.0014628177 -0.0811763876 -0.053110231 -0.0159026416
Sep-95 -0.0773110794 0.0944653851 0.0642936112 0.1014481565 -0.1657025085 0.0503394602 0.019804895 0.0256414127 0.0859542354 -0.0053181911 -0.0031347988 -0.0056496783 0.0438097939 -0.089765482 -0.0205754726 0.0256228055 0.0716474813 0.0694881321 0.0747335965 0.0468336485 0.0315356693 0.1257054051 0.1226217594 -0.0218587938 0.1042770874 0.0828854501 0.149410216 0.0582436132 0.0101507625 0.0496569033 0.0373084492
Oct-95 -0.0361067845 -0.0830319279 -0.0411280931 -0.0506772401 0.0046211693 -0.0973134887 0.0059591756 0.0553993158 -0.0078747737 -0.0689930929 -0.0680951343 -0.037527065 0.1052123801 0.0286842283 0.1502818929 -0.1267497978 0.0948484317 -0.0032364451 0.040822961 0.06942965 0.0088296579 0.008944404 0.0264360721 0.0998203353 0.0556565673 0.023319702 -0.0269769728 0.0042311373 -0.1349763956 0.0555221194 0.0018443996
Nov-95 0.1416246309 0.0451208541 0.1066946191 0.1640065376 0.0783439484 0.0724769408 0.0424681447 0.0918062174 0.0594619172 0.1097616384 0.1750250312 0.1129348359 -0.1097185332 -0.0064442416 -0.1378845608 0.0401440522 0.0650495951 0.0176714698 0.0554323917 0.0862637732 0.1465682819 0.040699219 0.0733291121 -0.1378286125 0.0656972438 -0.0318210043 0.0288760084 0.0610815083 0.1062529151 0.0130075393 0.0525367158
Dec-95 -0.1010978162 -0.0268269805 0.0727608124 0.0511903549 -0.0437110022 0.0495066845 -0.0194942402 -0.018486233 0.0765061772 0.0863652985 0.0733001028 0.0026369726 0.0116156933 -0.0558683925 -0.0701661853 -0.0098499536 -0.0130729788 0.0321918948 -0.0200011932 0.0111405379 0.0151805444 0.0391901319 0.0642206274 0.0071548472 -0.0413036435 0.0561308649 -0.017224891 0.0119263639 -0.075713549 0.0473278266 0.0065176225
Jan-96 0.0524626591 0.1114010231 -0.0112273991 0.0486900937 0.0979090993 0.0938436285 0.0873688656 0.0908910948 0.0638893284 -0.0047397345 -0.0373384925 0.0487910115 0.0118707787 0.17177792 -0.0270713464 0.0731637722 0.1158335119 0.0123846213 0.015037585 0.1075724494 -0.0286543736 0.0273241999 0.0663218908 0.0527122238 0.0164932841 -0.0039679893 0.0322909824 0.0785226488 -0.0880369665 -0.0108440791 0.042155743
Feb-96 0.0244719016 -0.0027212388 0.0457142301 0.0169684727 0.0362279804 0.0032004948 0.0192649149 -0.0203728701 -0.0164209506 -0.0188820952 -0.061639625 0.1132177699 0.1729360182 0.1223815693 0.0627697245 -0.1242387272 -0.0230005571 0.0076625177 0.0688813085 -0.0036432588 0.0167356532 0.0652105702 -0.0568449675 0.0647466076 -0.0240979811 -0.0313911335 -0.0498177781 0.0506200288 0.0420493606 -0.0093898117 0.0163532709
Mar-96 0.096309135 0.0735235589 0.0655961369 -0.0131735067 0.0185529306 0.081547418 -0.0251218635 -0.0070166574 0.0369718566 0.0382836171 0.0989781175 0.0610244416 -0.066014382 -0.0973489868 -0.0334968997 0.0997498083 -0.0134608536 0.0232935196 0.027549742 -0.0408238678 -0.0077068866 -0.1108093984 -0.0573271079 0.0439846531 0.0329845908 -0.0418667894 -0.0400864332 0.0443979416 0.0813381037 0.0248470129 0.013155965
Apr-96 -0.0040004656 -0.0133922718 -0.0533448313 -0.0706155479 -0.053492886 -0.0336915031 -0.0280638291 0.0746100285 -0.0080563422 0.0186045431 -0.0078841208 -0.0192106982 0.1176366926 -0.031967787 0.1749655525 0.0094493792 0.0027062507 0.0134628147 -0.0152229137 -0.0026090196 0.0172585484 0.0267041579 -0.0285158367 0.0936543271 0.001743988 -0.0399914818 0.0020425795 -0.0157120842 0.0373437227 0.0420469227 0.0068819296
May-96 -0.0084835309 -0.0583724521 0.0373453546 0.0121210037 0.0231219565 0.0009670093 -0.0203635583 -0.0228043556 0.0687771812 0.0235585014 0.0761821971 -0.0538366549 0.0058855802 -0.0093223972 0.1083087059 0.0058642139 0.0554023726 0.0321669679 0.1211865514 0.0067472965 0.0440542844 0.0977039015 0.0659592448 0.047429579 0.0391628845 -0.0150758059 0.0182002804 -0.005207985 0.0804452411 -0.0029447383 0.025805961
Jun-96 -0.0714574439 -0.0248980681 0.0217560553 0.0947614026 0.0318671208 -0.0078688022 0.0343811527 0.0443788494 0.0472057929 -0.0511731614 0.0547102006 0.0424630897 -0.0643117042 -0.0753718967 -0.0276976808 -0.078214419 0.0165501016 -0.0167643874 0.065842217 -0.0289892827 0.0109284621 0.0551865345 0.005156095 0.011507391 0.0308147432 -0.0025356197 -0.0060292188 0.0501476281 -0.0175098958 0.024762793 0.0056532683
Jul-96 0.014721029 -0.0148159914 0.0156578319 -0.0768474029 -0.021962507 0.020328824 -0.1206025927 -0.0410232909 -0.0479501994 -0.0717260463 -0.0694941846 0.0280504828 -0.1240745859 0.0823718295 0.0227208911 0.0267579311 -0.0359934033 0.0044220954 -0.0443355327 -0.0080546289 -0.0597186263 0.0059920664 -0.005820671 -0.0189047647 -0.0099484044 0.001171085 -0.1710938543 -0.0219758954 -0.0557144194 -0.0547070062 -0.0284189981
Aug-96 0.0687034855 0 0.0223473239 0.0262797955 0.0445327676 0.0237668276 0.0244197768 -0.0234603149 0.0105817861 0.0253676073 0.0531546312 0.053422671 -0.005698088 0.0619931901 0.0605251155 0.0606666018 0.0345116707 0.0289882167 0.0645392098 0.0015827379 0.063268341 -0.1533564423 0.0211734348 0.0384845923 -0.0042120261 -0.0471290453 0.0047725231 0.006972699 0.0962970031 -0.0091579712 0.0217779373
Sep-96 -0.0516092362 0.0555694671 0.043250031 0.1244840305 0.0901819286 0.0705124066 0.104040894 0.0795123195 0.0955548441 -0.0332941058 0.0682111759 0.0646659941 0.1106638854 0.0848230015 0.1787927846 0.060624307 0.0398075627 0.0245082203 0.0197367157 0.0213317779 0.0144409101 0.0131308291 0.0760448238 0.0737449908 0.0926228933 0.0316663511 -0.0047725231 0.065437112 0 0.021244438 0.0544975943
Oct-96 -0.0008472736 0.0208461438 0.0092169295 0.0992332563 -0.0884511496 0.0511530046 0.0423939986 0.0142291085 0.0612701475 0.1108127423 -0.0358002478 -0.0057109761 -0.0996773381 0.0355066133 0.1408702176 0.0029373471 -0.0398075627 -0.0285329143 -0.0073985481 -0.0626052568 0.0907372161 0.0288271945 0.048536044 0.0399451452 0.019905076 0.0190605128 -0.4006911492 0.0672616262 0.004731238 0.0625659177 0.0066839021
Nov-96 0.0818475711 0.1058929191 0.0410841153 0.1007411501 0.1423722308 0.0220063986 0.1146151138 0.0235467329 0.0722609575 0.0792418282 -0.0514151114 0.1149468952 0.1996397899 0.2114471151 0.143859914 0.0028260826 0.0818299577 0.0872528691 0.0147367271 0.0509221684 0.0981481826 0.1112984001 0.1164639147 0.1336494188 0.0939315877 0.0790523778 0.1146014897 0.0896883398 -0.0384679389 0.0628612345 0.0833627477
Dec-96 0.00196047 0.0821298463 0.0692442262 0.0082985519 -0.0502137014 -0.0013284648 -0.0574548867 -0.0108453946 -0.0454852274 -0.0330793908 -0.0391214109 -0.0891834541 -0.0673512045 -0.0506742034 0.0315171344 -0.04820238 -0.0679855068 0.0443073993 0.0289176155 -0.0298528313 -0.0089964579 0.1003896746 -0.0365456851 0.0520064734 -0.0103985337 -0.0143556707 0.0999307203 -0.0568429611 -0.1120008568 0.0376919188 -0.009117473
Jan-97 0.0791383529 0.0949084535 0.0058521041 0.143468409 0.0362468008 0.1524429731 0.0454248929 0.0778833863 0.0457147616 0.0566589582 -0.0125487625 0.049143949 0.046179567 0.0348613436 0.214417552 0.009217523 0.149111077 0.0535960015 0.0950949166 0.002753053 0.0267476187 0.0506865096 0.1294019811 0.2106629357 0.0757258301 0.0668205282 -0.0967515673 0.0514829383 0.0430245336 0.0558105698 0.0664392397
Feb-97 0.0353904283 0.054807553 -0.0514788052 0.0235852897 0.0080200481 -0.0167251914 0.0186935357 0.0388719941 -0.0060559679 -0.0106482383 0.0985173978 0.029813541 0.0643910003 -0.0873727489 -0.1341895206 0.0240116283 -0.0012119958 0.0192308926 0.0525883481 -0.049131981 0.0824094693 0.1290523174 0.016416961 -0.0451204353 0.0381797288 0.044451089 0.0126202764 0.0799460243 0.1048271245 -0.0331108125 0.018025965
Mar-97 -0.046686373 -0.0916968678 -0.0311938364 -0.1108108835 0.0252381689 -0.0117242798 -0.0186935357 -0.166295429 -0.0308299555 -0.0441580587 -0.0208092658 -0.0139362079 -0.0504715928 -0.0462719104 -0.0195762163 -0.0651395955 -0.0838543871 -0.0581571158 -0.0877370818 0.0884565385 -0.083558753 -0.161098911 -0.0847441924 -0.0614652314 -0.0457768378 -0.0829727329 -0.1232845815 0.0066218752 0.0576828176 0.0721453009 -0.0463599711
Apr-97 0.0307915971 0.0973100457 0 0.1451816253 0.1082268583 0.0011796321 0.1167117211 0.0896134874 0.111887369 0.0441580587 0.0807637813 0.0139362079 -0.0141844977 0.1564915341 0.0958818376 0.0800427077 0.1449908514 0.036231385 0.1321302971 0.1242282769 0.0276788564 0.0344516592 0.0701783351 0.2815271162 0.0952385327 0.055567893 -0.0509208245 -0.0016534241 0.0089307326 0.0497856511 0.0722119101
May-97 0.0522746246 0.0554674063 0.0662011981 -0.0090536768 0.0924981003 0.0289950158 0.0015266265 0.0022791791 0.0841928569 -0.0001295931 0.0846723769 0.0638149068 -0.0192318351 0.0749962386 -0.0106671679 0.1302944234 -0.0150069806 0.0560665169 0.0738269644 -0.0610453405 0.0603140457 0.1110562945 -0.00554733 0.0203673028 0.0920531555 0.0526455885 0.0925911643 0.0649512749 0.0603633006 0.0453138062 0.0448693481
Jun-97 0.0234923115 0.0694718391 0.007092709 0.1367948237 0.0951927005 0.1463934613 -0.0200455342 -0.0767809874 0.0738107745 -0.0287315432 0.0889879587 0.0902639737 0.0864029109 0.0424406592 -0.0660793306 0.0142594991 0.0703805462 -0.0238006757 -0.0052771997 -0.0393238483 0.1069919818 0.014986082 0.134327956 0.0189736943 0.0241824812 0.0560892039 -0.0470049894 0.032138558 0.1258505368 0.0331994485 0.0394893334
Jul-97 0.1605256264 0.1200624014 0.1007558857 0.1316707673 0.046591455 0.0644764795 0.0086747678 -0.1358609017 0.0798102113 0.1042382667 0.0796279312 0.0936863247 0.2231431868 0.1584924863 0.2583889079 0.1447289626 -0.0355769875 0.1045197414 0.0164094379 0.106654341 -0.0761792146 0.019579858 0.0151568388 0.1121620892 0.0774881821 -0.0371604264 0.0487060081 0.0186484323 0.1035068249 0.0478166347 0.0720248173
Aug-97 -0.0703939764 -0.0743377959 -0.0740272625 -0.1247555782 0.0361690525 -0.0687377827 -0.0507648015 -0.0180128969 -0.1141134524 0.0222219384 -0.0541390528 -0.1078877703 -0.1294574507 -0.0422515261 0.0033976611 -0.0574349866 -0.0878585408 -0.075018188 -0.1873981846 -0.1258780838 -0.0471035806 -0.0323751571 -0.123439963 -0.0671952234 -0.1334151552 -0.0848090839 0.0577250051 -0.0761810893 -0.0548093007 -0.0488389482 -0.0670373725
Sep-97 -0.0030439354 0.051695189 -0.0011472174 0.0730522532 -0.0736936097 -0.0121079099 0.0484439692 -0.0067136641 0.0881559839 0.0646013677 0.0995180034 0.0290969704 0.1252210386 0.0446142789 0.002034372 0.0417695212 0.0174867805 0.0633705352 0.0647877502 0.0065836559 0.0281138631 -0.0406636875 0.0895106266 0.0009436674 0.0368707878 0.122116356 0.1262919563 0.0369396135 0.0329788637 0.0459171583 0.0400914846
Oct-97 -0.1162599097 -0.0457325837 -0.1258527242 0.0244033391 -0.0469343317 -0.0791983809 0.0229990804 -0.0811665908 -0.0518246499 -0.0419514029 0.0672302274 -0.1659863839 -0.1211578407 -0.0733831146 -0.1813757669 -0.2006704838 -0.0054316186 -0.0290240587 -0.0744231141 -0.0608695592 -0.0101943594 -0.0477375493 -0.113102947 -0.0176313427 -0.0120462599 0.0419296766 0.0994112394 -0.1459527486 -0.0453814298 -0.0418390973 -0.0559718228
Nov-97 -0.078605096 0.011155428 0.1014482444 0.0863403111 -0.0668174697 0.0680405731 0.1419365412 0.0196946892 0.1337722838 -0.0442067056 0.0055913183 0.0344162411 -0.008146306 0.1058683183 0.0080835651 0.0593569337 0.0962094136 0.0339597722 0.1009014799 0.0807352682 0.0685185447 0.0932996799 0.0606253047 0.0847652666 0.1136900264 0.1323026839 0.1338502134 0.0723736978 0.1350930334 -0.0071463145 0.059236898
Dec-97 0.045419408 0.1261741339 -0.0821049834 0.0572931602 0.0116636723 -0.0082900559 0.0419019849 -0.0010317887 -0.0025455168 0.0550548923 0.0489493213 0.0444524842 0.0225297772 -0.0455432457 -0.0998294939 -0.0966262952 0.0456175223 -0.0038083764 0.0648515774 -0.015586607 -0.1717290315 0.0483694692 0.1161145578 -0.0905512037 0.0464828489 0.0085694244 0.0928687885 -0.0287662809 -0.0140571294 0.0030682536 0.0072970423
Jan-98 0.0818177623 -0.0643523475 -0.0271848653 -0.0834302406 -0.0049563745 -0.0589354041 0.0778835591 0.0745505454 0.0546944804 -0.0474025454 0.0272258058 0.0032151947 -0.0367395303 -0.0577906721 0.1423907222 0.0577227712 0.0160008352 -0.1093049031 -0.0294841692 -0.0131756008 0.0173655643 -0.0865098992 0.101934947 0.143456061 -0.0150491969 0.0658204651 0.0211811092 0.10964206 0.0094676468 -0.0311214092 0.0112977457
Feb-98 -0.0351922105 0.0734141283 0.1302447585 0.1153982308 0.1281468279 0.0845766688 0.0462800935 0.0124586628 0.0032206444 0.181749768 0.0542858971 0.0925815184 0.10826603 0.0559982344 0.1018817495 0.0254792288 0.1219001079 0.1663396982 0.0581238614 0.148126308 0.0277340888 0.047067875 0.0832323136 0.1276483524 0.0796744293 -0.0277117139 -0.0262914056 0.0981995007 0.1512312364 0.0721482804 0.0768737721
Mar-98 -0.0641978205 0.0192447881 -0.0399578661 0.0757107985 0.0091216871 0.1035234899 -0.0474526423 -0.0114945265 0.1069664304 -0.0173767625 0.0570475985 -0.0133028064 -0.0533915533 -0.0054005462 -0.1388220851 0.0053466873 -0.0260408642 0.1240188131 0.122881582 0.0949998663 0.0645394405 -0.0335407795 0.0084410696 0.054532879 -0.0059081456 0.136881436 0.0749858445 0.0330383761 0.0942457867 0.0590085092 0.0262549562
Apr-98 0.1188912842 0.1092066106 -0.0403722232 0.0195996294 0.0379089905 0.0683804355 0.1557776952 0.1068036942 -0.0116711 -0.0055505313 0.0300436103 0.0422498107 0.1734065991 0.1093224791 0.0346215112 0.1073594454 -0.0267371634 -0.0230635612 -0.020383843 0.0307697227 0.0364160739 -0.1159122348 -0.0618441931 0.0069589703 -0.0232418126 -0.0400493856 -0.0894341857 0.0642411258 -0.0049306885 0.0773374036 0.028870139
May-98 -0.1075104038 0.0042722429 -0.0472939629 0.0010190383 -0.0357578961 0.0627371841 -0.0952083197 -0.0050471044 -0.0215062833 0.0716857349 0.1198745668 -0.0210675733 -0.1903136923 0.0139272612 -0.1233081486 -0.1214113553 -0.0312161902 -0.0553116456 0.0324173841 0.0602102425 -0.0130272332 0.006712442 -0.0294743167 -0.0607558371 0.0203250665 -0.0638347856 0.0123973833 -0.0423287786 0.0863924977 -0.0357016277 -0.020270137
Jun-98 -0.0508189133 0.1049400353 -0.0690855949 -0.0102549417 -0.0376750112 -0.0329242858 -0.0750436303 0.0233675626 0.0861371604 -0.0730385989 0.0556992594 0.0373090684 -0.0370566558 -0.0231381431 0.0369290357 -0.0674414373 0.0690534044 -0.0511138831 0.0888592357 0.0501516358 -0.1195554327 0.0626063557 0.1377136143 0.2451556766 0.0822184169 0.0285274048 -0.0635808839 -0.0160876267 0.0985252371 0.0123345739 0.0164237546
Jul-98 0.0499169687 -0.0301168631 -0.1381516809 0.1037099717 -0.0811707283 -0.1861780821 -0.015418933 0.138012904 -0.0126413365 0.0791054717 0.0082413291 -0.0199154748 -0.0758771571 0.1432818409 0.1302599313 0.0370953678 0.0429823257 0.0745639032 -0.0602598256 -0.032218165 -0.0898502842 0.1067890096 -0.0792244735 0.014315497 -0.1341276172 0.0290123993 0.0594638186 0.03583671 0.0383492809 -0.0158874807 0.0039966209
Aug-98 -0.1425491052 -0.3471747765 -0.2267712859 -0.4157398742 -0.1438942555 -0.0629921276 -0.2272357847 -0.0657930381 -0.111512435 -0.211338607 -0.0938178519 -0.2333349174 -0.1335316529 -0.1625176787 -0.1706938618 -0.1815195756 -0.1096344221 -0.2993138589 -0.2119482052 -0.168460317 -0.0851977651 -0.0527229372 -0.0636966099 -0.136214952 -0.0368938382 -0.0728164053 -0.1901877303 -0.2745789959 -0.0675806587 -0.0709656416 -0.1590209722
Sep-98 0.1704218571 -0.0048188733 0.1035384323 -0.1683354288 0.0578203145 -0.0284801897 -0.0781473355 -0.0161293927 -0.0018662739 -0.0575385121 0.0354291546 0.0304945853 0.0893990256 0.1318648182 0.1861177387 0.2312182072 0.1258019255 -0.0897084224 -0.1198853854 0.0570959572 0.0729998511 0.1171486491 0.1155296768 0.1373494976 -0.0728507086 0.1534453119 0.1534401828 0.0520227194 -0.0757959329 0.0762895636 0.0461290338
Oct-98 0.1099279428 0.1296853187 0.0904979959 0.2258065826 0.0160675429 0.0263179729 0.0618085014 0.00809655 0.0950965801 0.1410479445 0.0978973065 0.0959534777 0.1293913486 0.144656191 0.0393044079 -0.0040297302 0.0406937692 0.1077207358 0.1590966282 0.1165016922 0.0774950973 0.1002126451 0.0415746189 -0.0387883247 0.2241536517 0.0476527303 0.0672068793 0.2200331868 0.234520398 0.0140591511 0.0939886264
Nov-98 -0.0619600836 0.1273940182 0.0783771431 0.0668608565 0.0954378736 0.0249644476 0.1780591384 -0.0590895299 0.0323279599 0.1080859158 0.1328132254 0.1257676085 0.0376631755 0.1075952339 0.1883546787 -0.0612437182 -0.0001070745 0.1257142998 0.0383835784 0.0450139263 0.017860555 0.089961298 0.1384944677 0.1417618918 -0.0120526242 0.0344857286 -0.0050105418 0.1217173653 0.0866327234 0.0460443196 0.0663435952
Dec-98 0.0042007356 0.0240700303 -0.2193049273 -0.0112575763 -0.0720673401 -0.1039457631 -0.0703800771 -0.008642797 0.124450716 0.0238634919 0.2075353872 0.0070767583 0.0903608468 0.1102682415 0.0967874773 0.0311634808 0.0317974124 -0.0072420116 -0.0446955644 0.0919803212 -0.1238190105 -0.036106039 -0.0469581706 0.128202877 0.0412213283 0.1121159457 0.1972828673 0.0144724069 0.0792172138 -0.0253180154 0.0215443415
Mean return 0.14519974 0.2785310754 0.0836398386 0.257029231 0.1342610782 0.1566457375 0.1375205366 0.1262895721 0.2932811227 0.0706390672 0.3151717028 0.1814841662 0.2475835088 0.381835347 0.4035164323 0.0591050953 0.2971789074 0.1165204175 0.2535578222 0.1954772524 0.086337443 0.2441704531 0.3076191844 0.522212959 0.2455692157 0.2219221064 0.0587355822 0.2601240601 0.2356765757 0.1602946477 0.2159043293
Std Dev 0.2510301418 0.2731565 0.2605702145 0.3464115826 0.2368342431 0.2224829384 0.2489020057 0.2058727866 0.2011854954 0.2516288139 0.2342755793 0.2352130666 0.3184465133 0.2844525306 0.3569673995 0.2698702064 0.2067618413 0.2481948694 0.2363471653 0.2236060812 0.2117011232 0.2457462883 0.2415045102 0.2939511329 0.2103276128 0.1900890219 0.3203962859 0.2405926909 0.260807303 0.1426714707 0.1456059331
Beta 0.9099378493 1.4493703741 1.0922157404 1.8475579713 0.8683203515 0.7691598922 1.0923677005 0.4127733051 0.9843979283 0.9882815996 0.6316715232 1.2980153106 1.3409260469 1.2756175821 1.2576057724 1.1002367727 0.9537008145 1.2941918728 1.0710023694 1.0139477414 0.7302936278 0.7060946962 1.0382734305 1.0765323548 0.8947534255 0.5062952523 0.7079306355 1.3579219865 0.7560879512 0.5745181216 1
Average Beta 1

Sheet2

Sheet3