finance assignment

profileLeila@
homework_3_4180.xlsx

Sheet1

Q3 Return
US companies forign companies STDV 0.1518460409 0.0634538695 0.0502632665 0.0800064549 0.1047752858 0.0714823421
Q1&2 Average 0.0027203813 0.0097148642 0.0048177948 0.0065651338 0.0074595782 0.0067782287
Date bank of america(BAC) Aspen insurance (AHL) AT&T(T) bank of canada(BMO) china life insurance(LFC) Philippine Long Distance Telephone Company (PHI) bank of america(BAC) Aspen insurance (AHL) AT&T(T) bank of canada(BMO) china life insurance(LFC) Philippine Long Distance Telephone Company (PHI)
12/1/15 16.766201 47.840904 33.516891 55.21056 15.99 41.35714 -0.0317050703 -0.0439429987 0.0219780421 -0.0211658635 -0.0862857143 -0.023303613
11/2/15 17.31518 50.039803 32.796097 56.404408 17.5 42.343906 0.0387365831 0.0436503688 0.0047746569 -0.0077466588 -0.0310076983 -0.0769717745
10/1/15 16.669462 47.946903 32.640251 56.844765 18.059999 45.874985 0.0770218912 0.0460512408 0.0432653917 0.0761482385 0.0391254338 0.0272963995
9/1/15 15.477366 45.836094 31.286623 52.82243 17.379999 44.656036 -0.0434417483 0.0121977797 -0.0186747009 0.0114963082 0.0181604569 -0.1239324259
8/3/15 16.180265 45.283733 31.88201 52.222069 17.07 50.973278 -0.0861298357 -0.0411817858 -0.0443292943 -0.0347234232 -0.0757985423 -0.160003311
7/1/15 17.705212 47.228695 33.360874 54.100628 18.469999 60.682713 0.0505287915 0.0039665747 -0.008937333 -0.0466944602 -0.1511948989 0.0329052948
6/1/15 16.853619 47.042099 33.66172 56.750565 21.76 58.749542 0.0346090506 0.0332182641 0.0283729045 -0.0297872024 -0.0751445087 -0.0103256603
5/1/15 16.289843 45.529682 32.73299 58.492905 23.528 59.362499 0.0357815422 -0.0034354903 -0.0028868556 -0.0643186064 -0.0154120158 -0.0231223749
4/1/15 15.727103 45.686638 32.827759 62.513699 23.89629 60.76759 0.0350877101 -0.0105864429 0.076203208 0.0997953017 0.0997272437 0.0312050055
3/2/15 15.193981 46.175472 30.503309 56.841213 21.729288 58.928719 -0.0235216286 0.0300981681 -0.0552661387 -0.0321175009 0.0280025138 -0.101543989
2/2/15 15.559977 44.826283 32.287727 58.72739 21.137388 65.588875 0.0435644539 0.0630274345 0.0498177662 0.0779401914 0.1190808976 0.073463354
1/2/15 14.910413 42.16851 30.755554 54.481121 18.888168 61.100246 -0.1531582008 -0.0102810948 -0.0060429111 -0.1788382872 -0.0216316519 0.0538788658
12/1/14 17.607082 42.606552 30.942537 66.346397 19.305784 57.976536 0.0529523673 -0.0104000943 -0.050593539 -0.0401682955 0.1206339425 -0.0525449007
11/3/14 16.721632 43.054321 32.591454 69.122948 17.227556 61.191856 -0.0069928907 0.0184333308 0.0154993686 0.0150138999 0.1707256675 -0.0474832255
10/1/14 16.839388 42.275051 32.094017 68.100494 14.71528 64.242287 0.0064516252 0.0201075934 0.001691395 -0.0043806495 0.0731418099 0.0166714252
9/2/14 16.731443 41.441757 32.039825 68.400131 13.712335 63.188839 0.0629308811 0.0058795097 0.0080092181 -0.0433991092 -0.0288773049 -0.0904535189
8/1/14 15.740857 41.199524 31.78525 71.503311 14.120085 69.472908 0.0550819303 0.0681126175 -0.0177016284 0.0320504371 -0.0320112368 0.1011770546
7/1/14 14.919085 38.572266 32.35804 69.282768 14.587034 63.08968 -0.0078074119 -0.1191105224 0.019524542 0.0230104968 0.1313442909 0.044226796
6/2/14 15.036481 43.787861 31.738363 67.724396 12.893541 60.417603 0.0158448074 -0.0115343035 -0.003101225 0.0467992774 -0.0349493405 0.0279175937
5/1/14 14.801947 44.298817 31.837097 64.69664 13.360481 58.776699 0 0.0080726245 -0.0064426088 0.0197273426 0.0583410911 0.0162791016
4/1/14 14.801947 43.944073 32.043541 63.445038 12.623984 57.835194 -0.1197674232 0.1531485477 0.0313316371 0.0391860282 -0.0769952472 0.0570304148
3/3/14 16.81595 38.107903 31.070065 61.052628 13.677052 54.714787 0.0411546449 0.05697556 0.0983401206 0.0157648064 -0.0241991554 0.0576741532
2/3/14 16.151251 36.053722 28.2882 60.105083 14.016233 51.731232 -0.0131342573 -0.0299529036 -0.0417167025 0.0800588545 0.0650463834 0.010406174
1/2/14 16.366209 37.166981 29.519663 55.649822 13.160209 51.198452 0.0757868555 -0.0583393371 -0.0396929494 -0.0736910197 -0.1377777781 -0.0083222294
12/2/13 15.213245 39.469612 30.739817 60.076954 15.263129 51.628113 -0.0151690525 0.0220188844 -0.0014199801 -0.0443010403 -0.0197096867 -0.0391811604
11/1/13 15.44757 38.619259 30.783529 62.861797 15.570009 53.733452 0.1324265605 0.0409427176 -0.0273481628 0.0007174363 0.2224200181 -0.0547241721
10/1/13 13.641123 37.100273 31.649073 62.81673 12.737037 56.844204 0.0123188468 0.0749517173 0.084729262 0.0536582867 0.0146679921 -0.0249114805
9/3/13 13.475125 34.513432 29.176933 59.617744 12.552911 58.296455 -0.0219765457 0.0202418197 -0.0002956599 0.0635046548 0.0602995703 0.0708760238
8/1/13 13.777916 33.828678 29.185562 56.057812 11.839023 54.438099 -0.0328767068 -0.046541205 -0.0408278385 0.0114295823 0.0172082187 -0.0809319196
7/1/13 14.246287 35.479958 30.427866 55.424335 11.638741 59.231846 0.1353032512 0.0107846405 0.0090000629 0.0826547102 0.0329698584 0.0386089211
6/3/13 12.548442 35.101402 30.156456 51.192993 11.267261 57.02998 -0.057859985 0.0095263848 0.0117175763 -0.0177725574 -0.0781111494 -0.0572381767
5/1/13 13.319084 34.770168 29.807188 52.119286 12.22193 60.492458 0.1096668713 -0.0334875891 -0.065936911 -0.0578854531 -0.0842130219 -0.0202803128
4/1/13 12.002777 35.97488 31.911322 55.321602 13.345822 61.744659 0.0106732718 -0.010108947 0.0332156824 0.0079735101 0.057330984 0.0356638681
3/1/13 11.876021 36.342262 30.885441 54.883984 12.62218 59.618435 0.0845948713 0.0758505269 0.0217209445 0.0115700431 -0.1055139087 0.033640059
2/1/13 10.94973 33.780029 30.228842 54.256237 14.111097 57.678139 -0.0070584019 0.0563375807 0.0321930924 -0.0156596801 -0.1191287881 0.0360098317
1/2/13 11.027567 31.978441 29.286034 55.119389 16.019478 55.673351 -0.0249784374 0.0632792732 0.0453299157 0.0430697983 0.0068428578 0.1233077803
12/3/12 11.310075 30.075298 28.016068 52.843433 15.910604 49.561974 0.1786741432 0.024920224 -0.0123059554 0.0211560947 0.125736291 -0.0146254692
11/1/12 9.595591 29.344038 28.365128 51.748634 14.133509 50.2976 0.0579398929 -0.0271119582 -0.0132986153 0.0153924212 -0.0009058184 -0.0206201998
10/1/12 9.070072 30.161783 28.747429 50.964172 14.146323 51.356583 0.0554926377 0.0610036086 -0.0718415916 0.0135678095 0.0186765098 -0.0375700783
9/4/12 8.593212 28.427597 30.972546 50.281956 13.886963 53.361374 0.1065145613 0.0484869383 0.0289301269 0.0092307705 0.0721884222 0.0265941051
8/1/12 7.766018 27.112972 30.1017 49.82206 12.95198 51.979038 0.0885557537 0.0177189431 -0.0337552193 0.022369786 -0.0189183467 0.0071934475
7/2/12 7.13424 26.640923 31.153286 48.731937 13.201735 51.6078 -0.1026894263 -0.0055362908 0.0766195445 0.0480138583 0.0440619269 0.0267296108
6/1/12 7.950692 26.789236 28.936207 46.499325 12.64459 50.264256 0.1129252002 0.0226468336 0.0436055274 0.0352191337 0.1212376027 0.1850195749
5/1/12 7.143959 26.19598 27.72715 44.917374 11.277351 42.416393 -0.0924916848 0.0039226441 0.038286218 -0.1008926844 -0.1049442256 -0.1161067505
4/2/12 7.872059 26.093624 26.704727 49.957745 12.599607 47.98814 -0.1525601062 0.0136005604 0.0686890555 0.0112235088 0.0280419425 -0.0236371968
3/1/12 9.289224 25.743498 24.988304 49.403267 12.255927 49.149906 0.2007529311 0.0531473844 0.0209219032 0.0138201638 -0.1613805936 -0.0170235448
2/1/12 7.736166 24.444345 24.476215 48.729813 14.614409 50.001102 0.1191903462 0.004299107 0.0401223812 0.0084308495 0.054847199 0.0385705165
1/3/12 6.912288 24.339706 23.532053 48.322414 13.854527 48.144157 0.2823741931 0.0022641808 -0.0131639903 0.0730832209 0.1885319692 0.102395098
12/1/11 5.390227 24.284721 23.845961 45.031376 11.65684 43.672325 0.0220586618 -0.0007542263 0.0434783655 -0.0654731348 -0.0817192103 0.0438405215
11/1/11 5.273892 24.303051 22.852377 48.186283 12.6942 41.83812 -0.2019428565 0.0067108948 -0.0112590093 -0.0087881545 0.0389675441 -0.0061217007
10/3/11 6.608414 24.141043 23.112602 48.613506 12.218091 42.095818 0.1160129894 0.1497395314 0.0435502939 0.0717683098 0.0912418978 0.12134066
9/1/11 5.921449 20.996967 22.148048 45.358223 11.196501 37.540615 -0.2509180018 -0.0403997943 0.0014045767 -0.1052547473 -0.0645411022 -0.1409989977
8/1/11 7.904941 21.880953 22.116983 50.694008 11.968993 43.702644 -0.1575618368 -0.0671523033 -0.0266575539 -0.0066836733 -0.2414071035 0.0528880912
7/1/11 9.383408 23.456083 22.722715 51.03511 15.777887 41.507397 -0.1140511162 0.0066070801 -0.05561089 0.0003117846 -0.0347222876 0.0473722807
6/1/11 10.591365 23.302124 24.060755 51.019203 16.345438 39.630032 -0.0664395207 -0.0420700517 -0.0047528797 -0.0064103116 -0.013511066 -0.0044213904
5/2/11 11.34513 24.325499 24.175659 51.348362 16.569307 39.80603 -0.043159627 -0.0548468963 0.0141387858 -0.02544562 -0.0212329849 -0.0639766515
4/1/11 11.856868 25.737099 23.83861 52.689068 16.928755 42.526749 -0.0787696104 0.0366473591 0.031103422 0.0212588807 -0.0263851208 0.083925243
3/1/11 12.870687 24.827246 23.119514 51.592274 17.387527 39.234024 -0.0665097684 -0.067343503 0.0785765606 0.0180166803 -0.020789804 0.1499255307
2/1/11 13.787704 26.619925 21.435209 50.679203 17.756685 34.118752 0.0407866064 -0.0116285826 0.0312498617 0.1060475322 -0.0180134165 -0.1080789799
1/3/11 13.247388 26.933119 20.78566 45.820095 18.082411 38.253109 0.029235348 0.0499650643 -0.0496779317 0.0143725129 -0.0470818454 -0.0441050087
12/1/10 12.871097 25.651443 21.872227 45.170876 18.975828 40.018108 0.2193784694 -0.0096885999 0.0572147244 -0.0200850893 -0.0466024504 0.0719278868
11/1/10 10.555457 25.902401 20.688538 46.096733 19.903374 37.332836 -0.043668093 0.0239434289 -0.0255960427 -0.008438784 -0.0244790241 -0.1250603453
10/1/10 11.037441 25.296711 21.231993 46.489044 20.402815 42.669041 -0.1259543185 -0.063077907 0.0116750542 0.0378068835 0.1057495978 0.0379218008
9/1/10 12.627991 26.999802 20.986969 44.795467 18.451569 41.110073 0.0522089488 0.0661971942 0.0580835647 0.0458167067 0.0335363261 0.1101632688
8/2/10 12.00141 25.32346 19.834888 42.833 17.85285 37.030655 -0.1125356035 0.0438680431 0.0420200983 -0.0956436683 -0.1432187641 0.0371408032
7/1/10 13.523258 24.259254 19.035034 47.362968 20.837116 35.704559 -0.0229644844 0.1054971053 0.0911177726 0.1375871832 0.0302148869 0.053560888
6/1/10 13.841112 21.944204 17.445444 41.634583 20.22599 33.889412 -0.0864477089 -0.0205858497 -0.0045267914 -0.0773415372 -0.0038200707 -0.0104832491
5/3/10 15.15087 22.405439 17.524775 45.124588 20.303551 34.248447 -0.1172182376 -0.0584852621 -0.067536399 -0.050975919 -0.0316613304 -0.08410398
4/1/10 17.162645 23.797226 18.794058 47.548412 20.967407 37.393379 -0.0011204235 -0.0644937329 0.0248744786 0.0325284692 -0.0399511226 0.0555556277
3/1/10 17.181896 25.437805 18.337912 46.050461 21.839937 35.425304 0.0720799356 0.0205236428 0.0415155971 0.1416212188 0.083960314 -0.0016035364
2/1/10 16.026693 24.926228 17.606949 40.337776 20.148281 35.482201 0.0974966435 0.0669455784 -0.021687735 0.0915623424 0.0063597875 0.0058960335
1/4/10 14.602954 23.36223 17.997269 36.954166 20.020952 35.274223 0.0079681016 0.0463653249 -0.0816936526 -0.0702766459 -0.0996593303 -0.0123521558
12/1/09 14.487516 22.32703 19.598328 39.747486 22.237085 35.715385 -0.049244269 -0.0177537461 0.0404602624 0.0379351289 -0.0305312814 0.0258868548
11/2/09 15.237895 22.730583 18.83621 38.294769 22.937393 34.814156 0.0871056736 0.0098908115 0.0494741656 0.1180643027 0.1027546664 0.0363979026
10/1/09 14.01694 22.507961 17.948236 34.250954 20.800087 33.591496 -0.138297907 -0.0253117553 -0.0350391038 -0.0843206265 0.0441334803 0.0369648702
9/1/09 16.266573 23.092472 18.599962 37.404964 19.920908 32.394054 -0.0375050923 0.0421259947 0.0368523151 0.050186556 0.0370895139 -0.0009717641
8/3/09 16.900425 22.159002 17.938873 35.617447 19.208475 32.425564 0.1893171465 0.0276939351 -0.0068624359 -0.0251324739 -0.0480771118 0.0074158498
7/1/09 14.210192 21.561869 18.062828 36.535679 20.178604 32.186871 0.1204544836 0.1132498238 0.0740576427 0.1888493116 0.2005774832 0.059332257
6/1/09 12.682525 19.368401 16.817373 30.731968 16.807415 30.384113 0.172278526 -0.0324815321 0.0020169187 0.051384432 0 0.0489451364
5/1/09 10.818696 20.018637 16.783522 29.230001 16.807415 28.966351 0.2620380218 -0.0147629758 -0.0323965558 0.2144805381 0.0470255292 0.0333552148
4/1/09 8.572401 20.3186 17.345455 24.067904 16.052536 28.031359 0.3093842195 0.0498664067 0.0325884584 0.2867891755 0.0856998584 0.0394288958
3/2/09 6.546895 19.35351 16.798033 18.703844 14.785427 26.968039 0.7313255418 0.0307480009 0.0601599514 0.1798463853 0.1839385379 0.0518358366
2/2/09 3.781435 18.77618 15.84481 15.852779 12.48834 25.639019 -0.3996959931 -0.0076274956 -0.0345248193 -0.1532834665 0.0507832194 0.0045197281
1/2/09 6.2992 18.920496 16.411411 18.722652 11.884792 25.523659 -0.5326704819 -0.0886597614 -0.1234410904 0.0393149575 -0.1469831528 -0.0575079593
12/1/08 13.47914 20.761177 18.722542 18.014416 13.932658 27.081034 -0.1138041437 0.3157894337 -0.0021007936 -0.1086051512 0.1964929607 -0.0208550986
11/3/08 15.210114 15.778495 18.761957 20.209244 11.64458 27.657841 -0.3276789241 -0.1912943502 0.0668658965 -0.1942968917 -0.0212013995 0.1723716225
10/1/08 22.623289 19.510801 17.58605 25.082743 11.896809 23.59136 -0.309428514 -0.1650909457 -0.0260540058 -0.1566600882 -0.2876661336 -0.2740503948
9/2/08 32.760242 23.368774 18.056494 29.742151 16.70117 32.497242 0.1464424938 0.0147601723 -0.1272272232 -0.0128264204 -0.0293194163 -0.0497554038
8/1/08 28.575565 23.028864 20.688654 30.128593 17.205629 34.198818 -0.0534955713 0.0735838402 0.0382992225 -0.0684872835 0.0125465854 0.0704791524
7/1/08 30.19063 21.450457 19.925522 32.343727 16.992432 31.947206 0.3782992206 0.0726658364 -0.0741529465 0.1533779131 0.0845152368 0.0642081431
6/2/08 21.904264 19.997334 21.521397 28.04261 15.668228 30.019697 -0.2843983905 -0.073943692 -0.1556391483 -0.1599429917 -0.1223177108 -0.115416452
5/1/08 30.609579 21.59408 25.488388 33.381794 17.851822 33.936531 -0.0940331629 -0.010572412 0.0307414525 -0.017810713 -0.0800304688 -0.0116203563
4/1/08 33.786644 21.824821 24.728207 33.987129 19.404797 34.335522 -0.0097598897 -0.0147839149 0.0211758836 0.1312519557 0.2600849737 -0.0806500133
3/3/08 34.119648 22.152319 24.215424 30.043819 15.399594 37.347607 -0.0300418084 -0.0884589462 0.0996266557 -0.1133755558 -0.1036503231 -0.0194315694
2/1/08 35.176411 24.302053 22.021496 33.88562 17.180342 38.087711 -0.0998867374 0.0329619646 -0.0950895961 -0.104852966 0.0417939019 -0.0571428543
1/2/08 39.079983 23.526571 24.335554 37.854809 16.491114 40.396057 0.070043788 -0.023578395 -0.0648403102 0.0096627789 -0.2712419505 -0.0062071863
12/3/07 36.521854 24.094685 26.022886 37.492527 22.629066 40.648369 -0.0925820911 0.001388996 0.0876733878 -0.1028689652 -0.0737377355 0.0425444718
11/1/07 40.248108 24.061264 23.925276 41.791584 24.430517 38.989578 -0.0445318468 0.058711395 -0.0856665002 -0.0524181976 -0.1879853828 0.0587463113
10/1/07 42.123966 22.726934 26.166903 44.103405 30.086302 36.826176 -0.039586273 -0.0197061758 -0.0038685462 0.0282501457 0.179656613 0.066210869
9/4/07 43.860229 23.183798 26.268524 42.891708 25.504288 34.539299 0.0044957937 0.1123953222 0.0611989483 0.062987151 0.1822295622 0.095521832
8/1/07 43.663925 20.84133 24.753628 40.350166 21.573042 31.527714 0.0687473449 0.0325390556 0.0181307235 -0.0043639277 0.1275510577 0.0712188626
7/2/07 40.855236 20.184544 24.312819 40.527023 19.132652 29.431627 -0.0300674965 -0.1289632206 -0.0481356898 -0.0285936358 0.2051425052 -0.0006993699
6/1/07 42.121731 23.17301 25.542316 41.719948 15.875842 29.452225 -0.0358903894 0.0350294773 0.0038703277 -0.0353770141 0.1627359487 0.0158053581
5/1/07 43.689774 22.388744 25.44384 43.250004 13.653867 28.993965 0.0072865303 0.0286830285 0.0676652866 0.074784225 0.0010786592 0.0542969781
4/2/07 43.37373 21.764473 23.831289 40.240639 13.639155 27.500757 -0.0023520111 0.011446045 -0.0090392109 0.0346648887 0.0804382225 0.0115530524
3/1/07 43.475986 21.518175 24.04867 38.892437 12.623725 27.186668 0.0037378836 -0.0105700496 0.0714674449 0.0001650979 0.0814425167 0.1016792192
2/1/07 43.314083 21.748053 22.444611 38.886017 11.673043 24.677481 -0.0225070293 0.039704143 -0.0220569307 0.0162751882 -0.1023088795 -0.0691751537
1/3/07 44.311401 20.91754 22.950836 38.263275 13.003407 26.511412