Computer Assignment S1 2015 (1) Copy

0.05% Student ID 1:10.75% Student ID 2:11.51% Student ID 3:

0.000165 Name 1:0.128 Name 2:

16.24% Name 3:0.631 Members:

9.82%34.60%26.78%28.54%36.39%

19% MV Portfolio, 25.70%

22.22%13.46%0.019

13.88%0.826

y* (analytical) 2.97Utility (numerical) 19.04%

E(rP&G)E(rWALMART)Annual(E(rVERIZON) - rf)AnnualVar(rIBM)Var(rGOLDMAN)AnnualP&GAnnualSharpe ratio, SVERIZON

9% MV Portfolio, wIBM11% MV Portfolio, wP&G13% MV Portfolio, wWALMART15% MV Portfolio, wVERIZON17% MV Portfolio, wGOLDMAN

Optimal Risky Portfolio, wIBME(rP*)Var(rP*)(rP*)SP*

0 0.05 0.1 0.15 0.2 0.25 0.30

0.05

0.1

0.15

0.2

0.25

0.3

Efficient frontier

E(r)

z3374351

Wendy Yung

1

0 0.05 0.1 0.15 0.2 0.25 0.30

0.05

0.1

0.15

0.2

0.25

0.3

Efficient frontier

E(r)

Date IBM P & G02jan2009 3.81% 1.59%05jan2009 -0.63% -0.72%06jan2009 2.78% -0.29%07jan2009 -1.61% -1.75%08jan2009 -0.69% -1.10%09jan2009 -2.84% -0.91%12jan2009 1.19% 0.13%13jan2009 -0.43% -0.78%14jan2009 -2.52% -2.71%15jan2009 1.12% -0.69%16jan2009 0.95% 0.47%20jan2009 -3.46% -0.52%21jan2009 11.51% 0.94%22jan2009 -1.48% -1.06%23jan2009 -0.64% -1.69%26jan2009 2.36% 0.66%27jan2009 0.07% 0.59%28jan2009 3.45% 2.61%29jan2009 -2.44% 0.07%30jan2009 -0.93% -6.39%02feb2009 -0.79% -2.66%03feb2009 2.80% 1.62%04feb2009 -0.70% -2.58%05feb2009 -0.45% 1.52%06feb2009 4.58% 1.28%09feb2009 0.71% -1.96%10feb2009 -3.67% -2.81%11feb2009 2.03% -0.56%12feb2009 -0.09% 0.23%13feb2009 -1.29% -0.37%17feb2009 -3.38% -1.92%18feb2009 0.93% 1.68%19feb2009 -2.82% 0.35%20feb2009 -0.16% -1.72%23feb2009 -4.98% -2.69%24feb2009 2.41% 1.78%25feb2009 -0.58% 0.30%26feb2009 3.57% -1.90%27feb2009 3.44% -1.63%02mar2009 -3.24% -2.70%03mar2009 -1.44% -0.51%04mar2009 1.96% 1.46%05mar2009 -2.25% -4.04%06mar2009 -1.91% 0.68%09mar2009 -2.72% -3.35%10mar2009 4.52% 2.24%11mar2009 1.57% -0.22%

12mar2009 2.01% 1.58%13mar2009 -0.04% 2.56%16mar2009 0.95% 1.85%17mar2009 1.85% 0.33%18mar2009 -1.03% 0.08%19mar2009 0.77% -3.56%20mar2009 -0.16% -1.55%23mar2009 6.70% 4.72%24mar2009 -0.42% -1.40%25mar2009 -0.36% 2.10%26mar2009 0.85% 1.46%27mar2009 -4.69% -0.39%30mar2009 0.39% -2.66%31mar2009 2.51% -0.40%01apr2009 0.74% 2.38%02apr2009 3.29% 2.51%03apr2009 1.39% 0.42%06apr2009 -0.65% 0.04%07apr2009 -2.77% -1.95%08apr2009 2.47% -0.43%09apr2009 0.50% 1.49%13apr2009 -1.72% -2.34%14apr2009 -0.68% -1.64%15apr2009 -0.42% 3.17%16apr2009 2.61% 3.45%17apr2009 -0.16% 2.44%20apr2009 -0.83% -1.80%21apr2009 1.87% 1.26%22apr2009 0.23% -2.59%23apr2009 -1.10% -0.56%24apr2009 -1.32% 0.39%27apr2009 -0.13% 0.93%28apr2009 1.99% -0.56%29apr2009 2.06% 1.47%30apr2009 -0.80% -1.94%01may2009 1.36% 0.12%04may2009 1.51% 3.01%05may2009 -0.32% -2.35%06may2009 -0.64% 2.11%07may2009 -1.94% 0.98%08may2009 -1.07% 0.45%11may2009 1.39% -2.33%12may2009 1.01% 1.13%13may2009 -1.62% 0.04%14may2009 -1.18% -0.31%15may2009 0.32% -0.26%18may2009 3.17% 3.65%19may2009 0.89% 0.82%

20may2009 -1.38% 2.02%21may2009 -1.18% -1.85%22may2009 -0.90% 0.02%26may2009 3.07% 1.41%27may2009 -1.99% -3.72%28may2009 1.71% 1.56%29may2009 1.52% -1.24%01jun2009 1.97% 2.73%02jun2009 -1.42% 0.66%03jun2009 -0.32% 0.19%04jun2009 -0.15% -0.85%05jun2009 0.86% -0.32%08jun2009 0.23% -0.08%09jun2009 0.60% -1.37%10jun2009 0.19% -0.63%11jun2009 0.97% -0.13%12jun2009 -1.09% 1.04%15jun2009 -0.55% -2.32%16jun2009 -0.28% -2.40%17jun2009 -0.30% -0.18%18jun2009 -0.63% 2.32%19jun2009 -0.41% -1.04%22jun2009 -1.29% -0.16%23jun2009 -0.08% -0.02%24jun2009 -0.28% 0.00%25jun2009 1.83% 2.24%26jun2009 -0.36% 0.14%29jun2009 0.14% 0.93%30jun2009 -1.33% -2.16%01jul2009 0.40% 1.76%02jul2009 -2.97% -1.71%06jul2009 -0.08% 2.07%07jul2009 -1.44% -0.50%08jul2009 0.49% 1.41%09jul2009 1.39% -0.44%10jul2009 -1.22% -0.36%13jul2009 2.77% 1.46%14jul2009 -0.36% 1.06%15jul2009 3.85% 2.07%16jul2009 3.19% 1.02%17jul2009 4.32% 1.29%20jul2009 0.88% -0.64%21jul2009 0.52% -0.13%22jul2009 -1.26% -0.32%23jul2009 1.29% 0.53%24jul2009 0.50% 1.23%27jul2009 -0.01% -0.11%28jul2009 -0.30% -0.13%

29jul2009 -0.02% 0.74%30jul2009 0.51% 0.20%31jul2009 0.06% -1.28%03aug2009 1.69% 0.18%04aug2009 -0.27% -0.27%05aug2009 -0.94% -2.79%06aug2009 -0.46% -4.54%07aug2009 1.66% 1.11%10aug2009 -0.53% 0.27%11aug2009 -0.77% -0.46%12aug2009 1.27% 0.29%13aug2009 0.24% 0.42%14aug2009 -0.84% 0.13%17aug2009 -1.44% -0.31%18aug2009 0.66% 0.46%19aug2009 0.80% 0.67%20aug2009 0.32% 0.42%21aug2009 0.80% 1.06%24aug2009 -0.48% -0.45%25aug2009 -0.41% 0.11%26aug2009 0.54% -0.07%27aug2009 -0.03% -0.56%28aug2009 -1.01% 0.25%31aug2009 -0.14% 1.73%01sep2009 -1.15% -2.01%02sep2009 -0.51% -0.41%03sep2009 0.21% 0.13%04sep2009 0.97% -0.02%08sep2009 -0.26% 2.53%09sep2009 -0.34% -0.81%10sep2009 0.78% 4.24%11sep2009 0.32% -0.71%14sep2009 0.70% -0.61%15sep2009 0.40% -0.49%16sep2009 2.07% 0.51%17sep2009 0.05% 0.40%18sep2009 0.19% 3.22%21sep2009 -0.44% -0.38%22sep2009 0.03% 0.25%23sep2009 -0.65% 0.02%24sep2009 0.10% 1.03%25sep2009 0.12% 0.29%28sep2009 -1.45% 0.26%29sep2009 -0.44% -0.43%30sep2009 0.67% 0.02%01oct2009 -1.43% -2.24%02oct2009 0.95% 0.23%05oct2009 0.61% -0.12%

06oct2009 1.34% 0.62%07oct2009 1.18% -0.14%08oct2009 -0.40% 1.23%09oct2009 2.98% -0.16%12oct2009 0.88% -0.10%13oct2009 -0.02% -0.42%14oct2009 1.05% 0.09%15oct2009 -0.29% -0.12%16oct2009 -4.95% 0.35%19oct2009 1.17% 0.61%20oct2009 -0.20% 0.59%21oct2009 -1.59% -0.34%22oct2009 1.51% 1.11%23oct2009 -1.90% -0.84%26oct2009 -0.21% -1.28%27oct2009 0.45% 0.49%28oct2009 0.70% 0.09%29oct2009 1.13% 4.04%30oct2009 -1.84% -2.59%02nov2009 -0.04% 1.64%03nov2009 0.50% -0.63%04nov2009 0.11% 0.77%05nov2009 1.49% 2.44%06nov2009 0.76% 0.94%09nov2009 2.03% 1.33%10nov2009 0.72% 0.02%11nov2009 0.22% 0.60%12nov2009 -0.73% -1.49%13nov2009 0.61% 0.51%16nov2009 0.93% 1.07%17nov2009 0.33% 0.06%18nov2009 -0.37% 0.16%19nov2009 -0.48% -0.42%20nov2009 -0.45% -0.56%23nov2009 0.98% 1.50%24nov2009 -0.21% 0.11%25nov2009 -0.51% 0.11%27nov2009 -1.24% -0.62%30nov2009 0.52% -0.21%01dec2009 1.26% 0.90%02dec2009 -0.57% 0.45%03dec2009 0.27% -1.00%04dec2009 -0.24% 0.06%07dec2009 -0.17% -0.21%08dec2009 -0.19% -0.96%09dec2009 1.25% 0.60%10dec2009 0.74% 0.00%11dec2009 0.26% 0.16%

14dec2009 0.19% 1.07%15dec2009 -1.11% -1.41%16dec2009 0.17% 0.06%17dec2009 -1.02% -0.92%18dec2009 0.40% -0.06%21dec2009 0.58% -0.41%22dec2009 0.99% 0.00%23dec2009 0.05% 0.02%24dec2009 0.44% -0.05%28dec2009 1.33% -0.05%29dec2009 -0.35% 0.54%30dec2009 0.55% -0.34%31dec2009 -1.26% -1.21%04jan2010 1.18% 0.81%05jan2010 -1.21% 0.03%06jan2010 -0.65% -0.47%07jan2010 -0.35% -0.54%08jan2010 1.00% -0.13%11jan2010 -1.05% -0.40%12jan2010 0.80% 1.15%13jan2010 -0.21% 1.03%14jan2010 1.60% 0.10%15jan2010 -0.40% -1.23%19jan2010 1.79% 1.48%20jan2010 -2.90% -1.34%21jan2010 -0.96% -1.01%22jan2010 -2.71% 0.79%25jan2010 0.49% 0.53%26jan2010 -0.29% 0.10%27jan2010 0.46% 0.20%28jan2010 -2.04% 1.43%29jan2010 -1.10% -0.21%01feb2010 1.86% 0.71%02feb2010 0.69% 1.47%03feb2010 0.10% -0.40%04feb2010 -2.12% -2.00%05feb2010 0.42% -0.16%08feb2010 -0.88% -0.47%09feb2010 1.09% 1.23%10feb2010 -0.32% -0.15%11feb2010 0.75% 0.47%12feb2010 0.22% -0.32%16feb2010 0.99% 1.73%17feb2010 0.88% 0.03%18feb2010 1.17% 0.86%19feb2010 -0.49% 0.09%22feb2010 -0.27% -0.05%23feb2010 -0.31% -0.33%

24feb2010 0.89% 1.08%25feb2010 -0.41% -0.30%26feb2010 0.07% -0.66%01mar2010 1.11% 0.36%02mar2010 -0.89% 0.31%03mar2010 -0.42% -0.25%04mar2010 -0.13% 0.19%05mar2010 0.42% 0.03%08mar2010 -0.66% -0.79%09mar2010 -0.68% 0.17%10mar2010 0.06% -0.46%11mar2010 1.58% 0.25%12mar2010 0.27% 0.24%15mar2010 -0.09% 0.60%16mar2010 0.66% -0.27%17mar2010 -0.71% 0.76%18mar2010 0.49% -0.44%19mar2010 -0.52% 0.17%22mar2010 0.21% 0.06%23mar2010 1.09% 1.02%24mar2010 -0.65% -1.43%25mar2010 0.55% 0.02%26mar2010 0.02% 0.11%29mar2010 -0.52% 0.06%30mar2010 0.14% -0.11%31mar2010 -0.40% -0.61%01apr2010 0.00% 0.14%05apr2010 0.86% 0.63%06apr2010 -0.32% -1.02%07apr2010 -0.35% -0.97%08apr2010 -0.68% 0.10%09apr2010 0.90% 0.27%12apr2010 -0.31% -0.05%13apr2010 0.52% 0.48%14apr2010 1.72% 0.30%15apr2010 -0.27% -0.30%16apr2010 -0.20% -0.24%19apr2010 1.22% 0.59%20apr2010 -1.92% -0.05%21apr2010 -0.54% 0.70%22apr2010 0.11% -0.06%23apr2010 0.67% -0.08%26apr2010 0.57% 0.63%27apr2010 -1.46% -1.30%28apr2010 0.99% 0.86%29apr2010 0.28% -1.54%30apr2010 -1.12% -0.06%03may2010 0.47% 0.84%

04may2010 -1.14% -1.55%05may2010 -0.52% 0.73%06may2010 -2.27% -2.27%07may2010 -1.47% -0.72%10may2010 3.42% 3.50%11may2010 0.49% -0.08%12may2010 4.56% 1.04%13may2010 -0.90% -0.43%14may2010 -0.22% -0.33%17may2010 -0.57% 1.34%18may2010 -0.38% -0.27%19may2010 -0.84% 0.02%20may2010 -3.93% -2.55%21may2010 1.31% 0.39%24may2010 -0.77% -0.73%25may2010 0.06% -0.57%26may2010 -1.04% -1.00%27may2010 2.56% 0.84%28may2010 -0.89% 0.23%01jun2010 -0.73% 0.11%02jun2010 2.47% 0.95%03jun2010 0.43% 0.10%04jun2010 -2.09% -1.62%07jun2010 -0.92% -0.30%08jun2010 -0.33% 2.51%09jun2010 0.15% -1.08%10jun2010 3.05% 0.72%11jun2010 0.60% -1.45%14jun2010 0.04% 0.39%15jun2010 1.00% 1.08%16jun2010 0.43% -1.16%17jun2010 0.48% 0.93%18jun2010 -0.63% -0.74%21jun2010 0.38% -0.33%22jun2010 -1.03% -0.62%23jun2010 0.63% 1.09%24jun2010 -1.48% -0.83%25jun2010 -0.83% -1.77%28jun2010 1.46% 1.39%29jun2010 -3.02% -0.49%30jun2010 -1.29% -0.56%01jul2010 -0.74% -0.73%02jul2010 -0.58% -0.27%06jul2010 1.31% -0.07%07jul2010 2.87% 2.49%08jul2010 0.76% 1.86%09jul2010 -0.01% -0.32%12jul2010 0.55% 0.55%

13jul2010 1.41% 0.48%14jul2010 0.18% 0.43%15jul2010 0.00% 0.11%16jul2010 -2.06% -1.18%19jul2010 1.37% -0.21%20jul2010 -2.50% 0.34%21jul2010 -1.01% -0.77%22jul2010 1.76% 0.43%23jul2010 0.71% 0.88%26jul2010 0.02% 0.99%27jul2010 0.17% 0.90%28jul2010 -0.16% -0.60%29jul2010 -0.32% -1.64%30jul2010 0.30% -0.83%02aug2010 1.84% 1.47%03aug2010 -0.30% -3.42%04aug2010 0.69% -0.65%05aug2010 0.43% 0.52%06aug2010 -0.79% 0.27%09aug2010 1.43% 0.60%10aug2010 -0.12% 0.66%11aug2010 -1.52% -0.84%12aug2010 -1.18% -0.46%13aug2010 -0.34% -0.28%16aug2010 -0.08% -0.08%17aug2010 0.53% 0.87%18aug2010 0.73% 0.76%19aug2010 -0.38% -0.92%20aug2010 -1.09% -0.35%23aug2010 -0.81% 0.08%24aug2010 -1.24% -0.62%25aug2010 0.30% 0.02%26aug2010 -1.99% -0.22%27aug2010 1.59% 0.44%30aug2010 -1.07% -0.72%31aug2010 -0.22% 0.51%01sep2010 2.14% 0.22%02sep2010 -0.58% 0.45%03sep2010 2.03% 0.37%07sep2010 -1.28% -0.25%08sep2010 0.10% 0.38%09sep2010 0.22% -0.13%10sep2010 1.29% 0.18%13sep2010 1.27% 0.13%14sep2010 -0.59% 0.26%15sep2010 0.45% 0.78%16sep2010 0.19% 0.00%17sep2010 0.40% -0.23%

20sep2010 1.23% 0.75%21sep2010 0.14% 0.15%22sep2010 0.45% 0.44%23sep2010 -0.68% -0.92%24sep2010 1.85% 0.69%27sep2010 0.40% -0.97%28sep2010 0.18% -0.69%29sep2010 0.44% -0.61%30sep2010 -0.99% -0.46%01oct2010 1.12% 0.32%04oct2010 -0.29% -0.33%05oct2010 1.78% 1.43%06oct2010 0.13% 0.08%07oct2010 0.64% -0.11%08oct2010 0.09% 1.74%11oct2010 0.58% 0.45%12oct2010 0.14% -0.19%13oct2010 0.37% 0.98%14oct2010 0.81% 0.27%15oct2010 -0.31% -0.06%18oct2010 1.25% 0.94%19oct2010 -3.36% -0.27%20oct2010 0.75% 1.06%21oct2010 0.55% 0.22%22oct2010 -0.11% -0.17%25oct2010 0.12% 0.22%26oct2010 0.59% -1.07%27oct2010 0.54% 0.35%28oct2010 -0.37% 0.17%29oct2010 1.92% 0.60%01nov2010 -0.19% 0.08%02nov2010 0.36% 0.63%03nov2010 0.23% 0.45%04nov2010 1.82% 1.07%05nov2010 0.09% 0.00%08nov2010 0.13% -0.38%09nov2010 -0.22% 0.09%10nov2010 0.28% -0.37%11nov2010 -0.76% -0.33%12nov2010 -1.16% -0.05%15nov2010 -0.07% -0.06%16nov2010 -0.97% -1.31%17nov2010 -0.20% -0.28%18nov2010 1.70% 1.19%19nov2010 0.48% 0.05%22nov2010 0.23% -0.77%23nov2010 -1.52% -1.49%24nov2010 1.84% -0.02%

26nov2010 -1.17% -0.75%29nov2010 -0.85% 0.00%30nov2010 -1.00% -1.71%01dec2010 2.09% 1.77%02dec2010 0.53% 0.34%03dec2010 0.14% -0.05%06dec2010 -0.27% -0.43%07dec2010 -0.67% 0.15%08dec2010 0.67% 0.77%09dec2010 -0.47% 0.38%10dec2010 0.36% 0.52%13dec2010 -0.37% -0.02%14dec2010 1.07% 0.57%15dec2010 -0.75% 0.14%16dec2010 -0.12% 1.35%17dec2010 0.31% 0.48%20dec2010 -0.34% 0.25%21dec2010 0.85% -0.15%22dec2010 0.14% 0.12%23dec2010 -0.04% 0.45%27dec2010 -0.38% -0.87%28dec2010 0.25% 0.14%29dec2010 0.56% -0.56%30dec2010 0.10% -0.19%31dec2010 0.06% 0.08%03jan2011 0.49% 0.68%04jan2011 0.11% 0.28%05jan2011 -0.40% -0.23%06jan2011 1.09% -0.17%07jan2011 -0.49% -0.29%10jan2011 -0.20% -0.22%11jan2011 -0.24% -0.50%12jan2011 1.24% 1.45%13jan2011 -0.19% 0.78%14jan2011 0.79% 0.08%18jan2011 0.43% -0.05%19jan2011 3.35% 0.51%20jan2011 0.07% 0.69%21jan2011 -0.19% 0.17%24jan2011 2.66% 1.02%25jan2011 1.13% 0.18%26jan2011 -0.25% -0.88%27jan2011 0.02% -2.92%28jan2011 -1.15% 0.03%31jan2011 1.75% -1.67%01feb2011 0.96% -0.33%02feb2011 -0.16% -0.21%03feb2011 0.14% 0.18%

04feb2011 0.29% 1.13%07feb2011 0.50% 1.48%08feb2011 1.14% 0.14%09feb2011 -0.84% -0.39%10feb2011 -0.34% 0.30%11feb2011 -0.15% 0.23%14feb2011 -0.38% -0.29%15feb2011 -0.23% -0.96%16feb2011 0.34% -0.25%17feb2011 0.51% 0.38%18feb2011 0.37% 0.47%22feb2011 -1.75% -0.36%23feb2011 -1.09% 0.12%24feb2011 0.37% -1.71%25feb2011 0.94% -0.33%28feb2011 -0.25% 0.33%01mar2011 -1.18% -0.49%02mar2011 0.12% -0.53%03mar2011 2.07% 0.22%04mar2011 -1.01% -0.83%07mar2011 -1.17% -0.52%08mar2011 1.47% 0.55%09mar2011 2.21% -0.08%10mar2011 -2.32% -0.82%11mar2011 0.25% 0.00%14mar2011 -0.64% -0.23%15mar2011 -1.47% -1.12%16mar2011 -3.79% -1.53%17mar2011 0.77% 1.17%18mar2011 1.11% 0.28%21mar2011 1.15% 1.16%22mar2011 0.20% -0.60%23mar2011 0.97% -0.03%24mar2011 0.32% 0.38%25mar2011 1.34% -0.43%28mar2011 -0.50% -0.36%29mar2011 0.94% 1.02%30mar2011 0.44% 1.13%31mar2011 -0.32% -0.60%01apr2011 0.74% 0.78%04apr2011 -0.01% 0.29%05apr2011 -0.16% -0.95%06apr2011 0.03% 0.15%07apr2011 0.21% 0.60%08apr2011 -0.20% -0.37%11apr2011 -0.06% 0.47%12apr2011 -0.43% 1.13%13apr2011 0.43% 0.16%

14apr2011 0.62% 0.49%15apr2011 0.75% 1.39%18apr2011 -0.16% -0.28%19apr2011 -0.33% -0.22%20apr2011 -0.39% -0.22%21apr2011 2.14% -0.71%25apr2011 -0.36% 0.16%26apr2011 0.49% 0.73%27apr2011 1.12% 1.12%28apr2011 0.24% 0.75%29apr2011 -0.12% 0.62%02may2011 0.92% 0.43%03may2011 0.42% 0.81%04may2011 -1.30% 1.16%05may2011 -1.27% -0.89%06may2011 0.70% -0.93%09may2011 0.12% -0.20%10may2011 0.76% 0.91%11may2011 -0.52% 0.29%12may2011 1.62% 1.40%13may2011 -1.35% 0.03%16may2011 -0.62% 0.12%17may2011 0.97% 0.72%18may2011 -0.04% -0.06%19may2011 0.09% 0.12%20may2011 -0.25% -0.15%23may2011 -1.12% -0.46%24may2011 -0.16% -0.06%25may2011 -0.14% -0.94%26may2011 -0.34% -0.29%27may2011 0.19% 0.02%31may2011 0.85% 1.21%01jun2011 -1.40% -0.90%02jun2011 -0.28% -0.59%03jun2011 -0.63% -0.88%06jun2011 -0.18% 0.11%07jun2011 -0.64% -0.67%08jun2011 0.40% -0.32%09jun2011 0.30% 0.25%10jun2011 -1.01% -0.48%13jun2011 -0.01% 0.11%14jun2011 0.58% -0.02%15jun2011 -1.09% -1.54%16jun2011 0.21% 0.78%17jun2011 1.09% 0.67%20jun2011 0.35% 0.62%21jun2011 0.73% -1.34%22jun2011 -0.32% -0.25%

23jun2011 0.27% -0.94%24jun2011 -0.63% -1.37%27jun2011 1.54% 0.37%28jun2011 1.43% -0.16%29jun2011 0.31% -0.27%30jun2011 0.59% 1.63%01jul2011 1.74% 1.10%05jul2011 0.51% -0.02%06jul2011 1.30% 0.68%07jul2011 -0.69% 0.39%08jul2011 0.01% -0.03%11jul2011 -0.85% -0.32%12jul2011 -0.54% -0.29%13jul2011 0.16% 0.17%14jul2011 -0.05% -0.06%15jul2011 0.75% 0.36%18jul2011 -0.15% -0.43%19jul2011 5.67% 0.09%20jul2011 -0.84% 0.18%21jul2011 0.68% 0.45%22jul2011 0.15% -0.37%25jul2011 -0.80% -1.46%26jul2011 -0.42% -0.35%27jul2011 -0.86% -1.41%28jul2011 0.25% -0.45%29jul2011 0.03% -0.69%01aug2011 -0.60% -0.10%02aug2011 -1.49% -0.91%03aug2011 0.44% -0.23%04aug2011 -4.11% -1.89%05aug2011 0.87% 1.70%08aug2011 -3.47% -2.15%09aug2011 2.64% 1.57%10aug2011 -4.73% -2.84%11aug2011 2.58% 3.32%12aug2011 0.88% 1.14%15aug2011 2.85% 1.21%16aug2011 -1.01% -0.42%17aug2011 0.14% 0.08%18aug2011 -4.46% -1.31%19aug2011 -3.84% 0.16%22aug2011 0.91% 1.23%23aug2011 3.36% 2.12%24aug2011 1.48% 0.46%25aug2011 -0.71% -1.23%26aug2011 2.15% 0.06%29aug2011 2.06% 0.83%30aug2011 -0.06% 0.65%

31aug2011 -0.35% 0.28%01sep2011 -0.92% -0.66%02sep2011 -1.97% -1.12%06sep2011 -1.12% -0.27%07sep2011 1.33% 0.55%08sep2011 -1.23% 0.30%09sep2011 -2.35% -1.70%12sep2011 0.65% -0.02%13sep2011 0.62% 0.18%14sep2011 2.33% 0.65%15sep2011 1.70% 0.71%16sep2011 1.70% 2.47%19sep2011 0.08% -0.81%20sep2011 0.92% 0.42%21sep2011 -0.97% -1.65%22sep2011 -2.54% -2.94%23sep2011 0.43% 0.13%26sep2011 3.05% 2.11%27sep2011 1.83% 1.15%28sep2011 -0.09% -0.84%29sep2011 0.91% 1.55%30sep2011 -2.40% -0.82%03oct2011 -0.90% -0.54%04oct2011 0.84% 0.84%05oct2011 1.21% -0.05%06oct2011 2.74% 0.43%07oct2011 0.39% 0.47%10oct2011 2.32% 1.39%11oct2011 -0.87% -0.35%12oct2011 0.61% 0.50%13oct2011 0.38% -0.37%14oct2011 1.99% 0.37%17oct2011 -2.07% -0.97%18oct2011 -4.12% 1.03%19oct2011 -0.84% 0.55%20oct2011 -0.08% 0.53%21oct2011 2.47% 1.80%24oct2011 0.34% -1.34%25oct2011 -1.04% -1.32%26oct2011 0.89% 0.68%27oct2011 2.15% 0.48%28oct2011 0.84% -0.81%31oct2011 -1.50% -1.14%01nov2011 -1.78% -2.00%02nov2011 1.42% 0.24%03nov2011 1.84% 0.56%04nov2011 -0.49% -0.28%07nov2011 0.50% 0.68%

08nov2011 0.36% 1.18%09nov2011 -2.68% -2.32%10nov2011 0.61% 0.83%11nov2011 2.20% 1.03%14nov2011 -0.02% -1.31%15nov2011 0.75% 0.81%16nov2011 -1.13% -0.44%17nov2011 -0.48% -0.54%18nov2011 -0.26% 0.48%21nov2011 -2.03% -2.50%22nov2011 -0.09% 0.05%23nov2011 -1.85% -1.02%25nov2011 -0.50% -0.10%28nov2011 2.91% 2.03%29nov2011 -0.70% 0.47%30nov2011 3.90% 3.26%01dec2011 0.77% -0.76%02dec2011 0.11% 0.91%05dec2011 0.62% 0.28%06dec2011 1.10% 0.00%07dec2011 0.58% 0.60%08dec2011 -1.27% -1.17%09dec2011 1.56% 0.78%12dec2011 -1.22% -1.02%13dec2011 -0.54% 0.65%14dec2011 -1.27% -0.43%15dec2011 -0.66% 0.84%16dec2011 -2.09% 0.23%19dec2011 -0.37% -0.29%20dec2011 2.38% 1.29%21dec2011 -3.08% 0.32%22dec2011 0.31% 0.29%23dec2011 1.49% 0.73%27dec2011 0.11% 0.18%28dec2011 -0.52% -0.37%29dec2011 1.19% 0.65%30dec2011 -1.24% -0.39%03jan2012 1.32% 0.18%04jan2012 -0.41% -0.04%05jan2012 -0.47% -0.42%06jan2012 -1.15% -0.24%09jan2012 -0.52% 0.42%10jan2012 -0.15% -0.47%11jan2012 0.56% -0.98%12jan2012 -0.97% 0.20%13jan2012 -0.77% 0.00%17jan2012 0.47% 0.68%18jan2012 0.59% 0.45%

19jan2012 -0.30% 0.08%20jan2012 4.43% 0.23%23jan2012 0.77% -1.86%24jan2012 1.03% -0.77%25jan2012 -0.10% 0.74%26jan2012 -0.39% -0.28%27jan2012 -0.27% -0.77%30jan2012 1.07% -1.70%31jan2012 0.05% -0.27%01feb2012 0.01% 0.27%02feb2012 -0.57% 0.17%03feb2012 1.10% -0.87%06feb2012 -0.42% 1.18%07feb2012 0.27% 0.30%08feb2012 0.18% -0.09%09feb2012 0.09% 0.63%10feb2012 -0.37% -0.25%13feb2012 0.10% 0.55%14feb2012 -0.21% 0.39%15feb2012 0.02% 0.11%16feb2012 0.40% 1.01%17feb2012 0.21% -0.44%21feb2012 -0.02% -0.75%22feb2012 0.25% 0.03%23feb2012 1.93% 3.07%24feb2012 0.08% 0.44%27feb2012 -0.12% -0.01%28feb2012 0.23% 1.03%29feb2012 -0.63% 0.34%01mar2012 0.41% -1.42%02mar2012 0.65% 0.01%05mar2012 0.93% 0.42%06mar2012 -1.69% -0.16%07mar2012 0.26% -0.39%08mar2012 1.03% 0.48%09mar2012 0.41% 0.04%12mar2012 0.19% 1.17%13mar2012 1.38% 0.28%14mar2012 0.46% -0.07%15mar2012 0.63% -0.25%16mar2012 0.00% -0.64%19mar2012 -0.14% -0.06%20mar2012 -0.71% 0.00%21mar2012 0.22% -0.01%22mar2012 0.39% 0.48%23mar2012 0.00% -0.13%26mar2012 1.11% 0.04%27mar2012 -0.28% -0.46%

28mar2012 0.05% 0.06%29mar2012 0.47% -0.27%30mar2012 0.18% 0.30%02apr2012 0.39% 0.52%03apr2012 0.01% -0.70%04apr2012 -1.65% 0.25%05apr2012 -0.28% 0.07%09apr2012 -0.26% -0.74%10apr2012 -1.27% -0.69%11apr2012 0.12% 0.14%12apr2012 1.35% -0.53%13apr2012 -1.23% -0.42%16apr2012 -0.04% 1.47%17apr2012 2.33% 0.36%18apr2012 -3.53% -0.40%19apr2012 -0.31% -0.27%20apr2012 0.05% 1.41%23apr2012 -0.49% -1.27%24apr2012 0.69% 0.53%25apr2012 1.79% 0.67%26apr2012 0.99% -0.03%27apr2012 0.60% -3.63%30apr2012 0.13% -1.24%01may2012 0.44% -0.11%02may2012 0.03% 0.64%03may2012 -0.39% 0.83%04may2012 -1.09% -0.36%07may2012 -0.60% -0.05%08may2012 -0.70% -0.14%09may2012 -0.12% -0.76%10may2012 -0.31% 0.74%11may2012 0.28% -0.72%14may2012 -0.86% -0.16%15may2012 -0.20% 0.22%16may2012 0.35% 0.89%17may2012 -0.92% -0.51%18may2012 -1.02% -0.69%21may2012 0.96% -0.20%22may2012 -0.48% -0.38%23may2012 -0.36% -1.20%24may2012 -0.02% 0.29%25may2012 -0.91% -0.13%29may2012 1.11% 0.74%30may2012 -0.98% -1.00%31may2012 -0.84% -0.05%01jun2012 -1.98% -1.19%04jun2012 -0.29% -0.24%05jun2012 0.35% -0.38%

06jun2012 2.53% 1.04%07jun2012 0.23% 1.55%08jun2012 0.36% -0.02%11jun2012 -1.35% -0.33%12jun2012 1.06% 0.35%13jun2012 -0.75% -0.30%14jun2012 1.04% 0.97%15jun2012 2.05% -0.47%18jun2012 -0.41% -0.94%19jun2012 0.32% -0.13%20jun2012 -0.08% -2.93%21jun2012 -2.71% -1.06%22jun2012 0.16% 0.13%25jun2012 -0.43% -0.87%26jun2012 -0.47% -0.07%27jun2012 0.55% 1.20%28jun2012 -0.83% 0.52%29jun2012 2.18% 1.59%02jul2012 0.13% -0.10%03jul2012 0.05% 0.28%05jul2012 -0.33% -0.02%06jul2012 -1.99% -0.11%09jul2012 -0.91% 0.44%10jul2012 -1.80% 0.29%11jul2012 -0.54% -0.53%12jul2012 -1.17% 3.75%13jul2012 1.59% 2.18%16jul2012 -0.66% -0.43%17jul2012 -0.62% 0.83%18jul2012 2.50% 0.05%19jul2012 3.77% 0.15%20jul2012 -1.48% -0.29%23jul2012 -0.84% -0.53%24jul2012 -0.26% -0.57%25jul2012 0.39% 0.00%26jul2012 1.50% 0.84%27jul2012 1.26% 0.82%30jul2012 0.15% 0.02%31jul2012 -0.36% -0.86%01aug2012 -0.41% -0.82%02aug2012 -0.37% -0.78%03aug2012 2.09% 3.13%06aug2012 0.12% 0.47%07aug2012 0.59% 0.62%08aug2012 -0.03% 0.76%09aug2012 -0.31% 0.01%10aug2012 0.44% 0.06%13aug2012 -0.14% -0.43%

14aug2012 -0.36% 0.38%15aug2012 0.06% -0.13%16aug2012 1.23% 0.54%17aug2012 0.19% 0.00%20aug2012 -0.36% -0.37%21aug2012 -0.92% 0.03%22aug2012 -0.70% 0.12%23aug2012 -0.79% -0.25%24aug2012 1.06% 0.51%27aug2012 -1.05% 0.13%28aug2012 -0.42% -0.18%29aug2012 0.11% -0.18%30aug2012 -0.88% 0.01%31aug2012 0.77% 0.46%04sep2012 -0.16% 0.31%05sep2012 0.26% -0.16%06sep2012 2.08% 1.41%07sep2012 0.20% 0.41%10sep2012 0.73% -0.01%11sep2012 1.15% -0.36%12sep2012 0.25% -0.23%13sep2012 1.27% 1.19%14sep2012 0.22% 0.36%17sep2012 0.16% 0.13%18sep2012 -0.04% -0.04%19sep2012 -0.31% 0.06%20sep2012 -0.12% 0.43%21sep2012 -0.10% -0.20%24sep2012 -0.33% 0.49%25sep2012 -0.15% -0.24%26sep2012 -0.48% -0.42%27sep2012 0.94% 0.00%28sep2012 0.75% 0.09%01oct2012 1.46% 0.13%02oct2012 -0.30% -0.95%03oct2012 0.32% 0.55%04oct2012 -0.06% 0.30%05oct2012 0.10% 0.36%08oct2012 -0.37% -0.76%09oct2012 -0.87% -0.58%10oct2012 -1.04% -0.82%11oct2012 -0.03% -0.21%12oct2012 0.99% -0.09%15oct2012 0.54% 1.13%16oct2012 0.99% 0.42%17oct2012 -4.91% 1.50%18oct2012 -2.83% 0.00%19oct2012 -0.82% -1.30%

22oct2012 0.54% -0.10%23oct2012 -1.62% -1.55%24oct2012 -0.28% 0.95%25oct2012 0.46% 2.92%26oct2012 0.87% -0.90%31oct2012 0.65% -0.29%01nov2012 1.35% 0.01%02nov2012 -1.89% -0.09%05nov2012 0.37% -0.75%06nov2012 0.48% 0.38%07nov2012 -1.57% -1.26%08nov2012 -0.55% -1.69%09nov2012 -0.24% 0.15%12nov2012 -0.21% 0.10%13nov2012 -0.49% -0.34%14nov2012 -1.49% -0.48%15nov2012 0.18% -0.32%16nov2012 0.59% 0.75%19nov2012 1.82% 1.65%20nov2012 -0.60% 0.56%21nov2012 0.58% 0.25%23nov2012 1.68% 1.64%26nov2012 -0.32% -0.16%27nov2012 -0.86% -0.71%28nov2012 0.39% 0.65%29nov2012 -0.23% 0.09%30nov2012 -0.76% 0.47%03dec2012 -0.31% -0.36%04dec2012 -0.06% -0.39%05dec2012 -0.37% 0.14%06dec2012 0.56% 0.78%07dec2012 1.19% 0.49%10dec2012 0.35% -0.10%11dec2012 0.82% 0.63%12dec2012 -0.64% 0.14%13dec2012 -0.50% -0.89%14dec2012 -0.12% -0.29%17dec2012 0.97% 0.00%18dec2012 1.07% 0.06%19dec2012 -0.31% -0.90%20dec2012 -0.16% 0.69%21dec2012 -0.69% -1.58%24dec2012 -0.53% -0.29%26dec2012 -0.23% -0.76%27dec2012 0.40% -0.04%28dec2012 -1.49% -1.21%31dec2012 0.91% 1.10%02jan2013 2.51% 2.21%

03jan2013 -0.55% -0.63%04jan2013 -0.66% 0.20%07jan2013 -0.44% -0.68%08jan2013 -0.14% -0.16%09jan2013 -0.29% 0.54%10jan2013 0.29% 0.57%11jan2013 0.81% -0.07%14jan2013 -0.94% 0.59%15jan2013 -0.06% 0.36%16jan2013 0.05% 0.03%17jan2013 0.55% 0.48%18jan2013 0.42% 0.39%22jan2013 0.83% 0.01%23jan2013 4.41% 1.06%24jan2013 -0.15% -0.38%25jan2013 0.27% 4.02%28jan2013 -0.02% 0.71%29jan2013 -0.50% 1.67%30jan2013 -0.19% 0.11%31jan2013 -0.22% 0.11%01feb2013 1.04% 1.01%04feb2013 -0.68% -0.88%05feb2013 -0.49% 0.60%06feb2013 -0.45% 0.59%07feb2013 -0.64% 0.00%08feb2013 0.97% -0.53%11feb2013 -0.75% 0.08%12feb2013 -0.06% 0.22%13feb2013 0.02% 0.76%14feb2013 -0.22% 0.29%15feb2013 0.67% -0.31%19feb2013 -0.33% 1.10%20feb2013 -0.50% -0.39%21feb2013 -0.49% -0.05%22feb2013 1.39% -0.06%25feb2013 -1.78% -1.39%26feb2013 0.83% 0.21%27feb2013 1.60% 0.88%28feb2013 -0.74% -0.74%01mar2013 1.04% 0.41%04mar2013 1.12% 0.25%05mar2013 0.65% 0.48%06mar2013 0.90% 0.19%07mar2013 0.50% -0.39%08mar2013 0.46% 0.36%11mar2013 -0.14% 0.22%12mar2013 0.22% -0.23%13mar2013 0.72% -0.48%

14mar2013 1.76% 0.77%15mar2013 -0.41% -1.36%18mar2013 -0.80% -0.24%19mar2013 0.11% 1.25%20mar2013 0.76% 0.61%21mar2013 -1.30% -0.48%22mar2013 -0.08% 0.08%25mar2013 -0.63% -0.76%26mar2013 0.77% 0.94%27mar2013 -0.69% -0.44%28mar2013 1.14% 0.00%01apr2013 -0.43% 0.83%02apr2013 0.93% 1.62%03apr2013 -0.79% -1.06%04apr2013 -0.63% 0.54%05apr2013 -0.90% -0.39%08apr2013 -0.04% 0.72%09apr2013 -0.05% -0.67%10apr2013 1.33% 1.25%11apr2013 0.43% 0.54%12apr2013 -0.72% 0.51%15apr2013 -1.00% -0.54%16apr2013 1.31% 0.56%17apr2013 -1.10% -1.30%18apr2013 -1.20% 1.02%19apr2013 -8.28% 1.95%22apr2013 -1.14% -0.04%23apr2013 2.01% 1.40%24apr2013 0.05% -5.84%25apr2013 1.17% -0.70%26apr2013 0.19% 0.68%29apr2013 2.49% 0.75%30apr2013 1.70% -1.17%01may2013 -1.44% 0.29%02may2013 1.38% 1.00%03may2013 1.05% 0.55%06may2013 -0.85% -0.56%07may2013 0.42% 0.24%08may2013 1.05% 0.64%09may2013 -0.77% -0.29%10may2013 0.61% 0.70%13may2013 -0.98% -0.22%14may2013 0.37% 1.12%15may2013 0.05% 1.52%16may2013 0.67% -0.59%17may2013 1.83% -0.22%20may2013 -0.40% -1.16%21may2013 0.51% -0.37%

22may2013 -0.80% 0.03%23may2013 -0.40% -0.15%24may2013 -0.21% 4.04%28may2013 1.00% -1.25%29may2013 0.07% -2.42%30may2013 0.69% 0.24%31may2013 -0.64% -2.95%03jun2013 0.45% 1.17%04jun2013 -1.32% -0.37%05jun2013 -1.67% -0.92%06jun2013 0.52% 0.21%07jun2013 1.25% 1.21%10jun2013 -0.64% 0.41%11jun2013 -0.51% 0.06%12jun2013 -1.36% -0.67%13jun2013 1.28% 1.07%14jun2013 -0.77% -0.51%17jun2013 0.42% 1.19%18jun2013 0.90% 0.10%19jun2013 -1.43% -1.81%20jun2013 -2.27% -3.04%21jun2013 -0.96% 2.90%24jun2013 -0.98% -1.10%25jun2013 0.74% 0.14%26jun2013 -0.06% 0.93%27jun2013 0.41% 0.35%28jun2013 -2.32% -0.88%01jul2013 0.09% 1.34%02jul2013 0.12% 0.54%03jul2013 0.91% 0.17%05jul2013 0.87% -0.29%08jul2013 0.03% 0.54%09jul2013 -1.89% 1.03%10jul2013 0.50% 0.29%11jul2013 0.29% 1.22%12jul2013 -0.38% 0.97%15jul2013 1.00% -0.05%16jul2013 -0.08% -0.66%17jul2013 0.36% -0.34%18jul2013 1.77% 0.26%19jul2013 -2.25% 1.33%22jul2013 0.28% -0.18%23jul2013 0.46% -0.33%24jul2013 0.84% -0.84%25jul2013 0.31% 0.17%26jul2013 0.07% -0.02%29jul2013 -0.58% -0.37%30jul2013 -0.10% 0.44%

31jul2013 -0.49% -0.17%01aug2013 0.39% 1.67%02aug2013 -0.33% -0.43%05aug2013 0.17% 0.14%06aug2013 -2.31% 0.42%07aug2013 -0.77% 0.27%08aug2013 -0.33% 0.26%09aug2013 -0.06% -0.65%12aug2013 0.68% -0.02%13aug2013 -0.35% 0.05%14aug2013 -0.47% -0.50%15aug2013 -0.93% -0.95%16aug2013 -0.24% -0.72%19aug2013 -0.60% -0.39%20aug2013 0.18% -0.08%21aug2013 0.16% -0.19%22aug2013 0.18% 0.49%23aug2013 0.12% 0.30%26aug2013 -0.37% -1.84%27aug2013 -1.08% -0.73%28aug2013 -0.32% -1.44%29aug2013 0.26% 0.60%30aug2013 -0.20% 0.75%03sep2013 0.93% -0.18%04sep2013 -0.45% -0.33%05sep2013 0.56% -0.45%06sep2013 -0.61% 0.01%09sep2013 1.07% 1.31%10sep2013 0.88% -0.27%11sep2013 2.20% 0.41%12sep2013 0.02% -0.01%13sep2013 0.75% 1.01%16sep2013 0.51% 1.40%17sep2013 -0.51% -0.41%18sep2013 1.18% 0.58%19sep2013 -0.53% -0.22%20sep2013 -1.74% -0.91%23sep2013 0.51% -0.14%24sep2013 -0.53% -0.83%25sep2013 -0.26% -1.14%26sep2013 0.40% 0.42%27sep2013 -1.73% -1.08%30sep2013 -0.93% -2.10%01oct2013 0.65% 0.75%02oct2013 -0.76% -0.30%03oct2013 -0.59% -0.12%04oct2013 0.13% 0.24%07oct2013 -1.14% -0.49%

08oct2013 -1.81% 0.90%09oct2013 1.45% 0.81%10oct2013 1.90% 1.22%11oct2013 0.75% 0.76%14oct2013 0.44% 0.33%15oct2013 -1.24% -1.45%16oct2013 1.12% 1.73%17oct2013 -6.37% 1.38%18oct2013 -0.60% -0.01%21oct2013 -0.53% -0.55%22oct2013 1.22% 1.79%23oct2013 0.46% 0.66%24oct2013 1.15% -0.37%25oct2013 -0.53% -0.76%28oct2013 0.28% 1.63%29oct2013 2.69% 1.43%30oct2013 -1.08% -1.14%31oct2013 -0.52% -0.94%01nov2013 0.01% 0.50%04nov2013 0.58% 0.22%05nov2013 -1.34% 0.12%06nov2013 1.29% 1.69%07nov2013 0.45% -0.59%08nov2013 -0.01% 0.23%11nov2013 1.61% -0.30%12nov2013 0.10% 0.66%13nov2013 0.26% 0.85%14nov2013 -0.73% 0.98%15nov2013 0.54% 0.62%18nov2013 0.70% -0.32%19nov2013 0.42% -0.27%20nov2013 -0.03% 0.41%21nov2013 -0.57% -0.02%22nov2013 -1.54% 0.33%25nov2013 -1.30% 0.54%26nov2013 -0.91% -0.90%27nov2013 0.94% -0.43%29nov2013 0.40% -0.07%02dec2013 -1.22% -1.04%03dec2013 -0.79% 0.59%04dec2013 -0.19% -0.57%05dec2013 0.19% -0.79%06dec2013 0.90% 2.21%09dec2013 -0.12% 0.31%10dec2013 -0.19% -1.33%11dec2013 -1.08% 0.44%12dec2013 -1.04% -2.05%13dec2013 -0.33% 0.09%

16dec2013 2.92% -0.83%17dec2013 -1.18% -0.95%18dec2013 1.67% 1.82%19dec2013 0.85% -0.58%20dec2013 -0.11% -0.07%23dec2013 1.23% -0.65%24dec2013 0.54% 0.00%26dec2013 1.16% 0.55%27dec2013 -0.15% 0.31%30dec2013 0.72% -0.01%31dec2013 0.62% -0.72%02jan2014 -1.09% -1.07%03jan2014 0.60% -0.11%06jan2014 -0.34% 0.24%07jan2014 1.99% 0.97%08jan2014 -0.92% -1.45%09jan2014 -0.31% 0.22%10jan2014 -0.06% -0.15%13jan2014 -1.66% -0.36%14jan2014 0.96% 1.07%15jan2014 0.98% -0.10%16jan2014 0.54% -0.28%17jan2014 0.70% -0.84%21jan2014 -0.87% 0.38%22jan2014 -3.28% -0.43%23jan2014 0.26% -1.25%24jan2014 -1.69% 1.20%27jan2014 -0.97% -0.90%28jan2014 -0.59% 0.82%29jan2014 -0.25% -1.86%30jan2014 0.54% -0.99%31jan2014 -0.38% -0.33%03feb2014 -2.14% -1.20%04feb2014 -0.03% 0.52%05feb2014 0.81% 0.47%06feb2014 0.79% 0.59%07feb2014 1.48% 0.53%10feb2014 -0.06% 0.93%11feb2014 1.45% 1.04%12feb2014 0.30% -1.71%13feb2014 0.89% 0.40%14feb2014 1.02% 2.06%18feb2014 -0.27% -1.80%19feb2014 -0.13% 0.22%20feb2014 0.72% -0.28%21feb2014 -0.80% 0.06%24feb2014 0.36% -0.14%25feb2014 -0.12% 0.33%

26feb2014 0.45% -0.33%27feb2014 0.66% 0.42%28feb2014 -0.05% 0.60%03mar2014 -0.49% -1.50%04mar2014 1.18% 1.25%05mar2014 0.38% -0.80%06mar2014 0.27% 0.31%07mar2014 0.02% 0.41%10mar2014 -0.69% 0.19%11mar2014 0.20% 0.53%12mar2014 -0.29% 0.37%13mar2014 -1.25% -0.06%14mar2014 -0.92% -0.27%17mar2014 1.98% 1.09%18mar2014 0.54% -0.09%19mar2014 -1.12% -1.24%20mar2014 1.73% -0.58%21mar2014 -0.65% -0.56%24mar2014 0.85% 1.82%25mar2014 3.61% 0.64%26mar2014 -1.24% -0.39%27mar2014 -1.45% 0.19%28mar2014 0.33% 0.14%31mar2014 1.07% 1.05%01apr2014 1.04% -0.32%02apr2014 -0.49% -0.26%03apr2014 -0.44% -0.04%04apr2014 -0.48% -0.41%07apr2014 1.43% 0.90%08apr2014 -0.63% 1.07%09apr2014 1.73% 0.17%10apr2014 -0.49% -0.49%11apr2014 -0.25% -0.41%14apr2014 1.32% 0.06%15apr2014 -0.38% 0.04%16apr2014 -0.31% 1.00%17apr2014 -3.25% 0.13%21apr2014 1.19% -0.24%22apr2014 -0.06% -0.38%23apr2014 -0.22% -0.30%24apr2014 -0.79% 0.98%25apr2014 -0.31% 0.32%28apr2014 1.85% 1.88%29apr2014 1.02% -0.60%30apr2014 0.70% 0.13%01may2014 -1.50% -0.25%02may2014 -1.08% -0.51%05may2014 -0.09% -0.27%

06may2014 -0.64% -0.70%07may2014 0.19% 1.18%08may2014 -0.21% 0.09%09may2014 0.62% 0.28%12may2014 1.31% -0.80%13may2014 -0.20% -0.15%14may2014 -1.81% -0.54%15may2014 -1.20% -0.79%16may2014 0.32% -0.25%19may2014 -0.03% -0.50%20may2014 -1.13% 0.38%21may2014 0.81% 0.32%22may2014 -0.38% 0.20%23may2014 0.14% -0.16%27may2014 -0.62% -0.55%28may2014 -0.92% 0.02%29may2014 0.37% 0.37%30may2014 0.33% 0.49%02jun2014 0.72% -0.53%03jun2014 -0.71% -0.54%04jun2014 0.08% -0.09%05jun2014 0.80% 0.31%06jun2014 0.21% -0.10%09jun2014 -0.08% 0.07%10jun2014 -1.04% 0.07%11jun2014 -1.11% -0.11%12jun2014 -0.57% -0.37%13jun2014 0.74% -0.15%16jun2014 -0.12% 0.06%17jun2014 -0.05% -0.14%18jun2014 0.74% 0.26%19jun2014 -0.42% 0.56%20jun2014 -0.69% -0.39%23jun2014 0.32% -0.51%24jun2014 -0.69% -0.64%25jun2014 -0.09% 0.39%26jun2014 -0.19% -0.88%27jun2014 0.74% 0.51%30jun2014 -0.24% -0.54%01jul2014 2.80% 0.88%02jul2014 1.09% 0.35%03jul2014 0.07% 0.53%07jul2014 -0.26% 0.26%08jul2014 -0.44% 0.46%09jul2014 0.64% 1.38%10jul2014 -0.38% -0.07%11jul2014 0.16% -0.55%14jul2014 0.99% 0.20%

15jul2014 -0.72% -0.07%16jul2014 2.05% 0.40%17jul2014 0.07% -0.67%18jul2014 0.01% 0.19%21jul2014 -0.86% -0.34%22jul2014 1.70% -0.22%23jul2014 -0.24% -0.14%24jul2014 0.83% 0.34%25jul2014 -0.43% -0.87%28jul2014 0.71% -0.38%29jul2014 -0.62% -0.77%30jul2014 -0.29% -0.62%31jul2014 -1.20% -1.07%01aug2014 -1.31% 3.01%04aug2014 0.26% -0.54%05aug2014 -1.34% 0.24%06aug2014 -0.02% 2.12%07aug2014 -0.90% -1.17%08aug2014 1.26% 1.01%11aug2014 0.45% 0.65%12aug2014 -0.07% -0.07%13aug2014 0.33% 0.07%14aug2014 -0.04% 0.58%15aug2014 -0.27% -0.21%18aug2014 1.06% 0.81%19aug2014 0.37% 0.30%20aug2014 0.02% 0.15%21aug2014 0.59% 0.57%22aug2014 -0.43% 0.13%25aug2014 0.39% 0.18%26aug2014 0.96% -0.19%27aug2014 -0.38% -0.08%28aug2014 -0.13% -0.34%29aug2014 0.16% 0.10%02sep2014 -0.38% -0.16%03sep2014 0.20% -0.10%04sep2014 -0.66% 0.97%05sep2014 0.27% 0.08%08sep2014 -0.55% -0.54%09sep2014 -0.08% -0.40%10sep2014 0.82% 0.78%11sep2014 0.09% -0.18%12sep2014 -0.23% -0.28%15sep2014 0.28% 0.73%16sep2014 0.60% 0.25%17sep2014 -0.08% 0.10%18sep2014 0.49% 0.04%19sep2014 0.13% 0.33%

22sep2014 -0.46% 0.40%23sep2014 -0.77% -0.44%24sep2014 0.36% 0.95%25sep2014 -1.72% -1.07%26sep2014 0.56% 0.30%29sep2014 -0.22% -0.17%30sep2014 0.10% -0.83%01oct2014 -1.40% -0.72%02oct2014 -0.14% -0.11%03oct2014 0.94% 0.89%06oct2014 0.20% -0.26%07oct2014 -1.76% -0.49%08oct2014 1.97% 1.23%09oct2014 -1.55% -0.62%10oct2014 -0.26% 1.23%13oct2014 -1.30% -1.56%14oct2014 0.15% 0.22%15oct2014 -1.12% -0.72%16oct2014 -1.05% -0.86%17oct2014 1.23% 1.25%20oct2014 -7.11% 1.09%21oct2014 -3.47% 0.51%22oct2014 -0.88% 0.31%23oct2014 0.24% -1.19%24oct2014 -0.06% 2.32%27oct2014 -0.13% 0.93%28oct2014 1.07% 0.61%29oct2014 -0.09% 0.08%30oct2014 0.54% 0.46%31oct2014 0.03% 0.38%03nov2014 -0.02% 0.13%04nov2014 -1.04% 1.44%05nov2014 -0.51% 0.41%06nov2014 0.46% -0.11%07nov2014 0.38% 0.26%10nov2014 0.88% 0.36%11nov2014 -0.12% 0.25%12nov2014 -0.85% -0.21%13nov2014 0.54% -0.98%14nov2014 0.84% -0.55%17nov2014 0.00% -0.31%18nov2014 -1.38% 0.13%19nov2014 -0.28% 0.89%20nov2014 -0.49% -0.29%21nov2014 0.17% 0.15%24nov2014 0.76% -0.55%25nov2014 -0.24% 0.78%26nov2014 0.12% 0.09%

28nov2014 0.14% 1.74%01dec2014 -0.39% -0.39%02dec2014 0.70% 1.10%03dec2014 1.14% -1.17%04dec2014 -0.29% 0.64%05dec2014 -0.48% -0.22%08dec2014 -0.86% 0.42%09dec2014 0.70% -0.06%10dec2014 -1.52% -0.78%11dec2014 0.35% 0.46%12dec2014 -3.53% -0.95%15dec2014 -1.49% -0.39%16dec2014 -1.08% 0.18%17dec2014 0.34% 1.50%18dec2014 3.78% 1.43%19dec2014 0.53% 0.05%22dec2014 1.85% 0.60%23dec2014 0.50% 0.75%24dec2014 -0.26% -0.16%26dec2014 0.32% 0.34%29dec2014 -1.13% -0.88%30dec2014 -0.29% -0.26%31dec2014 0.24% -1.42%02jan2015 -0.15% 4.80%

WAL MART VERIZON GOLDMAN SACHS2.00% 2.18% 2.81%-1.15% -6.24% 2.33%-0.88% -1.60% -0.08%-0.86% 1.25% -4.75%-7.49% 1.54% 1.08%0.39% -0.71% -1.74%-0.37% -1.15% -7.45%1.42% -0.91% 0.32%-1.07% -2.98% -2.86%-0.41% -2.16% -2.46%0.41% 0.20% -1.06%-1.94% -0.30% -18.96%-2.81% 3.45% 18.07%-0.55% -2.39% 1.62%-1.06% 0.93% 5.46%0.52% 1.81% -0.95%0.39% -3.32% 5.47%-0.12% 3.20% 12.06%-1.79% -2.23% -5.68%-1.55% -1.19% -2.41%-1.17% 2.41% 3.52%2.66% 3.17% -0.91%-2.91% -3.01% 6.23%4.61% 1.89% 5.55%2.20% 1.70% 4.01%-0.71% -1.04% 1.37%-3.17% -4.43% -7.65%1.07% -0.07% 4.77%-0.21% -0.40% 0.92%-3.32% -1.00% 0.91%3.68% -4.40% -11.14%3.65% -0.67% -1.41%0.90% -0.29% 1.79%-0.85% 2.93% -1.11%-2.28% -3.33% -5.34%2.31% 2.59% 16.12%-1.60% -0.07% -3.29%-1.95% -0.25% 2.48%2.05% 0.18% -1.16%-2.44% -3.54% -5.28%-1.37% -0.76% -4.52%2.34% 3.08% 3.76%2.60% -0.85% -4.39%-1.69% -2.26% -7.43%-2.86% -4.03% -2.25%2.44% 5.46% 15.32%-1.93% -0.62% 8.34%

3.12% 2.55% 5.26%0.51% 0.92% 1.59%-0.79% 0.53% -4.96%2.46% 4.48% 5.42%0.88% 3.15% 6.32%-0.97% -1.69% -5.65%-0.72% -2.12% -1.99%3.81% 4.93% 15.01%-0.78% -1.80% -1.19%1.17% -1.18% 2.12%2.09% 1.29% -0.85%-0.36% 0.26% -3.49%-1.54% -1.31% -7.05%0.66% -0.07% 5.53%1.38% 3.38% 4.03%1.55% 3.97% 3.56%0.30% 1.02% 4.54%-0.69% 0.73% -2.30%-1.95% -2.57% -0.49%0.42% -0.13% -1.15%-3.71% 1.33% 8.35%1.72% -1.12% 4.68%-0.80% -1.39% -11.56%0.33% 1.25% 5.28%-0.99% 0.13% 0.00%-1.14% 0.16% -0.49%-1.85% -2.67% -4.64%1.14% 0.36% 4.65%-1.75% -0.42% 0.11%-0.20% 0.29% 1.93%-2.03% 0.00% -1.23%1.34% -1.48% -0.33%-0.08% 1.38% -0.19%4.08% -1.78% 5.39%-0.10% -0.23% 1.04%-0.69% 0.69% -1.11%1.58% 1.60% 5.57%-0.75% -1.32% 0.78%-1.88% 0.42% 2.97%0.77% -2.93% -3.94%0.50% -0.03% 4.38%0.98% -0.10% -2.73%0.53% 1.95% -0.27%-1.17% -2.14% -4.54%-1.86% 0.77% 3.36%-1.93% -1.23% 0.60%3.68% 0.30% 6.51%-1.12% -0.17% -1.40%

-0.85% 0.61% -3.34%0.35% -2.25% 0.78%0.29% -1.20% -0.59%1.52% 2.85% 4.18%-1.36% -2.29% -1.44%0.47% 1.11% 3.31%0.38% -0.03% -0.06%1.71% -0.03% -0.17%-1.30% 1.09% -0.83%1.90% 0.07% -0.68%-0.02% -0.07% 5.15%0.39% -1.08% -0.31%-0.51% 0.10% -0.44%-0.39% 0.48% 0.65%-1.09% 0.37% -1.76%-1.48% 0.75% -1.04%1.05% 0.57% 0.34%-2.77% -0.64% -1.81%-0.43% -0.64% 0.80%0.64% 0.81% -3.07%0.25% 1.04% 2.40%-1.05% -1.43% 0.03%0.87% 1.21% -4.28%-0.49% 1.67% 3.05%0.33% 0.92% 1.03%1.32% 0.94% 1.25%-1.06% -0.32% 1.60%0.27% 1.19% 1.79%-0.66% -2.01% -1.29%-0.14% 0.29% -0.08%-1.20% -2.08% -2.60%-0.13% 0.60% 2.07%0.23% -2.37% -2.68%1.11% -1.79% -2.80%-0.60% -0.03% 3.36%-1.06% -0.07% -0.94%0.55% 1.50% 5.34%0.63% -0.34% 0.15%0.87% 1.35% 3.74%-0.08% 0.55% 1.02%-0.04% 0.31% 0.00%0.68% 0.61% 2.03%0.08% 1.85% -0.14%0.63% -0.63% 0.41%-0.83% 3.78% 3.11%0.37% 0.74% -0.44%0.06% -1.59% -0.52%-0.10% 1.29% -2.03%

0.92% 1.85% -0.69%1.24% 1.03% 1.87%-0.20% -0.74% 0.54%-0.08% -0.12% 0.49%0.02% -0.53% 0.65%-1.30% -1.85% 2.10%-0.45% -0.99% -1.12%0.63% 0.39% -1.86%0.87% -0.51% -2.01%0.64% -1.03% -0.71%1.48% 1.99% 2.85%2.71% -0.54% 0.44%-0.17% 0.13% -1.06%-0.42% -2.77% -3.37%-0.41% 0.20% 2.05%0.60% 0.50% -0.34%0.08% 0.92% 1.50%-0.68% 2.15% 0.94%0.37% 0.13% -0.57%0.23% -0.32% 1.45%0.25% 0.54% 0.61%-1.08% -1.37% -0.56%-0.21% -0.10% -0.36%-0.51% 0.06% 0.63%0.20% -2.16% -3.20%-0.10% -0.76% -1.02%1.61% 0.33% 1.97%-0.12% 1.19% 0.81%-0.54% 1.14% 2.61%-0.56% -0.19% 1.82%-0.16% 1.49% 2.70%-0.61% -0.29% -0.10%-0.67% -0.61% 1.72%-0.89% -0.23% -0.59%0.22% -1.90% 1.82%-0.16% -2.96% 0.88%0.30% 0.27% 0.95%1.60% -0.34% -0.43%0.16% 0.07% 1.72%-1.16% 1.25% -1.01%0.60% 0.90% -0.32%-2.43% -0.70% -1.94%0.06% 1.37% 1.67%-0.55% -0.63% 0.59%-0.28% 0.36% 0.42%-0.18% -0.86% -2.91%0.16% -0.40% 0.35%-0.04% 0.23% 3.82%

0.86% 0.70% 0.27%0.02% -1.04% 1.87%0.51% -0.75% -1.21%0.46% 0.00% 0.60%-0.72% -0.55% 0.45%1.47% 0.07% -1.54%-0.30% -0.28% 2.70%1.51% 0.59% -1.90%0.53% -0.72% -2.26%1.31% 0.21% 0.61%-0.37% -0.55% -0.29%-2.07% 0.80% -3.08%-0.30% -0.03% 2.47%-0.08% -0.59% -1.81%-1.19% -0.73% -0.55%0.06% 1.96% -0.42%0.06% 2.57% -3.61%1.00% 0.30% 3.73%-1.43% -1.50% -4.71%1.21% -0.61% 0.30%-0.76% -1.16% 0.54%0.96% 0.10% -1.23%1.79% 0.72% 2.30%-0.06% 0.85% -0.93%1.46% 2.06% 2.79%0.60% 0.46% -0.03%1.26% 0.16% 1.89%0.51% -0.66% -0.76%-0.08% -0.10% -0.96%-0.08% 0.66% 0.28%0.94% 1.06% -0.37%0.91% 0.03% 0.17%0.72% -0.46% -2.30%-0.48% -0.29% -1.63%0.74% 2.96% 1.17%0.31% 1.72% -0.51%0.20% 0.50% -1.29%-0.60% -1.25% -2.82%-0.15% -0.54% 3.56%0.37% 2.80% -1.20%-0.33% 0.96% -0.58%-0.24% 0.12% -1.42%-0.37% 0.03% 1.79%1.27% 1.68% -2.03%-0.95% 0.42% -1.23%-0.12% -0.27% 2.84%1.15% 1.08% 0.17%-0.07% 0.21% -0.44%

-1.06% -0.53% 0.06%-0.17% -1.61% -2.02%-1.22% -0.91% 1.38%-1.05% 0.31% -2.46%0.17% -0.03% 1.40%1.04% 0.67% 1.38%-0.11% 0.55% -0.51%-0.04% 0.09% -0.59%0.53% 0.39% 0.21%0.71% 0.39% -0.13%0.24% -0.18% 0.22%0.35% -0.03% 1.57%-1.57% -0.87% 1.28%1.46% 0.45% 2.51%-1.00% 0.18% 1.77%-0.22% -2.83% -1.07%0.06% -0.60% 1.96%-0.50% 0.06% -1.89%1.65% 0.41% -1.58%0.96% 0.09% -2.18%0.51% -0.13% 0.74%-1.45% -2.04% -0.32%-0.98% -2.05% -1.97%0.65% 2.13% 1.00%-0.31% -1.67% 0.56%-1.75% -0.26% -4.12%0.04% -0.95% -4.20%-0.11% 1.12% 0.56%1.38% -1.66% -2.65%-0.39% -0.99% 0.41%-1.48% -1.81% 1.18%1.56% 0.31% -2.98%0.09% 0.65% 2.97%0.02% 0.41% 2.49%1.46% -1.82% 0.18%-2.40% -1.92% -4.17%0.91% 0.38% 2.31%-0.97% -1.29% -1.98%0.60% 1.34% 0.92%-0.02% 0.42% 0.75%-0.30% 0.59% 0.27%-0.34% -0.38% -0.08%1.25% 0.86% 2.25%0.93% -0.14% -0.09%-1.09% 0.03% -0.97%0.04% -0.45% 0.29%0.64% -0.07% 0.34%-0.39% -0.90% -0.01%

0.56% 0.77% 1.04%0.43% -0.28% -1.19%-0.15% 0.17% 0.17%-0.31% 0.21% 0.12%-0.58% 0.93% 1.41%0.13% -0.44% -0.65%0.56% 0.48% 3.73%0.33% -0.14% 2.18%0.02% 1.37% 1.59%-0.17% 0.94% -0.58%-0.24% -0.53% 1.83%0.63% 0.30% 0.91%-0.13% -0.37% 0.84%2.82% 0.44% -0.82%1.03% 0.23% 1.53%-0.13% 0.74% 0.26%0.04% 0.50% 0.46%-1.07% 0.36% 0.25%0.51% 0.79% -0.98%0.49% 1.08% -0.75%-0.55% -1.68% -0.24%0.05% -0.49% 0.28%-0.18% 0.20% -1.16%0.41% 0.26% 0.68%0.30% 2.56% -1.53%-0.55% -0.67% -0.44%-0.20% 0.84% -0.24%0.00% 0.58% 1.73%0.07% -0.83% -0.15%-0.45% -1.55% 2.00%0.18% -0.26% 1.78%-0.56% -0.27% -0.21%-0.09% -0.47% -0.71%-0.55% 0.43% 0.79%-0.15% -0.73% 3.16%-0.93% -1.04% -0.35%-0.04% 0.14% -12.79%0.52% 0.51% 1.63%0.24% 0.10% -2.05%-0.09% -0.67% -0.66%0.04% -0.95% 0.08%0.07% -0.79% -1.04%-0.90% -0.38% -3.41%0.00% -0.66% 0.66%-0.80% 1.29% 2.59%0.17% 0.34% 2.06%-0.11% -1.10% -9.39%0.19% 1.35% 2.96%

0.52% -1.84% -0.03%1.39% -0.24% -0.84%-2.81% -2.34% -3.96%-1.56% 0.64% 0.47%0.34% 1.49% 0.59%-0.23% -0.73% -1.29%0.61% 1.06% 3.68%-0.15% -0.03% -1.73%-0.53% -0.63% -0.98%1.17% 0.53% -0.41%1.85% -0.84% -3.70%-1.24% 0.32% 1.99%-3.28% -2.63% -2.86%0.14% 0.72% 3.32%-0.72% -1.68% -2.79%-1.41% -0.33% 4.29%-0.52% -1.72% -1.59%1.36% 2.41% 3.56%-0.28% -0.22% -0.48%0.71% -1.13% -1.66%1.57% 1.40% 2.09%0.00% 0.18% -0.55%-2.55% -1.56% -1.24%0.67% -0.48% -2.51%0.08% 2.22% -0.65%0.41% 0.36% -0.71%0.45% 2.02% -2.21%-0.70% 0.78% 1.40%0.75% 0.25% -1.62%0.78% 1.68% 2.59%-1.28% 0.24% 0.12%0.84% -0.31% 0.19%0.27% 0.14% 0.63%-1.03% -0.24% -0.32%-0.67% 0.00% -2.14%0.26% 0.93% 0.21%-1.54% -1.26% -0.07%-2.46% -1.42% 3.47%1.58% 0.56% -2.15%-1.35% -0.31% -2.12%-1.70% -2.10% -1.86%0.56% 0.39% -0.10%-0.70% 1.58% -0.05%1.19% -0.75% 0.90%0.72% 1.45% 2.70%0.53% 0.98% -0.27%0.51% -0.49% 1.92%1.40% -0.60% -0.59%

0.84% 1.51% 2.19%-0.38% -0.19% -0.85%0.12% -0.15% 4.43%-1.47% -0.41% 0.65%-0.30% 0.11% -0.34%2.75% -0.19% 2.22%-1.04% -0.56% -1.29%1.01% 1.81% -0.30%1.59% 3.78% 0.57%-1.05% 0.93% 0.56%-0.33% 1.10% -0.65%0.33% 1.12% -0.02%-0.14% -0.10% 3.65%0.25% 0.62% -1.15%0.43% 1.72% 1.27%-0.23% -0.07% 0.29%0.60% -0.47% 2.10%0.04% 0.51% -0.31%0.33% 0.00% -0.47%0.52% 1.05% 0.14%0.31% 0.54% -0.97%-1.72% -1.53% -3.02%-1.16% 2.57% 0.11%-0.06% -0.96% -0.90%0.02% -0.23% -0.22%1.21% 0.70% 0.56%-0.31% -0.07% 0.41%-1.57% -1.76% -1.44%0.32% -0.84% 0.81%1.83% 0.14% -1.01%0.31% 0.20% -1.90%0.49% 0.64% 0.51%-1.13% -0.54% -1.98%0.06% 1.15% -1.45%-0.88% -1.34% -1.96%-0.81% 0.31% 0.20%2.11% 2.47% 2.05%1.09% -0.50% 0.03%0.54% 0.30% 5.37%-0.35% 0.07% -1.41%-0.06% 0.79% 1.60%0.15% 1.25% 1.08%0.12% -0.06% 0.84%0.46% 0.26% 2.65%0.86% 0.03% -1.19%0.38% 0.91% 0.02%0.55% 0.74% -0.22%-0.26% 0.83% -0.82%

1.00% 1.29% 0.61%0.06% 0.72% -0.33%0.47% 0.22% -2.20%-0.32% -0.68% -2.13%0.80% 1.46% 1.64%-1.11% 0.67% -0.87%0.64% -0.43% -0.68%-0.87% -0.18% -0.41%0.32% -0.21% 0.11%-0.30% 0.92% 2.16%0.39% 0.43% -0.77%0.80% 1.63% 2.05%1.04% 0.83% 0.85%-0.37% -1.29% 0.18%0.09% -0.30% 1.03%0.37% 0.61% -0.30%-1.26% -1.48% 1.98%-0.19% -1.01% -0.31%-1.06% 0.71% -2.03%0.19% -0.03% -0.59%0.77% 0.49% 2.00%-0.82% -1.32% 1.96%0.28% 1.49% 1.84%1.05% -0.37% -0.19%0.06% -1.32% -0.97%-0.20% 0.81% -0.23%1.13% 0.46% 0.57%-1.26% 0.03% 1.18%0.39% -0.31% 1.93%0.17% 0.22% -1.29%0.26% -0.25% 0.27%0.88% 1.23% 0.77%0.22% 0.58% -0.12%0.82% 1.61% 2.31%-0.29% -0.27% 2.81%-0.53% -0.78% -1.09%0.25% -0.48% -1.57%-0.98% -0.48% 0.40%-0.31% -0.67% 0.29%-0.39% -0.21% -1.12%-0.33% 0.64% 0.84%0.57% -1.77% -1.27%-0.90% 0.47% -0.13%0.39% 0.96% 1.49%0.76% -0.18% -0.41%-0.02% -0.28% -3.37%-1.31% -0.34% -2.03%0.63% -0.12% 1.57%

-0.50% -0.25% -1.27%0.20% -1.15% 0.67%0.45% 0.34% -1.75%1.13% 1.06% 1.48%0.09% 1.21% 2.56%-0.24% 0.49% -0.12%-0.24% -0.03% 0.21%1.10% 0.18% -0.65%-0.54% 0.09% 2.82%-0.28% 1.76% 0.19%-0.11% 1.43% 1.21%-0.13% 0.21% 0.60%0.44% 1.64% -1.27%-0.40% -0.12% -1.27%0.74% 0.38% -0.45%-0.40% -0.35% -0.26%-1.18% 0.29% 1.23%-0.22% 0.58% 1.31%-0.63% 0.69% 0.81%0.54% 0.74% -1.18%-0.06% 0.17% 1.33%0.32% 0.34% -0.38%0.63% -0.11% -0.92%-0.02% -0.06% 0.01%-0.26% 0.62% 0.31%1.17% 1.82% 2.91%0.38% 2.00% 0.02%-0.66% 1.37% 0.53%-0.83% -2.53% -1.03%0.22% -0.83% -0.88%-0.65% -0.03% -0.54%1.04% -1.56% -0.24%1.03% 0.31% 1.36%-0.11% 0.93% -0.06%0.04% -0.95% 2.00%0.60% -3.10% -0.18%-0.20% 0.70% -4.69%1.74% 0.03% -0.48%-0.46% 0.98% 0.31%0.57% 0.83% 0.06%2.16% 1.56% -2.60%0.10% 1.70% -0.41%0.44% 0.25% 1.69%-1.51% -2.36% -1.38%-1.11% -0.03% 1.14%0.46% 1.82% 1.05%-0.83% -0.30% -0.17%0.11% 0.61% -0.25%

0.20% -0.19% 0.12%0.07% -0.80% 1.40%0.55% 0.89% 0.85%0.62% 0.94% -1.51%-2.01% -0.71% -0.40%0.18% -0.08% 0.80%-1.60% -1.35% 0.52%0.27% 1.56% 0.23%-0.73% -0.80% 0.54%0.37% 0.55% -0.98%1.15% 0.69% 0.53%-3.09% -1.69% -3.03%-1.19% -0.53% 0.09%-1.77% -0.64% 0.21%-0.65% 1.10% 1.03%0.44% 2.64% -0.60%0.17% -2.44% -1.51%-0.19% 0.89% 0.24%0.08% 0.06% 1.73%0.12% -0.77% -2.12%-0.10% -0.19% -1.15%0.81% 1.31% 1.35%1.13% 0.47% 0.65%-0.04% -0.68% -1.28%-0.11% -1.51% 0.26%-0.51% -1.87% -1.40%-0.50% -0.88% -0.74%-1.31% -1.63% -1.83%-0.02% 3.00% 0.89%0.29% 1.44% 2.70%0.78% 1.73% 0.16%0.15% 1.34% 0.36%-0.69% 0.08% -0.78%1.84% 0.54% 0.24%-0.46% 0.30% -1.21%-0.31% 1.23% -0.95%0.13% 1.43% 1.28%0.19% 0.44% 0.38%-0.59% 0.21% -0.30%0.15% -0.18% 1.03%1.00% 0.36% -0.83%0.17% -0.60% 0.01%0.46% -0.11% 1.88%0.04% -0.24% 0.32%-0.87% -0.11% -0.89%0.53% 0.34% 0.32%1.33% -0.55% -0.65%0.21% 0.13% -0.16%

-0.24% 0.05% -2.73%0.09% 0.37% -0.42%-0.45% -1.43% -0.87%0.08% -0.19% -1.25%0.64% 1.48% 0.55%-0.20% -2.33% 0.53%-0.39% 0.22% -0.86%1.01% 1.73% 0.71%0.95% 1.65% -0.27%0.50% 0.05% -1.48%0.53% -1.28% 0.27%0.11% -0.58% 0.19%0.76% 0.64% 0.38%-0.16% -0.34% -0.23%-0.54% -1.46% -0.73%-0.09% 0.43% -0.21%0.15% -0.11% -0.65%0.78% 0.89% 0.86%0.01% -0.83% -1.68%1.00% 0.46% -3.47%0.00% -0.45% -0.90%0.61% -0.78% -0.61%-0.93% 0.38% 0.15%-0.65% -0.05% 0.02%0.54% 0.62% -1.07%-0.34% -0.46% -3.12%-0.13% -0.81% 0.63%-0.80% 0.14% 0.37%-0.40% -1.36% -0.07%0.11% 0.58% 0.01%0.15% 0.16% 2.02%0.95% 0.71% 1.49%-1.67% -1.79% -3.24%-1.38% -0.28% -1.31%0.21% -1.49% 0.71%0.19% -1.18% -1.06%0.13% 0.48% -0.68%-0.26% 1.47% -1.05%-0.13% -0.64% 1.47%-1.68% -1.35% 1.79%-0.19% 1.25% 1.18%0.55% -0.14% -0.31%-1.12% -1.29% -1.64%0.97% 0.34% 0.92%-0.02% 0.77% 0.84%0.42% 0.39% -1.52%0.47% 0.95% 0.61%-0.53% -0.14% -1.06%

0.53% 0.31% -1.61%-1.65% -0.14% -1.10%-0.23% 1.11% -0.15%0.46% 0.47% -1.11%0.21% 0.41% 2.53%0.95% 1.39% 0.42%0.70% 1.53% 2.67%-0.22% 0.05% -1.57%0.62% 0.55% -0.45%1.43% -0.32% 0.84%-0.75% 0.16% -0.69%-0.39% -0.96% -1.54%0.13% -0.08% -1.30%0.15% -0.40% -0.30%-0.72% -0.16% -0.02%0.00% -0.16% 0.21%-0.58% -0.30% -0.64%1.22% 0.71% -0.65%-0.15% 0.97% 3.32%1.08% 0.64% 2.13%0.09% -2.21% -0.07%-1.01% -1.42% 1.00%-0.70% 0.17% 0.55%-0.63% -0.19% -2.09%-0.49% -1.52% 0.83%-0.53% -1.04% -0.64%-0.17% 1.64% -0.61%-1.79% -1.06% -2.18%-0.77% 1.35% 0.65%-2.30% -2.92% -4.43%1.50% 0.37% -0.83%-3.80% -5.51% -6.01%3.88% 3.53% 4.31%-4.02% -1.84% -10.10%2.73% 2.85% 7.03%0.04% -0.92% -1.38%0.46% 2.19% 2.28%3.88% -0.49% -1.90%-0.71% 2.09% 0.33%0.47% -1.52% -3.51%0.98% -1.03% -1.22%-0.21% 0.32% -4.70%1.95% 3.27% 0.33%0.30% 1.42% 3.23%-1.26% -1.92% -0.43%0.38% -0.03% 1.74%0.55% 1.06% 3.87%-0.70% 0.47% -0.47%

0.70% -0.40% 0.90%-1.02% -0.79% -3.49%-1.18% -0.89% -4.55%-0.67% -0.96% -2.34%1.43% 1.14% 3.62%-0.40% -0.67% -3.28%-1.63% -0.40% -2.42%0.90% 0.03% 0.66%-0.44% 0.71% 1.14%1.18% 0.28% 0.43%0.59% 1.66% 3.28%0.27% 1.46% -0.44%-0.38% -1.20% -2.49%-0.31% 0.36% -2.10%-1.86% -1.57% -4.63%-2.03% -0.70% -3.96%1.03% 0.81% 1.28%2.03% 1.34% 4.16%0.39% 1.46% 0.41%-1.38% -0.14% -3.24%1.21% 0.84% 3.69%-0.06% -0.94% -5.33%0.12% -1.25% -4.73%1.77% 0.17% 5.00%-0.43% -0.36% -0.31%0.19% 0.39% 3.86%1.80% 0.70% -5.35%2.07% 2.05% 3.72%-0.16% -1.08% 0.58%0.88% 0.47% 2.49%-0.33% 0.95% -2.99%0.80% 0.84% 0.60%-1.23% -1.04% 0.18%2.03% 0.81% 5.52%0.64% -0.51% -1.43%0.21% 0.13% 0.07%0.98% 0.86% 1.22%-0.25% -1.31% 1.85%-0.12% -2.00% -3.40%1.16% 1.71% 5.86%0.77% 2.31% 9.47%-1.14% -0.08% -0.46%-0.75% -1.73% -5.45%-0.86% -1.38% -5.49%1.12% 0.90% 2.50%0.98% 1.77% 1.46%0.14% -0.75% -2.45%0.77% 0.46% 0.50%

2.38% 0.48% 2.85%-2.14% -1.68% -8.21%0.14% 1.19% -0.17%1.84% 0.51% 2.17%-0.52% -1.39% -2.33%-2.43% 0.65% 0.46%-1.36% -1.58% -4.16%0.09% 0.14% -3.40%0.88% -0.65% -0.48%-1.00% -1.07% -0.66%0.34% 0.33% -2.08%-0.37% -2.32% -1.69%0.44% 0.00% 0.98%0.63% 2.55% 2.29%1.61% 1.05% -1.78%1.25% 3.00% 7.94%-0.49% 0.11% -1.49%-0.89% 0.21% 2.99%0.43% 0.53% 2.64%0.75% 0.71% 1.34%0.16% -0.03% 3.92%-0.91% -1.31% -4.96%0.59% 1.64% 1.53%-0.39% -0.21% -3.37%-0.84% -0.23% -3.05%0.09% 0.00% -1.88%0.52% 0.42% -1.45%0.55% 0.94% -1.96%-0.84% -0.39% -2.66%2.44% 1.50% 3.74%0.34% 0.05% 1.12%-0.34% 0.15% 2.63%1.35% 1.76% -0.67%-0.27% 0.03% -2.02%-0.17% -0.58% -1.94%0.44% 0.73% 0.99%-0.38% 0.17% -0.64%0.95% -0.97% 5.45%-1.03% -1.31% -0.65%-0.49% -0.69% -0.17%-0.71% -0.28% -1.23%0.31% 0.10% 1.36%-0.24% 0.52% 3.84%0.61% 0.86% 1.45%0.17% 0.05% 1.45%0.07% 0.00% -2.22%0.52% 0.26% -1.29%0.27% -0.03% 6.79%

1.00% -0.03% 3.23%0.66% -0.08% 0.98%-0.16% -1.46% -0.51%0.79% -1.59% 0.63%0.13% -0.26% -0.55%-0.81% -0.93% 0.27%-0.43% -0.35% 2.96%0.97% 1.07% -1.83%0.10% 0.13% 1.59%1.34% 0.37% 1.78%-0.39% -0.63% -0.05%0.15% 0.75% 3.65%-0.24% 0.79% -0.12%-0.31% -0.58% -1.20%-0.11% 0.00% 0.15%0.55% 0.00% -0.23%-0.10% -0.61% -1.52%-0.18% 1.17% 0.36%0.70% -0.24% -1.45%-0.74% -0.55% 0.27%0.45% 0.58% 1.39%0.71% 1.08% 1.02%-3.86% 0.08% 0.62%-2.45% -0.73% -1.95%-0.10% -0.21% 1.26%0.43% 0.03% 0.06%-0.56% -0.03% 0.31%0.80% 0.05% 1.06%0.25% -0.10% -1.68%-0.44% 0.84% 5.20%0.32% 0.62% -0.97%0.66% 0.85% -1.11%-0.73% -0.79% -4.18%1.52% 0.47% 2.40%0.51% 0.90% 0.66%0.52% -0.31% 0.10%1.00% 0.56% -0.26%0.53% 0.41% 6.45%0.13% -0.03% -3.35%0.25% 0.18% 2.23%-0.64% 0.08% -0.11%-0.16% 0.20% 1.11%-0.23% -0.05% 1.38%-0.07% 0.38% -0.02%0.15% -0.30% -0.99%0.16% -0.61% 1.15%0.74% -0.23% 1.50%-0.18% -1.70% -1.36%

0.16% -1.03% 0.02%-0.60% -0.50% -2.06%0.62% 0.42% 0.49%0.26% 0.76% 0.43%-1.16% -0.16% -1.75%-0.64% -0.18% -2.24%0.68% -0.60% -1.63%-0.89% -0.53% -0.83%-0.33% -1.76% -2.10%-0.22% 1.58% 1.20%0.57% 0.45% 3.85%-0.62% -0.77% -4.40%1.36% 0.46% 2.29%2.13% 0.83% -0.74%0.31% -0.21% -1.31%-0.50% 1.30% -1.50%1.13% 1.52% -1.02%-4.66% -0.41% -0.61%-2.97% 2.41% 2.11%-0.71% -0.05% -0.11%2.77% 1.67% 0.51%0.14% 0.22% -0.13%-0.20% 0.37% 0.65%0.27% 0.45% 0.16%-0.10% 0.10% -1.35%-0.03% 0.10% -1.97%-0.49% -0.94% -2.28%0.83% 0.67% 0.96%-0.24% 0.05% -0.61%0.64% -0.74% -1.90%0.27% 0.75% -0.90%0.39% 1.50% -3.94%-0.59% -0.66% -2.31%0.47% 0.39% 0.10%-0.27% -0.41% -1.67%4.21% 1.20% -1.14%1.22% 0.39% -1.64%0.98% -0.46% 1.07%1.09% 0.12% 1.06%1.33% -0.27% 0.52%0.76% 0.27% -1.20%0.37% 0.14% -0.17%0.57% 0.72% 1.68%-0.37% -0.79% -3.32%0.58% 0.53% 1.15%-0.41% -1.46% -3.20%0.67% 0.76% -1.77%-0.74% -0.34% 1.33%

0.66% 1.38% 2.98%-0.09% -0.31% -1.01%3.57% 1.92% 0.57%-1.01% 0.28% -1.84%0.28% 0.89% 1.34%-0.96% 0.12% -1.40%0.83% 1.77% 1.19%0.18% -0.46% 1.96%0.55% 0.62% -2.12%-0.46% -0.21% 2.93%1.05% -0.98% 0.19%-1.20% 0.07% -2.74%-0.59% 1.43% -0.29%1.31% -0.68% -2.57%0.59% 0.44% -0.21%0.01% -0.14% 2.46%-0.42% 0.43% 0.24%2.08% 1.07% 2.54%-0.53% 1.10% 1.32%2.02% 0.04% 1.51%0.47% -0.13% -2.72%0.39% 0.07% -0.47%0.56% 0.72% -1.05%0.49% -0.09% -0.23%0.21% 0.45% 0.93%0.07% -0.51% -1.17%1.20% 1.21% 3.63%-0.27% 0.13% 0.26%0.16% 0.86% 0.31%-0.34% 0.50% -1.50%-1.81% -2.94% -1.56%1.01% -0.11% -0.88%-0.55% -0.31% -1.06%0.40% -1.31% 1.41%-0.08% -0.11% 1.58%2.21% 1.69% 2.19%1.15% 0.99% 3.65%0.62% 0.11% -0.75%-0.73% 0.42% 0.02%-1.09% 0.16% -0.80%0.58% -1.31% -2.28%0.68% -0.36% 3.24%-0.36% 0.52% 1.03%-0.39% -0.49% 1.20%0.97% -0.65% -0.72%-0.62% 0.36% 1.07%-0.23% 0.59% -0.56%-0.38% -0.74% 0.57%

0.83% 0.14% -0.34%0.59% -0.32% -0.13%-3.09% -0.16% 0.35%-0.22% -0.14% 0.11%0.43% -0.82% 1.62%-1.20% -1.85% 0.04%0.48% -0.63% -0.62%-0.29% -0.87% -0.56%0.77% 2.18% 0.85%0.54% -0.95% 0.15%-0.12% -0.21% 0.35%0.50% 0.98% 0.48%-0.71% -0.74% -0.77%0.48% 0.40% 0.95%1.25% 1.77% 0.65%0.05% 0.23% 3.32%1.71% 0.80% 3.27%-1.32% -0.97% 2.46%-0.42% 0.78% -1.42%0.75% 0.41% 1.75%0.01% 1.47% 1.33%1.44% 1.54% 2.06%-0.85% -2.30% 0.57%-0.68% 0.11% -1.20%-0.05% 0.74% -0.02%0.57% 0.80% -0.72%0.51% 0.49% -1.17%-0.40% 0.33% -0.77%0.39% 0.09% -0.10%-0.64% -0.13% -2.66%-0.09% -0.07% -0.37%-0.28% 0.37% 1.90%-0.24% -0.42% -1.35%0.34% 0.53% 2.80%-0.41% 0.11% 0.33%0.61% 0.92% 0.56%0.70% 2.12% 1.69%0.55% 0.65% -0.49%0.16% -1.02% 0.13%-1.48% -0.99% 0.14%1.73% -0.72% 0.38%-0.54% -1.27% 1.59%1.07% -1.28% -1.47%1.77% -0.27% 3.58%-0.31% -0.94% -1.03%0.16% 1.45% 1.38%-0.61% 2.37% 0.18%-1.23% -1.35% -1.22%

0.04% -0.86% -0.69%-1.18% -1.56% -3.07%0.08% 0.36% 0.65%0.67% 0.05% -0.04%-0.28% 1.08% -0.23%-0.12% -0.20% 2.47%-2.09% 1.12% 2.01%-0.93% -1.37% -1.28%0.51% -0.72% 0.67%0.85% 0.23% 1.75%-0.88% -2.51% -6.55%-0.86% -1.34% -2.30%-0.23% 0.07% 0.76%0.24% -0.19% 0.94%-0.92% -0.05% -0.66%-0.70% -0.71% -1.91%-3.63% -1.28% 1.05%-1.00% -0.72% 0.35%1.46% 3.41% 2.12%-0.03% 0.02% -0.18%-0.16% 0.79% -0.33%1.90% 1.39% 2.22%-0.41% -1.05% 0.52%-0.59% -0.74% -2.09%1.53% 1.35% 1.20%0.38% 1.03% -0.50%1.68% 0.25% -0.79%-0.94% -0.05% 0.52%1.09% -0.98% -1.54%-0.10% 0.98% 0.47%-0.08% 0.79% 0.06%0.98% -0.09% -0.54%-0.19% -0.86% 0.38%-1.75% 0.93% 1.58%-2.75% 0.79% -0.65%0.15% -0.60% 0.35%-0.42% -0.70% 0.73%0.65% -0.20% 3.46%0.43% -0.57% 3.47%-1.41% -1.12% -0.41%0.70% 0.99% 1.94%-0.51% -0.55% -0.99%-0.12% -0.07% -0.70%-0.85% -0.21% -0.30%0.29% 0.07% -0.39%-0.85% -1.33% -0.91%0.92% 0.86% 1.63%1.48% 2.31% 3.21%

-0.64% -0.47% -0.55%0.38% 0.54% 2.73%-0.96% 0.88% -0.19%0.28% -2.41% -0.90%-0.03% -0.23% 0.95%-0.31% 1.37% 2.27%0.39% -0.67% -0.17%-0.48% -1.64% -0.73%1.00% -1.46% -0.40%0.33% -1.10% 4.06%-0.52% 1.49% -0.06%0.51% 0.97% 2.44%0.55% 0.94% 1.04%-0.13% -0.35% -0.27%0.43% -0.47% -0.41%-1.13% 0.19% -0.34%0.51% 0.23% -0.21%0.78% 1.71% 2.05%-0.20% 0.25% 0.03%0.29% 0.00% 0.48%0.77% 2.18% 1.38%-1.22% -0.09% -1.59%1.64% 0.09% 1.99%0.76% 0.43% 0.45%-0.11% -0.65% -0.57%0.35% -0.25% 0.89%-0.11% -0.07% 0.42%0.00% 0.27% 1.23%-0.01% 0.18% 0.27%-0.80% -0.43% 0.91%-2.15% 0.16% -0.60%-0.78% 0.23% 2.36%0.65% 0.94% -2.19%1.52% 0.45% -2.77%0.20% 0.62% 2.13%0.06% 0.70% -4.18%0.95% 0.87% 0.58%0.77% 0.50% 2.47%-1.23% 0.39% -1.25%1.36% 0.41% 0.51%2.12% 0.83% 1.10%0.63% 1.23% 0.51%-0.46% -0.86% 0.76%-0.08% 0.42% 1.62%0.25% 1.01% -2.32%-0.07% -0.31% 0.21%0.85% 1.15% -0.95%0.07% -0.87% 0.04%

-0.58% 1.13% 1.39%-0.98% -0.95% 0.53%-0.34% 1.52% -1.87%0.28% 0.41% -2.05%0.75% -0.72% 0.87%0.19% 0.41% -3.16%1.57% 0.45% 0.84%0.77% 0.29% -0.33%-0.11% 0.65% 0.29%0.01% -1.09% 0.89%0.07% 0.43% -0.47%0.80% 0.14% -0.75%0.78% 0.57% 0.44%-0.03% -1.03% -2.23%0.26% 0.63% -0.29%0.25% 0.53% 0.49%1.18% 0.78% 0.09%1.07% -0.14% 1.88%-0.96% 1.01% 2.01%0.54% 1.30% -0.26%0.99% 0.69% 0.03%-0.11% -0.43% -1.78%0.27% -0.36% -1.61%-0.22% -1.82% -2.43%-1.72% 2.77% -1.42%1.46% 2.63% 0.09%-0.41% -0.11% 0.58%1.44% 0.25% 2.45%-1.34% -0.99% 0.69%0.79% 2.74% 0.58%0.50% 0.77% -0.45%-0.82% -0.32% 0.69%-0.85% 0.84% 0.66%0.44% -2.80% -2.37%0.51% 0.25% 0.74%1.01% 0.29% 1.18%-0.53% -1.20% 2.12%0.00% 1.67% 0.59%-0.14% 0.36% 0.63%0.19% -0.75% -1.14%0.62% 0.34% 0.38%-0.49% -0.64% 0.36%0.36% 1.18% 3.27%1.37% 0.81% 0.71%-1.70% -0.75% -0.73%-0.80% 0.28% 2.40%-0.60% -1.14% 0.46%-0.01% -1.27% 1.15%

-0.47% -1.15% -0.86%-0.91% 0.82% -1.21%1.28% -0.96% 0.83%0.01% -1.11% 1.56%-1.41% -2.46% 1.35%-0.79% -0.99% 0.91%-1.04% -1.22% -1.38%1.14% 0.37% 0.91%0.33% 0.37% -1.15%-0.91% -1.11% -2.09%0.50% 3.46% 0.87%0.93% 0.54% 3.96%-0.76% 0.58% 0.89%-0.66% -0.69% -2.50%-0.54% -0.56% -0.89%0.21% 1.48% 2.45%-0.17% 0.85% -1.75%0.11% -0.70% 0.73%1.04% 1.66% 0.02%-1.68% -2.91% -1.58%-1.92% -2.18% -3.81%0.66% 1.14% -0.75%0.94% -0.81% -2.25%0.23% 2.69% 1.51%0.86% 0.44% -0.91%0.33% 0.67% 1.22%-1.02% -1.29% -1.47%0.13% 0.04% 0.33%0.16% 0.54% -0.55%0.07% 0.75% -0.32%0.60% 0.57% 1.87%1.99% 0.75% 0.37%0.42% -0.41% 2.03%-0.34% -0.82% -0.71%1.12% 1.33% 1.21%0.00% -1.56% 1.52%-0.77% -0.89% 1.81%0.44% 0.64% -1.69%-0.22% 0.91% 0.79%0.18% -1.52% 1.59%0.96% -0.04% 0.18%-0.27% 0.64% 1.15%0.87% 0.18% 0.01%-0.41% 0.04% -0.73%-0.28% 0.66% 0.53%-0.01% 0.61% -0.39%-0.01% 0.92% -1.26%-0.13% -2.08% -0.45%

0.06% -1.86% 0.99%0.36% 1.07% 2.11%0.68% 0.48% 0.08%0.03% -0.08% 0.42%-1.14% -0.24% -2.10%-0.04% -0.32% -0.81%-0.16% -0.62% -0.37%-0.45% -0.60% -0.44%0.23% 0.67% -0.27%-0.29% -1.01% 1.25%-0.60% -0.53% -0.23%-2.60% -0.72% -1.59%-0.40% -1.71% -0.06%-0.72% -0.44% -1.26%-0.48% 0.86% 0.59%0.44% -1.34% -1.54%-0.12% -0.53% 1.46%-0.03% 1.25% -0.48%-0.56% -1.41% -0.47%-0.23% 0.02% -2.96%-0.66% -0.83% 0.16%0.07% 2.71% 0.43%0.76% -0.92% -0.98%-0.41% -2.89% 1.73%0.32% 1.67% 0.63%-0.33% -0.30% 0.28%-0.11% -0.64% 0.31%1.27% -0.93% 1.81%0.61% 1.22% 3.54%0.12% 0.11% -0.05%-0.19% 1.78% -1.04%0.61% 0.87% 0.40%0.56% 1.13% 1.85%0.49% 0.56% 0.23%1.69% 0.31% 0.38%-0.27% -0.43% -0.17%-0.50% -1.50% 1.17%0.78% 0.42% -2.65%-0.88% -1.48% -1.38%-1.45% -0.69% -0.40%-0.04% 1.54% -0.01%-0.35% -1.41% -1.50%-0.54% -0.69% -1.03%-0.50% 0.67% 0.50%0.18% -0.43% -0.21%-0.76% 0.47% -1.15%-0.49% 0.19% -0.19%-1.28% 0.40% -1.47%

1.43% -1.50% -0.78%0.14% 0.33% 0.91%2.45% 1.43% 2.31%0.04% 0.49% 1.26%-0.19% -0.59% -0.34%-0.42% -1.05% -1.15%1.65% 2.01% 2.93%0.24% 3.49% -2.42%-0.09% 2.27% 0.23%-0.74% 1.14% 0.68%1.56% 1.11% -0.33%-0.55% -0.63% -0.95%0.69% -0.79% 1.41%-0.44% 0.58% 1.33%1.39% -0.28% -0.39%-0.10% 1.03% 0.41%-0.19% -1.10% -0.04%-0.21% -0.04% -0.73%0.42% -0.04% 0.74%0.34% 1.17% 0.68%0.12% -1.92% -0.74%0.96% 1.02% 0.97%-0.83% -0.87% -2.37%0.58% 0.06% 2.21%1.35% -0.48% 0.41%-0.38% 0.40% -0.58%0.24% -0.34% 0.03%0.23% 0.56% 0.16%0.18% 0.08% 0.74%0.00% 0.89% 0.78%0.04% 0.04% 0.56%-0.44% -0.75% -0.96%-0.05% -0.04% 1.25%1.20% -0.32% 0.62%0.78% -0.42% 0.82%0.31% 0.08% -0.85%0.31% -0.24% 0.43%0.10% -0.62% 0.43%0.12% -0.73% 0.46%0.12% 0.69% -0.98%-0.64% -0.46% 0.39%-0.97% -0.93% -1.86%0.63% 1.17% 1.00%0.01% 0.18% 0.28%-1.09% -1.05% 1.23%0.01% -1.14% -1.25%-0.75% -0.74% 0.44%-0.54% -0.60% 0.04%

-0.44% 0.88% 1.52%-0.63% -1.45% -0.27%0.89% 1.91% 2.55%-0.90% -0.08% -0.04%0.25% -0.72% 0.22%0.57% 1.04% 0.75%0.18% 0.82% -0.18%0.49% 0.41% 0.16%0.10% -0.02% -0.06%0.20% -0.04% -0.35%0.08% -0.02% 0.87%0.28% -0.28% -0.21%-0.33% -1.18% 0.71%-0.56% 0.56% 0.68%0.31% 1.25% -0.60%-0.79% -0.55% 0.08%0.33% -2.06% -0.58%-0.06% 0.53% 0.56%-0.70% -1.51% -1.41%0.61% 0.11% 0.41%-0.38% 2.53% 1.22%-1.16% 0.54% -2.00%-0.74% -0.37% 0.63%-0.46% -1.34% -1.75%-0.65% -0.78% 0.28%-0.52% 1.12% -1.69%-0.72% -0.48% -1.82%-0.36% 0.13% -1.76%0.70% -0.69% 0.95%-0.76% 0.70% -1.41%0.88% -0.13% 1.18%-0.09% 0.82% -1.04%-2.70% -3.35% -2.62%0.10% 0.88% 1.21%0.19% -0.28% -0.83%-0.07% -0.02% 0.83%1.28% 0.28% 0.11%0.01% 0.21% -0.57%1.41% 0.64% 2.11%0.21% 0.34% -0.54%0.53% -0.13% 0.34%0.57% -1.69% -0.21%-0.61% -1.14% 0.57%-0.64% 1.20% -0.84%-1.78% 3.42% 0.76%-0.54% -1.77% 0.00%0.31% -2.20% 1.24%0.00% 0.13% -1.84%

1.95% 0.13% -0.08%-0.29% 2.48% 1.58%0.19% 0.17% 0.65%-0.78% -0.57% -1.03%1.36% 1.25% 2.42%-0.44% -1.09% 1.88%0.11% 0.17% 0.41%0.24% -0.65% 0.96%-0.20% -0.25% -0.43%0.66% -0.70% -2.09%0.81% -0.73% -0.10%-0.79% -0.71% -1.78%-0.87% 0.11% -0.81%0.54% 0.50% 0.90%0.12% 0.84% 0.75%-0.52% -0.73% 0.05%1.34% 1.83% 0.62%0.96% -0.64% -1.34%0.87% 0.21% -0.74%0.14% 0.45% -1.49%-0.83% -0.44% -0.93%-0.12% 1.45% 0.35%-0.17% -0.57% 0.01%0.55% 0.32% 0.96%0.44% 0.38% 1.26%0.53% 0.15% 0.81%0.36% 0.63% -0.71%-0.19% -0.17% -1.72%0.00% 0.17% -2.87%1.13% 1.29% -1.26%-0.27% -0.48% 1.02%-1.39% -1.06% -1.38%-0.51% -0.84% -2.09%1.15% 0.42% 1.32%-0.65% -0.74% 0.12%0.44% 0.38% 1.48%0.57% 1.06% 0.14%-0.08% 0.80% 0.23%-0.05% -0.13% 1.69%0.62% -1.02% -0.01%0.35% -2.42% 0.25%0.40% -0.73% -1.62%1.45% 1.44% -1.07%-0.11% 0.36% 1.09%0.05% -0.09% 1.00%-0.01% 1.05% 0.34%-0.73% -0.21% -0.93%-0.63% 0.57% -1.59%

-0.78% 0.17% -1.16%0.55% 1.33% 0.63%0.94% 0.81% 1.21%0.65% -0.02% -0.13%-0.06% -0.66% 1.49%-0.01% -0.64% 0.46%-0.51% 0.33% -0.52%-2.43% -0.10% -1.76%0.23% 2.31% -0.13%-0.52% 0.16% 0.79%-1.20% -1.02% -0.84%-0.04% 1.07% 1.92%-0.36% 0.57% 0.31%0.29% 0.59% 0.19%-0.03% -0.24% 1.01%-0.08% 0.24% -0.02%0.60% -0.04% -0.28%1.04% 0.48% -0.58%-0.01% 0.18% 0.14%-0.07% -1.52% 1.11%0.55% -0.28% 0.36%0.25% 0.26% 0.12%-0.14% 0.28% 2.22%-0.26% 0.30% -0.11%-0.51% -0.10% 0.22%-0.60% -0.30% -0.56%-0.56% -0.67% 0.32%-0.59% 0.29% -0.04%0.08% 0.26% -0.02%-0.46% -0.20% 1.43%0.95% 0.43% 0.97%0.22% 0.10% -0.08%-0.25% -0.16% 0.06%0.15% 0.69% 0.24%0.24% -0.90% -1.18%-0.46% 0.26% 0.09%-0.94% -0.40% -0.22%0.57% 0.22% -0.73%-0.36% -0.79% 0.40%0.28% 0.90% -0.38%0.45% 0.59% 0.05%0.17% 0.10% 1.54%0.42% 0.08% -0.99%0.76% -0.92% -1.71%0.73% 0.29% -0.15%-0.19% 1.51% -0.76%-0.31% 1.37% 0.84%-0.35% 0.42% 1.33%

0.38% 0.36% 1.30%0.03% 0.49% 0.77%-0.33% -1.26% -0.19%0.63% 0.85% 0.78%-0.42% -0.10% 0.15%-0.17% 0.55% 1.92%0.46% -0.14% 1.03%-0.83% 0.27% -0.32%-0.50% 0.45% -0.49%-0.34% 0.59% 0.31%-0.36% 0.76% -0.23%-0.87% -0.40% 0.13%-1.60% -2.59% -1.64%-0.05% -1.17% -1.52%0.00% 0.76% 0.85%-0.27% -1.10% -1.32%1.83% -1.07% 0.19%-0.34% -0.98% -0.38%0.97% 0.10% 1.87%-0.42% -0.06% 0.12%-0.19% 0.35% -0.08%-0.26% 0.16% 0.02%0.49% 0.16% 0.21%-0.66% -0.41% -0.48%0.80% -0.04% 1.54%0.52% -0.16% -0.34%0.11% 0.25% 0.04%0.79% 0.10% 0.64%0.24% -0.47% 0.18%-0.05% 1.05% 1.37%-0.22% 0.20% 0.02%0.44% 0.37% 0.26%0.07% -0.04% -0.09%-0.53% 0.83% 0.82%0.33% -0.10% 0.37%0.34% 0.22% -0.09%0.72% -0.32% 0.27%1.24% 0.44% -0.18%-1.26% -0.82% 0.20%0.27% -1.27% -1.50%-0.30% -0.31% 1.39%-0.54% 0.53% 0.63%-0.43% -1.24% 1.20%0.05% 0.33% 0.44%0.67% 0.82% 0.03%-0.10% 0.51% 0.42%-0.03% 0.98% 1.66%0.81% 1.33% -0.90%

-0.69% -0.34% -0.49%-0.93% -0.54% -0.11%1.96% 0.32% 1.47%-1.25% -0.92% -1.98%0.49% 0.32% 0.56%-0.54% -0.04% -0.70%0.51% 0.48% -0.14%-0.46% -1.12% -1.56%0.14% -0.28% 1.21%1.43% 0.85% 2.84%0.04% 0.74% -0.31%-0.06% -0.80% -1.96%1.22% 1.49% 1.55%-0.49% -1.88% -2.88%0.55% 0.02% -0.49%-0.93% -1.16% -0.89%0.54% -0.31% -0.04%-3.57% -0.62% -0.82%-1.84% -0.52% -2.63%0.38% 0.84% 2.51%1.40% 0.85% 0.53%1.17% 0.43% 1.32%0.01% -0.78% -1.86%0.29% -0.19% 1.83%0.17% 1.14% 1.83%0.27% 1.33% 0.31%-0.31% 1.09% 1.31%0.05% -0.26% -0.13%0.08% 0.14% 0.48%-0.24% 0.70% 1.62%0.01% 0.28% 0.44%1.28% -0.12% -0.29%0.57% 0.02% -0.23%0.14% -0.12% 0.61%1.23% 1.15% -0.15%0.85% -0.28% 0.57%-0.54% -0.22% 0.04%0.24% 0.41% -0.89%4.72% 0.75% 0.03%0.02% 0.59% -0.14%0.74% -0.19% -0.03%0.26% -0.35% -0.15%1.43% -1.43% -0.24%-0.48% -0.59% 0.30%0.08% 0.04% -0.08%0.89% -1.41% 0.25%-0.53% -0.32% -0.64%0.04% 1.42% -0.18%

3.01% 1.10% 0.26%-1.51% -1.11% -0.11%0.21% -1.84% 1.06%-1.13% -0.65% 0.40%-0.21% -0.02% 0.52%-0.76% -0.35% 1.82%0.13% 0.60% 0.60%-0.80% -4.05% 0.14%-0.69% -1.58% -2.48%1.02% 0.39% 0.80%-0.02% -1.68% -2.44%0.16% -0.35% -1.74%-1.17% 0.24% -1.20%1.53% 2.00% 0.94%2.03% 1.31% 3.56%-0.91% -0.06% 0.87%1.43% 1.04% 0.60%0.32% 0.34% 0.55%-0.27% 0.00% 0.20%0.56% 0.40% -0.22%-0.31% -0.65% 0.38%0.17% -0.46% -0.24%-1.05% -1.16% -0.96%-0.44% 1.28% 1.90%

Risk-free return0.01%0.01% 0.15022 0.090.01% 0.12871 0.110.01% 0.13384 0.130.01% 0.16313 0.150.01% 0.20653 0.170.01% 0.257 0.190.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%

0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%

0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%

w Er sigma0 2.0% 0

0.1 3.1% 0.0138840.2 4.3% 0.0277680.3 5.4% 0.0416520.4 6.6% 0.0555360.5 7.7% 0.0694190.6 8.9% 0.0833030.7 10.0% 0.0971870.8 11.2% 0.1110710.9 12.3% 0.124955

1 13.5% 0.1388391.1 14.6% 0.1527231.2 15.8% 0.1666071.3 16.9% 0.1804911.4 18.0% 0.1943741.5 19.2% 0.2082581.6 20.3% 0.2221421.7 21.5% 0.2360261.8 22.6% 0.249911.9 23.8% 0.263794

2 24.9% 0.277678

Stock statisticsIBM

0.06%14.74%12.74%

0.0001650.042

0.20400.624

Portfolio lab

Weight22.22%21.36%23.18%24.75%8.48%

Portfolio weights 22.22%13.463757251637800%

0.01927623413.884%

0.83

Minimum variance portfoliosIBM

9% 9.821459156962230%11% 15.38%13% 20.93%15% 26.49%17% 32.05%19% 37.60%

Optimal risky portfolioIBM

Portfolio weight 22.22%13.463756690414700%

0.01927613.88%

E(ri)DailyE(ri)E(ri) - rfVar(ri)DailyVar(ri)iSharpe ratio, Si

wIBM rIBMwP&G rP&GwWALMART rWALMARTwVERIZON rVERIZONwGOLDMAN rGOLDMAN

wIBM

E(rP)Var(rP)(rP)Sharpe ratio, SP

E(rP)

E(rP*)Var(rP*)(rP*)

0.826

Optimal complete portfolioA 2

Analytical solutiony* 2.97

36.09%41.28%

U 0.1904

Sharpe ratio, SP*

E(rC)(rC)

Stock statisticsP & G WAL MART VERIZON0.05% 0.04% 0.05%

11.71% 10.75% 13.51%9.71% 8.75% 11.51%

0.000105 0.000103 0.0001320.026 0.026 0.033

0.1624 0.1610 0.18230.598 0.544 0.631

Portfolio lab

22.22% 21.36% 23.18%0.00206 0.00063 0.000530.00063 0.00120 0.000550.00053 0.00055 0.001390.00087 0.00072 0.000620.00067 0.00038 0.00031

21.36% 23.18% 24.75%

Minimum variance portfoliosP & G WAL MART VERIZON

45.35% 57.83% 13.75%34.60% 42.30% 18.68%23.85% 26.78% 23.61%13.11% 11.26% 28.54%2.36% -4.26% 33.47%-8.39% -19.79% 38.41%

Optimal risky portfolioP & G WAL MART VERIZON

21.36% 23.18% 24.75%

wIBM rIBM wP&G rP&G wWALMART rWALMART

wP&G wWALMART wVERIZON

Optimal complete portfolio

Numerical solution2.97 Should get a fraction for y*

36.088020813458400%41.28%0.1904

Stock statisticsGOLDMAN SACHS Risk-free return

0.09% 0.01%21.81% 2.00%19.81%

0.0005060.128

0.35730.555

Portfolio lab

24.75% 8.48%0.00087 0.000670.00072 0.000380.00062 0.000310.00204 0.000540.00054 0.00092

8.48%

Minimum variance portfoliosGOLDMAN SACHS

-26.75% 15.02%-10.96% 12.87%4.82% 13.38%

20.60% 16.31%36.39% 20.65%52.17% 25.70%

GOLDMAN SACHS8.48%

wVERIZON rVERIZON wGOLDMAN rGOLDMAN

wGOLDMAN

(rP) 0 0.05 0.1 0.15 0.2 0.25 0.30

0.05

0.1

0.15

0.2

0.25

0.3Efficient frontier

E(r)

0 0.05 0.1 0.15 0.2 0.25 0.30

0.05

0.1

0.15

0.2

0.25

0.3Efficient frontier

E(r)

f 3.00X 1.00Y 1.00

s.t. X = 0.5

f = X + 2Y -X2 - Y3

AnswersDaily returnsQuestionsSolver example

Computer Assignment S1 2015 (1) Copy

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