Financial Engineering 3

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IEE512-412Assignment3.xlsx

Student Information

You must enter the information in the "yellow" fields below before starting the assignment. Fall 2020 Base numbers for stock stock prices Student Stock Prices Daily Rate of Return Summary Statistics Table
Name A B C D E Date Date A B C D E B D A E C Stock A Stock B Stock C Stock D Stock E
10 digit student ID # 1220885757 19.82 26.82 24.82 3.82 17.82 4 9/4/19 9/4/19 77.42 27.43 25.90 4.43 18.89 -0.0196864747 -0.2031602709 -0.0081374322 -0.0269984119 -0.0158301158 Average Daily Rate Return 0.0020920004 0.010047794 -0.0001997237 -0.000426365 -0.0037582008
Date 19.19 26.28 24.41 2.92 17.31 9/5/19 9/5/19 76.79 26.89 25.49 3.53 18.38 0.0159910747 0.0226628895 0.0076832921 0.0092491839 0.0223617105 Std. Dev. 0.0246522745 0.0686670205 0.0098589325 0.0341944974 0.0288420046
Class 19.78 26.71 24.98 3 17.48 9/6/19 9/6/19 77.38 27.32 26.06 3.61 18.55 -0.013909224 -0.0720221607 -0.0069785474 -0.0043126685 0 Variance 0.0006077346 0.0047151597 0.0000971985 0.0011692637 0.0008318612
By downloading this assignment you agree to not share this exam with anyone. You also agree to completing this assignment without the assistance or of anyone unless you have received written approval from the instructor. You agree to not collaborate with anyone with this assignment You agree to not use another student's assignment or materials to aid you with this assignment You understand that not following these rules, or any other rules identified in the ASU Academic Integrity Policy will result in a zero grade for this assignment a violation report to the Dean's office, and likely suspension from ASU. Please teach each other the Excel functions and financial engineering functions. However, do not provide answers or assist others with their answers. Engineers must learn how to solve problems! This assignment is the property of Daniel R. McCarville and Arizona State University. It is copyright protected. 19.24 26.33 24.98 2.74 17.4 9/9/19 9/9/19 76.84 26.94 26.06 3.35 18.47 -0.0178173719 0.0149253731 -0.0033836543 0.017866811 -0.013046815 Semi-annual Avg Return 0.2635920443 1.2660220448 -0.0251651883 -0.0537219952 -0.4735332959
18.98 25.85 24.64 2.79 17.73 9/10/19 9/10/19 76.58 26.46 25.72 3.40 18.80 0.074452003 0.0088235294 -0.0020893184 0.0579787234 0.0069984448 Semi-annual Std Dev 0.2767210944 0.7707853934 0.1106662425 0.3838322818 0.3237506986
Instructions: 18.82 27.82 24.82 2.82 18.82 9/11/19 9/11/19 76.42 28.43 25.90 3.43 19.89 -0.0411537109 -0.084548105 -0.0035331065 -0.0341880342 -0.0378378378
1. You must enter the information requested above. 18.55 26.65 23.84 2.53 18.14 9/12/19 9/12/19 76.15 27.26 24.92 3.14 19.21 -0.01540719 -0.0031847134 0.0006565988 -0.0171785528 0.0044141252 Covariance Matrix expected semi-annual rate 0.10879
2. Include your entire 10 (ten) digit student ID number. 18.6 26.23 23.95 2.52 17.81 9/13/19 9/13/19 76.20 26.84 25.03 3.13 18.88 0.0078241431 0.0223642173 0.0085301837 -0.0084745763 0 Stock A Stock B Stock C Stock D Stock E annual risk free rate 0.08257
3. Do not change the questions as I have typed them. 19.25 26.44 23.95 2.59 17.65 9/16/19 9/16/19 76.85 27.05 25.03 3.20 18.72 -0.0170055453 0.021875 -0.0046844502 -0.0048076923 -0.0043947263 Stock A 0.0005908531 0.0008877808 0.0001685596 0.0003902265 0.0002931899
4. Fill in all yellow boxes with the requested information and/or answer. 18.89 25.98 23.84 2.66 17.56 9/17/19 9/17/19 76.49 26.59 24.92 3.27 18.63 -0.0120345995 -0.0152905199 0.0099359393 0.0268384326 -0.0208667737 Stock B 0.0008877808 0.004584183 0.0003823519 0.0011479797 0.001031794
5. To show your cash flow drawings, you must copy the drawings onto the Question Worksheet. 19.65 25.66 23.32 2.61 18.06 9/18/19 9/18/19 77.25 26.27 24.40 3.22 19.13 0.0060905976 0.0031055901 0.0028478964 0.0219550444 0.0049180328 Stock C 0.0001685596 0.0003823519 0.0000944986 0.0001610397 0.0001215917
6. Please show your Excel work in the same worksheet as the Question. 19.87 25.82 23.44 2.62 18.48 9/19/19 9/19/19 77.47 26.43 24.52 3.23 19.55 0 0.0061919505 0.0095520847 0.0081841432 0.0069331158 Stock D 0.0003902265 0.0011479797 0.0001610397 0.0011367841 0.0002119012
7. Data Analysis TookPak results such as Covariance Matrices or Regression Analysis can be inserted in a new worksheet. 20.61 25.82 23.61 2.64 18.64 9/20/19 9/20/19 78.21 26.43 24.69 3.25 19.71 -0.0079455165 0.0092307692 -0.0033243831 -0.0081177067 -0.0186310247 Stock E 0.0002931899 0.001031794 0.0001215917 0.0002119012 0.000808754
8. I do give some partial credit where enough detail is presented. 20.35 25.61 23.15 2.67 18.48 9/23/19 9/23/19 77.95 26.22 24.23 3.28 19.55 0 0.0274390244 -0.0271969211 -0.0173913043 -0.0284770945
18.23 25.61 22.46 2.76 18.14 9/24/19 9/24/19 75.83 26.22 23.54 3.37 19.21 0.0061022121 -0.0148367953 -0.0076486879 0.0218636127 -0.002548853 Min Variance Markowitz' Equations
Question Maximum Points Available Grade 17.65 25.77 22.4 2.71 18.56 9/25/19 9/25/19 75.25 26.38 23.48 3.32 19.63 -0.0060652009 -0.0271084337 -0.003986711 0.0213958227 -0.0144804089 1 2 3 4 5 6 7 Y Matrix
1a 3 0 17.35 25.61 22.06 2.62 18.98 9/26/19 9/26/19 74.95 26.22 23.14 3.23 20.05 -0.0022883295 0.0247678019 0.0010673783 0.0079800499 -0.0025929127 1 0.0005908531 0.0008877808 0.0001685596 0.0003902265 0.0002931899 -0.0020920004 -1 w1 0
1b 3 0 17.43 25.55 22 2.7 19.14 9/27/19 9/27/19 75.03 26.16 23.08 3.31 20.21 0.0145259939 -0.0090634441 0.0045315207 0.0168233548 0.0047660312 2 0.0008877808 0.004584183 0.0003823519 0.0011479797 0.001031794 -0.010047794 -1 w2 0
1c 6 0 17.77 25.93 22.11 2.67 19.48 9/30/19 9/30/19 75.37 26.54 23.19 3.28 20.55 0.0610399397 -0.0274390244 0.0025208969 -0.0530413625 0.0349288486 3 0.0001685596 0.0003823519 0.0000944986 0.0001610397 0.0001215917 0.0001997237 -1 w3 0
2a 3 0 17.96 27.55 22.92 2.58 18.39 10/1/19 10/1/19 75.56 28.16 24.00 3.19 19.46 0.0248579545 0.0282131661 -0.0062202223 0.0256937307 0.005 4 0.0003902265 0.0011479797 0.0001610397 0.0011367841 0.0002119012 0.000426365 -1 w4 0
2b 4 0 17.49 28.25 23.04 2.67 18.89 10/2/19 10/2/19 75.09 28.86 24.12 3.28 19.96 0.0128205128 0.006097561 0.0017312558 -0.004008016 0.0045605307 5 0.0002931899 0.001031794 0.0001215917 0.0002119012 0.000808754 0.0037582008 -1 w5 0
2c 7 0 17.62 28.62 23.15 2.69 18.81 10/3/19 10/3/19 75.22 29.23 24.23 3.30 19.88 -0.0017105713 0.0606060606 0.0041212443 0.0085513078 -0.0094923648 6 0.0020920004 0.010047794 -0.0001997237 -0.000426365 -0.0037582008 0 0 λ1 0
3a 3 0 17.93 28.57 22.92 2.89 18.98 10/4/19 10/4/19 75.53 29.18 24.00 3.50 20.05 -0.0185058259 0.0085714286 0.003839534 0.0039900249 -0.0145833333 7 1 1 1 1 1 0 0 λ2 1
3b 1 0 18.22 28.03 22.57 2.92 19.06 10/7/19 10/7/19 75.82 28.64 23.65 3.53 20.13 0.0132681564 0.0991501416 -0.0046161963 0.0208643815 0.0198731501
Total 30 0 17.87 28.41 23.04 3.27 19.48 10/8/19 10/8/19 75.47 29.02 24.12 3.88 20.55 -0.027911785 -0.0489690722 -0.0025175566 -0.0121654501 -0.0265339967 Inverse of Markowitz' Equations Matrix
17.68 27.6 22.4 3.08 19.23 10/9/19 10/9/19 75.28 28.21 23.48 3.69 20.30 0.036157391 0.0054200542 0.0045164718 0.0162561576 0.0195911414 3070.7174878477 -548.7144718577 -2828.6178454829 -97.0018010806 403.6166305735 62.4218850839 -0.0614845293
Comments: 18.02 28.62 22.86 3.1 19.56 10/10/19 10/10/19 75.62 29.23 23.94 3.71 20.63 -0.0174478276 0 -0.0021158424 -0.0203587009 -0.0238095238 -548.7144718577 177.6238039912 246.4772799229 -35.79619387 160.4095818136 45.54040483 -0.003359846
17.86 28.11 22.29 3.1 19.14 10/11/19 10/11/19 75.46 28.72 23.37 3.71 20.21 -0.0194986072 -0.0215633423 -0.00490326 -0.0039584364 0.0098416774 -2828.6178454829 246.4772799229 4413.059627491 -767.9406685641 -1062.9783933668 44.2906468178 1.2272858067
17.49 27.55 22.52 3.02 19.06 10/14/19 10/14/19 75.09 28.16 23.60 3.63 20.13 -0.01171875 -0.0495867769 -0.0074577174 0.0457029309 -0.0050847458 -97.0018010806 -35.79619387 -767.9406685641 1138.8260614657 -238.087397951 -45.4759583261 -0.0609227909
16.93 27.22 22.4 2.84 19.98 10/15/19 10/15/19 74.53 27.83 23.48 3.45 21.05 0.0050305426 -0.0086956522 0.0064403596 -0.0080760095 -0.0046848382 403.6166305735 160.4095818136 -1062.9783933668 -238.087397951 737.0395789308 -106.7769784056 -0.1015186406
17.41 27.36 22.29 2.81 19.81 10/16/19 10/16/19 75.01 27.97 23.37 3.42 20.88 0.0114408295 -0.0058479532 0.0031995734 0.0038314176 0.0072742833 -62.4218850839 -45.54040483 -44.2906468178 45.4759583261 106.7769784056 10.4344055399 0.0138970358
17.65 27.68 22.46 2.79 19.89 10/17/19 10/17/19 75.25 28.29 23.54 3.40 20.96 0.0084835631 0.1058823529 0.0038538206 -0.0085877863 -0.0038232795 0.0614845293 0.003359846 -1.2272858067 0.0609227909 0.1015186406 0.0138970358 0.0000849491
17.94 27.92 22.37 3.15 19.71 10/18/19 10/18/19 75.54 28.53 23.45 3.76 20.78 0.0115667718 0.0425531915 0.0037066455 -0.0052935515 0.0038379531
18.22 28.25 22.46 3.31 19.6 10/21/19 10/21/19 75.82 28.86 23.54 3.92 20.67 -0.0384615385 0.1862244898 0.0126615669 0.0062893082 0.0352591334 Solution = Matrix Multiplication of Inverse Markowitz' Euqation Matrix and the single column of Y Matrix
19.18 27.14 23.29 4.04 19.73 10/22/19 10/22/19 76.78 27.75 24.37 4.65 20.80 -0.0183783784 0.0365591398 0.006772597 0.0038461538 -0.0139515798 Weight Original Zero Neg Balanced
19.7 26.63 22.95 4.21 19.81 10/23/19 10/23/19 77.30 27.24 24.03 4.82 20.88 0.0040381791 -0.0248962656 0.0235446313 0.0057471264 0.0024968789 w1 -0.0614845293 0.257166651 0.257166651
21.52 26.74 23.01 4.09 19.93 10/24/19 10/24/19 79.12 27.35 24.09 4.70 21.00 0.0058500914 -0.0382978723 -0.0017694641 -0.0333333333 0.0058115401 w2 -0.003359846 0.0553136665 0.0553136665
21.38 26.9 23.15 3.91 19.23 10/25/19 10/25/19 78.98 27.51 24.23 4.52 20.30 0.0087241003 0.064159292 0.0029121297 -0.045320197 0.0119686339 w3 1.2272858067 0.0517399004 0.0517399004
21.61 27.14 23.44 4.2 18.31 10/28/19 10/28/19 79.21 27.75 24.52 4.81 19.38 -0.0046846847 -0.0228690229 0.0017674536 0.0902992776 0.0199836868 w4 -0.0609227909 0.2021376246 0.2021376246
21.75 27.01 23.93 4.09 20.06 10/29/19 10/29/19 79.35 27.62 25.01 4.70 21.13 -0.0115858074 -0.0276595745 0.0012602394 -0.0037860861 0.0103958417 w5 -0.1015186406 0.3311896863 0.3311896863
21.85 26.69 24.19 3.96 19.98 10/30/19 10/30/19 79.45 27.30 25.27 4.57 21.05 -0.0051282051 0.0065645514 -0.0016362492 0.0175771971 0.0134546894 λ1 0.0138970358
21.72 26.55 24.53 3.99 20.35 10/31/19 10/31/19 79.32 27.16 25.61 4.60 21.42 -0.015832106 -0.0065217391 -0.0020171457 -0.0233426704 0.0089808668 λ2 0.0000849491
21.56 26.12 24.76 3.96 19.85 11/1/19 11/1/19 79.16 26.73 25.84 4.57 20.92 0.0250654695 0.1641137856 0.0104850935 0.0038240918 0 Total w 1 1 1
22.39 26.79 24.76 4.71 19.93 11/4/19 11/4/19 79.99 27.40 25.84 5.32 21.00 -0.0167883212 -0.0206766917 0.0055006876 -0.0571428571 -0.0208978328
22.83 26.33 24.22 4.6 18.73 11/5/19 11/5/19 80.43 26.94 25.30 5.21 19.80 -0.0018559762 -0.0287907869 0.0094492105 -0.0085858586 0.0067193676
23.59 26.28 24.39 4.45 18.56 11/6/19 11/6/19 81.19 26.89 25.47 5.06 19.63 0.0081814801 0.0158102767 0.0088680872 -0.0168110036 -0.0157047507
24.31 26.5 23.99 4.53 18.23 11/7/19 11/7/19 81.91 27.11 25.07 5.14 19.30 0.0125414976 0.0097276265 0.0010987669 -0.0067357513 0.0055843638
24.4 26.84 24.13 4.58 18.1 11/8/19 11/8/19 82.00 27.45 25.21 5.19 19.17 -0.0615664845 -0.0269749518 -0.0117073171 -0.0041731873 -0.0138833796
23.44 25.15 23.78 4.44 18.02 11/11/19 11/11/19 81.04 25.76 24.86 5.05 19.09 -0.012810559 -0.0396039604 -0.0024679171 -0.032477737 -0.0092518101
23.24 24.82 23.55 4.24 17.4 11/12/19 11/12/19 80.84 25.43 24.63 4.85 18.47 -0.008257963 -0.0082474227 0.0032162296 -0.0048727666 -0.0125862769
23.5 24.61 23.24 4.2 17.31 11/13/19 11/13/19 81.10 25.22 24.32 4.81 18.38 0.0329103886 -0.0145530146 -0.0014796547 0.0565832427 0.0189144737
23.38 25.44 23.7 4.13 18.35 11/14/19 11/14/19 80.98 26.05 24.78 4.74 19.42 -0.0414587332 -0.0189873418 -0.0113608298 0.0020597322 -0.0266343826
22.46 24.36 23.04 4.04 18.39 11/15/19 11/15/19 80.06 24.97 24.12 4.65 19.46 0.0608730477 0.1591397849 0.0254808893 0.0256937307 -0.0012437811
24.5 25.88 23.01 4.78 18.89 11/18/19 11/18/19 82.10 26.49 24.09 5.39 19.96 -0.0071725179 -0.0241187384 -0.0062119367 -0.0290581162 -0.0062266501
23.99 25.69 22.86 4.65 18.31 11/19/19 11/19/19 81.59 26.30 23.94 5.26 19.38 -0.0072243346 -0.0019011407 -0.0066184581 0.0366357069 0.0025062657
23.45 25.5 22.92 4.64 19.02 11/20/19 11/20/19 81.05 26.11 24.00 5.25 20.09 -0.0157027959 0.0171428571 -0.0059222702 -0.006470881 -0.0083333333
22.97 25.09 22.72 4.73 18.89 11/21/19 11/21/19 80.57 25.70 23.80 5.34 19.96 -0.0093385214 -0.0131086142 -0.00459228 -0.0145290581 -0.0159663866
22.6 24.85 22.34 4.66 18.6 11/22/19 11/22/19 80.20 25.46 23.42 5.27 19.67 -0.0086410055 0.0569259962 -0.0017456359 -0.0233858668 -0.0183603757
22.46 24.63 21.91 4.96 18.14 11/25/19 11/25/19 80.06 25.24 22.99 5.57 19.21 0.0289223455 0.0053859964 0.0089932551 0.0416449766 -0.0013049152
23.18 25.36 21.88 4.99 18.94 11/26/19 11/26/19 80.78 25.97 22.96 5.60 20.01 -0.007316134 0.0160714286 -0.0038375836 0.007996002 -0.0074041812
22.87 25.17 21.71 5.08 19.1 11/27/19 11/27/19 80.47 25.78 22.79 5.69 20.17 0.0128006206 0.0246045694 0.0024853983 0.0188398612 -0.0127248793
23.07 25.5 21.42 5.22 19.48 11/28/19 11/28/19 80.67 26.11 22.50 5.83 20.55 -0.0091918805 0.077186964 -0.0001239618 -0.0141119221 0.0048888889
23.06 25.26 21.53 5.67 19.19 11/29/19 11/29/19 80.66 25.87 22.61 6.28 20.26 -0.0328565906 0.1576433121 0.0028514753 -0.0227048371 -0.007518797
23.29 24.41 21.36 6.66 18.73 12/2/19 12/2/19 80.89 25.02 22.44 7.27 19.80 0.0075939249 0.0357634113 -0.0008653727 -0.0297979798 0.0129233512
23.22 24.6 21.65 6.92 18.14 12/3/19 12/3/19 80.82 25.21 22.73 7.53 19.21 0.0150733836 -0.0239043825 -0.002969562 -0.0041644977 0
22.98 24.98 21.65 6.74 18.06 12/4/19 12/4/19 80.58 25.59 22.73 7.35 19.13 0.0054708871 -0.0979591837 -0.0065773145 0.0198640878 -0.0140783106
22.45 25.12 21.33 6.02 18.44 12/5/19 12/5/19 80.05 25.73 22.41 6.63 19.51 0.0159347066 0.0558069382 0.0113678951 0.0020502307 0.0191878626
23.36 25.53 21.76 6.39 18.48 12/6/19 12/6/19 80.96 26.14 22.84 7.00 19.55 -0.0022953328 0.0042857143 -0.0011116601 0.0485933504 0.0166374781
23.27 25.47 22.14 6.42 19.43 12/9/19 12/9/19 80.87 26.08 23.22 7.03 20.50 0.0272239264 0.039829303 0.0028440707 -0.0019512195 0.0086132644
23.5 26.18 22.34 6.7 19.39 12/10/19 12/10/19 81.10 26.79 23.42 7.31 20.46 -0.0164240388 -0.049247606 0.0082614057 -0.0219941349 0.0064047822
24.17 25.74 22.49 6.34 18.94 12/11/19 12/11/19 81.77 26.35 23.57 6.95 20.01 -0.0102466793 0.0143884892 -0.0105173046 -0.0104947526 0
23.31 25.47 22.49 6.44 18.73 12/12/19 12/12/19 80.91 26.08 23.57 7.05 19.80 -0.0176380368 -0.0255319149 -0.0075392411 0 -0.0148493848
22.7 25.01 22.14 6.26 18.73 12/13/19 12/13/19 80.30 25.62 23.22 6.87 19.80 0.0023419204 0.0014556041 -0.002366127 0.0333333333 -0.003875969
22.51 25.07 22.05 6.27 19.39 12/16/19 12/16/19 80.11 25.68 23.13 6.88 20.46 0.0031152648 0.0174418605 0.0028710523 0.0244379277 0.0151318634
22.74 25.15 22.4 6.39 19.89 12/17/19 12/17/19 80.34 25.76 23.48 7.00 20.96 0.011257764 0.07 -0.000497884 0.010019084 -0.0085178876
22.7 25.44 22.2 6.88 20.1 12/18/19 12/18/19 80.30 26.05 23.28 7.49 21.17 0.0180422265 0.0040053405 0.000622665 0.0061407652 0.0025773196
22.75 25.91 22.26 6.91 20.23 12/19/19 12/19/19 80.35 26.52 23.34 7.52 21.30 0.0143288084 0.0039893617 0.0042314872 0.0328638498 -0.0137103685
23.09 26.29 21.94 6.94 20.93 12/20/19 12/20/19 80.69 26.90 23.02 7.55 22.00 -0.0074349442 -0.0450331126 -0.0050811749 -0.0113636364 -0.0112945265
22.68 26.09 21.68 6.6 20.68 12/23/19 12/23/19 80.28 26.70 22.76 7.21 21.75 0.0093632959 -0.0291262136 -0.0013702043 -0.0151724138 -0.0166959578
22.57 26.34 21.3 6.39 20.35 12/24/19 12/24/19 80.17 26.95 22.38 7.00 21.42 -0.0029684601 -0.0014285714 -0.0022452289 0.0079365079 0.0026809651
22.39 26.26 21.36 6.38 20.52 12/25/19 12/25/19 79.99 26.87 22.44 6.99 21.59 -0.0171194641 0.008583691 -0.0156269534 -0.0060213062 0
21.14 25.8 21.36 6.44 20.39 12/26/19 12/26/19 78.74 26.41 22.44 7.05 21.46 -0.0064369557 -0.0468085106 -0.0081280163 0.0661696179 0.0334224599
20.5 25.63 22.11 6.11 21.81 12/27/19 12/27/19 78.10 26.24 23.19 6.72 22.88 0.0137195122 0.0416666667 0.0032010243 0.0109265734 0.0176800345
20.75 25.99 22.52 6.39 22.06 12/30/19 12/30/19 78.35 26.60 23.60 7.00 23.13 0.0018796992 0.0328571429 -0.0035737077 -0.0306960657 -0.0025423729
20.47 26.04 22.46 6.62 21.35 12/31/19 12/31/19 78.07 26.65 23.54 7.23 22.42 -0.0232645403 -0.0414937759 -0.0065325989 -0.0298840321 -0.025913339
19.96 25.42 21.85 6.32 20.68 1/1/20 1/1/20 77.56 26.03 22.93 6.93 21.75 -0.003457549 -0.0533910534 -0.0058019598 0.0059770115 -0.0013083297
19.51 25.33 21.82 5.95 20.81 1/2/20 1/2/20 77.11 25.94 22.90 6.56 21.88 -0.0196607556 -0.1204268293 0.0010374789 -0.0324497258 -0.0288209607
19.59 24.82 21.16 5.16 20.1 1/3/20 1/3/20 77.19 25.43 22.24 5.77 21.17 -0.010617381 0.0086655113 -0.0141210001 -0.0198393954 -0.0224820144
18.5 24.55 20.66 5.21 19.68 1/6/20 1/6/20 76.10 25.16 21.74 5.82 20.75 0.0151033386 0.0463917526 0.0039421813 0.0322891566 0.0041398344
18.8 24.93 20.75 5.48 20.35 1/7/20 1/7/20 76.40 25.54 21.83 6.09 21.42 0.0274079875 0.0459770115 0.0048429319 0.0116713352 0.0174072377
19.17 25.63 21.13 5.76 20.6 1/8/20 1/8/20 76.77 26.24 22.21 6.37 21.67 0.019054878 0.0973312402 -0.0082063306 -0.0230733733 0.0090049527
18.54 26.13 21.33 6.38 20.1 1/9/20 1/9/20 76.14 26.74 22.41 6.99 21.17 -0.0052356021 -0.0271816881 0.0048594694 0.0099196977 -0.0272199911
18.91 25.99 20.72 6.19 20.31 1/10/20 1/10/20 76.51 26.60 21.80 6.80 21.38 -0.0022556391 -0.0161764706 -0.0074500065 -0.0177736202 0
18.34 25.93 20.72 6.08 19.93 1/13/20 1/13/20 75.94 26.54 21.80 6.69 21.00 0.0143180106 -0.0493273543 0.0036871214 0.0080952381 0.0201834862
18.62 26.31 21.16 5.75 20.1 1/14/20 1/14/20 76.22 26.92 22.24 6.36 21.17 -0.0352897474 -0.0487421384 -0.0041983731 -0.0292867265 0.0139388489
18.3 25.36 21.47 5.44 19.48 1/15/20 1/15/20 75.90 25.97 22.55 6.05 20.55 0.0261840585 0.0446280992 0.0096179183 0.003892944 0.0168514412
19.03 26.04 21.85 5.71 19.56 1/16/20 1/16/20 76.63 26.65 22.93 6.32 20.63 0.0574108818 0.1202531646 0.0026099439 0.0465341735 -0.0074138683
19.23 27.57 21.68 6.47 20.52 1/17/20 1/17/20 76.83 28.18 22.76 7.08 21.59 0.0021291696 -0.0197740113 0.0009111024 -0.0018527096 0.0241652021
19.3 27.63 22.23 6.33 20.48 1/20/20 1/20/20 76.90 28.24 23.31 6.94 21.55 0.0173512748 0.053314121 0.0058517555 -0.0041763341 0.0124410124
19.75 28.12 22.52 6.7 20.39 1/21/20 1/21/20 77.35 28.73 23.60 7.31 21.46 0.0104420466 -0.0123119015 -0.0020685197 0.0293569432 0.0021186441
19.59 28.42 22.57 6.61 21.02 1/22/20 1/22/20 77.19 29.03 23.65 7.22 22.09 -0.0124009645 -0.0761772853 -0.0067366239 -0.0226346763 0.0050739958
19.07 28.06 22.69 6.06 20.52 1/23/20 1/23/20 76.67 28.67 23.77 6.67 21.59 0.0087199163 0.1034482759 0.0108256163 0.0671607226 0.0025241902
19.9 28.31 22.75 6.75 21.97 1/24/20 1/24/20 77.50 28.92 23.83 7.36 23.04 -0.0048409405 -0.0176630435 -0.0108387097 0.0021701389 -0.0012589173
19.06 28.17 22.72 6.62 22.02 1/27/20 1/27/20 76.66 28.78 23.80 7.23 23.09 0.0020847811 0.0165975104 0.0014349074 0.0034647033 -0.0109243697
19.17 28.23 22.46 6.74 22.1 1/28/20 1/28/20 76.77 28.84 23.54 7.35 23.17 -0.0020804438 -0.0013605442 -0.0057314055 0.0017263703 -0.0127442651
18.73 28.17 22.16 6.73 22.14 1/29/20 1/29/20 76.33 28.78 23.24 7.34 23.21 0.0097289785 0.0926430518 -0.0035372724 0.034037053 0
18.46 28.45 22.16 7.41 22.93 1/30/20 1/30/20 76.06 29.06 23.24 8.02 24.00 0.0151410874 -0.006234414 -0.0028924533 -0.0225 -0.008605852
18.24 28.89 21.96 7.36 22.39 1/31/20 1/31/20 75.84 29.50 23.04 7.97 23.46 -0.0122033898 -0.0037641154 -0.0093618143 -0.0179028133 -0.0238715278
17.53 28.53 21.41 7.33 21.97 2/3/20 2/3/20 75.13 29.14 22.49 7.94 23.04 -0.0178448868 0.0138539043 -0.0042592839 0.0021701389 0.0075589151
17.21 28.01 21.58 7.44 22.02 2/4/20 2/4/20 74.81 28.62 22.66 8.05 23.09 0.0153738644 -0.0236024845 0.0053468788 0.0394110004 -0.0075022065
17.61 28.45 21.41 7.25 22.93 2/5/20 2/5/20 75.21 29.06 22.49 7.86 24.00 0.0271851342 0.0025445293 -0.0097061561 -0.05375 -0.020898177
16.88 29.24 20.94 7.27 21.64 2/6/20 2/6/20 74.48 29.85 22.02 7.88 22.71 -0.008040201 0.0596446701 0.0028195489 -0.012769705 0.0199818347
17.09 29 21.38 7.74 21.35 2/7/20 2/7/20 74.69 29.61 22.46 8.35 22.42 0.0101317123 0.0383233533 0.0046860356 -0.0093666369 0.0089047195
17.44 29.3 21.58 8.06 21.14 2/10/20 2/10/20 75.04 29.91 22.66 8.67 22.21 -0.0130391174 0.0092272203 -0.0039978678 -0.0112561909 0
17.14 28.91 21.58 8.14 20.89 2/11/20 2/11/20 74.74 29.52 22.66 8.75 21.96 -0.0145663957 -0.0091428571 0.0001337972 0.0036429872 -0.0088261253
17.15 28.48 21.38 8.06 20.97 2/12/20 2/12/20 74.75 29.09 22.46 8.67 22.04 0.0178755586 0.0945790081 0.0046822742 0.0249546279 0.0271593945
17.5 29 21.99 8.88 21.52 2/13/20 2/13/20 75.10 29.61 23.07 9.49 22.59 -0.0057413036 -0.0231822972 -0.0046604527 0.0239043825 0.0099696576
17.15 28.83 22.22 8.66 22.06 2/14/20 2/14/20 74.75 29.44 23.30 9.27 23.13 -0.011888587 -0.0409924488 0.0077591973 -0.0181582361 -0.0025751073
17.73 28.48 22.16 8.28 21.64 2/17/20 2/17/20 75.33 29.09 23.24 8.89 22.71 -0.0010312822 -0.0461192351 0.0061064649 0.0110083664 -0.002151463
18.19 28.45 22.11 7.87 21.89 2/18/20 2/18/20 75.79 29.06 23.19 8.48 22.96 -0.0151410874 0.0153301887 -0.00448608 0.0017421603 0.0021561018
17.85 28.01 22.16 8 21.93 2/19/20 2/19/20 75.45 28.62 23.24 8.61 23.00 0.0094339623 -0.0301974448 -0.0039761431 -0.0108695652 -0.0447504303
17.55 28.28 21.12 7.74 21.68 2/20/20 2/20/20 75.15 28.89 22.20 8.35 22.75 0.0200761509 0.0083832335 0.0121091151 0.0237362637 0.0207207207
18.46 28.86 21.58 7.81 22.22 2/21/20 2/21/20 76.06 29.47 22.66 8.42 23.29 0.0064472345 0.0486935867 0.00433868 0.0145985401 0.0154457193
18.79 29.05 21.93 8.22 22.56 2/24/20 2/24/20 76.39 29.66 23.01 8.83 23.63 0.0020229265 0.0181200453 -0.0048435659 0 -0.001303781
18.42 29.11 21.9 8.38 22.56 2/25/20 2/25/20 76.02 29.72 22.98 8.99 23.63 -0.0121130552 -0.0233592881 -0.000394633 0.0067710537 -0.0047867711
18.39 28.75 21.79 8.17 22.72 2/26/20 2/26/20 75.99 29.36 22.87 8.78 23.79 0.0231607629 -0.0432801822 0.0038162916 -0.0138713745 0.0214254482
18.68 29.43 22.28 7.79 22.39 2/27/20 2/27/20 76.28 30.04 23.36 8.40 23.46 -0.0053262317 -0.0083333333 0.0022286314 0.0072463768 -0.0162671233
18.85 29.27 21.9 7.72 22.56 2/28/20 2/28/20 76.45 29.88 22.98 8.33 23.63 0.0046854083 -0.0276110444 0.0015696534 0.0067710537 -0.001305483
18.97 29.41 21.87 7.49 22.72 3/2/20 3/2/20 76.57 30.02 22.95 8.10 23.79 0.0036642239 0.0024691358 0.0048321797 0.0121899958 0.0065359477
19.34 29.52 22.02 7.51 23.01 3/3/20 3/3/20 76.94 30.13 23.10 8.12 24.08 -0.0073016927 0.0504926108 0.0061086561 -0.0016611296 -0.0038961039
19.81 29.3 21.93 7.92 22.97 3/4/20 3/4/20 77.41 29.91 23.01 8.53 24.04 0.0274155801 0.0386869871 0.0064591138 0.0191347754 0.0099956541
20.31 30.12 22.16 8.25 23.43 3/5/20 3/5/20 77.91 30.73 23.24 8.86 24.50 0.0097624471 -0.0169300226 0.0102682582 -0.0236734694 0.0189328744
21.11 30.42 22.6 8.1 22.85 3/6/20 3/6/20 78.71 31.03 23.68 8.71 23.92 -0.0106348695 -0.0160734788 0.0038114598 0.02090301 0
21.41 30.09 22.6 7.96 23.35 3/9/20 3/9/20 79.01 30.70 23.68 8.57 24.42 0.0016286645 -0.0210035006 -0.0032907227 -0.0102375102 -0.0012668919
21.15 30.14 22.57 7.78 23.1 3/10/20 3/10/20 78.75 30.75 23.65 8.39 24.17 0.0126829268 0.0357568534 -0.0007619048 0.0256516343 0.0295983087
21.09 30.53 23.27 8.08 23.72 3/11/20 3/11/20 78.69 31.14 24.35 8.69 24.79 -0.0080282595 0.0069044879 -0.0036853476 0.0084711577 0.0036960986
20.8 30.28 23.36 8.14 23.93 3/12/20 3/12/20 78.40 30.89 24.44 8.75 25.00 0.011654257 0 -0.000127551 -0.0116 0.0188216039
20.79 30.64 23.82 8.14 23.64 3/13/20 3/13/20 78.39 31.25 24.90 8.75 24.71 -0.00704 -0.0057142857 -0.0038270188 -0.0234722784 0.0341365462
20.49 30.42 24.67 8.09 23.06 3/16/20 3/16/20 78.09 31.03 25.75 8.70 24.13 0.0061231067 -0.0068965517 0.0025611474 0.0327393286 -0.0147572816
20.69 30.61 24.29 8.03 23.85 3/17/20 3/17/20 78.29 31.22 25.37 8.64 24.92 0.0080076874 -0.0011574074 0.0224805211 0.0216693419 0.0137958218
22.45 30.86 24.64 8.02 24.39 3/18/20 3/18/20 80.05 31.47 25.72 8.63 25.46 0.0273276136 -0.0127462341 0.0072454716 -0.0015710919 -0.0011664075
23.03 31.72 24.61 7.91 24.35 3/19/20 3/19/20 80.63 32.33 25.69 8.52 25.42 0.0151562017 -0.0258215962 -0.0054570259 -0.0051140834 -0.0182950564
22.59 32.21 24.14 7.69 24.22 3/20/20 3/20/20 80.19 32.82 25.22 8.30 25.29 0.015234613 0.0036144578 0.0049881531 0.0130486358 0.0138778747
22.99 32.71 24.49 7.72 24.55 3/23/20 3/23/20 80.59 33.32 25.57 8.33 25.62 0.0015006002 0.0960384154 -0.0052115647 0.0035128806 0.0273758311
22.57 32.76 25.19 8.52 24.64 3/24/20 3/24/20 80.17 33.37 26.27 9.13 25.71 0.0017980222 0.0657174151 -0.0213296744 0 -0.0053292729
20.86 32.82 25.05 9.12 24.64 3/25/20 3/25/20 78.46 33.43 26.13 9.73 25.71 -0.0158540233 -0.0174717369 0.0035686974 -0.0260598989 0.0053578263
21.14 32.29 25.19 8.95 23.97 3/26/20 3/26/20 78.74 32.90 26.27 9.56 25.04 -0.0139817629 0.0481171548 -0.0337820676 0.0015974441 -0.007613247
18.48 31.83 24.99 9.41 24.01 3/27/20 3/27/20 76.08 32.44 26.07 10.02 25.08 0.0218865598 0.0658682635 0.0081493165 0.0183413078 0.0065209053
19.1 32.54 25.16 10.07 24.47 3/30/20 3/30/20 76.70 33.15 26.24 10.68 25.54 0.0042232278 0.0852059925 -0.0096479791 -0.0046985121 0.0057164634
18.36 32.68 25.31 10.98 24.35 3/31/20 3/31/20 75.96 33.29 26.39 11.59 25.42 0.0240312406 -0.0629853322 0.0042127435 0.0098347758 0.0322091701
18.68 33.48 26.16 10.25 24.6 4/1/20 4/1/20 76.28 34.09 27.24 10.86 25.67 -0.0114403051 0.0156537753 0.0007865758 -0.0132450331 -0.0227606461
18.74 33.09 25.54 10.42 24.26 4/2/20 4/2/20 76.34 33.70 26.62 11.03 25.33 -0.003264095 0.0181323663 0.0034058161 -0.0063166206 -0.0285499624
19 32.98 24.78 10.62 24.1 4/3/20 4/3/20 76.60 33.59 25.86 11.23 25.17 0.0023816612 -0.0124666073 -0.003002611 0.0063567739 -0.0088940449
18.77 33.06 24.55 10.48 24.26 4/6/20 4/6/20 76.37 33.67 25.63 11.09 25.33 -0.0032670033 0.0270513977 0.0007856488 0.0114488749 -0.0011705033
18.83 32.95 24.52 10.78 24.55 4/7/20 4/7/20 76.43 33.56 25.60 11.39 25.62 -0.008045292 -0.035118525 -0.0061494178 0.0179547229 -0.0171875
18.36 32.68 24.08 10.38 25.01 4/8/20 4/8/20 75.96 33.29 25.16 10.99 26.08 -0.0042054671 0.042766151 -0.0021063718 0.036809816 0.0186804452
18.2 32.54 24.55 10.85 25.97 4/9/20 4/9/20 75.80 33.15 25.63 11.46 27.04 -0.0090497738 0.0157068063 0.0052770449 -0.0247781065 0.0089738588
18.6 32.24 24.78 11.03 25.3 4/10/20 4/10/20 76.20 32.85 25.86 11.64 26.37 -0.0066971081 0.0077319588 0.006824147 -0.0030337505 0.0429234339
19.12 32.02 25.89 11.12 25.22 4/13/20 4/13/20 76.72 32.63 26.97 11.73 26.29 -0.015936255 0.0179028133 0.0022158498 0 0.034853541
19.29 31.5 26.83 11.33 25.22 4/14/20 4/14/20 76.89 32.11 27.91 11.94 26.29 0.0255372158 0.0753768844 -0.0044219014 -0.006466337 0.0680759584
18.95 32.32 28.73 12.23 25.05 4/15/20 4/15/20 76.55 32.93 29.81 12.84 26.12 0.0385666565 0.058411215 -0.0035271065 0.0225880551 0.0224756793
18.68 33.59 29.4 12.98 25.64 4/16/20 4/16/20 76.28 34.20 30.48 13.59 26.71 0.0096491228 -0.0125091979 0.0011798637 -0.004867091 0.0095144357
18.77 33.92 29.69 12.81 25.51 4/17/20 4/17/20 76.37 34.53 30.77 13.42 26.58 -0.0104257168 -0.0320417288 -0.0092968443 0.0030097818 -0.0253493663
18.06 33.56 28.91 12.38 25.59 4/20/20 4/20/20 75.66 34.17 29.99 12.99 26.66 -0.0119988294 -0.0554272517 -0.0039651071 -0.0030007502 -0.0146715572
17.76 33.15 28.47 11.66 25.51 4/21/20 4/21/20 75.36 33.76 29.55 12.27 26.58 -0.019549763 0.2004889976 0.0118099788 0.032731377 0.0138747885
18.65 32.49 28.88 14.12 26.38 4/22/20 4/22/20 76.25 33.10 29.96 14.73 27.45 -0.0160120846 0.016293279 -0.0007868852 0.0061930783 0.0046728972
18.59 31.96 29.02 14.36 26.55 4/23/20 4/23/20 76.19 32.57 30.10 14.97 27.62 -0.0135093644 0.0273881096 -0.003675023 0.0228095583 -0.0019933555
18.31 31.52 28.96 14.77 27.18 4/24/20 4/24/20 75.91 32.13 30.04 15.38 28.25 -0.0214752568 0.0832249675 -0.0015808194 -0.017699115 -0.0046604527
18.19 30.83 28.82 16.05 26.68 4/27/20 4/27/20 75.79 31.44 29.90 16.66 27.75 0.0359414758 -0.0516206483 0.0026388706 -0.0122522523 0.0030100334
18.39 31.96 28.91 15.19 26.34 4/28/20 4/28/20 75.99 32.57 29.99 15.80 27.41 -0.0227202947 -0.0740506329 0.0259244637 -0.0317402408 -0.0536845615
20.36 31.22 27.3 14.02 25.47 4/29/20 4/29/20 77.96 31.83 28.38 14.63 26.54 -0.0034558593 0.021872864 -0.0037198563 0.0124340618 -0.0042283298
20.07 31.11 27.18 14.34 25.8 4/30/20 4/30/20 77.67 31.72 28.26 14.95 26.87 -0.0173392182 -0.0214046823 -0.0065662418 -0.0357275772 0.0102618542
19.56 30.56 27.47 14.02 24.84 5/1/20 5/1/20 77.16 31.17 28.55 14.63 25.91 -0.0054539621 0.0539986329 -0.0022032141 -0.0077190274 -0.0101576182
19.39 30.39 27.18 14.81 24.64 5/4/20 5/4/20 76.99 31.00 28.26 15.42 25.71 0.0170967742 0.0012970169 0.0093518639 0.0062232594 0.0736022647
20.11 30.92 29.26 14.83 24.8 5/5/20 5/5/20 77.71 31.53 30.34 15.44 25.87 0.0076117983 0.018134715 -0.0003860507 0.0015461925 0
20.08 31.16 29.26 15.11 24.84 5/6/20 5/6/20 77.68 31.77 30.34 15.72 25.91 -0.0050361977 -0.0330788804 -0.0003861998 -0.0142802007 -0.0135135135
20.05 31 28.85 14.59 24.47 5/7/20 5/7/20 77.65 31.61 29.93 15.20 25.54 -0.0148687124 -0.0138157895 -0.001545396 0.0031323414 -0.0040093552
19.93 30.53 28.73 14.38 24.55 5/8/20 5/8/20 77.53 31.14 29.81 14.99 25.62 0.0035324342 0.0013342228 -0.001160841 -0.0097580016 -0.0010063737
19.84 30.64 28.7 14.4 24.3 5/11/20 5/11/20 77.44 31.25 29.78 15.01 25.37 0.01856 0.0039973351 0.0112345041 -0.024438313 0.024513096
20.71 31.22 29.43 14.46 23.68 5/12/20 5/12/20 78.31 31.83 30.51 15.07 24.75 0.0216776626 0.0690112807 0.0007661857 0.0032323232 0.0095050803
20.77 31.91 29.72 15.5 23.76 5/13/20 5/13/20 78.37 32.52 30.80 16.11 24.83 -0.0033825338 -0.0291744258 -0.0007655991 0.0100684656 0.0077922078
20.71 31.8 29.96 15.03 24.01 5/14/20 5/14/20 78.31 32.41 31.04 15.64 25.08 -0.0182042579 -0.0172634271 -0.0132805517 0.0151515152 -0.0057989691
19.67 31.21 29.78 14.76 24.39 5/15/20 5/15/20 77.27 31.82 30.86 15.37 25.46 0.0087994972 -0.0123617437 -0.0029765756 -0.0133542812 -0.0113415424
19.44 31.49 29.43 14.57 24.05 5/18/20 5/18/20 77.04 32.10 30.51 15.18 25.12 -0.000623053 0.0032938076 -0.0167445483 0.0334394904 0.0458865946
18.15 31.47 30.83 14.62 24.89 5/19/20 5/19/20 75.75 32.08 31.91 15.23 25.96 -0.006234414 -0.0210111622 0.000660066 -0.0130970724 -0.0043873394
18.2 31.27 30.69 14.3 24.55 5/20/20 5/20/20 75.80 31.88 31.77 14.91 25.62 -0.008782936 -0.0516431925 0.0011873351 -0.0226385636 0.0018885741
18.29 30.99 30.75 13.53 23.97 5/21/20 5/21/20 75.89 31.60 31.83 14.14 25.04 -0.0060126582 0.0608203678 -0.001185927 -0.018370607 0
18.2 30.8 30.75 14.39 23.51 5/22/20 5/22/20 75.80 31.41 31.83 15.00 24.58 0.0079592486 -0.0426666667 -0.0026385224 -0.0081366965 0.0204209865
18 31.05 31.4 13.75 23.31 5/25/20 5/25/20 75.60 31.66 32.48 14.36 24.38 -0.0217940619 -0.045264624 -0.0137566138 -0.0291222313 0.0018472906
16.96 30.36 31.46 13.1 22.6 5/26/20 5/26/20 74.56 30.97 32.54 13.71 23.67 -0.0100096868 -0.0255288111 -0.0108637339 -0.0828052387 -0.016287646
16.15 30.05 30.93 12.75 20.64 5/27/20 5/27/20 73.75 30.66 32.01 13.36 21.71 0.0234833659 0.005988024 0.0074576271 -0.0267157992 0.0146829116
16.7 30.77 31.4 12.83 20.06 5/28/20 5/28/20 74.30 31.38 32.48 13.44 21.13 0.0299553856 0.021577381 0.0053835801 0.0037860861 0.0046182266
17.1 31.71 31.55 13.12 20.14 5/29/20 5/29/20 74.70 32.32 32.63 13.73 21.21 -0.010210396 0.0400582666 -0.0017402945 0.0160301744 0.0018387987
16.97 31.38 31.61 13.67 20.48 6/1/20 6/1/20 74.57 31.99 32.69 14.28 21.55 0.0293841826 0.0518207283 -0.0024138393 0.007424594 -0.0440501682
16.79 32.32 30.17 14.41 20.64 6/2/20 6/2/20 74.39 32.93 31.25 15.02 21.71 0.0018220468 -0.0119840213 -0.00040328 -0.0211883924 0.00576
16.76 32.38 30.35 14.23 20.18 6/3/20 6/3/20 74.36 32.99 31.43 14.84 21.25 -0.0218247954 0.0121293801 -0.0051102743 -0.0508235294 -0.0139993637
16.38 31.66 29.91 14.41 19.1 6/4/20 6/4/20 73.98 32.27 30.99 15.02 20.17 0.0223117447 0.0552596538 0.0097323601 0.0515617253 0.0064536947
17.1 32.38 30.11 15.24 20.14 6/5/20 6/5/20 74.70 32.99 31.19 15.85 21.21 0.0166717187 0.0687697161 -0.0018741633 0.0273455917 0.0198781661
16.96 32.93 30.73 16.33 20.72 6/8/20 6/8/20 74.56 33.54 31.81 16.94 21.79 0.0068574836 0.0655253837 0.0151555794 -0.0380908674 0.0367808865
18.09 33.16 31.9 17.44 19.89 6/9/20 6/9/20 75.69 33.77 32.98 18.05 20.96 0.0213206988 0.0592797784 0.0044920069 0.0019083969 -0.0069739236
18.43 33.88 31.67 18.51 19.93 6/10/20 6/10/20 76.03 34.49 32.75 19.12 21.00 0.0176862859 0.0041841004 0.0068394055 0.0161904762 0.0009160305
18.95 34.49 31.7 18.59 20.27 6/11/20 6/11/20 76.55 35.10 32.78 19.20 21.34 -0.0102564103 0.0229166667 -0.0056172436 -0.0042174321 0.0061012813
18.52 34.13 31.9 19.03 20.18 6/12/20 6/12/20 76.12 34.74 32.98 19.64 21.25 0 -0.0224032587 0.0023646873 0.0414117647 0.0142510612
18.7 34.13 32.37 18.59 21.06 6/15/20 6/15/20 76.30 34.74 33.45 19.20 22.13 -0.0472078296 0.1380208333 -0.0038007864 -0.0040668775 0.0325859492
18.41 32.49 33.46 21.24 20.97 6/16/20 6/16/20 76.01 33.10 34.54 21.85 22.04 0.0060422961 0.0169336384 -0.0061833969 -0.0412885662 -0.0034742328
17.94 32.69 33.34 21.61 20.06 6/17/20 6/17/20 75.54 33.30 34.42 22.22 21.13 -0.0177177177 0.1485148515 0.0007942812 -0.0373876006 0.0339918652
18 32.1 34.51 24.91 19.27 6/18/20 6/18/20 75.60 32.71 35.59 25.52 20.34 0.0296545399 -0.0403605016 0.0052910053 -0.0491642085 0.0084293341
18.4 33.07 34.81 23.88 18.27 6/19/20 6/19/20 76.00 33.68 35.89 24.49 19.34 -0.0195961995 -0.0249081258 0.0102631579 0.0258531541 -0.0147673447
19.18 32.41 34.28 23.27 18.77 6/22/20 6/22/20 76.78 33.02 35.36 23.88 19.84 -0.0169594185 0.0117252931 0.0128939828 0.0438508065 0.0082013575
20.17 31.85 34.57 23.55 19.64 6/23/20 6/23/20 77.77 32.46 35.65 24.16 20.71 0.033271719 -0.0099337748 -0.0052719558 -0.0057943023 -0.0106591865
19.76 32.93 34.19 23.31 19.52 6/24/20 6/24/20 77.36 33.54 35.27 23.92 20.59 0.0214669052 -0.0246655518 0.011246122 0.0019426906 -0.0223986391
20.63 33.65 33.4 22.72 19.56 6/25/20 6/25/20 78.23 34.26 34.48 23.33 20.63 0.0195563339 0.026575225 0 0.017935046 0.0101508121
20.63 34.32 33.75 23.34 19.93 6/26/20 6/26/20 78.23 34.93 34.83 23.95 21.00 0.0022902949 -0.0050104384 -0.0034513614 0.0042857143 0.0186620729
20.36 34.4 34.4 23.22 20.02 6/29/20 6/29/20 77.96 35.01 35.48 23.83 21.09 0.000856898 0.041963911 -0.0024371473 0.0293978189 -0.079481398
20.17 34.43 31.58 24.22 20.64 6/30/20 6/30/20 77.77 35.04 32.66 24.83 21.71 -0.0331050228 -0.0221506242 0.0006429214 -0.0327038231 0.0162278016
20.22 33.27 32.11 23.67 19.93 7/1/20 7/1/20 77.82 33.88 33.19 24.28 21.00 0.0203659976 -0.0370675453 0.00154202 0.0119047619 -0.0114492317
20.34 33.96 31.73 22.77 20.18 7/2/20 7/2/20 77.94 34.57 32.81 23.38 21.25 0.0054960949 0.0376390077 0.0094944829 -0.0155294118 0.002438281
21.08 34.15 31.81 23.65 19.85 7/3/20 7/3/20 78.68 34.76 32.89 24.26 20.92 0.002589183 -0.0305028854 -0.0013980681 -0.043499044 -0.0088172697
20.97 34.24 31.52 22.91 18.94 7/6/20 7/6/20 78.57 34.85 32.60 23.52 20.01 0.0008608321 -0.0072278912 -0.0036909762 0.0494752624 -0.004601227
20.68 34.27 31.37 22.74 19.93 7/7/20 7/7/20 78.28 34.88 32.45 23.35 21.00 -0.0209288991 -0.0483940043 0.001149719 -0.0352380952 -0.0314329738
20.77 33.54 30.35 21.61 19.19 7/8/20 7/8/20 78.37 34.15 31.43 22.22 20.26 -0.0275256223 -0.0148514851 -0.0089319893 -0.0024679171 -0.0318167356
20.07 32.6 29.35 21.28 19.14 7/9/20 7/9/20 77.67 33.21 30.43 21.89 20.21 0.0192713038 -0.0141617177 0.007209991 -0.028698664 -0.0134735458
20.63 33.24 28.94 20.97 18.56 7/10/20 7/10/20 78.23 33.85 30.02 21.58 19.63 0.0073855244 0.0403151066 0.0090758021 -0.018848701 0.0026648901
21.34 33.49 29.02 21.84 18.19 7/13/20 7/13/20 78.94 34.10 30.10 22.45 19.26 -0.0196480938 0.0445434298 -0.0076007094 -0.0280373832 0.042192691
20.74 32.82 30.29 22.84 17.65 7/14/20 7/14/20 78.34 33.43 31.37 23.45 18.72 0.0140592282 0.0426439232 0.0033188665 -0.0048076923 0.0194453299
21 33.29 30.9 23.84 17.56 7/15/20 7/15/20 78.60 33.90 31.98 24.45 18.63 0.0091445428 -0.0265848671 -0.0011450382 0 -0.0062539087
20.91 33.6 30.7 23.19 17.56 7/16/20 7/16/20 78.51 34.21 31.78 23.80 18.63 0.015492546 -0.0079831933 0.0135014648 -0.0155662909 -0.0066079295
21.97 34.13 30.49 23 17.27 7/17/20 7/17/20 79.57 34.74 31.57 23.61 18.34 -0.01208981 0.0584498094 -0.0110594445 0.0408942203 0.012987013
21.09 33.71 30.9 24.38 18.02 7/20/20 7/20/20 78.69 34.32 31.98 24.99 19.09 0.0081585082 -0.0216086435 -0.0033041047 -0.008905186 0.0028142589
20.83 33.99 30.99 23.84 17.85 7/21/20 7/21/20 78.43 34.60 32.07 24.45 18.92 0.0054913295 0.0237218814 -0.0010200179 0.0285412262 -0.0081072654
20.75 34.18 30.73 24.42 18.39 7/22/20 7/22/20 78.35 34.79 31.81 25.03 19.46 -0.007185973 -0.0015980823 -0.0005105297 0.00668037 0.0110028293
20.71 33.93 31.08 24.38 18.52 7/23/20 7/23/20 78.31 34.54 32.16 24.99 19.59 0.0112912565 -0.006402561 -0.0044694164 -0.0086778969 -0.0282960199
20.36 34.32 30.17 24.22 18.35 7/24/20 7/24/20 77.96 34.93 31.25 24.83 19.42 -0.1004866877 -0.28070882 -0.0371985634 -0.0664263646 -0.11488
17.46 30.81 26.58 17.25 17.06 7/27/20 7/27/20 75.06 31.42 27.66 17.86 18.13 0.0477402928 0.0453527436 0.0157207567 0.0733590734 0.0618221258
18.64 32.31 28.29 18.06 18.39 7/28/20 7/28/20 76.24 32.92 29.37 18.67 19.46 0.0045565006 0.0739153723 -0.0036726128 0.0025693731 -0.0190670752
18.36 32.46 27.73 19.44 18.44 7/29/20 7/29/20 75.96 33.07 28.81 20.05 19.51 0.0293317206 -0.0319201995 0.0060558189 -0.0087134803 -0.0142311697
18.82 33.43 27.32 18.8 18.27 7/30/20 7/30/20 76.42 34.04 28.40 19.41 19.34 0.0164512338 0.0020607934 0.0048416645 -0.0020682523 0.0031690141
19.19 33.99 27.41 18.84 18.23 7/31/20 7/31/20 76.79 34.60 28.49 19.45 19.30 -0.0063583815 0.0580976864 0.0026045058 0.0041450777 0.027027027
19.39 33.77 28.18 19.97 18.31 8/3/20 8/3/20 76.99 34.38 29.26 20.58 19.38 0.0095986038 0 0.0187037278 0.0706914345 -0.0092276145
20.83 34.1 27.91 19.97 19.68 8/4/20 8/4/20 78.43 34.71 28.99 20.58 20.75 0.0337078652 0.0485908649 0.0028050491 -0.0159036145 -0.0082787168
21.05 35.27 27.67 20.97 19.35 8/5/20 8/5/20 78.65 35.88 28.75 21.58 20.42 -0.0117056856 0.0055607044 0.0003814367 -0.0039177277 -0.008
21.08 34.85 27.44 21.09 19.27 8/6/20 8/6/20 78.68 35.46 28.52 21.70 20.34 -0.0149464185 0.1036866359 -0.0027961362 -0.0019665683 0.0122720898
20.86 34.32 27.79 23.34 19.23 8/7/20 8/7/20 78.46 34.93 28.87 23.95 20.30 0.0312052677 0.0308977035 -0.0014019883 0.0039408867 -0.0419120194
20.75 35.41 26.58 24.08 19.31 8/10/20 8/10/20 78.35 36.02 27.66 24.69 20.38 -0.0130483065 0.0672336979 -0.0033184429 -0.018155054 0.0021691974
20.49 34.94 26.64 25.74 18.94 8/11/20 8/11/20 78.09 35.55 27.72 26.35 20.01 0.0149085795 0.1415559772 0.0110129338 0.051974013 0
21.35 35.47 26.64 29.47 19.98 8/12/20 8/12/20 78.95 36.08 27.72 30.08 21.05 -0.0085920177 -0.0219414894 -0.0054464851 -0.0337292162 0.0054112554
20.92 35.16 26.79 28.81 19.27 8/13/20 8/13/20 78.52 35.77 27.87 29.42 20.34 -0.011741683 0.048946295 0.0094243505 0.0285152409 0.0075349839
21.66 34.74 27 30.25 19.85 8/14/20 8/14/20 79.26 35.35 28.08 30.86 20.92 -0.0181046676 -0.0651328581 -0.0150138784 -0.0893881453 0.0438034188
20.47 34.1 28.23 28.24 17.98 8/17/20 8/17/20 78.07 34.71 29.31 28.85 19.05 0.009795448 0.1216637782 0.0012809018 0.0194225722 -0.0300238826
20.57 34.44 27.35 31.75 18.35 8/18/20 8/18/20 78.17 35.05 28.43 32.36 19.42 0.0293865906 -0.0092707046 -0.0103620315 0.0386199794 -0.0123109391
19.76 35.47 27 31.45 19.1 8/19/20 8/19/20 77.36 36.08 28.08 32.06 20.17 0.0013858093 -0.007797879 -0.0029731127 0.0044620724 0.0167378917
19.53 35.52 27.47 31.2 19.19 8/20/20 8/20/20 77.13 36.13 28.55 31.81 20.26 -0.0376418489 -0.1886199308 0.0226889667 -0.0049358342 0.1323992995
21.28 34.16 31.25 25.2 19.09 8/21/20 8/21/20 78.88 34.77 32.33 25.81 20.16 0.0106413575 -0.0244091437 -0.0064655172 -0.0183531746 -0.0092793071
20.77 34.53 30.95 24.57 18.72 8/24/20 8/24/20 78.37 35.14 32.03 25.18 19.79 -0.077689243 -0.2692613185 -0.0326655608 -0.0439615968 -0.1342491414
18.21 31.8 26.65 17.79 17.85 8/25/20 8/25/20 75.81 32.41 27.73 18.40 18.92 0.043505091 0.05 0.0068592534 0.0718816068 0.0641904075
18.73 33.21 28.43 18.71 19.21 8/26/20 8/26/20 76.33 33.82 29.51 19.32 20.28 0 0.0874741201 -0.0045853531 0.0044378698 0.0010166045
18.38 33.21 28.46 20.4 19.3 8/27/20 8/27/20 75.98 33.82 29.54 21.01 20.37 0.0224719101 -0.0361732508 0.0159252435 -0.0201276387 -0.0304671632
19.59 33.97 27.56 19.64 18.89 8/28/20 8/28/20 77.19 34.58 28.64 20.25 19.96 0.0089647195 -0.0128395062 0.0071252753 -0.0215430862 -0.0027932961
Q1M70 20.14 34.28 27.48 19.38 18.46 8/31/20 8/31/20 77.74 34.89 28.56 19.99 19.53 -0.0017196905 0.0510255128 -0.0093902753 0.0056323605 0.0525210084
Q2E26 19.41 34.22 28.98 20.4 18.57 9/1/20 9/1/20 77.01 34.83 30.06 21.01 19.64 -0.0011484353 0.0147548786 0.0246721205 0.0570264766 -0.0123087159
Q2L12 21.31 34.18 28.61 20.71 19.69 9/2/20 9/2/20 78.91 34.79 29.69 21.32 20.76 0.0373670595 0.0337711069 -0.0027879863 0.0062620424 -0.0168406871
Q4J14 21.09 35.48 28.11 21.43 19.82 9/3/20 9/3/20 78.69 36.09 29.19 22.04 20.89 -0.016902189 -0.0090744102 0.0097852332 -0.0105313547 0.0095923261
Q4D28 21.86 34.87 28.39 21.23 19.6 9/4/20 9/4/20 79.46 35.48 29.47 21.84 20.67 0.0081736189 0.1085164835 -0.0083060659 -0.0004837929 0.0013573125
21.2 35.16 28.43 23.6 19.59 9/7/20 9/7/20 78.80 35.77 29.51 24.21 20.66 0.0083869164 0.0503923998 -0.0035532995 0.0271055179 -0.0410030498
20.92 35.46 27.22 24.82 20.15 9/8/20 9/8/20 78.52 36.07 28.30 25.43 21.22 -0.0094261159 0.0550530869 -0.0006367804 -0.0150801131 -0.0067137809
20.87 35.12 27.03 26.22 19.83 9/9/20 9/9/20 78.47 35.73 28.11 26.83 20.90 0.0218303946 0.1416325009 0.0063718619 0.0105263158 0.0010672359
21.37 35.9 27.06 30.02 20.05 9/10/20 9/10/20 78.97 36.51 28.14 30.63 21.12 -0.0123253903 -0.032647731 -0.005191845 -0.0165719697 0.0145700071
20.96 35.45 27.47 29.02 19.7 9/11/20 9/11/20 78.56 36.06 28.55 29.63 20.77 -0.0105379922 0.0418494769 0.0128564155 0.0423688012 -0.0154115587
21.97 35.07 27.03 30.26 20.58 9/14/20 9/14/20 79.57 35.68 28.11 30.87 21.65 -0.0058856502 -0.0398445092 -0.0159607892 -0.1103926097 0.0722162931
20.7 34.86 29.06 29.03 18.19 9/15/20 9/15/20 78.30 35.47 30.14 29.64 19.26 0.0140964195 0.1190958165 -0.0007662835 0.0342679128 -0.0437956204
20.64 35.36 27.74 32.56 18.85 9/16/20 9/16/20 78.24 35.97 28.82 33.17 19.92 0.0077842647 -0.0292432921 -0.0048568507 0.0496987952 -0.0121443442
20.26 35.64 27.39 31.59 19.84 9/17/20 9/17/20 77.86 36.25 28.47 32.20 20.91

Question 1

You wish to invest in a portfolio that includes the following four stocks shown Various Stock Closing Prices Daily Rate of Return Daily Total Return Summary Statistics Table
in the table to the right with their corresponding historical prices for for the year shown. Date Stock A Stock B Stock C Stock D Stock E Stock A Stock B Stock C Stock D Stock E Stock A Stock B Stock C Stock D Stock E Stock A Stock B Stock C Stock D Stock E
9/4/19 77.42 27.43 25.90 4.43 18.89 Average Daily Rate Return
a) In the table space provided, calculate the Daily Rate of Return for each 9/5/19 76.79 26.89 25.49 3.53 18.38 Std. Dev.
of the stocks for year of data shown. 9/6/19 77.38 27.32 26.06 3.61 18.55 Variance
Points 3 9/9/19 76.84 26.94 26.06 3.35 18.47 Semiannual Return
Grade 9/10/19 76.58 26.46 25.72 3.40 18.80 Semiannual Std Dev
9/11/19 76.42 28.43 25.90 3.43 19.89
b) In the table space provided, calculate the Daily Total Return for each 9/12/19 76.15 27.26 24.92 3.14 19.21
of the stocks for the year of data shown. 9/13/19 76.20 26.84 25.03 3.13 18.88
Points 3 9/16/19 76.85 27.05 25.03 3.20 18.72
Grade 9/17/19 76.49 26.59 24.92 3.27 18.63
9/18/19 77.25 26.27 24.40 3.22 19.13
c) In the table space provided to the far right, calculate the Summary Statistics as 9/19/19 77.47 26.43 24.52 3.23 19.55
identified. Use 252 as the total days per year; 126 days semi-annual. 9/20/19 78.21 26.43 24.69 3.25 19.71
Points 6 9/23/19 77.95 26.22 24.23 3.28 19.55
Grade 9/24/19 75.83 26.22 23.54 3.37 19.21
9/25/19 75.25 26.38 23.48 3.32 19.63
Please put your results in the highlighted yellow cells. 9/26/19 74.95 26.22 23.14 3.23 20.05
9/27/19 75.03 26.16 23.08 3.31 20.21
Please show all of your work in this Excel Worksheet. 9/30/19 75.37 26.54 23.19 3.28 20.55
10/1/19 75.56 28.16 24.00 3.19 19.46
10/2/19 75.09 28.86 24.12 3.28 19.96
10/3/19 75.22 29.23 24.23 3.30 19.88
10/4/19 75.53 29.18 24.00 3.50 20.05
10/7/19 75.82 28.64 23.65 3.53 20.13
10/8/19 75.47 29.02 24.12 3.88 20.55
10/9/19 75.28 28.21 23.48 3.69 20.30
10/10/19 75.62 29.23 23.94 3.71 20.63
10/11/19 75.46 28.72 23.37 3.71 20.21
10/14/19 75.09 28.16 23.60 3.63 20.13
10/15/19 74.53 27.83 23.48 3.45 21.05
10/16/19 75.01 27.97 23.37 3.42 20.88
10/17/19 75.25 28.29 23.54 3.40 20.96
10/18/19 75.54 28.53 23.45 3.76 20.78
10/21/19 75.82 28.86 23.54 3.92 20.67
10/22/19 76.78 27.75 24.37 4.65 20.80
10/23/19 77.30 27.24 24.03 4.82 20.88
10/24/19 79.12 27.35 24.09 4.70 21.00
10/25/19 78.98 27.51 24.23 4.52 20.30
10/28/19 79.21 27.75 24.52 4.81 19.38
10/29/19 79.35 27.62 25.01 4.70 21.13
10/30/19 79.45 27.30 25.27 4.57 21.05
10/31/19 79.32 27.16 25.61 4.60 21.42
11/1/19 79.16 26.73 25.84 4.57 20.92
11/4/19 79.99 27.40 25.84 5.32 21.00
11/5/19 80.43 26.94 25.30 5.21 19.80
11/6/19 81.19 26.89 25.47 5.06 19.63
11/7/19 81.91 27.11 25.07 5.14 19.30
11/8/19 82.00 27.45 25.21 5.19 19.17
11/11/19 81.04 25.76 24.86 5.05 19.09
11/12/19 80.84 25.43 24.63 4.85 18.47
11/13/19 81.10 25.22 24.32 4.81 18.38
11/14/19 80.98 26.05 24.78 4.74 19.42
11/15/19 80.06 24.97 24.12 4.65 19.46
11/18/19 82.10 26.49 24.09 5.39 19.96
11/19/19 81.59 26.30 23.94 5.26 19.38
11/20/19 81.05 26.11 24.00 5.25 20.09
11/21/19 80.57 25.70 23.80 5.34 19.96
11/22/19 80.20 25.46 23.42 5.27 19.67
11/25/19 80.06 25.24 22.99 5.57 19.21
11/26/19 80.78 25.97 22.96 5.60 20.01
11/27/19 80.47 25.78 22.79 5.69 20.17
11/28/19 80.67 26.11 22.50 5.83 20.55
11/29/19 80.66 25.87 22.61 6.28 20.26
12/2/19 80.89 25.02 22.44 7.27 19.80
12/3/19 80.82 25.21 22.73 7.53 19.21
12/4/19 80.58 25.59 22.73 7.35 19.13
12/5/19 80.05 25.73 22.41 6.63 19.51
12/6/19 80.96 26.14 22.84 7.00 19.55
12/9/19 80.87 26.08 23.22 7.03 20.50
12/10/19 81.10 26.79 23.42 7.31 20.46
12/11/19 81.77 26.35 23.57 6.95 20.01
12/12/19 80.91 26.08 23.57 7.05 19.80
12/13/19 80.30 25.62 23.22 6.87 19.80
12/16/19 80.11 25.68 23.13 6.88 20.46
12/17/19 80.34 25.76 23.48 7.00 20.96
12/18/19 80.30 26.05 23.28 7.49 21.17
12/19/19 80.35 26.52 23.34 7.52 21.30
12/20/19 80.69 26.90 23.02 7.55 22.00
12/23/19 80.28 26.70 22.76 7.21 21.75
12/24/19 80.17 26.95 22.38 7.00 21.42
12/25/19 79.99 26.87 22.44 6.99 21.59
12/26/19 78.74 26.41 22.44 7.05 21.46
12/27/19 78.10 26.24 23.19 6.72 22.88
12/30/19 78.35 26.60 23.60 7.00 23.13
12/31/19 78.07 26.65 23.54 7.23 22.42
1/1/20 77.56 26.03 22.93 6.93 21.75
1/2/20 77.11 25.94 22.90 6.56 21.88
1/3/20 77.19 25.43 22.24 5.77 21.17
1/6/20 76.10 25.16 21.74 5.82 20.75
1/7/20 76.40 25.54 21.83 6.09 21.42
1/8/20 76.77 26.24 22.21 6.37 21.67
1/9/20 76.14 26.74 22.41 6.99 21.17
1/10/20 76.51 26.60 21.80 6.80 21.38
1/13/20 75.94 26.54 21.80 6.69 21.00
1/14/20 76.22 26.92 22.24 6.36 21.17
1/15/20 75.90 25.97 22.55 6.05 20.55
1/16/20 76.63 26.65 22.93 6.32 20.63
1/17/20 76.83 28.18 22.76 7.08 21.59
1/20/20 76.90 28.24 23.31 6.94 21.55
1/21/20 77.35 28.73 23.60 7.31 21.46
1/22/20 77.19 29.03 23.65 7.22 22.09
1/23/20 76.67 28.67 23.77 6.67 21.59
1/24/20 77.50 28.92 23.83 7.36 23.04
1/27/20 76.66 28.78 23.80 7.23 23.09
1/28/20 76.77 28.84 23.54 7.35 23.17
1/29/20 76.33 28.78 23.24 7.34 23.21
1/30/20 76.06 29.06 23.24 8.02 24.00
1/31/20 75.84 29.50 23.04 7.97 23.46
2/3/20 75.13 29.14 22.49 7.94 23.04
2/4/20 74.81 28.62 22.66 8.05 23.09
2/5/20 75.21 29.06 22.49 7.86 24.00
2/6/20 74.48 29.85 22.02 7.88 22.71
2/7/20 74.69 29.61 22.46 8.35 22.42
2/10/20 75.04 29.91 22.66 8.67 22.21
2/11/20 74.74 29.52 22.66 8.75 21.96
2/12/20 74.75 29.09 22.46 8.67 22.04
2/13/20 75.10 29.61 23.07 9.49 22.59
2/14/20 74.75 29.44 23.30 9.27 23.13
2/17/20 75.33 29.09 23.24 8.89 22.71
2/18/20 75.79 29.06 23.19 8.48 22.96
2/19/20 75.45 28.62 23.24 8.61 23.00
2/20/20 75.15 28.89 22.20 8.35 22.75
2/21/20 76.06 29.47 22.66 8.42 23.29
2/24/20 76.39 29.66 23.01 8.83 23.63
2/25/20 76.02 29.72 22.98 8.99 23.63
2/26/20 75.99 29.36 22.87 8.78 23.79
2/27/20 76.28 30.04 23.36 8.40 23.46
2/28/20 76.45 29.88 22.98 8.33 23.63
3/2/20 76.57 30.02 22.95 8.10 23.79
3/3/20 76.94 30.13 23.10 8.12 24.08
3/4/20 77.41 29.91 23.01 8.53 24.04
3/5/20 77.91 30.73 23.24 8.86 24.50
3/6/20 78.71 31.03 23.68 8.71 23.92
3/9/20 79.01 30.70 23.68 8.57 24.42
3/10/20 78.75 30.75 23.65 8.39 24.17
3/11/20 78.69 31.14 24.35 8.69 24.79
3/12/20 78.40 30.89 24.44 8.75 25.00
3/13/20 78.39 31.25 24.90 8.75 24.71
3/16/20 78.09 31.03 25.75 8.70 24.13
3/17/20 78.29 31.22 25.37 8.64 24.92
3/18/20 80.05 31.47 25.72 8.63 25.46
3/19/20 80.63 32.33 25.69 8.52 25.42
3/20/20 80.19 32.82 25.22 8.30 25.29
3/23/20 80.59 33.32 25.57 8.33 25.62
3/24/20 80.17 33.37 26.27 9.13 25.71
3/25/20 78.46 33.43 26.13 9.73 25.71
3/26/20 78.74 32.90 26.27 9.56 25.04
3/27/20 76.08 32.44 26.07 10.02 25.08
3/30/20 76.70 33.15 26.24 10.68 25.54
3/31/20 75.96 33.29 26.39 11.59 25.42
4/1/20 76.28 34.09 27.24 10.86 25.67
4/2/20 76.34 33.70 26.62 11.03 25.33
4/3/20 76.60 33.59 25.86 11.23 25.17
4/6/20 76.37 33.67 25.63 11.09 25.33
4/7/20 76.43 33.56 25.60 11.39 25.62
4/8/20 75.96 33.29 25.16 10.99 26.08
4/9/20 75.80 33.15 25.63 11.46 27.04
4/10/20 76.20 32.85 25.86 11.64 26.37
4/13/20 76.72 32.63 26.97 11.73 26.29
4/14/20 76.89 32.11 27.91 11.94 26.29
4/15/20 76.55 32.93 29.81 12.84 26.12
4/16/20 76.28 34.20 30.48 13.59 26.71
4/17/20 76.37 34.53 30.77 13.42 26.58
4/20/20 75.66 34.17 29.99 12.99 26.66
4/21/20 75.36 33.76 29.55 12.27 26.58
4/22/20 76.25 33.10 29.96 14.73 27.45
4/23/20 76.19 32.57 30.10 14.97 27.62
4/24/20 75.91 32.13 30.04 15.38 28.25
4/27/20 75.79 31.44 29.90 16.66 27.75
4/28/20 75.99 32.57 29.99 15.80 27.41
4/29/20 77.96 31.83 28.38 14.63 26.54
4/30/20 77.67 31.72 28.26 14.95 26.87
5/1/20 77.16 31.17 28.55 14.63 25.91
5/4/20 76.99 31.00 28.26 15.42 25.71
5/5/20 77.71 31.53 30.34 15.44 25.87
5/6/20 77.68 31.77 30.34 15.72 25.91
5/7/20 77.65 31.61 29.93 15.20 25.54
5/8/20 77.53 31.14 29.81 14.99 25.62
5/11/20 77.44 31.25 29.78 15.01 25.37
5/12/20 78.31 31.83 30.51 15.07 24.75
5/13/20 78.37 32.52 30.80 16.11 24.83
5/14/20 78.31 32.41 31.04 15.64 25.08
5/15/20 77.27 31.82 30.86 15.37 25.46
5/18/20 77.04 32.10 30.51 15.18 25.12
5/19/20 75.75 32.08 31.91 15.23 25.96
5/20/20 75.80 31.88 31.77 14.91 25.62
5/21/20 75.89 31.60 31.83 14.14 25.04
5/22/20 75.80 31.41 31.83 15.00 24.58
5/25/20 75.60 31.66 32.48 14.36 24.38
5/26/20 74.56 30.97 32.54 13.71 23.67
5/27/20 73.75 30.66 32.01 13.36 21.71
5/28/20 74.30 31.38 32.48 13.44 21.13
5/29/20 74.70 32.32 32.63 13.73 21.21
6/1/20 74.57 31.99 32.69 14.28 21.55
6/2/20 74.39 32.93 31.25 15.02 21.71
6/3/20 74.36 32.99 31.43 14.84 21.25
6/4/20 73.98 32.27 30.99 15.02 20.17
6/5/20 74.70 32.99 31.19 15.85 21.21
6/8/20 74.56 33.54 31.81 16.94 21.79
6/9/20 75.69 33.77 32.98 18.05 20.96
6/10/20 76.03 34.49 32.75 19.12 21.00
6/11/20 76.55 35.10 32.78 19.20 21.34
6/12/20 76.12 34.74 32.98 19.64 21.25
6/15/20 76.30 34.74 33.45 19.20 22.13
6/16/20 76.01 33.10 34.54 21.85 22.04
6/17/20 75.54 33.30 34.42 22.22 21.13
6/18/20 75.60 32.71 35.59 25.52 20.34
6/19/20 76.00 33.68 35.89 24.49 19.34
6/22/20 76.78 33.02 35.36 23.88 19.84
6/23/20 77.77 32.46 35.65 24.16 20.71
6/24/20 77.36 33.54 35.27 23.92 20.59
6/25/20 78.23 34.26 34.48 23.33 20.63
6/26/20 78.23 34.93 34.83 23.95 21.00
6/29/20 77.96 35.01 35.48 23.83 21.09
6/30/20 77.77 35.04 32.66 24.83 21.71
7/1/20 77.82 33.88 33.19 24.28 21.00
7/2/20 77.94 34.57 32.81 23.38 21.25
7/3/20 78.68 34.76 32.89 24.26 20.92
7/6/20 78.57 34.85 32.60 23.52 20.01
7/7/20 78.28 34.88 32.45 23.35 21.00
7/8/20 78.37 34.15 31.43 22.22 20.26
7/9/20 77.67 33.21 30.43 21.89 20.21
7/10/20 78.23 33.85 30.02 21.58 19.63
7/13/20 78.94 34.10 30.10 22.45 19.26
7/14/20 78.34 33.43 31.37 23.45 18.72
7/15/20 78.60 33.90 31.98 24.45 18.63
7/16/20 78.51 34.21 31.78 23.80 18.63
7/17/20 79.57 34.74 31.57 23.61 18.34
7/20/20 78.69 34.32 31.98 24.99 19.09
7/21/20 78.43 34.60 32.07 24.45 18.92
7/22/20 78.35 34.79 31.81 25.03 19.46
7/23/20 78.31 34.54 32.16 24.99 19.59
7/24/20 77.96 34.93 31.25 24.83 19.42
7/27/20 75.06 31.42 27.66 17.86 18.13
7/28/20 76.24 32.92 29.37 18.67 19.46
7/29/20 75.96 33.07 28.81 20.05 19.51
7/30/20 76.42 34.04 28.40 19.41 19.34
7/31/20 76.79 34.60 28.49 19.45 19.30
8/3/20 76.99 34.38 29.26 20.58 19.38
8/4/20 78.43 34.71 28.99 20.58 20.75
8/5/20 78.65 35.88 28.75 21.58 20.42
8/6/20 78.68 35.46 28.52 21.70 20.34
8/7/20 78.46 34.93 28.87 23.95 20.30
8/10/20 78.35 36.02 27.66 24.69 20.38
8/11/20 78.09 35.55 27.72 26.35 20.01
8/12/20 78.95 36.08 27.72 30.08 21.05
8/13/20 78.52 35.77 27.87 29.42 20.34
8/14/20 79.26 35.35 28.08 30.86 20.92
8/17/20 78.07 34.71 29.31 28.85 19.05
8/18/20 78.17 35.05 28.43 32.36 19.42
8/19/20 77.36 36.08 28.08 32.06 20.17
8/20/20 77.13 36.13 28.55 31.81 20.26
8/21/20 78.88 34.77 32.33 25.81 20.16
8/24/20 78.37 35.14 32.03 25.18 19.79
8/25/20 75.81 32.41 27.73 18.40 18.92
8/26/20 76.33 33.82 29.51 19.32 20.28
8/27/20 75.98 33.82 29.54 21.01 20.37

Question 2

Using the data and your results from Question 1:
Covariance Matrix
a) Create the full covariance matrix for the four stocks Stock A Stock B Stock C Stock D Stock E
in Question 1. Stock A
Create the covariance in a new worksheet, then copy the values Stock B
back to the yellow spaces provided in this worksheet. Stock C
Points 3 Stock D
Grade Stock E
b) Per the expected semi-annual return shown below, Markowitz' Equations
set up the Markowitz' Equations in an Excel formatted 1 2 3 4 5 6 7 Y Matrix
tables as shown in the lectures (matrix and a vector). 1 1220885757 =
Use the expected semi-annual return shown below, and 2 =
use 252 as the total days per year; 126 days semi-annual. 3 =
Please put your results in the highlighted yellow cells 4 =
in the provided Markowitz' Equation tables. 5 =
Expected semi-annual return = 10.8790% 6 =
Points 4 7 =
Grade
c) Solve the Markowitz' Equations for the weights and λ1 and λ2. Weight
We will assume that negative weights (short selling) is OK. w1
Points 7 w2
Grade w3
w4
w5
λ1
Please show all of your work in this Excel Worksheet. λ2

Question 3

Based on the data shown to the right, weights from a Markowitz solution that Summary Statistics Table
are already calcualted for you based on the expected semi-annual return Stock A Stock B Stock C Stock D Stock E
shown below, calculate the variance and standard deviation for the portfolio. Average Daily Rate Return 0.0020920004 0.010047794 -0.0001997237 -0.000426365 -0.0037582008
Std. Dev. 0.0246522745 0.0686670205 0.0098589325 0.0341944974 0.0288420046
Expected semi-annual return = 10.8790% Variance 0.0006077346 0.0047151597 0.0000971985 0.0011692637 0.0008318612
Semi-annual Avg Return 0.2635920443 1.2660220448 -0.0251651883 -0.0537219952 -0.4735332959
a) Variance = Semi-annual Std Dev 0.2767210944 0.7707853934 0.1106662425 0.3838322818 0.3237506986
Points 3
Grade Covariance Matrix
Stock A Stock B Stock C Stock D Stock E
Stock A 0.0005908531 0.0008877808 0.0001685596 0.0003902265 0.0002931899
b) StDev= Stock B 0.0008877808 0.004584183 0.0003823519 0.0011479797 0.001031794
Points 1 Stock C 0.0001685596 0.0003823519 0.0000944986 0.0001610397 0.0001215917
Grade Stock D 0.0003902265 0.0011479797 0.0001610397 0.0011367841 0.0002119012
Stock E 0.0002931899 0.001031794 0.0001215917 0.0002119012 0.000808754
Please show all of your work in this Excel Worksheet. Portfolio Weights
Weight
w1 -0.061485
w2 -0.003360
w3 1.227286
w4 -0.060923
w5 -0.101519

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