HW3 sample - 0.0500 0.0315 11/1/2006 0.0260 0.0165...

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Date MSFT SP500 1/2/2004 2/2/2004 -0.0407 0.0122 3/1/2004 -0.0603 -0.0164 4/1/2004 0.0480 -0.0168 5/3/2004 0.0041 0.0121 6/1/2004 0.0885 0.0180 7/1/2004 -0.0025 -0.0343 8/2/2004 -0.0387 0.0023 9/1/2004 0.0125 0.0094 10/1/2004 0.0115 0.0140 11/1/2004 0.0684 0.0386 12/1/2004 -0.0032 0.0325 1/3/2005 -0.0167 -0.0253 2/1/2005 -0.0395 0.0189 3/1/2005 -0.0395 -0.0191 4/1/2005 0.0468 -0.0201 5/2/2005 0.0230 0.0300 6/1/2005 -0.0372 -0.0001 7/1/2005 0.0310 0.0360 8/1/2005 0.0724 -0.0112 9/1/2005 -0.0602 0.0069 10/3/2005 -0.0012 -0.0177 11/1/2005 0.0801 0.0352 12/1/2005 -0.0552 -0.0010 1/3/2006 0.0765 0.0255 2/1/2006 -0.0420 0.0005 3/1/2006 0.0124 0.0111 4/3/2006 -0.1124 0.0122 5/1/2006 -0.0583 -0.0309 6/1/2006 0.0285 0.0001 7/3/2006 0.0326 0.0051 8/1/2006 0.0722 0.0213 9/1/2006 0.0641 0.0246 10/2/2006
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Unformatted text preview: 0.0500 0.0315 11/1/2006 0.0260 0.0165 12/1/2006 0.0172 0.0126 1/3/2007 0.0332 0.0141 2/1/2007-0.0840-0.0218 3/1/2007-0.0106 0.0100 4/2/2007 0.0742 0.0433 5/1/2007 0.0285 0.0325 6/1/2007-0.0398-0.0178 7/2/2007-0.0164-0.0320 8/1/2007-0.0053 0.0129 9/4/2007 0.0252 0.0358 10/1/2007 0.2494 0.0148 11/1/2007-0.0841-0.0440 12/3/2007 0.0594-0.0086 1/2/2008-0.0841-0.0612 CO CO 2/1/2008-0.1624-0.0348 3/3/2008 0.0433-0.0060 4/1/2008 0.0050 0.0475 5/1/2008-0.0032 0.0107 6/2/2008-0.0286-0.0860 7/1/2008-0.0860-0.0023 SD 0.0644 0.0269 Correl ( r ) 0.4716 1.0000 Beta 1.12977 1.00000 Stock MSFT SP500 Proportionate risk 0.22...
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This note was uploaded on 03/15/2010 for the course QMETH 201 taught by Professor Faaland during the Spring '08 term at University of Washington.

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HW3 sample - 0.0500 0.0315 11/1/2006 0.0260 0.0165...

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