Fig8-37 - 0.04667 0.00851 0.03443 0.02071...

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Date BELL 4COM Portfolio Return (1=yes, 0=no) 1/31/2000 0.09091 0.06793 0.00001 0.04152 0.02948 0 2/28/2000 0.07197 0.13972 0.00706 0.06728 0.05335 0 3/28/2000 0.09661 -0.03546 0.07748 0.02220 0.04551 1 4/30/2000 0.04516 -0.03109 -0.01706 0.00035 -0.01505 0 5/31/2000 0.05864 0.00760 -0.06275 0.03858 -0.02951 0 6/28/2000 -0.00192 -0.03879 -0.00108 -0.04789 -0.01248 1 7/31/2000 0.11404 0.08453 0.03741 0.04486 0.05921 1 8/30/2000 0.06388 -0.01656 0.00971 0.01965 0.00724 0 6/30/2002 -0.05713 -0.07386 0.05195 0.00076 0.00330 1 7/30/2002 -0.03333 -0.07822 -0.06157 -0.00533 -0.06374 0 8/31/2002 0.01606
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Unformatted text preview: 0.04667 0.00851 0.03443 0.02071 9/30/2002-0.04369-0.03822 0.05860-0.00999 0.01933 1 10/29/2002 0.07107 0.14073-0.00229 0.01939 0.04795 1 11/30/2002 0.08654-0.07267-0.01379-0.01291-0.02142 12/31/2002-0.12664 0.06897-0.00928 0.01009 0.00246 Weights 10.00% 30.00% 60.00% 100.0% 44.444% % of Times S&T Beat Beating The Stock Market Maximize: G43 By changing: B43:D43 Subject to: 0<=B43:D43<=1 E43=1 A B C D E F G H 1 2 3 4 5 6 7 8 9 10 11 12 13 35 36 37 38 39 40 41 42 43...
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