HW15_data

HW15_data - 1987-0.9-0.31 0.17-0.19-0.3495 1988 0.14...

Info iconThis preview shows pages 1–4. Sign up to view the full content.

View Full Document Right Arrow Icon
1 2 3 4 1980 0.23 -0.32 0.2 0.24 0.05 1981 -0.07 0.16 -0.48 -0.25 -0.1 1982 -0.15 0.23 0.27 -0.1 0.04 1983 -0.06 -0.04 0.66 -0.45 -0.1 1984 -0.12 -0.07 0.45 -0.03 -0.01 1985 0.42 -0.5 -0.35 0.47 0.04 1986 0.04 0.16 0.42 0.35 0.23 1987 -0.2 0.23 -0.53 -0.31 -0.13 1988 0.12 -0.26 0.19 0.82 0.23 1989 0.23 0.24 -0.85 -0.3 -0.07 1990 0.35 -0.03 -0.58 -0.02 -0.01 1991 0.13 0 0.44 0.38 0.21 1992 0.08 0.29 0.78 -0.2 0.14 1993 -0.43 0.42 -0.03 -0.04 0.03 1994 0.76 0.39 0.92 -0.15 0.36 1995 0.1 0.02 -0.28 0.29 0.09 1996 0.95 -0.35 0.28 0.59 0.32 1997 0.14 -0.42 0.98 0.5 0.18 1998 -0.03 -0.3 0.24 0.24 0 1999 -0.03 -0.02 -0.24 -0.16 -0.09 2000 0 0 -0.25 0.06 -0.01 2001 0.06 -0.04 0.73 0.59 0.28 2002 0.13 -0.41 0.5 0.02 -0.04 2003 -0.03 0.51 0.19 0.26 0.27 2004 -0.08 -0.07 0.02 0.29 0.06 2005 -0.26 0.82 -0.18 -0.18 0.13 average 0.09 0.02 0.13 0.11 0.08 stdev 0.29 0.31 0.48 0.32 0.14 sharpe 0.2 -0.02 0.22 0.25 0.37 weights 0.22 0.33 0.12 0.33 b 1 0.18 1.95 1.48 a 0.01 0.01 -0.02 -0.01 prule2 0.08 0.04 0.13 0.1
Background image of page 1

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
## ##
Background image of page 2
1 2 3 4 portfolio 1980 0.2 0.24 -0.32 0.23 0.0712 1981 -0.41 -0.15 0.19 -0.07 -0.1324 1982 0.39 -0.11 0.3 -0.16 0.1498 1983 0.9 -0.47 -0.05 -0.04 0.0056 1984 1.14 -0.04 -0.07 -0.13 0.2864 1985 0.03 0.48 -0.52 0.45 0.0711 1986 0.41 0.34 0.11 0.05 0.3162
Background image of page 3

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
Background image of page 4
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: 1987-0.9-0.31 0.17-0.19-0.3495 1988 0.14 1.09-0.33 0.13 0.4901 1989-0.86 0.38 0.18 0.29-0.0184 1990-0.17-0.01-0.02 0.12-0.0678 1991 0.46 0.39 0.13 0.3164 1992 0.48-0.26 0.29 0.1 0.0808 1993-0.03-0.03 0.5-0.44 0.1483 1994 0.93-0.15 0.13 0.5 0.1857 1995-0.26 0.25 0.02 0.08 0.0540 1996 0.2 1.03-0.36 1.02 0.4051 1997 0.86 0.18-0.42-0.07 0.2176 1998 0.19 0.31-0.28-0.03 0.1363 1999-0.22-0.17-0.02-0.03-0.1511 2000-0.23 0.06-0.0352 2001 0.68 0.62-0.04 0.06 0.4900 2002 0.78 0.01-0.4 0.12 0.1014 2003 0.21 0.26 0.05-0.03 0.2076 2004 0.02 0.32-0.07-0.08 0.1555 2005-0.18-0.15 0.88-0.26 0.1415 average 0.18 0.16 0.07 0.13 Sharpe 0.3 0.35-0.11 0.14 0.5 weights 0.28 0.51 0.28-0.07 b 1.59 1.33-0.34 0.39 a-0.02-0.01 0.04 0.02 prule#2 0.18 0.16 0.07-0.4000 -0.2000 0.0000 0.2000 0.4000 0.6000-1-0.5 0.5 1 Portfolio Return Stock #3 Return...
View Full Document

This note was uploaded on 03/17/2011 for the course BUS M 410 taught by Professor Brianboyer during the Fall '10 term at BYU.

Page1 / 4

HW15_data - 1987-0.9-0.31 0.17-0.19-0.3495 1988 0.14...

This preview shows document pages 1 - 4. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online