Module 8 HW - 1.Your next door neighbor, Scott Jansen, has...

Info iconThis preview shows pages 1–2. Sign up to view the full content.

View Full Document Right Arrow Icon
strategy over time for a single iteration of the simulation. Data Needed: Historical Returns T-Bil A. Month Yr/Mo Total Return Total Return Please see appropriate tab below. 1 7001 -7.43% 0.60% 2 7002 5.86% 0.62% B. 3 7003 0.30% 0.57% Please see appropriate tab below. 4 7004 -8.89% 0.50% 5 7005 -5.47% 0.53% 6 7006 -4.82% 0.58% 7 7007 7.52% 0.52% 8 7008 5.09% 0.53% 9 7009 3.47% 0.54% 10 7010 -0.97% 0.46% 11 7011 5.36% 0.46% 12 7012 5.84% 0.42% 13 7101 4.19% 0.38% 14 7102 1.41% 0.33% 15 7103 3.82% 0.30% 16 7104 3.77% 0.28% 17 7105 -3.67% 0.29% 18 7106 0.21% 0.37% 19 7107 -3.99% 0.40% 20 7108 4.12% 0.47% 21 7109 -0.56% 0.37% 22 7110 -4.04% 0.37% 23 7111 0.27% 0.37% 24 7112 8.77% 0.37% 25 7201 1.94% 0.29% 26 7202 2.99% 0.25% 27 7203 0.72% 0.27% 28 7204 0.57% 0.29% 29 7205 2.19% 0.30% 30 7206 -2.05% 0.29% 31 7207 0.36% 0.31% 32 7208 3.91% 0.29% 33 7209 -0.36% 0.34% 34 7210 1.07% 0.40% 35 7211 5.05% 0.37% 36 7212 1.31% 0.37% 37 7301 -1.59% 0.44% 38 7302 -3.33% 0.42% 39 7303 -0.02% 0.46% 40 7304 -3.95% 0.52% 41 7305 -1.39% 0.51% 42 7306 -0.51% 0.51% 43 7307 3.94% 0.64% 44 7308 -3.18% 0.70% 45 7309 4.15% 0.68% 46 7310 0.03% 0.65% 47 7311 -10.82% 0.56% 48 7312 1.83% 0.64% 49 7401 -0.85% 0.63% 50 7402 0.19% 0.58% 51 7403 -2.17% 0.56% 52 7404 -3.73% 0.75% 53 7405 -2.72% 0.75% 54 7406 -1.29% 0.60% 55 7407 -7.59% 0.70% 56 7408 -8.28% 0.60% 57 7409 -11.70% 0.81% 58 7410 16.57% 0.51% 59 7411 -4.48% 0.54% 60 7412 -1.77% 0.70% 61 7501 12.51% 0.58% 62 7502 6.74% 0.43% 63 7503 2.37% 0.41% 64 7504 4.93% 0.44% 65 7505 5.09% 0.44% 66 7506 4.62% 0.41% 67 7507 -6.59% 0.48% 68 7508 -1.44% 0.48% 69 7509 -3.28% 0.53% 70 7510 6.37% 0.56% 71 7511 3.13% 0.41% 72 7512 -0.96% 0.48% 73 7601 11.99% 0.47% 74 7602 -0.58% 0.34% 75 7603 3.26% 0.40% 76 7604 -0.99% 0.42% 77 7605 -0.73% 0.37% 78 7606 4.27% 0.43% 79 7607 -0.68% 0.47% 80 7608 0.14% 0.42% 81 7609 2.47% 0.44% 82 7610 -2.06% 0.41% 83 7611 -0.09% 0.40% 84 7612 5.40% 0.40% 85 7701 -4.89% 0.36% 86 7702 -1.51% 0.35% 87 7703 -1.19% 0.38% 88 7704 0.14% 0.38% 89 7705 -1.50% 0.37% 90 7706 4.75% 0.40% 91 7707 -1.51% 0.42% 92 7708 -1.33% 0.44% 93 7709 0.00% 0.43% 94 7710 -4.15% 0.49% 95 7711 3.70% 0.50% 96 7712 0.48% 0.49% 97 7801 -5.96% 0.49% 98 7802 -1.61% 0.46% 99 7803 2.76% 0.53% 100 7804 8.70% 0.54% 101 7805 1.36% 0.51% 102 7806 -1.52% 0.54% 103 7807 5.60% 0.56% 104 7808 3.40% 0.56% 105 7809 -0.48% 0.62% 106 7810 -8.91% 0.68% 107 7811 2.60% 0.70% 108 7812 1.72% 0.78% 109 7901 4.21% 0.77% 110 7902 -2.84% 0.73% 111 7903 5.75% 0.81% 112 7904 0.36% 0.80% 113 7905 -1.68% 0.82% 114 7906 4.10% 0.81% 115 7907 1.10% 0.77% 116 7908 6.11% 0.77% 117 7909 0.25% 0.83% 118 7910 -6.56% 0.87% 119 7911 5.14% 0.99% 120 7912 1.92% 0.95% 121 8001 6.10% 0.80% 122 8002 0.31% 0.89% 123 8003 -9.87% 1.21% 124 8004 4.29% 1.26% 125 8005 5.62% 0.81% 126 8006 2.96% 0.61% 127 8007 6.76% 0.53% 128 8008 1.31% 0.64% 129 8009 2.81% 0.75% 130 8010 1.87% 0.95% 131 8011 10.95% 0.96% 132 8012 -3.15% 1.31% 133 8101 -4.38% 1.04% 134 8102 2.08% 1.07% 135 8103 3.80% 1.21% 136 8104 -2.13% 1.08% 137 8105 0.62% 1.15% 138
Background image of page 1

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

View Full DocumentRight Arrow Icon
Image of page 2
This is the end of the preview. Sign up to access the rest of the document.

Page1 / 8

Module 8 HW - 1.Your next door neighbor, Scott Jansen, has...

This preview shows document pages 1 - 2. Sign up to view the full document.

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