0 012 021 179 09 0 082 020 012 020 011 06 0 024 103

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Unformatted text preview: .11 0.82 0.4 1 -0.9 3 -0.03 -0.9 8 0.6 3 1.01 -0.83 -0.32 0.4 5 -0.53 -0.58 -0.6 2 0.54 0.54 -0.04 -0.9 5 -0.4 1 -0.18 0.03 -0.03 -0.39 -0.51 1.07 -0.52 -0.55 -0.9 7 0.12 0.9 4 0.36 0.9 2 -1.32 -0.15 0.01 -0.14 -1.4 6 0.4 0 0.4 1 0.9 8 -0.80 0.00 10-day 1% $VaR 19 .70 16 .9 9 78.9 8 103.25 88.01 15.20 32.56 2.37 29 .57 16 .01 19 1.74 16 .4 4 38.10 25.9 1 16 .74 10.53 8.6 9 25.4 5 51.24 55.12 29 .27 18.9 2 18.06 14 3.81 17.78 25.32 12.78 13.54 20.70 10.30 52.84 4 0.37 4 2.4 5 27.17 10.79 52.75 3.88 34 .6 2 14 .86 58.9 2 19 .55 56 .76 2.9 1 9 2.6 1 22.19 6 1.82 57.9 2 127.51 4 7.01 21.85 6 9 .38 123.9 4 11.75 85.18 9 0.10 117.24 4 3.52 38.28 35.14 14 9 .88 4 7.23 134 .37 75.6 4 11.50 33.79 51.75 9 8.00 57.25 29 .9 3 125.31 53.4 1 32.6 5 39 .82 4 7.00 16 .6 8 8.86 38.36 11.33 18.9 6 82.21 4 9 .00 37.23 4 2.9 5 5.27 70.6 8 80.39 57.35 1.4 8 70.76 22.22 58.12 101.78 4 7.4 6 6 .86 5.4 7 9 6 .4 2 9 5.10 32.4 4 4 8.83 15.18 37.85 9 .31 9 6 .78 32.74 20.25 33.6 4 14 .37 11.51 6 8.10 11.4 3 3.05 11.26 24 .38 4 6 .34 59 .59 26 .73 8.23 9 3.08 14 3.19 4 9 .4 4 15.03 34 .4 9 54 .73 37.80 12.6 5 18.10 6 6 .18 31.02 21.72 4 9 .6 5 19 .10 76 .02 23.4 5 84 .39 30.29 32.4 0 4 .80 19 .21 0.37 72.4 0 15.16 74 .36 51.86 54 .51 29 .86 6 1.18 32.33 79 .32 20.9 5 15.82 35.89 73.22 4 5.10 20.4 7 6 2.06 74 .16 4 7.12 73.84 83.70 76 .51 4 5.4 7 4 6 .71 19 .16 6 1.9 3 24 .55 52.85 18.04 52.85 9 4 .16 38.05 19 .02 27.02 28.9 6 6 0.86 22.31 77.52 4 .55 38.4 1 33.6 1 86 .15 10.27 35.82 37.4 2 0.74 21.03 35.51 58.9 8 25.6 4 81.00 4 5.20 6 0.86 56 .01 16 .77 18.37 4 5.33 4 6 .79 4 1.59 34 .33 9 5.4 5 78.77 27.9 1 17.6 9 4 .6 0 51.10 37.22 124 .01 4 8.4 4 31.9 0 9 5.86 9 .18 14 4 .9 0 27.02 80.27 107.89 73.78 15.50 8.12 25.29 118.24 14 .29 16 .9 8 101.23 20.55 11.09 9 .54 111.32 6 0.52 4 6 .4 7 33.86 6 0.31 29 .9 5 14 .29 4 3.50 109 .50 112.09 102.17 10.84 7.37 6 5.59 86 .11 13.6 6 10.36 59 .13 6 8.09 14 .6 3 17.4 4 53.4 2 9 1.06 22.15 4 9 .39 20.84 79 .9 3 4 8.4 5 4 5.83 100.37 6 5.06 56 .07 4 2.6 8 4 7.6 4 28.34 6 .21 26 .9 3 22.76 32.09 2.58 4 7.85 4 .75 133.6 7 28.55 12.6 0 26 .38 125.31 4 0.6 4 58.13 89 .4 5 16 0.80 29 .6 5 4 4 .9 9 85.51 3.38 6 2.30 4 5.4 8 5.56 26 .24 29 .6 6 129 .72 39 .08 52.6 7 9 4 .71 38.16 6 1.21 11.14 80.37 85.57 4 8.12 79 .35 6 7.12 71.9 3 110.4 7 8.82 102.57 6 6 .9 2 4 4 .78 7.37 14 .82 36 .24 14 .26 31.06 18.38 57.39 53.21 9 .27 56 .9 9 184 .87 8.4 8 21.55 32.83 80.00 38.6 7 33.11 12.58 53.78 3.70 36 .77 71.71 11.77 85.73 8.6 6 28.18 35.51 58.4 4 8.51 75.9 0 152.30 7.54 6 .88 71.9 7 4 7.56 80.6 1 1.82 115.10 6 6 .10 83.70 9 .11 16 8.08 8.4 7 6 3.53 54 .31 10.02 4 0.4 0 72.00 17.72 29 .34 30.38 14 0.77 51.52 30.72 52.6 0 6 .6 2 32.86 108.88 14 .4 2 118.09 18.4 5 59 .6 0 27.30 171.4 7 21.4 4 4 0.88 58.36 4 2.9 5 12.16 18.4 7 34 .6 2 57.83 36 .55 104 .9 6 51.32 81.70 5.26 20.4 3 9 3.88 6 5.32 4 7.22 7.03 50.4 1 39 .9 0 19 .20 59 .11 26 .31 6 4 .9 6 4 8.88 122.20 100.22 6 3.4 3 25.33 6 1.6 2 2.81 138.04 4 5.76 9 .9 9 9 8.79 4 3.58 6 6 .39 28.9 8 3.6 6 16 2.6...
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This note was uploaded on 09/13/2013 for the course FINANCE 225 taught by Professor Aureliovasquez during the Winter '13 term at Instituto Tecnológico de Santo Domintgo.

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