2 026 020 030 102 007 030 002 06 1 052 138 04

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: 0.33% 0.9 9 % -0.6 0% 0.6 6 % 0.03% 0.9 2% 0.26 % -0.20% 0.30% -1.02% 0.07% 0.30% 0.02% 0.6 1% 0.52% 1.38% 0.4 5% 0.17% -0.6 4 % 1.01% -0.82% -1.20% 0.57% 0.22% -0.37% 1.4 2% -0.32% 1.32% -0.31% -1.31% 0.6 1% -1.9 3% -0.59 % -0.6 2% 0.9 7% -1.06 % 2.22% 0.21% 0.9 4 % 0.4 4 % 0.4 8% -0.4 9 % 0.4 8% -0.06 % 0.70% 0.39 % -0.24 % 0.32% -1.03% 0.51% 0.13% -1.50% 0.33% -0.4 7% 0.22% 1.51% 0.14 % -0.08% 0.36 % 0.79 % -0.54 % -0.12% 0.6 0% -0.4 4 % -0.57% -0.05% 1.18% -0.01% -0.75% -0.6 4 % -0.9 1% 0.81% -0.84 % 0.16 % 1.6 1% 0.18% 0.4 5% -0.02% 1.12% -0.33% -0.15% 0.4 7% -0.77% 0.74 % -0.86 % -0.09 % 1.15% 0.27% -0.57% 0.6 6 % 0.14 % 1.19 % -0.04 % 0.39 % 0.28% -0.18% 0.17% 1.27% 0.03% 0.21% -0.30% 1.23% 0.13% 0.26 % 0.50% -0.89 % 0.4 8% -0.53% 0.83% 0.14 % 0.6 9 % -0.09 % 0.78% -0.32% -0.21% 1.20% -0.9 9 % -1.35% 0.52% -0.26 % 0.37% 0.07% -0.82% 0.19 % 1.25% -0.24 % 0.50% 1.10% -0.4 8% -0.54 % 0.9 7% -0.4 3% -0.4 1% -0.26 % -0.27% -0.17% 0.4 1% 0.14 % 0.00% 0.9 6 % -0.59 % 0.20% 0.34 % 0.17% -0.83% -0.58% -1.4 6 % -1.50% 1.24 % -1.4 4 % 0.56 % 1.18% -0.13% -1.12% -1.30% -0.13% -0.24 % 1.6 2% -0.10% 1.31% 0.4 1% -0.06 % 0.53% 0.85% 0.76 % -0.18% -0.6 6 % -0.11% 0.52% -1.38% -0.11% 0.06 % 0.51% 0.11% -1.57% 0.54 % 1.4 0% 0.06 % -0.4 5% 0.23% -1.37% -0.73% -0.59 % 0.9 2% 0.19 % 0.19 % -0.6 6 % -1.38% -1.06 % 0.78% 0.20% -0.07% -0.06 % -1.06 % 0.6 8% -0.24 % 0.05% 0.4 0% 0.17% 1.6 0% 0.18% 0.58% -0.05% 0.05% 0.37% -0.74 % 0.52% 1.59 % 0.16 % -0.9 5% 0.4 6 % -0.9 6 % 0.6 0% 0.14 % -0.13% 0.26 % -0.4 2% 0.37% 0.85% -0.28% -0.55% -0.08% 0.25% 0.4 2% -1.04 % -0.31% -0.82% 0.21% -0.82% 0.34 % 0.14 % 0.08% -0.32% -0.4 3% -0.4 8% -0.04 % 0.70% -1.33% 0.27% -0.9 7% -0.20% 0.9 9 % 0.07% 0.4 9 % 0.12% 0.4 4 % -0.6 3% -0.08% -1.6 4 % -1.55% 0.12% 1.29 % -0.25% -1.17% 0.16 % 1.36 % 0.23% 1.25% -0.36 % 0.6 5% -0.23% 0.05% 0.80% 0.01% 0.25% -0.77% 0.4 6 % 0.18% 1.12% -0.4 2% 0.6 9 % -0.4 3% 0.19 % 0.4 9 % 0.20% 0.22% -0.71% 0.28% 0.4 5% -0.56 % 0.6 3% -1.4 0% -0.4 5% 0.16 % -0.59 % 0.6 1% 0.4 4 % -0.02% 1.51% 0.33% -0.06 % 0.70% -1.00% -0.75% 0.20% -0.23% -0.72% -0.9 3% 0.4 4 % 0.52% -0.9 7% 0.05% 0.26 % -0.9 8% -0.08% 1.4 8% 1.30% 0.21% 0.25% 0.03% 0.00% 1.13% 1.6 1% 0.39 % -0.10% -0.03% -0.08% 0.9 0% 0.9 2% -0.02% -0.70% 0.56 % 0.14 % -1.12% 0.59 % -0.02% 0.4 1% 0.09 % -0.33% -0.4 0% 1.52% -0.09 % 0.07% -0.07% -1.11% 0.51% 0.55% -0.10% 0.9 1% 0.39 % 0.20% -0.20% -0.75% 0.04 % 0.9 0% 0.38% 0.05% -0.4 3% 0.71% 0.01% 0.01% -0.13% -0.81% -1.16 % -0.35% 0.37% -0.14 % 0.34 % -0.6 0% 0.4 1% -0.87% 0.6 0% 0.9 6 % -0.9 5% -0.78% -0.6 4 % -0.35% Risk Metrics σ2 t 0.00019 0.00023 0.00036 0.00034 0.00036 0.00034 0.00032 0.00031 0.00030 0.00028 0.00027 0.00025 0.00025 0.00023 0.00022 0.00022 0.00020 0.00019 0.00018 0.00017 0.00017 0.00016 0.00015 0.00016 0.00015 0.00014 0.00014 0.00013 0.00013 0.00014 0.00013 0.00012 0.00012 0.00013 0.00015 0.00016 0.00015 0.00014 0.00015 0.00015 0.00015 0.00014 0.00013 0.00013 0.00013 0.00012 0.00011 0.00014 0.00025 0.00025 0.00028 0.00026 0.00027 0.00027 0.00029 0.00029 0.00028 0.00028 0.00027 0.00030 0.00031 0.00030 0...
View Full Document

Ask a homework question - tutors are online