assignment 1 asspet pricingmanager 1e(1)(1)

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Unformatted text preview: 94606 194607 194608 194609 194610 194611 194612 194701 194702 194703 194704 194705 194706 194707 194708 194709 194710 194711 194712 194801 194802 194803 194804 194805 194806 194807 194808 194809 194810 194811 194812 194901 194902 194903 194904 194905 194906 194907 194908 194909 194910 194911 194912 195001 195002 195003 195004 195005 195006 195007 195008 195009 195010 195011 195012 195101 195102 195103 195104 195105 195106 195107 195108 195109 195110 195111 195112 195201 195202 195203 195204 195205 195206 195207 195208 195209 195210 195211 195212 195301 195302 195303 195304 195305 195306 195307 195308 195309 195310 195311 195312 195401 195402 195403 195404 195405 195406 195407 195408 195409 195410 195411 195412 195501 195502 195503 195504 195505 195506 195507 195508 195509 195510 195511 195512 195601 195602 195603 195604 2.65 2.59 0.37 -3.45 2.43 2.74 -0.19 4.17 0.06 0.44 5.23 -1.97 7.1 2.43 4.69 -4.59 6.87 2.48 -0.78 -1.66 8.76 4.15 1.71 -4.96 0.61 6.53 2.84 1.21 11.85 0.24 4.41 -0.43 -0.97 1.28 -6.58 9.53 4.43 8.07 -5.46 -20.07 -12.67 1.48 5.47 2.45 7.25 -2.28 -1.59 -16.12 3.85 0.31 -12.79 -8.88 -2.87 -7.9 6.18 10.87 -6.56 -9.86 -13.17 13.73 -6.55 0.37 -29 7.82 -9.1 -13.35 -1.59 5.31 -11.01 -17.92 -20.68 -0.78 33.47 36.58 -3.16 -13.02 -5.6 4.46 1.21 -14.98 3.33 37.74 21.34 13.17 -9.67 12.02 -10.57 -8.31 9.95 2.04 12.91 -2.41 0.15 -1.76 -7.14 2.62 -10.9 5.83 -0.3 -1.73 8.51 0.35 -3.38 -1.9 -3.75 8.92 3.53 5.69 7.44 2.61 2.63 7.21 4.8 4.5 6.57 2.51 1.11 -8.07 5.01 2.5 6.56 0.98 1.23 7.04 3.36 0.13 3.28 1.07 -0.33 -7.27 -0.98 -4.2 8.85 -4.9 -13.5 -9.52 -8.37 -4.2 0.59 5.82 -23.7 14.5 -3.86 23.73 7.34 -2.7 0.76 7.77 -1.74 4.11 -5.88 3.48 -11.9 -0.2 6.79 -5.26 10.23 -6.6 16.72 -0.47 -3.61 3.1 -2.39 1.34 2.07 0.24 -21.88 6.63 3.21 2.18 2.39 3 -1.58 0.7 -4.12 -1.55 0.83 -5.37 1.46 5.85 5.91 -0.11 -0.89 -5.16 -1.82 -4.83 0.67 -2.47 -6.63 -4.35 5.96 2.67 3.46 1.84 2.55 6.74 0.21 5.04 7.16 6.12 6.1 0.79 5.76 1.77 -4.69 1.26 2.44 -1.22 -5.84 6.34 1.77 0.39 2.44 -1.71 5.1 5.5 -1.49 1.62 0 0.17 1.69 4.09 1.91 6.22 -3.85 7.75 1.79 0.33 -2.2 6.19 4.77 3.95 5.39 1.13 6.24 -5.81 5.98 4.28 3.91 -3.95 -2.65 -6.42 -10.11 -1.47 -0.04 5.03 1.45 -1.13 -1.7 -4.82 -1.02 5.33 4.13 -1.76 -0.51 2.46 -1.92 2.94 -3.86 -4.38 8.08 3.61 7.33 -0.09 -5.1 0.25 -2.95 5.94 -9.16 3.23 0.22 -2.99 4.03 -1.85 -2.83 0.19 5.48 2.56 3.06 3.08 1.85 5.11 1.65 1.41 1.2 3.9 4.26 -5.93 1.36 4.83 4.78 -0.18 2.7 5.52 5.64 1.45 -2.14 4.81 -2.35 -2.61 6.9 4.28 0.71 -2.53 0.55 3.3 1.44 -2.62 4.4 -4.95 3.2 3.8 0.92 -0.75 -2.01 -0.68 5.89 2.94 -0.31 -0.26 -1.48 -2.8 0.55 -1.92 2.42 -4.52 0.21 4.55 2.8 0.03 5.11 1.66 3.64 4.24 3.08 1.06 4.96 -2.32 6.35 -1.67 9.37 5.46 0.62 3 -0.17 3.11 0.91 6.52 1.9 0.22 -0.37 -2.67 7 1.48 -3.02 3.76 6.61 0.28 Sample Covariance mat rix NoDur Durbl HiTec Telcm Shops Hlth Utils Variance NoDur Durbl HiTec Telcm Shops Hlth Utils 0.00200 0.00186 0.00195 0.00122 0.00214 0.0019005 0.00119233 0.00186 0.00305 0.00235135 0.00120667 0.00232925 0.00179063 0.00113388 0.00195 0.00235 0.00334304 0.0...
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