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

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Unformatted text preview: .81 6.41 0.09 -0.64 3.41 -1.24 1.29 6.26 3.11 4.31 3.65 5.67 1.42 6.38 6.07 -4.48 0.63 -3.32 -0.63 -4.33 -4.52 -1.61 -3.27 7.29 9.36 7.61 0.15 5.98 5.04 2.35 8.18 -0.34 4.33 0.33 -2.15 0.73 0.43 -2.71 1.55 -2.29 -2.43 -1.96 0.1 -2.59 -2.64 1.45 -0.08 3.47 9.27 0.5 1.92 2.84 4.83 4.98 6.99 2.08 1.59 -1.51 -0.12 1.14 0.15 2.08 3.32 7.52 7.88 5.94 1.53 8.87 8.56 2.04 5.82 -0.74 5.93 -1.75 -2.39 -0.79 -0.55 -2.17 -0.72 -8.84 -2.55 -7.73 -5.01 -8.84 -4.34 -5.8 -10.17 4.96 8.92 8.17 4.03 3.88 8.77 7.74 7.04 4.4 2.48 1.8 -1.54 3 2.08 -0.99 4.15 7.04 14.22 7.37 -2.06 0.88 -1.29 1.56 5.54 -2.63 12.94 -3.55 -1.47 -4.9 -4.63 -3.39 -3.38 -11.72 -17.89 -12.67 -2.61 -8.4 -2.82 -6.59 -12.26 3.25 6.86 0.72 7.32 3.4 4.29 12.01 6.04 6.17 4.09 4.82 5 10.77 6.96 4.59 8.12 2.42 5.82 3.03 -0.58 2.44 0.22 4.54 5.14 10.76 2.02 15.49 1 10.63 8.88 -0.1 6.91 1.74 3.66 3.66 6.3 1.97 0.27 -1.17 2.75 3.03 6.53 1.99 -1.61 1.11 3.62 0.15 3.83 0.37 7.73 1.97 -3.25 -1.56 -1.24 1.94 1.7 8.58 24.29 9.81 0.09 2.75 8.86 7.38 7.65 -2.13 -10.6 -1.17 0.84 -1.4 4.59 -1.95 0.02 -2.05 -10.15 -8.09 5.52 0.45 -1.61 -2.57 -3.23 4.39 -0.44 0.46 2.15 2.89 1.85 -1.27 1.72 5.87 -2.26 5 1.17 12.69 5.9 2.98 8.41 -0.84 -7.54 0.17 6.21 3.04 3.03 -2.68 0.87 -0.31 -3.87 4.23 7.13 2.71 3.44 1.82 2.83 -1.38 4.7 -6.72 -1.92 -1.57 -5.58 3.44 -1.38 -2.77 7.93 -3.8 0.37 -3.36 -3.9 2.8 -2.7 -6.9 -6.26 -7.31 -0.81 -5.51 -7.73 -0.84 -5.52 -7.03 -12.27 -3.9 2.84 -3.6 -1.28 -5.52 -5.42 3.77 9.93 5.21 6.02 6.77 7.95 4.89 7.17 4.3 6.91 1.51 2.71 0.93 3.92 5.92 5.07 -1.54 -6.52 -0.04 -1.46 -1.99 -0.73 -2.34 -3.79 -3.2 -8.45 2.73 0.68 0.02 1.44 -0.67 -3.18 -5.75 -11.07 -5.3 -5.68 -1.39 -1.79 -0.35 -3.91 -1.75 -3.66 -3.58 2.05 4.28 -2.56 1.66 -1.26 3.16 4.35 7.45 -0.18 5.46 7.41 3.84 3.72 -4.62 2.32 -5.42 -1.02 -2.88 -3.04 -0.52 -5.44 -2.61 -6.22 -2.38 -2.46 2.92 -0.75 -2.21 -2.4 -2.31 -7.91 1.53 1.21 0.11 0.79 -2.58 -3 13.82 9.69 12.79 10.84 12.59 12.37 12.02 11.34 -1.05 1.78 1.17 0.98 4.55 1.36 1.07 4.19 12.98 5.58 17 8.11 16.73 8.2 4.73 15.86 5.66 -4.4 10.71 5.95 10.78 5.2 0.16 7.79 0.82 5.54 2.67 -1.24 -1.75 0.58 4.32 -1.51 5.09 3.63 8.39 12.45 1.43 1.42 3.67 2.82 4.05 -0.58 3.57 -0.37 7.98 2.84 1.59 4.57 2.15 5.95 0.69 0.65 8.48 4.52 0.27 5 6.32 9.37 7.52 5.14 8.51 5.05 4.76 8.28 2.17 1.35 2.78 -1.33 0.48 -2.73 2.59 2.41 1.64 6.41 6.13 0.17 6.05 6.92 -0.54 1.7 -2.51 -2.33 -5.32 -5.17 -3.4 -5.63 1.04 -3.61 0.65 6.79 -1.09 2.2 -4.97 -1.04 1.52 -0.87 2.38 -4.63 2.13 2.26 2.34 1.29 4.66 1.56 -2.28 -2.08 -6.96 -5.2 -1.43 -2.18 3.07 -4.13 6.32 -0.42 2.33 3.17 4.36 100 Mkt-RF SMB 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 -5.19 3.47 4.83 -3.23 -5.14 0.51 0.36 3.16 -3.57 -2.07 2.13 4.25 3.44 -0.75 0.65 -5.11 -5.99 -4.3 2.28 -3.92 4.69 -1.51 3.29 3.08 2.31 2.93 4.39 1.9 4.66 2.56 3 5.13 0.72 0.95 0.26 3.66 1.72 -0.26 3.15 -1.39 -4.8 1.27 1.58 2.45 -6.99 1.14 -1.64 -1.71 3.11 2.1 -2.37 3.01 -5.99 -0.72 4.68 4.7 6.19 3.57 2.89 0.3 2.39 -3.08 2.83 2.58 -2.15 2.58 4.45 -0.18 -3.88 1.81 -0.68 -6.59 -8.65 -8.48 6.28 2.13 -5.22 -0.06 10.87 1.02 4.93 -2.38 3.08 4.51 1.76 -2 -0.39 5.07 -1.56 2.54 -0.85 1.83 2.24 1.55 1.41 0.11 1.41...
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This note was uploaded on 09/20/2013 for the course ECONOMIC ASS taught by Professor Wer during the Winter '09 term at Vrije Universiteit Amsterdam.

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