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

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Unformatted text preview: 0.4 0.36 0.35 0.38 0.38 0.37 0.4 0.42 0.44 0.43 0.49 0.5 0.49 0.49 0.46 0.53 0.54 0.51 0.54 0.56 0.55 0.62 0.68 0.7 0.78 0.77 0.73 0.81 0.8 0.82 0.81 0.77 0.77 0.83 0.87 0.99 0.95 0.8 0.89 1.21 1.26 0.81 0.61 0.53 0.64 0.75 0.95 0.96 1.31 1.04 1.07 1.21 1.08 1.15 1.35 1.24 1.28 1.24 1.21 1.07 0.87 0.8 0.92 0.98 1.13 1.06 0.96 1.05 0.76 0.51 0.59 0.63 0.67 0.69 0.62 0.63 0.71 0.69 0.67 0.74 0.76 0.76 0.76 0.0011 0.0007 0.0008 0.0009 0.0005 0.0006 0.0005 0.0005 0.0009 0.0007 0.0006 0.0008 0.0008 0.0009 0.001 0.001 0.0014 0.001 0.001 0.0016 0.0016 0.0018 0.0017 0.0018 0.0022 0.0019 0.0015 0.0019 0.0023 0.002 0.0022 0.0017 0.0018 0.0025 0.002 0.0024 0.0027 0.0024 0.0023 0.0025 0.0026 0.0024 0.003 0.0025 0.0026 0.0029 0.0028 0.0024 0.0028 0.0012 0.0009 0.0008 0.0011 0.0003 0.0007 0.0004 0.0019 0.0018 0.0011 0.0022 0.0021 0.0019 0.0022 0.002 0.0022 0.0025 0.0025 0.0019 0.0031 0.003 0.0026 0.0034 0.0033 0.0029 0.0035 0.0019 0.0027 0.0024 0.0013 0.0017 0.0016 0.0022 0.0013 0.0016 0.0019 0.0014 0.002 0.0017 0.0018 0.002 0.0018 0.0014 0.0017 0.0019 0.0015 0.0019 0.0024 0.002 0.002 0.0022 0.0024 0.002 0.0027 0.0023 0.0021 0.0026 0.002 0.0023 0.0025 0.0023 0.0023 0.0025 0.0024 0.0023 0.0027 0.0025 0.0027 0.0029 0.0027 0.0029 0.003 0.0026 0.0031 0.0029 0.0026 0.003 0.003 0.0028 0.0028 0.0029 0.0029 0.0031 0.0028 0.003 0.0036 0.0031 0.0031 0.0035 0.0031 0.0033 0.0031 0.0031 0.0035 0.0033 0.0038 0.0035 0.0038 0.0034 0.0041 0.0038 0.0035 0.0041 0.004 0.0045 0.004 0.004 0.0043 0.0036 0.0039 0.0032 0.0033 0.0027 0.0032 0.0031 0.0032 0.0039 0.0036 0.0033 0.004 0.0039 0.0038 0.0043 0.0045 0.0043 0.0048 0.0042 0.0043 0.0044 0.0042 0.0043 0.0053 0.0046 0.0046 0.0053 0.0048 0.0051 0.0053 0.005 0.0062 0.006 0.0052 0.0064 0.006 0.0062 0.0057 0.005 0.0053 0.0058 0.0052 0.0053 0.0054 0.0046 0.0046 0.0042 0.0038 0.0033 0.003 0.0028 0.0029 0.0037 0.004 0.0047 0.0037 0.0037 0.0037 0.0037 0.0029 0.0025 0.0027 0.0029 0.003 0.0029 0.0031 0.0029 0.0034 0.004 0.0037 0.0037 0.0044 0.0041 0.0046 0.0052 0.0051 0.0051 0.0064 0.007 0.0068 0.0065 0.0056 0.0064 0.0063 0.0058 0.0056 0.0075 0.0075 0.006 0.007 0.006 0.0081 0.0051 0.0054 0.007 0.0058 0.0043 0.0041 0.0044 0.0044 0.0041 0.0048 0.0048 0.0053 0.0056 0.0041 0.0048 0.0047 0.0034 0.004 0.0042 0.0037 0.0043 0.0047 0.0042 0.0044 0.0041 0.004 0.004 0.0036 0.0035 0.0038 0.0038 0.0037 0.004 0.0042 0.0044 0.0043 0.0049 0.005 0.0049 0.0049 0.0046 0.0053 0.0054 0.0051 0.0054 0.0056 0.0055 0.0062 0.0068 0.007 0.0078 0.0077 0.0073 0.0081 0.008 0.0082 0.0081 0.0077 0.0077 0.0083 0.0087 0.0099 0.0095 0.008 0.0089 0.0121 0.0126 0.0081 0.0061 0.0053 0.0064 0.0075 0.0095 0.0096 0.0131 0.0104 0.0107 0.0121 0.0108 0.0115 0.0135 0.0124 0.0128 0.0124 0.0121 0.0107 0.0087 0.008 0.0092 0.0098 0.0113 0.0106 0.0096 0.0105 0.0076 0.0051 0.0059 0.0063 0.0067 0.0069 0.0062 0.0063 0.0071 0.0069 0.0067 0.0074 0.0076 0.0076 0.0076 Excess return: NoDur Durbl HiTec Telcm Shops Hlth Utils 0.0417 0.0406 0.0518 0.0674 0.0178 0.0294 0.0554 0.0321 -0.003 -0.0037 0.0164 0.0494 0.0251 0.004 -0.0026 0.0152 0.0137 0.0129 0.0343 0.0876 0.0164 0.0043 0.002 0.0288 0.0099 0.009 0.0401 0.0899 0.0187 0.0121 0.0111 0.0115 0.0238 0.0233 0.0442 -0.0046 0.0118 0.0258 0.0156 0....
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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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