Aapl xom 4 00 6 sep 11 62174 40931 33274 47111 22637

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Unformatted text preview: WFC + AAPL 200 2-Sep-11 -61,905 -40,693 -33,229 -46,749 -22,344 -24,281 WFC 0 0 1-Sep-11 -61,209 -40,163 -32,670 -46,447 -21,908 -24,033 -300,000 -175,00 0 -5 0,0 00 75,000 200,00 0 -300,000 -175,000 -50,00 0 75,000 20 0,0 00 More ### -60,971 -40,146 -32,591 -46,059 -21,851 -23,967 0 ### -60,639 -39,673 -32,440 -45,848 -21,804 -23,925 -300,000 -175 ,0 00 -50,000 75 ,0 00 200,00 0 ### -58,552 -39,539 -31,916 -44,940 -21,304 -23,457 ### -58,366 -39,528 -31,883 -44,194 -21,203 -23,308 WFC WFC + WFC + AAPLAAPL + XOM (Corr ~ 1) XOM XOM (Corr ~ 1) AAPL WFC + + XOM WFC + AAPLAAPL WFC + ### -58,284 -38,567 -31,837 -43,950 -21,151 -23,085 Ave Ret 560 1,050 831 831 569 569 8 00 ### -57,292 -38,434 -30,974 -43,466 -21,060 -22,857 Std Dev #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? 6 00 ### -57,143 -38,366 -30,654 -43,235 -20,964 -22,743 ### -56,455 -38,085 -30,460 -42,942 -20,792 -22,532 Ave Ret Std Dev 4 00 ### -56,068 -38,014 -29,939 -42,607 -20,415 -22,465 WFC 560 37,556 200 ### -55,866 -37,744 -29,816 -42,413 -20,397 -22,421 WFC + AAPL 1,050 22,329 0 ### -54,957 -37,738 -29,355 -41,947 -20,372 -22,239 WFC + AAPL + XOM 831 18,196 ### -54,277 -37,209 -29,316 -41,613 -20,355 -22,055 WFC + AAPL + XOM (Corr ~ 1) 831 26,448 -300,000 -175,000 -50,00 0 75,000 20 0,0 00 More ### -53,733 -36,922 -28,602 -41,177 -20,345 -22,017 WFC + AAPL - XOM 569 13,693 ### -53,689 -36,346 -28,583 -41,025 -20,254 -21,873 WFC + AAPL - XOM (Corr ~ 1) 569 14,313 ### -53,302 -34,712 -28,410 -40,712 -20,240 -21,728 ### -53,070 -34,224 -28,341 -40,574 -20,028 -21,647 9-Aug-11 -52,935 -33,174 -28,330 -40,381 -19,822 -21,562 8-Aug-11 -52,362 -32,869 -28,310 -40,174 -19,660 -21,363 5-Aug-11 -51,652 -32,610 -28,240 -39,829 -19,657 -21,170 4-Aug-11 -51,593 -32,451 -28,061 -39,770 -19,635 -21,150 3-Aug-11 -51,569 -32,323 -27,995 -39,673 -19,584 -21,143 2-Aug-11 -51,402 -32,317 -27,412 -39,525 -19,487 -21,123 1-Aug-11 -51,327 -32,224 -27,052 -39,461 -19,412 -21,122 29-Jul-11 -51,215 -32,215 -26,731 -39,343 -18,918 -21,107 28-Jul-11 -50,405 -31,792 -26,474 -38,755 -18,894 -20,691 27-Jul-11 -49,142 -31,682 -26,385 -38,166 -18,801 -20,408 26-Jul-11 -47,602 -31,616 -26,254 -37,609 -18,794 -19,877 25-Jul-11 -46,775 -31,508 -26,109 -37,101 -18,686 -19,426 22-Jul-11 -46,749 -31,496 -26,086 -36,987 -18,683 -19,423 21-Jul-11 -46,624 -31,326 -26,010 -36,865 -18,563 -19,396 20-Jul-11 -46,496 -31,309 -25,838 -36,732...
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