solution5spdaily_asymm_w2012

0031 0003 0012 0 00016 00127 0004 00021 00021 0007

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Unformatted text preview: 031 -0.003 -0.012 0 0.0016 0.0127 -0.004 0.0021 0.0021 0.007 0.0114 0.0011 0.009 1 0.0015 -0.003 0 0.0015 0.0039 -0.002 -0.015 0.006 1 Loss RSP Va r(5% ) S -12.1 -2.78 2.24 73 5.6 4 05 0.89 35 0.29 8 4 .36 12 -4 .838 1.6 6 9 7 3.04 85 4 .9 813 8.09 4 8 -6 .4 6 9 6 .6 51 3.6 4 6 5 1.8283 6 .54 82 -3.31 4 .1085 -3.803 15.111 17.74 4 -4 .16 6 18.374 2.76 29 -5.6 4 6 8.6 74 8 -10.6 6 2.3013 0.76 83 2.501 7.0881 2.136 3 0.129 6 -20.6 5 -11.3 15.6 9 1 -1.529 -7.16 9 -6 .6 16 8.5139 10.4 4 1 10.81 -4 .003 5.4 274 -12.81 -2.81 0.06 38 -4 .074 -11.75 9 .39 9 2 -5.56 2 12.4 9 4 -1.084 1.212 -4 .013 -16 .27 2.254 2 2.1337 7.56 72 2.0276 0.76 14 16 -2.834 0.19 3 -2.6 9 8 5.59 72 -17.4 6 2.6 6 6 3 -6 .4 -4 .09 7 6 .7536 -0.76 7.7505 -8.06 7 -3.6 6 3 -10.35 2.56 1 -11.13 -1.36 17.383 -2.26 -6 .56 3 2.5575 0.6 873 9 .4 823 6 .26 6 -3.17 0.06 33 9 .0285 5.0584 6 .76 31 5.5086 4 .7552 12.6 16 -2.576 8.8106 -0.39 9 -1.329 -17.71 -7.153 4 .4 807 -8.812 0.5808 -1.6 12 13.6 9 1 5.7003 0.39 4 3 11.503 9 .084 3 -17.9 5 -5.783 -14 .51 2.1335 0.3237 3.1774 8.2171 7.0314 -7.882 -2.222 -0.131 -3.258 6 .134 6 3.4 09 8 -7.33 3.06 9 4 15.357 3.526 4 -5.6 5 -4 .76 1 -5.132 6 .4 521 6 .826 4 5.4 6 81 4 .0201 7.6 154 -6 .809 -8.36 4 -7.36 9 6 .6 36 2 -3.124 -22.4 5 -25.06 -27.22 -1.539 -0.738 5.9 79 -23.16 0.7252 -0.06 6 .124 9 .9 017 -5.9 4 1 -2.257 -4 .86 2 -17.37 4 .59 85 -0.359 -2.331 6 .4 082 -5.751 1.8536 2.9 36 9 -0.4 8 10.858 3.584 8 -8.24 4 7.7571 0.6 6 9 4 -1.156 -1.39 8 -19 .6 -4 .9 89 -0.533 7.2507 4 .24 4 -3.17 10.806 0.3019 -3.9 77 -4 .081 5.16 4 2 8.9 502 6 .276 5 7.054 6 -2.9 51 1.4 74 2 3.386 6 2.84 13 -6 .84 2 -8.56 4 -9 .6 38 5.9 9 3.89 15 -23.84 0.8332 3.5787 1.6 14 6 -0.6 58 5.3372 6 .152 3.09 03 -12.4 2 4 .5055 -8.39 4 0.4 18 -6 .9 05 -10.8 7.3032 2.9 007 6 .4 232 1.4 33 8.34 01 -0.12 0.6 026 10.84 9 6 .1738 -6 .6 6 1 -2.008 -6 .302 -4 .4 6 7.6 6 6 6 6 .74 9 2 2.0153 4 .6 56 9 -3.4 33 7.86 53 -4 .06 3 3.076 7 -3.507 -1.4 73 2.7019 5.054 9 -5.4 24 -5.6 39 -27.13 5.6 6 71 4 .6 771 5.24 27 -7.524 6 .075 -3.072 5.36 74 10.272 -3.4 15 1.5233 -7.23 -18.77 2.379 4 -15.37 -3.9 8 2.6 9 07 -3.4 5 -22.57 -1.4 26 -10.32 3.3332 -3.6 15 -0.282 -9 .9 84 -1.171 -1.337 5.5826 -9 .583 -1.4 4 1 0.9 9 71 -7.6 74 -2.033 8.9 87 -15.33 5.14 4 .4 504 1.4 879 0.8276 5.4 79 2 4 .6 16 9 0.7251 -10.77 2.54 23 -2.59 7 -11.25 6 .4 059 -0.9 33 8.7082 6 .3305 2.286 6 1.7324 -4 .854 8.2158 1.9 6 6 1 7.39 34 -1.9 81 -14 .9 3 2.56 54 0.2234 5.9 9 4 2 -2.581 -6 .202 -0 -6 .219 -3.371 4 .09 07 7.89 6 8 0.4 4 6 8 5.6 013 -1.011 -6 .76 7 -4 .282 -1.9 4 1 -2.103 -1.54 6 -2.6 4 6 4 .6 34 2 -1.4 9 2 2.26 6 4 -6 .509 -2.087 -6 .39 9 6 .8379 12.9 83 8.1519 -3.582 -9 .729 0.774 8 -7.172 -12.89 -1.789 4 .016 5 -3.6 37 -6 .051 -9 .4 35 -12.2 0.4 218 5.7113 5.104 2 -1.385 0.9 586 -0.373 -8.327 -3.79 6 -0.6 31 -4 .722 7.24 9 1 0.89 6 6 2.4 832 7.59 33 12.227 -9 .505 3.0511 -4 .333 3.79 71 -0.536 -15.31 2.4 29 -3.114 -1.6 85 -6 .137 -3.237 -3.019 2.185 2.9 208 -5.573 3.06 9 3 4 .59 55 -6 .885 -2.9 59 -1.81...
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