95 3985 4077 4186 4364 4371 4583 4667 4886 4887 4919

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Unformatted text preview: 43.64 43.71 45.83 46.67 48.86 48.87 49.19 60.65 57.10 54.64 54.11 55.34 56.57 57.96 61.48 54.32 56.44 54.63 61.03 58.05 59.50 61.67 59.85 60.28 66.56 66.80 66.24 70.51 76.16 75.98 73.47 71.37 75.13 79.04 83.17 83.88 85.16 A 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 B C D E F G ALCOA (AA) AND JOHNSON & JOHNSON (JNJ) 1 Return statistics, 1997-2007 Monthly statistics Average Sigma Covariance AA 0.68% 10.12% 0.0002 Annual statistics Average Sigma 1-Jul-97 1-Aug-97 2-Sep-97 1-Oct-97 3-Nov-97 1-Dec-97 2-Jan-98 2-Feb-98 2-Mar-98 1-Apr-98 1-May-98 1-Jun-98 1-Jul-98 3-Aug-98 1-Sep-98 1-Oct-98 2-Nov-98 1-Dec-9...
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This document was uploaded on 03/29/2014.

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