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Problem12_17 - D ate NASDAQ 21-Mar-00 4711.68 22-Mar-00...

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Date NASDAQ Return Loss ($000s) 21-Mar-00 4711.68 22-Mar-00 4864.75 0.032487 -324.874 23-Mar-00 4940.61 0.015594 -155.938 24-Mar-00 4963.03 0.004538 -45.379 27-Mar-00 4958.56 -0.0009 9.007 Standard Deviation of Returns 28-Mar-00 4833.89 -0.02514 251.424 29-Mar-00 4644.67 -0.03914 391.445 0.020123 30-Mar-00 4457.89 -0.04021 402.138 31-Mar-00 4572.83 0.025783 -257.835 3-Apr-00 4223.68 -0.07635 763.532 4-Apr-00 4148.89 -0.01771 177.073 5-Apr-00 4169.22 0.0049 -49.001 6-Apr-00 4267.56 0.023587 -235.871 7-Apr-00 4446.45 0.041919 -419.186 10-Apr-00 4188.2 -0.05808 580.800 11-Apr-00 4055.9 -0.03159 315.887 12-Apr-00 3769.63 -0.07058 705.811 13-Apr-00 3676.78 -0.02463 246.311 14-Apr-00 3321.29 -0.09669 966.851 17-Apr-00 3539.16 0.065598 -655.980 18-Apr-00 3793.57 0.071884 -718.843 19-Apr-00 3706.41 -0.02298 229.757 20-Apr-00 3643.88 -0.01687 168.708 24-Apr-00 3482.48 -0.04429 442.934 25-Apr-00 3711.23 0.065686 -656.859 26-Apr-00 3630.09 -0.02186 218.634 27-Apr-00 3774.03 0.039652 -396.519 28-Apr-00 3860.66 0.022954 -229.542 1-May-00 3958.08 0.025234 -252.340 2-May-00 3785.45 -0.04361 436.146 3-May-00 3707.31 -0.02064 206.422 4-May-00 3720.24 0.003488 -34.877 5-May-00 3816.82 0.025961 -259.607 8-May-00 3669.38 -0.03863 386.290 9-May-00 3585.01 -0.02299 229.930 10-May-00 3384.73 -0.05587 558.660 11-May-00 3499.58 0.033932 -339.318 12-May-00 3529.06 0.008424 -84.239 15-May-00 3607.65 0.022269 -222.694 16-May-00 3717.57 0.030469 -304.686 17-May-00 3644.96 -0.01953 195.316 18-May-00 3538.71 -0.02915 291.498 19-May-00 3390.4 -0.04191 419.108 22-May-00 3364.21 -0.00772 77.248 23-May-00 3164.55 -0.05935 593.483 24-May-00 3270.61 0.033515 -335.150 25-May-00 3205.35 -0.01995 199.535 26-May-00 3205.11 -7E-005 0.749 30-May-00 3459.48 0.079364 -793.639 31-May-00 3400.91 -0.01693 169.303 1-Jun-00 3582.5 0.053395 -533.945 2-Jun-00 3813.38 0.064447 -644.466 5-Jun-00 3821.76 0.002198 -21.975 6-Jun-00 3756.37 -0.01711 171.099 7-Jun-00 3839.26 0.022067 -220.665 8-Jun-00 3825.56 -0.00357 35.684 9-Jun-00 3874.84 0.012882 -128.818 12-Jun-00 3767.91 -0.0276 275.960 13-Jun-00 3851.06 0.022068 -220.679 14-Jun-00 3797.41 -0.01393 139.312 15-Jun-00 3845.74 0.012727 -127.271 16-Jun-00 3860.56 0.003854 -38.536 19-Jun-00 3989.83 0.033485 -334.848 20-Jun-00 4013.36 0.005897 -58.975 21-Jun-00 4064.01 0.01262 -126.203 22-Jun-00 3936.84 -0.03129 312.918 23-Jun-00 3845.34 -0.02324 232.420 26-Jun-00 3912.12 0.017366 -173.665 27-Jun-00 3858.96 -0.01359 135.885 28-Jun-00 3940.34 0.021089 -210.886 29-Jun-00 3877.23 -0.01602 160.164 30-Jun-00 3966.11 0.022924 -229.236 3-Jul-00 3991.93 0.00651 -65.102 5-Jul-00 3863.1 -0.03227 322.726 6-Jul-00 3960.57 0.025231 -252.310 7-Jul-00 4023.2 0.015813 -158.134 10-Jul-00 3980.29 -0.01067 106.656 11-Jul-00 3956.42 -0.006 59.971 12-Jul-00 4099.59 0.036187 -361.868 13-Jul-00 4174.86 0.01836 -183.604 14-Jul-00 4246.18 0.017083 -170.832 17-Jul-00 4274.67 0.00671 -67.096 18-Jul-00 4177.17 -0.02281 228.088 19-Jul-00 4055.63 -0.0291 290.963 20-Jul-00 4184.56 0.03179 -317.904 21-Jul-00 4094.45 -0.02153 215.339 24-Jul-00 3981.57 -0.02757 275.690 25-Jul-00 4029.57 0.012056 -120.555 26-Jul-00 3987.72 -0.01039 103.857 27-Jul-00 3842.23 -0.03648 364.845 28-Jul-00 3663 -0.04665 466.474 31-Jul-00 3766.99 0.028389 -283.893 1-Aug-00 3685.52 -0.02163 216.273 2-Aug-00 3658.46 -0.00734 73.422 3-Aug-00 3759.88 0.027722 -277.220 4-Aug-00 3787.36 0.007309 -73.087 7-Aug-00 3862.99 0.019969 -199.691 8-Aug-00 3848.55 -0.00374 37.380 9-Aug-00 3853.5 0.001286 -12.862 10-Aug-00 3759.99 -0.02427 242.663 11-Aug-00 3789.47 0.00784 -78.404 14-Aug-00 3849.69 0.015891 -158.914 15-Aug-00 3851.66 0.000512 -5.117 16-Aug-00 3861.2 0.002477 -24.769 17-Aug-00 3940.87 0.020633 -206.335 18-Aug-00 3930.34 -0.00267 26.720 21-Aug-00 3953.15 0.005804 -58.036 22-Aug-00 3958.21 0.00128 -12.800 23-Aug-00 4011.01 0.013339 -133.394 24-Aug-00 4053.28 0.010538 -105.385 25-Aug-00 4042.68 -0.00262 26.152 28-Aug-00 4070.59 0.006904 -69.038 29-Aug-00 4082.17 0.002845 -28.448 30-Aug-00 4103.81 0.005301 -53.011 31-Aug-00 4206.35 0.024987 -249.865 1-Sep-00 4234.33 0.006652 -66.518 5-Sep-00 4143.18 -0.02153 215.264 6-Sep-00 4013.34 -0.03134 313.382 7-Sep-00 4098.35 0.021182 -211.819 8-Sep-00 3978.41 -0.02927 292.654 11-Sep-00 3896.35 -0.02063 206.263 12-Sep-00 3849.51 -0.01202 120.215 13-Sep-00 3893.89 0.011529 -115.287 14-Sep-00 3913.86 0.005129 -51.285 15-Sep-00 3835.23 -0.02009 200.901 18-Sep-00 3726.52 -0.02835 283.451 19-Sep-00 3865.64 0.037332 -373.324 20-Sep-00 3897.44 0.008226 -82.263 21-Sep-00 3828.87 -0.01759 175.936 22-Sep-00 3803.76 -0.00656 65.581 25-Sep-00 3741.22 -0.01644 164.416 26-Sep-00 3689.1 -0.01393 139.313 27-Sep-00 3656.3 -0.00889 88.911 28-Sep-00 3778.32 0.033373 -333.725 29-Sep-00 3672.82 -0.02792 279.225 2-Oct-00 3568.9 -0.02829 282.943 3-Oct-00 3455.83 -0.03168 316.820 4-Oct-00 3523.1 0.019466 -194.657 5-Oct-00 3472.1 -0.01448 144.759 6-Oct-00 3361.01 -0.032 319.950 9-Oct-00 3355.56 -0.00162 16.215 10-Oct-00 3240.54 -0.03428 342.774 11-Oct-00 3168.49 -0.02223 222.339 12-Oct-00 3074.68 -0.02961 296.072 13-Oct-00 3316.77 0.078737 -787.366 16-Oct-00 3290.28 -0.00799 79.867 17-Oct-00 3213.96 -0.0232 231.956 18-Oct-00 3171.56 -0.01319 131.924 19-Oct-00 3418.6 0.077892 -778.923 20-Oct-00 3483.14 0.018879 -188.791 23-Oct-00 3468.69 -0.00415 41.486 24-Oct-00 3419.79 -0.0141 140.975 25-Oct-00 3229.57 -0.05562 556.233 26-Oct-00 3272.18 0.013194 -131.937 27-Oct-00 3278.36 0.001889 -18.886 30-Oct-00 3191.4 -0.02653 265.255 31-Oct-00 3369.63 0.055847 -558.470 1-Nov-00 3333.39 -0.01075 107.549 2-Nov-00 3429.02 0.028689 -286.885 3-Nov-00 3451.58 0.006579 -65.791 6-Nov-00 3416.21 -0.01025 102.475 7-Nov-00 3415.79 -0.00012 1.229 8-Nov-00 3231.7 -0.05389 538.938 9-Nov-00 3200.35 -0.0097 97.008 10-Nov-00 3028.99 -0.05354 535.441 13-Nov-00 2966.72 -0.02056 205.580 14-Nov-00 3138.27 0.057825 -578.248 15-Nov-00 3165.49 0.008674 -86.736 16-Nov-00 3031.88 -0.04221 422.083 17-Nov-00 3027.19 -0.00155 15.469 20-Nov-00 2875.64 -0.05006 500.629 21-Nov-00 2871.45 -0.00146 14.571 22-Nov-00 2755.34 -0.04044 404.360 24-Nov-00 2904.38 0.054091 -540.913 27-Nov-00 2880.49 -0.00823 82.255 28-Nov-00 2734.98 -0.05052 505.157 29-Nov-00 2706.93 -0.01026 102.560 30-Nov-00 2597.93 -0.04027 402.670 1-Dec-00 2645.29 0.01823 -182.299 4-Dec-00 2615.75 -0.01117 111.670 5-Dec-00 2889.8 0.104769 -1047.692 6-Dec-00 2796.5 -0.03229 322.860 7-Dec-00 2752.66 -0.01568 156.767 8-Dec-00 2917.43 0.059858 -598.585 11-Dec-00 3015.1 0.033478 -334.781 12-Dec-00 2931.77 -0.02764 276.376 13-Dec-00 2822.77 -0.03718 371.789 14-Dec-00 2728.51 -0.03339 333.927 15-Dec-00 2653.27 -0.02758 275.755 18-Dec-00 2624.52 -0.01084 108.357 19-Dec-00 2511.71 -0.04298 429.831 20-Dec-00 2332.78 -0.07124 712.383 21-Dec-00 2340.12 0.003146 -31.465 22-Dec-00 2517.02 0.075594 -755.944 26-Dec-00 2493.52 -0.00934 93.364 27-Dec-00 2539.35 0.01838 -183.796 28-Dec-00 2557.76 0.00725 -72.499 29-Dec-00 2470.52 -0.03411 341.080 2-Jan-01 2291.86 -0.07232 723.168 3-Jan-01 2616.69 0.141732 -1417.320 4-Jan-01 2566.83 -0.01905 190.546 5-Jan-01 2407.65 -0.06201 620.142 8-Jan-01 2395.92 -0.00487 48.720 9-Jan-01 2441.3 0.018941 -189.405 10-Jan-01 2524.18 0.033949 -339.491 11-Jan-01 2640.57 0.04611 -461.100 12-Jan-01 2626.5 -0.00533 53.284 16-Jan-01 2618.55 -0.00303 30.268 17-Jan-01 2682.78 0.024529 -245.288 18-Jan-01 2768.49 0.031948 -319.482
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