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

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Date NASDAQ Return Los ($0 0s) 21-Mar-0 471 .68 2 -Mar-0 4864.75 0.032487 -324.874 23-Mar-0 4940.61 0.015 94 -15 .938 24-Mar-0 4963.03 0.0 4538 -45.379 27-Mar-0 4958.56 -0.0 09 9.0 7 Standard Deviation of Returns 28-Mar-0 483 .89 -0.02514 251.424 29-Mar-0 464 .67 -0.03914 391.4 5 0.020123 30-Mar-0 4 57.89 -0.04021 402.138 31-Mar-0 4572.83 0.025783 -257.835 3-Apr-0 42 3.68 -0.07635 763.532 4-Apr-0 4148.89 -0.017 1 17 .073 5-Apr-0 4169.2 0.0 49 -49.0 1 6-Apr-0 4267.56 0.023587 -235.871 7-Apr-0 4 46.45 0.041919 -419.186 10-Apr-0 418 .2 -0.05808 580.80 1 -Apr-0 405 .9 -0.03159 315.8 7 12-Apr-0 3769.63 -0.07058 705.81 13-Apr-0 3676.78 -0.02463 246.31 14-Apr-0 3 21.29 -0.096 9 96 .851 17-Apr-0 3539.16 0.065 98 -65 .980 18-Apr-0 3793.57 0.0718 4 -718.843 19-Apr-0 3706.41 -0.02 98 2 9.757 20-Apr-0 3643.8 -0.01687 168.708 24-Apr-0 3482.48 -0.04 29 4 2.934 25-Apr-0 371 .23 0.065686 -656.859 26-Apr-0 3630.09 -0.02186 218.634 27-Apr-0 37 4.03 0.039652 -396.519 28-Apr-0 3860.6 0.02 954 -2 9.542 1-May-0 3958.08 0.025234 -252.340 2-May-0 3785.45 -0.04361 436.146 3-May-0 3707.31 -0.02064 206.42 4-May-0 3720.24 0.0 348 -34.87 5-May-0 3816.82 0.025961 -259.607 8-May-0 36 9.38 -0.03863 386.290 9-May-0 3585.01 -0.02 9 2 9.930 10-May-0 3 84.73 -0.05 87 5 8.6 0 1 -May-0 349 .58 0.03 932 -3 9.318 12-May-0 3529.06 0.0 8424 -84.239 15-May-0 3607.65 0.02 269 -2 2.694 16-May-0 3717.57 0.030469 -304.686 17-May-0 364 .96 -0.01953 195.316 18-May-0 3538.71 -0.02915 291.498 19-May-0 3 90.4 -0.04191 419.108 2 -May-0 3 64.21 -0.0 7 2 7 .248 23-May-0 3164.5 -0.05935 593.483 24-May-0 3270.61 0.03 515 -3 5.150 25-May-0 3205.35 -0.019 5 19 .535 26-May-0 3205.1 -7E-0 5 0.749 30-May-0 3459.48 0.079364 -793.639 31-May-0 340 .91 -0.01693 169.303 1-Jun-0 3582.5 0.053 95 -53 .945 2-Jun-0 3813.38 0.064 47 -64 .46 5-Jun-0 3821.76 0.0 2198 -21.975 6-Jun-0 3756.37 -0.0171 171.09 7-Jun-0 3839.26 0.02 067 -2 0.6 5 8-Jun-0 3825.56 -0.0 357 35.684 9-Jun-0 3874.84 0.0128 2 -128.818 12-Jun-0 3767.91 -0.0276 275.960 13-Jun-0 3851.06 0.02 068 -2 0.679 14-Jun-0 3797.41 -0.01393 139.312 15-Jun-0 3845.74 0.012727 -127.271 16-Jun-0 3860.56 0.0 3854 -38.536 19-Jun-0 3989.83 0.03 485 -3 4.848 20-Jun-0 4013.36 0.0 5897 -58.975 21-Jun-0 4064.01 0.01262 -126.203 2 -Jun-0 3936.84 -0.03129 312.918 23-Jun-0 3845.34 -0.02324 232.420 26-Jun-0 3912.12 0.01736 -173.6 5 27-Jun-0 3858.96 -0.01359 135.8 5 28-Jun-0 3940.34 0.021089 -210.8 6 29-Jun-0 387 .23 -0.01602 160.164 30-Jun-0 396 .1 0.02 924 -2 9.236 3-Jul-0 39 1.93 0.0 651 -65.102 5-Jul-0 3863.1 -0.032 7 32 .726 6-Jul-0 3960.57 0.025231 -252.310 7-Jul-0 4023.2 0.015813 -158.134 10-Jul-0 3980.29 -0.01067 106.656 1 -Jul-0 3956.42 -0.0 6 59.971 12-Jul-0 409 .59 0.036187 -361.868 13-Jul-0 4174.86 0.01836 -183.604 14-Jul-0 4246.18 0.017083 -170.832 17-Jul-0 4274.67 0.0 671 -67.096 18-Jul-0 417 .17 -0.02 81 2 8.08 19-Jul-0 405 .63 -0.0291 290.963 20-Jul-0 4184.56 0.03179 -317.904 21-Jul-0 4094.45 -0.02153 215.3 9 24-Jul-0 3981.57 -0.02757 275.690 25-Jul-0 4029.57 0.012056 -120.5 5 26-Jul-0 3987.72 -0.01039 103.857 27-Jul-0 3842.23 -0.03648 364.845 28-Jul-0 36 3 -0.046 5 46 .474 31-Jul-0 376 .9 0.028389 -283.893 1-Aug-0 3685.52 -0.02163 216.273 2-Aug-0 3658.46 -0.0 734 73.42 3-Aug-0 3759.8 0.027 2 -27 .2 0 4-Aug-0 3787.36 0.0 7309 -73.087 7-Aug-0 3862.9 0.019 69 -19 .691 8-Aug-0 3848.5 -0.0 374 37.380 9-Aug-0 3853.5 0.0 1286 -12.862 10-Aug-0 3759.9 -0.02427 242.6 3 1 -Aug-0 3789.47 0.0 784 -78.404 14-Aug-0 3849.69 0.015891 -158.914 15-Aug-0 3851.6 0.0 0512 -5.1 7 16-Aug-0 3861.2 0.0 247 -24.769 17-Aug-0 3940.87 0.02063 -206.3 5 18-Aug-0 3930.34 -0.0 267 26.720 21-Aug-0 3953.15 0.0 5804 -58.036 2 -Aug-0 3958.21 0.0 128 -12.80 23-Aug-0 401 .01 0.013 39 -13 .394 24-Aug-0 4053.28 0.010538 -105.385 25-Aug-0 4042.68 -0.0 262 26.152 28-Aug-0 4070.59 0.0 6904 -69.038 29-Aug-0 4082.17 0.0 2845 -28.4 8 30-Aug-0 4103.81 0.0 5301 -53.01 31-Aug-0 4206.35 0.024987 -249.865 1-Sep-0 4234.3 0.0 6 52 -6 .518 5-Sep-0 4143.18 -0.02153 215.264 6-Sep-0 4013.34 -0.03134 313.382 7-Sep-0 4098.35 0.021 82 -21 .819 8-Sep-0 3978.41 -0.02927 292.654 1 -Sep-0 3896.35 -0.02063 206.263 12-Sep-0 3849.51 -0.01202 120.215 13-Sep-0 3893.89 0.01 529 -1 5.287 14-Sep-0 3913.86 0.0 5129 -51.285 15-Sep-0 3835.23 -0.020 9 20 .901 18-Sep-0 3726.52 -0.02835 283.451 19-Sep-0 3865.64 0.0373 2 -373.324 20-Sep-0 3897.4 0.0 82 6 -82.263 21-Sep-0 3828.87 -0.01759 175.936 2 -Sep-0 3803.76 -0.0 656 65.581 25-Sep-0 3741.2 -0.0164 164.416 26-Sep-0 3689.1 -0.01393 139.313 27-Sep-0 3656.3 -0.0 8 9 8 .91 28-Sep-0 37 8.32 0.03 373 -3 3.725 29-Sep-0 3672.82 -0.02792 279.2 5 2-Oct-0 3568.9 -0.02829 282.943 3-Oct-0 345 .83 -0.03168 316.820 4-Oct-0 3523.1 0.01946 -194.657 5-Oct-0 3472.1 -0.014 8 14 .759 6-Oct-0 3 61.01 -0.032 319.950 9-Oct-0 3 5 .56 -0.0 162 16.215 10-Oct-0 3240.54 -0.03428 342.7 4 1 -Oct-0 3168.49 -0.02 23 2 2.3 9 12-Oct-0 3074.68 -0.02961 296.072 13-Oct-0 3 16.7 0.078737 -787.36 16-Oct-0 3290.28 -0.0 79 79.867 17-Oct-0 3213.96 -0.0232 231.956 18-Oct-0 3171.56 -0.01319 131.924 19-Oct-0 3418.6 0.07 892 -7 8.923 20-Oct-0 3483.14 0.018 79 -18 .791 23-Oct-0 3468.69 -0.0 415 41.486 24-Oct-0 3419.79 -0.0141 140.975 25-Oct-0 32 9.57 -0.05 62 5 6.23 26-Oct-0 3272.18 0.013194 -131.937 27-Oct-0 3278.36 0.0 18 9 -18.8 6 30-Oct-0 3191.4 -0.02653 265.25 31-Oct-0 3 69.63 0.05 847 -5 8.470 1-Nov-0 3 3 .39 -0.01075 107.549 2-Nov-0 3429.02 0.028689 -286.8 5 3-Nov-0 3451.58 0.0 6579 -65.791 6-Nov-0 3416.21 -0.01025 102.475 7-Nov-0 3415.79 -0.0 012 1.2 9 8-Nov-0 3231.7 -0.05389 538.938 9-Nov-0 320 .35 -0.0 97 97.0 8 10-Nov-0 3028.9 -0.05354 535.4 1 13-Nov-0 296 .72 -0.02056 205.580 14-Nov-0 3138.27 0.057825 -578.248 15-Nov-0 3165.49 0.0 8674 -86.736 16-Nov-0 3031.8 -0.042 1 42 .083 17-Nov-0 3027.19 -0.0 15 15.469 20-Nov-0 2875.64 -0.050 6 50 .629 21-Nov-0 2871.45 -0.0 146 14.571 2 -Nov-0 275 .34 -0.0404 404.360 24-Nov-0 2904.38 0.054091 -540.913 27-Nov-0 28 0.49 -0.0 823 82.25 28-Nov-0 2734.98 -0.05052 505.157 29-Nov-0 2706.93 -0.01026 102.560 30-Nov-0 2597.93 -0.04027 402.670 1-Dec-0 2645.29 0.01823 -182.29 4-Dec-0 2615.75 -0.01 17 1 1.670 5-Dec-0 28 9.8 0.104769 -1047.692 6-Dec-0 2796.5 -0.032 9
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Problem12_17 - D ate NASDAQ 21-Mar-00 4711.68 22-Mar-00...

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