Annualized time-weighted return (Express as 0.12345)

Balance end of 2018 (Express as 0.12345)

Dollar-weighted annualized rate of return (Express as 0.12345)

Estimated monthly standard deviation (Express as 0.12345)

Estimated annual standard deviation (Express as 0.12345)

Population covariance (Express as 0.12345)

Calculated correlation (Express as 0.12345)

Correlation using CORREL function (Express as 0.12345)

Sample monthly SD of portfolio (Express as 0.12345)

Estimated monthly SD of arithmetic averae return (Express as 0.12345)

p-value for test of hypothesized mean (Express as 0.12345)

Yes/No for rejecting H0 (type "Yes" or "No")

Probability arithmetic mean between Test value 1 and Test value 2 (Express as 0.12345)

Alpha from regression (Express as 0.12345)

Beta from regression (Express as 0.12345)

Yes/No for whether Beta 0 (answer "Yes" or "No")

R² from regression (Express as 0.12345)

Correlation squared (Express as 0.12345)

At the course web site in the my grades section in the lefthandside menu, find the item Asset # and make note of your asset. That is NOT a score or gradeit is simply a way for me to assign an asset number to you. Now find the Stats Data spreadsheet in course documents (math/stats section). Copy all information provided for your asset, and also the monthly returns on the Russell 2000, into a new spreadsheet. Note that the returns you see for your asset assume any dividends were paid at the end of a month and that they were immediately reinvested. You will thus not need to worry about any complications due to dividends in this project. Save this new spreadsheet on your computer. Specifically, here is what you need to copy: 1.Monthly returns for the Russell 2000 2.Monthly returns for your asset 3.The values highlighted in orange for your asset: Hypothesized mean, Test value 1, and Test value 2

B D SIM Y 1 1 LLLLL Asset # Name --> Ticker --> Permno --> K FOR USIC # 28 WERNER ENTERPRISES INC WERN 10397 Hypothesized mean Test value 1 --> Test value 2 --> ## -0.009940 0.001471 0.010717 LLLLL # fo tttttt #### 2 Note: in column C, "month-end" 3 dates are shown. The returns are 4 returns during the entire month 5 ending on that date. E.g., row 12 6 has the return during January 2014. 7 8 Monthly 9 Return on 10 Russell 11 Month # 2000 12 1 -0.028153 13 2 0.046115 14 3 -0.008444 15 4 -0.039368 16 5 0.006780 17 6 0.051529 18 7 -0.061100 19 8 0.048461 20 9 -0.061881 21 10 0.065200 22 11 -0.000239 23 12 0.026823 24 13 -0.032630 25 14 0.058332 26 15 0.015729 27 16 -0.026054 28 17 0.021637 29 18 0.005952 30 19 -0.012177 31 20 -0.063963 32 21 -0.050679 33 22 0.055574 34 23 0.031200 35 24 -0.051932 36 25 -0.088486 37 26 -0.001429 38 27 0.077503 39 28 0.015098 40 29 0.021170 41 30 -0.002485 42 31 0.059049 # ### # # Month-end 20140131 20140228 20140331 20140430 20140530 20140630 20140731 20140829 20140930 20141031 20141128 20141231 20150130 20150227 20150331 20150430 20150529 20150630 20150731 20150831 20150930 20151030 20151130 20151231 20160129 20160229 20160331 20160429 20160531 20160630 20160729 Returns for asset 28 0.055803 -0.008058 -0.013153 0.005488 0.031250 0.004167 -0.070917 0.013019 0.012048 0.094841 0.126362 0.005803 -0.084109 0.124080 -0.020580 -0.142948 0.024191 -0.046148 0.077714 -0.061969 -0.052473 0.056574 0.018896 -0.130193 0.032493 0.099379 0.022976 -0.064801 -0.017759 -0.077139 0.096213 ######## ##### # # # 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 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 0.059049 0.016370 0.009468 -0.048144 0.109914 0.026309 0.003456 0.018255 -0.000548 0.010470 -0.021579 0.032951 0.006910 -0.013935 0.060899 0.007828 0.027693 -0.005589 0.025705 -0.039702 0.011227 0.008140 0.059492 0.005791 0.016877 0.041866 -0.025380 -0.109138 0.014463 -0.120468 20160729 20160831 20160930 20161031 20161130 20161230 20170131 20170228 20170331 20170428 20170531 20170630 20170731 20170831 20170929 20171031 20171130 20171229 20180131 20180228 20180329 20180430 20180531 20180629 20180731 20180831 20180928 20181031 20181130 20181231 ############################## 0.096213 -0.081210 0.010832 0.033519 0.124740 -0.001479 0.042672 -0.003559 -0.064286 0.044275 -0.001831 0.079633 0.010221 0.116357 0.106344 -0.024624 0.071529 0.013613 0.053040 -0.084767 -0.020134 -0.058356 0.142857 -0.039796 -0.007989 -0.005369 -0.043455 -0.089392 0.051880 -0.124926 HTT B D SIM Y 1 1 LLLLL Asset # Name --> Ticker --> Permno --> K FOR USIC # 28 WERNER ENTERPRISES INC WERN 10397 Hypothesized mean Test value 1 --> Test value 2 --> ## -0.009940 0.001471 0.010717 LLLLL # fo tttttt #### 2 Note: in column C, "month-end" 3 dates are shown. The returns are 4 returns during the entire month 5 ending on that date. E.g., row 12 6 has the return during January 2014. 7 8 Monthly 9 Return on 10 Russell 11 Month # 2000 12 1 -0.028153 13 2 0.046115 14 3 -0.008444 15 4 -0.039368 16 5 0.006780 17 6 0.051529 18 7 -0.061100 19 8 0.048461 20 9 -0.061881 21 10 0.065200 22 11 -0.000239 23 12 0.026823 24 13 -0.032630 25 14 0.058332 26 15 0.015729 27 16 -0.026054 28 17 0.021637 29 18 0.005952 30 19 -0.012177 31 20 -0.063963 32 21 -0.050679 33 22 0.055574 34 23 0.031200 35 24 -0.051932 36 25 -0.088486 37 26 -0.001429 38 27 0.077503 39 28 0.015098 40 29 0.021170 41 30 -0.002485 42 31 0.059049 # ### # # Month-end 20140131 20140228 20140331 20140430 20140530 20140630 20140731 20140829 20140930 20141031 20141128 20141231 20150130 20150227 20150331 20150430 20150529 20150630 20150731 20150831 20150930 20151030 20151130 20151231 20160129 20160229 20160331 20160429 20160531 20160630 20160729 Returns for asset 28 0.055803 -0.008058 -0.013153 0.005488 0.031250 0.004167 -0.070917 0.013019 0.012048 0.094841 0.126362 0.005803 -0.084109 0.124080 -0.020580 -0.142948 0.024191 -0.046148 0.077714 -0.061969 -0.052473 0.056574 0.018896 -0.130193 0.032493 0.099379 0.022976 -0.064801 -0.017759 -0.077139 0.096213 ######## ##### # # # 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 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 0.059049 0.016370 0.009468 -0.048144 0.109914 0.026309 0.003456 0.018255 -0.000548 0.010470 -0.021579 0.032951 0.006910 -0.013935 0.060899 0.007828 0.027693 -0.005589 0.025705 -0.039702 0.011227 0.008140 0.059492 0.005791 0.016877 0.041866 -0.025380 -0.109138 0.014463 -0.120468 20160729 20160831 20160930 20161031 20161130 20161230 20170131 20170228 20170331 20170428 20170531 20170630 20170731 20170831 20170929 20171031 20171130 20171229 20180131 20180228 20180329 20180430 20180531 20180629 20180731 20180831 20180928 20181031 20181130 20181231 ############################## 0.096213 -0.081210 0.010832 0.033519 0.124740 -0.001479 0.042672 -0.003559 -0.064286 0.044275 -0.001831 0.079633 0.010221 0.116357 0.106344 -0.024624 0.071529 0.013613 0.053040 -0.084767 -0.020134 -0.058356 0.142857 -0.039796 -0.007989 -0.005369 -0.043455 -0.089392 0.051880 -0.124926 HTT