How do I find these answers (highlighted in grey) using excel? Please show working or formulas no need to actually do it in excel just show.

\fEurekahedge Fund of Funds Index ReturnDateValue Returns Returns Data and VaR Dec 2000 109.8482 NA Average Jan 2001 111.5789 StDev Feb 2001 111.9399 Skew Mar 2001 112.0167 Apr 2001 112.6354 May 2001 113.7959 Delta Normal VaR, 95% Confidence Jun 2001 113.9808 Jul 2001 113.7963 Unadjusted VaR Aug 2001 114.4979 VaR Sep 2001 113.4685 CVaR Oct 2001 114.4247 Nov 2001 114.9011 Dec 2001 116.0747 VaR adjusted for skewness Jan 2002 116.7054 VAR' Feb 2002 116.6098 Mar 2002 117.4936 Apr 2002 118.2216 May 2002 118.9049 Jun 2002 118.0988 Jul 2002 116.8714 Aug 2002 117.404 Sep 2002 117.0098 Oct 2002 116.7568 Nov 2002 117.6868 Dec 2002 118.6056 Jan 2003 119.5736 Feb 2003 120.0202 Mar 2003 119.9711 Apr 2003 121.5143 May 2003 124.0301 Jun 2003 125.0192 Jul 2003 125.3204 Aug 2003 126.3396 Sep 2003 127.7913 Oct 2003 129.7467 Nov 2003 130.4781 Dec 2003 132.5288 Jan 2004 134.6132 Feb 2004 136.2165 Mar 2004 136.838 Apr 2004 135.8285 May 2004 134.5545 Jun 2004 134.9232 Jul 2004 134.2565 Aug 2004 134.3107 Sep 2004 135.5487 Obs. 1 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 Oct 2004 Nov 2004 Dec 2004 Jan 2005 Feb 2005 Mar 2005 Apr 2005 May 2005 Jun 2005 Jul 2005 Aug 2005 Sep 2005 Oct 2005 Nov 2005 Dec 2005 Jan 2006 Feb 2006 Mar 2006 Apr 2006 May 2006 Jun 2006 Jul 2006 Aug 2006 Sep 2006 Oct 2006 Nov 2006 Dec 2006 Jan 2007 Feb 2007 Mar 2007 Apr 2007 May 2007 Jun 2007 Jul 2007 Aug 2007 Sep 2007 Oct 2007 Nov 2007 Dec 2007 Jan 2008 Feb 2008 Mar 2008 Apr 2008 May 2008 Jun 2008 Jul 2008 Aug 2008 Sep 2008 136.5194 139.8196 141.8613 142.0081 144.0268 143.3373 141.3712 141.8435 143.8302 146.3519 147.5959 150.118 147.8082 150.373 153.4647 157.9851 158.6275 161.3226 164.2306 160.9869 159.9946 159.8117 161.0304 161.0567 163.6648 166.6458 169.6494 171.7914 173.1231 174.7028 177.7893 181.4841 182.8883 183.8795 179.9751 183.9014 189.409 186.5683 187.5324 182.3649 185.1397 180.3936 182.3363 185.3498 184.0586 179.4243 176.8385 166.3227 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 Oct 2008 Nov 2008 Dec 2008 Jan 2009 Feb 2009 Mar 2009 Apr 2009 May 2009 Jun 2009 Jul 2009 Aug 2009 Sep 2009 Oct 2009 Nov 2009 Dec 2009 Jan 2010 Feb 2010 Mar 2010 Apr 2010 May 2010 Jun 2010 Jul 2010 Aug 2010 Sep 2010 Oct 2010 Nov 2010 Dec 2010 Jan 2011 Feb 2011 Mar 2011 Apr 2011 May 2011 Jun 2011 Jul 2011 Aug 2011 Sep 2011 Oct 2011 Nov 2011 Dec 2011 Jan 2012 Feb 2012 Mar 2012 Apr 2012 May 2012 Jun 2012 Jul 2012 Aug 2012 Sep 2012 156.6069 153.1618 151.4903 152.3314 151.6593 151.7652 153.27 157.8507 158.1962 160.6251 162.2603 164.7919 164.5901 165.9323 166.9013 166.2123 166.5148 169.3266 170.7402 166.5248 165.2458 166.3491 166.5821 169.7491 172.1113 171.8694 175.2701 175.3596 176.6317 176.4745 178.4708 176.662 174.4603 174.9949 170.6723 166.6649 168.273 166.8463 166.3132 169.037 171.4284 171.3958 170.9715 168.5943 168.0855 169.6072 170.5001 171.6848 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 Oct 2012 Nov 2012 Dec 2012 Jan 2013 Feb 2013 Mar 2013 Apr 2013 May 2013 Jun 2013 Jul 2013 Aug 2013 Sep 2013 Oct 2013 Nov 2013 Dec 2013 Jan 2014 Feb 2014 Mar 2014 Apr 2014 May 2014 Jun 2014 Jul 2014 Aug 2014 Sep 2014 Oct 2014 Nov 2014 Dec 2014 Jan 2015 Feb 2015 Mar 2015 Apr 2015 May 2015 Jun 2015 Jul 2015 Aug 2015 Sep 2015 Oct 2015 Nov 2015 Dec 2015 Jan 2016 Feb 2016 Mar 2016 Apr 2016 May 2016 Jun 2016 Jul 2016 Aug 2016 171.2066 171.7561 173.7102 177.0171 177.5076 178.9222 180.2471 181.3569 178.3371 180.0266 178.7413 181.0601 183.4 185.9211 187.8539 187.2496 190.0096 188.9532 187.8773 189.9633 191.5253 191.1229 192.6857 192.5485 191.5958 194.0634 194.4952 195.5444 198.4914 199.9828 200.6117 202.3097 199.9328 200.4784 196.3876 193.5115 195.5804 196.3606 195.3127 190.3721 188.3697 189.8535 190.6509 191.5273 190.5443 193.0697 193.7079 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 Sorted Data Returns NA Group Name 1 Name 2 Name 3 Due: end-of-day Wed. January 25. You may work in groups of up to 3 persons. You may work alone, too. Please put your names in Cells O1-O3 above and in the name of the file. Fill in the asked-for results in the grey area. All grey areas must have a formula except for the sorted data in column K. Use the LN method to compute returns. Historical VaR, 95% Confidence VaR CVaR MEAN MODE median Q1 Q3 a) 31.16 34 31 27 34 of all values Mean = number of values Mean = 26 +34+23+ ...+28 25 = 779/25=31.16 b) Mode is the most frequent number =34,33,22 and 31 b) Median is the central value Since the data is odd, median =(25+1)/2=13 13th value having arranged the data in ascending order value nth number 22 1 22 2 22 3 23 4 24 5 26 6 27 7 28 8 29 9 29 10 30 11 30 12 31 13 31 14 31 15 33 16 33 17 33 18 34 19 34 34 40 41 44 48 The 13th value = 31 20 21 22 23 24 25 Median= 31 c) Q1 is the median of the first half is the *(n+1) = *26= 6.5th number that is = the mean of the 6th and 7th value = (26+27)/2=26.5 d) Q3= is the median of the 2ND half Is the *(n+1) = *26= 19.5 number that is = the mean of the 19 th and 20th value = (34+34)/2=34 2) mean median mode Q1 Q3 192 201 210 189 215 of all values Mean = number of values Mean = 115 +210+...+114 13 = 2496/13=192 b) Mode is the most frequent number =210 b) Median is the central value Since the data is odd, median = (13+1)/2=7 7th value having arranged the data in ascending order. VALUES N TH 114 115 119 189 196 199 201 210 210 215 222 248 258 1 2 3 4 5 6 7 8 9 10 11 12 13 Median = 201 c) Q1 is the median of the first half is the *(n+1) = *14= 3.5th number that is = the mean of the 3th and 4th value = (26+27)/2=26.5 d) Q3= is the median of the 2ND half Is the *(n+1) = *14= 10.5 number that is = the mean of the 10 th and 11th value = (215+222)/2=218.5 3. of all values Mean = number of values Mean = 75+ 89+89 ...+94 15 = 1294/15= 86.26667 b) Mode is the most frequent number =89 b) Median is the central value Since the data is odd, median = (15+1)/2= 8TH 7th value having arranged the data in ascending order. 56 75 76 77 80 83 84 89 89 89 91 94 99 101 111 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 The median is 89 c) To get kth percentile (with k being a number between 0-100 You Order all the values in ascending order and then multiply with k% number of values, 15. k = 39 The p 39 = 0.39*15=5.85th value P39= 83.46 d) P65 = 0.65*15= 9.75 the value P65=89.2 4) limits 30-39 40-49 50-59 60-69 70-79 frequency 19 9 12 11 14 m=lower limit+upper)/2 34.5 44.5 54.5 64.5 74.5 m* frequency 655.5 400.5 654 709.5 1043 80-89 90-99 sum mean= mean= 13 8 86 sum 5317/86 61.8255814 84.5 94.5 1098.5 756 5317 ReturnDate Dec 2000 Jan 2001 Feb 2001 Mar 2001 Apr 2001 May 2001 Jun 2001 Jul 2001 Aug 2001 Sep 2001 Oct 2001 Nov 2001 Dec 2001 Jan 2002 Feb 2002 Mar 2002 Apr 2002 May 2002 Jun 2002 Jul 2002 Aug 2002 Sep 2002 Oct 2002 Nov 2002 Dec 2002 Jan 2003 Feb 2003 Mar 2003 Apr 2003 May 2003 Jun 2003 Jul 2003 Aug 2003 Sep 2003 Oct 2003 Nov 2003 Dec 2003 Jan 2004 Feb 2004 Mar 2004 Apr 2004 May 2004 Jun 2004 Jul 2004 Aug 2004 Sep 2004 Eurekahedge Fund of Funds Index Value Returns Returns Data and VaR 109.848 NA Average 0.446063 111.5789 1.730865 StDev 2.227424 111.9399 0.361075 Skew -1.509242 112.0167 0.076762 112.6354 0.618687 113.7959 1.160463 Delta Normal VaR, 95% Confidence 113.9808 0.184938 113.7963 -0.184475 Unadjusted VaR number 114.4979 0.701616 VaR -4.090853 9.4 113.4685 -1.029439 CVaR -5.569057 114.4247 0.956237 114.9011 0.476363 116.0747 1.173563 VaR adjusted for skewness 116.7054 0.630764 VAR' -2.581612 116.6098 -0.095579 117.4936 0.883764 118.2216 0.727957 118.9049 0.683378 number of returns 118.0988 -0.806146 188 116.8714 -1.227407 The number helps in finding VaR and CVaR 117.404 0.532649 117.0098 -0.394224 116.7568 -0.252996 117.6868 0.93 118.6056 0.918814 119.5736 0.967925 120.0202 0.446657 119.9711 -0.049109 121.5143 1.543167 124.0301 2.515782 125.0192 0.989192 125.3204 0.301129 126.3396 1.019262 127.7913 1.451646 129.7467 1.955395 130.4781 0.731427 132.5288 2.050712 134.6132 2.084393 136.2165 1.603248 136.838 0.621534 135.8285 -1.009485 134.5545 -1.273967 134.9232 0.368672 134.2565 -0.666665 134.3107 0.054195 135.5487 1.237929 Oct 2004 Nov 2004 Dec 2004 Jan 2005 Feb 2005 Mar 2005 Apr 2005 May 2005 Jun 2005 Jul 2005 Aug 2005 Sep 2005 Oct 2005 Nov 2005 Dec 2005 Jan 2006 Feb 2006 Mar 2006 Apr 2006 May 2006 Jun 2006 Jul 2006 Aug 2006 Sep 2006 Oct 2006 Nov 2006 Dec 2006 Jan 2007 Feb 2007 Mar 2007 Apr 2007 May 2007 Jun 2007 Jul 2007 Aug 2007 Sep 2007 Oct 2007 Nov 2007 Dec 2007 Jan 2008 Feb 2008 Mar 2008 Apr 2008 May 2008 Jun 2008 Jul 2008 Aug 2008 Sep 2008 136.5194 0.97076 139.8196 3.300127 141.8613 2.041767 142.0081 0.146802 144.0268 2.018647 143.3373 -0.689509 141.3712 -1.966037 141.8435 0.472229 143.8302 1.986798 146.3519 2.521689 147.5959 1.243925 150.118 2.522113 147.8082 -2.309807 150.373 2.564821 153.4647 3.091726 157.9851 4.520347 158.6275 0.642433 161.3226 2.695092 164.2306 2.908059 160.9869 -3.243718 159.9946 -0.992312 159.8117 -0.182884 161.0304 1.218652 161.0567 0.026301 163.6648 2.60816 166.6458 2.98096 169.6494 3.003599 171.7914 2.142035 173.1231 1.331678 174.7028 1.579671 177.7893 3.086479 181.4841 3.694803 182.8883 1.404198 183.8795 0.991192 179.9751 -3.904389 183.9014 3.926316 189.409 5.507565 186.5683 -2.840605 187.5324 0.964066 182.3649 -5.16752 185.1397 2.774817 180.3936 -4.746153 182.3363 1.942759 185.3498 3.013468 184.0586 -1.291222 179.4243 -4.634278 176.8385 -2.585793 166.3227 -10.51578 Oct 2008 Nov 2008 Dec 2008 Jan 2009 Feb 2009 Mar 2009 Apr 2009 May 2009 Jun 2009 Jul 2009 Aug 2009 Sep 2009 Oct 2009 Nov 2009 Dec 2009 Jan 2010 Feb 2010 Mar 2010 Apr 2010 May 2010 Jun 2010 Jul 2010 Aug 2010 Sep 2010 Oct 2010 Nov 2010 Dec 2010 Jan 2011 Feb 2011 Mar 2011 Apr 2011 May 2011 Jun 2011 Jul 2011 Aug 2011 Sep 2011 Oct 2011 Nov 2011 Dec 2011 Jan 2012 Feb 2012 Mar 2012 Apr 2012 May 2012 Jun 2012 Jul 2012 Aug 2012 Sep 2012 156.6069 -9.715859 153.1618 -3.445055 151.4903 -1.671477 152.3314 0.841048 151.6593 -0.672063 151.7652 0.105848 153.27 1.504824 157.8507 4.580718 158.1962 0.345472 160.6251 2.428956 162.2603 1.635134 164.7919 2.531651 164.5901 -0.201832 165.9323 1.34224 166.9013 0.969018 166.2123 -0.688993 166.5148 0.302433 169.3266 2.811864 170.7402 1.413574 166.5248 -4.215422 165.2458 -1.278954 166.3491 1.103309 166.5821 0.232967 169.7491 3.166958 172.1113 2.362191 171.8694 -0.241884 175.2701 3.40074 175.3596 0.089459 176.6317 1.272116 176.4745 -0.15716 178.4708 1.996279 176.662 -1.808829 174.4603 -2.201634 174.9949 0.534527 170.6723 -4.322617 166.6649 -4.007396 168.273 1.6081 166.8463 -1.426638 166.3132 -0.533169 169.037 2.723866 171.4284 2.391346 171.3958 -0.032547 170.9715 -0.424332 168.5943 -2.377224 168.0855 -0.508789 169.6072 1.521724 170.5001 0.892899 171.6848 1.184723 Oct 2012 Nov 2012 Dec 2012 Jan 2013 Feb 2013 Mar 2013 Apr 2013 May 2013 Jun 2013 Jul 2013 Aug 2013 Sep 2013 Oct 2013 Nov 2013 Dec 2013 Jan 2014 Feb 2014 Mar 2014 Apr 2014 May 2014 Jun 2014 Jul 2014 Aug 2014 Sep 2014 Oct 2014 Nov 2014 Dec 2014 Jan 2015 Feb 2015 Mar 2015 Apr 2015 May 2015 Jun 2015 Jul 2015 Aug 2015 Sep 2015 Oct 2015 Nov 2015 Dec 2015 Jan 2016 Feb 2016 Mar 2016 Apr 2016 May 2016 Jun 2016 Jul 2016 Aug 2016 171.2066 -0.478177 171.7561 0.549503 173.7102 1.954017 177.0171 3.30695 177.5076 0.490479 178.9222 1.414648 180.2471 1.324897 181.3569 1.109813 178.3371 -3.01981 180.0266 1.689425 178.7413 -1.285302 181.0601 2.31885 183.4 2.339902 185.9211 2.521114 187.8539 1.932783 187.2496 -0.604263 190.0096 2.759942 188.9532 -1.056421 187.8773 -1.075857 189.9633 2.085952 191.5253 1.562047 191.1229 -0.402364 192.6857 1.562794 192.5485 -0.137202 191.5958 -0.952763 194.0634 2.467656 194.4952 0.431793 195.5444 1.049171 198.4914 2.947006 199.9828 1.491425 200.6117 0.628873 202.3097 1.697959 199.9328 -2.376827 200.4784 0.545575 196.3876 -4.090853 193.5115 -2.876047 195.5804 2.068935 196.3606 0.780118 195.3127 -1.047824 190.3721 -4.940651 188.3697 -2.00241 189.8535 1.483829 190.6509 0.797415 191.5273 0.876401 190.5443 -0.983039 193.0697 2.525371 193.7079 0.638279 Obs. Sorted Data Returns NA 1 -10.51578 2 -9.715859 3 -5.16752 4 -4.940651 5 -4.746153 6 -4.634278 7 -4.322617 8 -4.215422 9 -4.090853 10 -4.007396 11 -3.904389 12 -3.445055 13 -3.243718 14 -3.01981 15 -2.876047 16 -2.840605 17 -2.585793 18 -2.377224 19 -2.376827 20 -2.309807 21 -2.201634 22 -2.00241 23 -1.966037 24 -1.808829 25 -1.671477 26 -1.426638 27 -1.291222 28 -1.285302 29 -1.278954 30 -1.273967 31 -1.227407 32 -1.075857 33 -1.056421 34 -1.047824 35 -1.029439 36 -1.009485 37 -0.992312 38 -0.983039 39 -0.952763 40 -0.806146 41 -0.689509 42 -0.688993 43 -0.672063 44 -0.666665 45 -0.604263 Group Name 1 Name 2 Name 3 Due: end-of-day Wed. January 25. You may work in groups of up to 3 persons. You may work alone, too. Please put your names in Cells O1-O3 above and in the name of the file. Fill in the asked-for results in the grey area. All grey areas must have a formula except for the sorted data in column K. Use the LN method to compute returns. Historical VaR, 95% Confidence VaR CVaR 46 -0.533169 47 -0.508789 48 -0.478177 49 -0.424332 50 -0.402364 51 -0.394224 52 -0.252996 53 -0.241884 54 -0.201832 55 -0.184475 56 -0.182884 57 -0.15716 58 -0.137202 59 -0.095579 60 -0.049109 61 -0.032547 62 0.026301 63 0.054195 64 0.076762 65 0.089459 66 0.105848 67 0.146802 68 0.184938 69 0.232967 70 0.301129 71 0.302433 72 0.345472 73 0.361075 74 0.368672 75 0.431793 76 0.446657 77 0.472229 78 0.476363 79 0.490479 80 0.532649 81 0.534527 82 0.545575 83 0.549503 84 0.618687 85 0.621534 86 0.628873 87 0.630764 88 0.638279 89 0.642433 90 0.683378 91 0.701616 92 0.727957 93 0.731427 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 0.780118 0.797415 0.841048 0.876401 0.883764 0.892899 0.918814 0.93 0.956237 0.964066 0.967925 0.969018 0.97076 0.989192 0.991192 1.019262 1.049171 1.103309 1.109813 1.160463 1.173563 1.184723 1.218652 1.237929 1.243925 1.272116 1.324897 1.331678 1.34224 1.404198 1.413574 1.414648 1.451646 1.483829 1.491425 1.504824 1.521724 1.543167 1.562047 1.562794 1.579671 1.603248 1.6081 1.635134 1.689425 1.697959 1.73086 1.932783 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 1.942759 1.954017 1.955395 1.986798 1.996279 2.018647 2.041767 2.050712 2.068935 2.084393 2.085952 2.142035 2.31885 2.339902 2.362191 2.391346 2.428956 2.467656 2.515782 2.521114 2.521689 2.522113 2.525371 2.531651 2.564821 2.60816 2.695092 2.723866 2.759942 2.774817 2.811864 2.908059 2.947006 2.98096 3.003599 3.013468 3.086479 3.091726 3.166958 3.300127 3.30695 3.40074 3.694803 3.926316 4.520347 4.580718 5.507565 to 3 the file. have a hod to costs associated with the maintaining ownership property insurance $1,000 maintenance cost $100 property tax $1,500 Insurance maintenance property tax electricity bill security tax total cost renting income selling price of the house retaining costs renting costs $1,000 $1,500 $100 $500 $200 $200 $20 $80 $500 $300 $1,500 $1,500 $3,320 $4,080 $3,000 $100,000 aining ownership rent(income) appreciation $36,000 $36,000 $4,000.00 $4,000.00 returns if house retained $680.00 return if rented $35,920.00 ReturnDate Dec 2000 Jan 2001 Feb 2001 Mar 2001 Apr 2001 May 2001 Jun 2001 Jul 2001 Aug 2001 Sep 2001 Oct 2001 Nov 2001 Dec 2001 Jan 2002 Feb 2002 Mar 2002 Apr 2002 May 2002 Jun 2002 Jul 2002 Aug 2002 Sep 2002 Oct 2002 Nov 2002 Dec 2002 Jan 2003 Feb 2003 Mar 2003 Apr 2003 May 2003 Jun 2003 Jul 2003 Aug 2003 Sep 2003 Oct 2003 Nov 2003 Dec 2003 Jan 2004 Feb 2004 Mar 2004 Apr 2004 May 2004 Jun 2004 Jul 2004 Aug 2004 Sep 2004 Eurekahedge Fund of Funds Index Value Returns Returns Data and VaR 109.848 NA Average 0.446063 111.5789 1.730865 StDev 2.227424 111.9399 0.361075 Skew -1.509242 112.0167 0.076762 112.6354 0.618687 113.7959 1.160463 Delta Normal VaR, 95% Confidence 113.9808 0.184938 113.7963 -0.184475 Unadjusted VaR number 114.4979 0.701616 VaR 0.870563 9.4 113.4685 -1.029439 CVaR -1.598584 114.4247 0.956237 114.9011 0.476363 116.0747 1.173563 VaR adjusted for skewness 116.7054 0.630764 VAR' 2.379805 116.6098 -0.095579 117.4936 0.883764 118.2216 0.727957 118.9049 0.683378 number of returns 118.0988 -0.806146 188 116.8714 -1.227407 The number helps in finding VaR and CVaR 117.404 0.532649 117.0098 -0.394224 116.7568 -0.252996 117.6868 0.93 118.6056 0.918814 119.5736 0.967925 120.0202 0.446657 119.9711 -0.049109 121.5143 1.543167 124.0301 2.515782 125.0192 0.989192 125.3204 0.301129 126.3396 1.019262 127.7913 1.451646 129.7467 1.955395 130.4781 0.731427 132.5288 2.050712 134.6132 2.084393 136.2165 1.603248 136.838 0.621534 135.8285 -1.009485 134.5545 -1.273967 134.9232 0.368672 134.2565 -0.666665 134.3107 0.054195 135.5487 1.237929 Oct 2004 Nov 2004 Dec 2004 Jan 2005 Feb 2005 Mar 2005 Apr 2005 May 2005 Jun 2005 Jul 2005 Aug 2005 Sep 2005 Oct 2005 Nov 2005 Dec 2005 Jan 2006 Feb 2006 Mar 2006 Apr 2006 May 2006 Jun 2006 Jul 2006 Aug 2006 Sep 2006 Oct 2006 Nov 2006 Dec 2006 Jan 2007 Feb 2007 Mar 2007 Apr 2007 May 2007 Jun 2007 Jul 2007 Aug 2007 Sep 2007 Oct 2007 Nov 2007 Dec 2007 Jan 2008 Feb 2008 Mar 2008 Apr 2008 May 2008 Jun 2008 Jul 2008 Aug 2008 Sep 2008 136.5194 0.97076 139.8196 3.300127 141.8613 2.041767 142.0081 0.146802 144.0268 2.018647 143.3373 -0.689509 141.3712 -1.966037 141.8435 0.472229 143.8302 1.986798 146.3519 2.521689 147.5959 1.243925 150.118 2.522113 147.8082 -2.309807 150.373 2.564821 153.4647 3.091726 157.9851 4.520347 158.6275 0.642433 161.3226 2.695092 164.2306 2.908059 160.9869 -3.243718 159.9946 -0.992312 159.8117 -0.182884 161.0304 1.218652 161.0567 0.026301 163.6648 2.60816 166.6458 2.98096 169.6494 3.003599 171.7914 2.142035 173.1231 1.331678 174.7028 1.579671 177.7893 3.086479 181.4841 3.694803 182.8883 1.404198 183.8795 0.991192 179.9751 -3.904389 183.9014 3.926316 189.409 5.507565 186.5683 -2.840605 187.5324 0.964066 182.3649 -5.16752 185.1397 2.774817 180.3936 -4.746153 182.3363 1.942759 185.3498 3.013468 184.0586 -1.291222 179.4243 -4.634278 176.8385 -2.585793 166.3227 -10.51578 Oct 2008 Nov 2008 Dec 2008 Jan 2009 Feb 2009 Mar 2009 Apr 2009 May 2009 Jun 2009 Jul 2009 Aug 2009 Sep 2009 Oct 2009 Nov 2009 Dec 2009 Jan 2010 Feb 2010 Mar 2010 Apr 2010 May 2010 Jun 2010 Jul 2010 Aug 2010 Sep 2010 Oct 2010 Nov 2010 Dec 2010 Jan 2011 Feb 2011 Mar 2011 Apr 2011 May 2011 Jun 2011 Jul 2011 Aug 2011 Sep 2011 Oct 2011 Nov 2011 Dec 2011 Jan 2012 Feb 2012 Mar 2012 Apr 2012 May 2012 Jun 2012 Jul 2012 Aug 2012 Sep 2012 156.6069 -9.715859 153.1618 -3.445055 151.4903 -1.671477 152.3314 0.841048 151.6593 -0.672063 151.7652 0.105848 153.27 1.504824 157.8507 4.580718 158.1962 0.345472 160.6251 2.428956 162.2603 1.635134 164.7919 2.531651 164.5901 -0.201832 165.9323 1.34224 166.9013 0.969018 166.2123 -0.688993 166.5148 0.302433 169.3266 2.811864 170.7402 1.413574 166.5248 -4.215422 165.2458 -1.278954 166.3491 1.103309 166.5821 0.232967 169.7491 3.166958 172.1113 2.362191 171.8694 -0.241884 175.2701 3.40074 175.3596 0.089459 176.6317 1.272116 176.4745 -0.15716 178.4708 1.996279 176.662 -1.808829 174.4603 -2.201634 174.9949 0.534527 170.6723 -4.322617 166.6649 -4.007396 168.273 1.6081 166.8463 -1.426638 166.3132 -0.533169 169.037 2.723866 171.4284 2.391346 171.3958 -0.032547 170.9715 -0.424332 168.5943 -2.377224 168.0855 -0.508789 169.6072 1.521724 170.5001 0.892899 171.6848 1.184723 Oct 2012 Nov 2012 Dec 2012 Jan 2013 Feb 2013 Mar 2013 Apr 2013 May 2013 Jun 2013 Jul 2013 Aug 2013 Sep 2013 Oct 2013 Nov 2013 Dec 2013 Jan 2014 Feb 2014 Mar 2014 Apr 2014 May 2014 Jun 2014 Jul 2014 Aug 2014 Sep 2014 Oct 2014 Nov 2014 Dec 2014 Jan 2015 Feb 2015 Mar 2015 Apr 2015 May 2015 Jun 2015 Jul 2015 Aug 2015 Sep 2015 Oct 2015 Nov 2015 Dec 2015 Jan 2016 Feb 2016 Mar 2016 Apr 2016 May 2016 Jun 2016 Jul 2016 Aug 2016 171.2066 -0.478177 171.7561 0.549503 173.7102 1.954017 177.0171 3.30695 177.5076 0.490479 178.9222 1.414648 180.2471 1.324897 181.3569 1.109813 178.3371 -3.01981 180.0266 1.689425 178.7413 -1.285302 181.0601 2.31885 183.4 2.339902 185.9211 2.521114 187.8539 1.932783 187.2496 -0.604263 190.0096 2.759942 188.9532 -1.056421 187.8773 -1.075857 189.9633 2.085952 191.5253 1.562047 191.1229 -0.402364 192.6857 1.562794 192.5485 -0.137202 191.5958 -0.952763 194.0634 2.467656 194.4952 0.431793 195.5444 1.049171 198.4914 2.947006 199.9828 1.491425 200.6117 0.628873 202.3097 1.697959 199.9328 -2.376827 200.4784 0.545575 196.3876 -4.090853 193.5115 -2.876047 195.5804 2.068935 196.3606 0.780118 195.3127 -1.047824 190.3721 -4.940651 188.3697 -2.00241 189.8535 1.483829 190.6509 0.797415 191.5273 0.876401 190.5443 -0.983039 193.0697 2.525371 193.7079 0.638279 Obs. Sorted Data Returns NA 1 -10.51578 2 -9.715859 3 -5.16752 4 -4.940651 5 -4.746153 6 -4.634278 7 -4.322617 8 -4.215422 9 -4.090853 10 -4.007396 11 -3.904389 12 -3.445055 13 -3.243718 14 -3.01981 15 -2.876047 16 -2.840605 17 -2.585793 18 -2.377224 19 -2.376827 20 -2.309807 21 -2.201634 22 -2.00241 23 -1.966037 24 -1.808829 25 -1.671477 26 -1.426638 27 -1.291222 28 -1.285302 29 -1.278954 30 -1.273967 31 -1.227407 32 -1.075857 33 -1.056421 34 -1.047824 35 -1.029439 36 -1.009485 37 -0.992312 38 -0.983039 39 -0.952763 40 -0.806146 41 -0.689509 42 -0.688993 43 -0.672063 44 -0.666665 45 -0.604263 Group Name 1 Name 2 Name 3 Due: end-of-day Wed. January 25. You may work in groups of up to 3 persons. You may work alone, too. Please put your names in Cells O1-O3 above and in the name of the file. Fill in the asked-for results in the grey area. All grey areas must have a formula except for the sorted data in column K. Use the LN method to compute returns. Historical VaR, 95% Confidence number VaR -4.090853 9.4 CVaR -5.569057 46 -0.533169 47 -0.508789 48 -0.478177 49 -0.424332 50 -0.402364 51 -0.394224 52 -0.252996 53 -0.241884 54 -0.201832 55 -0.184475 56 -0.182884 57 -0.15716 58 -0.137202 59 -0.095579 60 -0.049109 61 -0.032547 62 0.026301 63 0.054195 64 0.076762 65 0.089459 66 0.105848 67 0.146802 68 0.184938 69 0.232967 70 0.301129 71 0.302433 72 0.345472 73 0.361075 74 0.368672 75 0.431793 76 0.446657 77 0.472229 78 0.476363 79 0.490479 80 0.532649 81 0.534527 82 0.545575 83 0.549503 84 0.618687 85 0.621534 86 0.628873 87 0.630764 88 0.638279 89 0.642433 90 0.683378 91 0.701616 92 0.727957 93 0.731427 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 0.780118 0.797415 0.841048 0.876401 0.883764 0.892899 0.918814 0.93 0.956237 0.964066 0.967925 0.969018 0.97076 0.989192 0.991192 1.019262 1.049171 1.103309 1.109813 1.160463 1.173563 1.184723 1.218652 1.237929 1.243925 1.272116 1.324897 1.331678 1.34224 1.404198 1.413574 1.414648 1.451646 1.483829 1.491425 1.504824 1.521724 1.543167 1.562047 1.562794 1.579671 1.603248 1.6081 1.635134 1.689425 1.697959 1.73086 1.932783 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 1.942759 1.954017 1.955395 1.986798 1.996279 2.018647 2.041767 2.050712 2.068935 2.084393 2.085952 2.142035 2.31885 2.339902 2.362191 2.391346 2.428956 2.467656 2.515782 2.521114 2.521689 2.522113 2.525371 2.531651 2.564821 2.60816 2.695092 2.723866 2.759942 2.774817 2.811864 2.908059 2.947006 2.98096 3.003599 3.013468 3.086479 3.091726 3.166958 3.300127 3.30695 3.40074 3.694803 3.926316 4.520347 4.580718 5.507565 to 3 the file. have a hod to ReturnDate Dec 2000 Jan 2001 Feb 2001 Mar 2001 Apr 2001 May 2001 Jun 2001 Jul 2001 Aug 2001 Sep 2001 Oct 2001 Nov 2001 Dec 2001 Jan 2002 Feb 2002 Mar 2002 Apr 2002 May 2002 Jun 2002 Jul 2002 Aug 2002 Sep 2002 Oct 2002 Nov 2002 Dec 2002 Jan 2003 Feb 2003 Mar 2003 Apr 2003 May 2003 Jun 2003 Jul 2003 Aug 2003 Sep 2003 Oct 2003 Nov 2003 Dec 2003 Jan 2004 Feb 2004 Mar 2004 Apr 2004 May 2004 Jun 2004 Jul 2004 Aug 2004 Sep 2004 Eurekahedge Fund of Funds Index Value Returns Returns Data and VaR 109.848 NA Average 5.067767 111.5789 4.714732 StDev 0.172775 111.9399 4.717962 Skew -0.686171 112.0167 4.718648 112.6354 4.724156 113.7959 4.734406 Delta Normal VaR, 95% Confidence 113.9808 4.73603 113.7963 4.73441 Unadjusted VaR 114.4979 4.740557 VaR 0.029851 113.4685 4.731525 CVaR 4.512328 114.4247 4.739917 114.9011 4.744072 116.0747 4.754234 VaR adjusted for skewness 116.7054 4.759653 VAR' 0.716022 116.6098 4.758834 117.4936 4.766384 118.2216 4.77256 118.9049 4.778324 number of returns 118.0988 4.771521 188 116.8714 4.761074 The number helps in finding VaR and CVaR 117.404 4.765621 117.0098 4.762258 116.7568 4.760093 117.6868 4.768027 118.6056 4.775804 119.5736 4.783932 120.0202 4.78766 119.9711 4.787251 121.5143 4.800032 124.0301 4.820524 125.0192 4.828468 125.3204 4.830873 126.3396 4.838974 127.7913 4.850398 129.7467 4.865584 130.4781 4.871205 132.5288 4.8868 134.6132 4.902406 136.2165 4.914245 136.838 4.918798 135.8285 4.911393 134.5545 4.90197 134.9232 4.904706 134.2565 4.899752 134.3107 4.900156 135.5487 4.909331 Oct 2004 Nov 2004 Dec 2004 Jan 2005 Feb 2005 Mar 2005 Apr 2005 May 2005 Jun 2005 Jul 2005 Aug 2005 Sep 2005 Oct 2005 Nov 2005 Dec 2005 Jan 2006 Feb 2006 Mar 2006 Apr 2006 May 2006 Jun 2006 Jul 2006 Aug 2006 Sep 2006 Oct 2006 Nov 2006 Dec 2006 Jan 2007 Feb 2007 Mar 2007 Apr 2007 May 2007 Jun 2007 Jul 2007 Aug 2007 Sep 2007 Oct 2007 Nov 2007 Dec 2007 Jan 2008 Feb 2008 Mar 2008 Apr 2008 May 2008 Jun 2008 Jul 2008 Aug 2008 Sep 2008 136.5194 139.8196 141.8613 142.0081 144.0268 143.3373 141.3712 141.8435 143.8302 146.3519 147.5959 150.118 147.8082 150.373 153.4647 157.9851 158.6275 161.3226 164.2306 160.9869 159.9946 159.8117 161.0304 161.0567 163.6648 166.6458 169.6494 171.7914 173.1231 174.7028 177.7893 181.4841 182.8883 183.8795 179.9751 183.9014 189.409 186.5683 187.5324 182.3649 185.1397 180.3936 182.3363 185.3498 184.0586 179.4243 176.8385 166.3227 4.916467 4.940353 4.95485 4.955884 4.969999 4.9652 4.951389 4.954724 4.968634 4.986014 4.994478 5.011421 4.995915 5.013119 5.033471 5.0625 5.066559 5.083406 5.101272 5.081323 5.07514 5.073996 5.081593 5.081756 5.097821 5.115871 5.133734 5.146281 5.154003 5.163086 5.180599 5.201168 5.208875 5.21428 5.192818 5.2144 5.243908 5.228798 5.233952 5.20601 5.221111 5.195141 5.205853 5.222245 5.215254 5.189753 5.175237 5.11393 Oct 2008 Nov 2008 Dec 2008 Jan 2009 Feb 2009 Mar 2009 Apr 2009 May 2009 Jun 2009 Jul 2009 Aug 2009 Sep 2009 Oct 2009 Nov 2009 Dec 2009 Jan 2010 Feb 2010 Mar 2010 Apr 2010 May 2010 Jun 2010 Jul 2010 Aug 2010 Sep 2010 Oct 2010 Nov 2010 Dec 2010 Jan 2011 Feb 2011 Mar 2011 Apr 2011 May 2011 Jun 2011 Jul 2011 Aug 2011 Sep 2011 Oct 2011 Nov 2011 Dec 2011 Jan 2012 Feb 2012 Mar 2012 Apr 2012 May 2012 Jun 2012 Jul 2012 Aug 2012 Sep 2012 156.6069 153.1618 151.4903 152.3314 151.6593 151.7652 153.27 157.8507 158.1962 160.6251 162.2603 164.7919 164.5901 165.9323 166.9013 166.2123 166.5148 169.3266 170.7402 166.5248 165.2458 166.3491 166.5821 169.7491 172.1113 171.8694 175.2701 175.3596 176.6317 176.4745 178.4708 176.662 174.4603 174.9949 170.6723 166.6649 168.273 166.8463 166.3132 169.037 171.4284 171.3958 170.9715 168.5943 168.0855 169.6072 170.5001 171.6848 5.053739 5.031495 5.020522 5.026058 5.021637 5.022334 5.032201 5.06165 5.063836 5.079073 5.089202 5.104683 5.103458 5.11158 5.117403 5.113266 5.115084 5.13183 5.140143 5.115144 5.107434 5.114089 5.115488 5.134321 5.148141 5.146735 5.166328 5.166839 5.174067 5.173177 5.184425 5.174238 5.161697 5.164757 5.139745 5.115985 5.125587 5.117073 5.113872 5.130118 5.144165 5.143976 5.141497 5.127495 5.124473 5.133485 5.138736 5.14566 Oct 2012 Nov 2012 Dec 2012 Jan 2013 Feb 2013 Mar 2013 Apr 2013 May 2013 Jun 2013 Jul 2013 Aug 2013 Sep 2013 Oct 2013 Nov 2013 Dec 2013 Jan 2014 Feb 2014 Mar 2014 Apr 2014 May 2014 Jun 2014 Jul 2014 Aug 2014 Sep 2014 Oct 2014 Nov 2014 Dec 2014 Jan 2015 Feb 2015 Mar 2015 Apr 2015 May 2015 Jun 2015 Jul 2015 Aug 2015 Sep 2015 Oct 2015 Nov 2015 Dec 2015 Jan 2016 Feb 2016 Mar 2016 Apr 2016 May 2016 Jun 2016 Jul 2016 Aug 2016 171.2066 171.7561 173.7102 177.0171 177.5076 178.9222 180.2471 181.3569 178.3371 180.0266 178.7413 181.0601 183.4 185.9211 187.8539 187.2496 190.0096 188.9532 187.8773 189.9633 191.5253 191.1229 192.6857 192.5485 191.5958 194.0634 194.4952 195.5444 198.4914 199.9828 200.6117 202.3097 199.9328 200.4784 196.3876 193.5115 195.5804 196.3606 195.3127 190.3721 188.3697 189.8535 190.6509 191.5273 190.5443 193.0697 193.7079 5.142871 5.146076 5.157388 5.176246 5.179013 5.186951 5.194329 5.200467 5.183676 5.193104 5.185939 5.198829 5.21167 5.225323 5.235665 5.232443 5.247075 5.241499 5.235789 5.246831 5.25502 5.252917 5.261061 5.260348 5.255388 5.268185 5.270408 5.275787 5.290746 5.298231 5.301371 5.309799 5.297981 5.300707 5.28009 5.265337 5.275972 5.279953 5.274602 5.24898 5.238406 5.246253 5.250444 5.25503 5.249885 5.263051 5.266352 Obs. Sorted Data Returns NA 1 4.714732 2 4.717962 3 4.718648 4 4.724156 5 4.734406 6 4.73603 7 4.73441 8 4.740557 9 4.731525 10 4.739917 11 4.744072 12 4.754234 13 4.759653 14 4.758834 15 4.766384 16 4.77256 17 4.778324 18 4.771521 19 4.761074 20 4.765621 21 4.762258 22 4.760093 23 4.768027 24 4.775804 25 4.783932 26 4.78766 27 4.787251 28 4.800032 29 4.820524 30 4.828468 31 4.830873 32 4.838974 33 4.850398 34 4.865584 35 4.871205 36 4.8868 37 4.902406 38 4.914245 39 4.918798 40 4.911393 41 4.90197 42 4.904706 43 4.899752 44 4.900156 45 4.909331 Group Name 1 Name 2 Name 3 Due: end-of-day Wed. January 25. You may work in groups of up to 3 persons. You may work alone, too. Please put your names in Cells O1-O3 above and in the name of the file. Fill in the asked-for results in the grey area. All grey areas must have a formula except for the sorted data in column K. Use the LN method to compute returns. Historical VaR, 95% Confidence number VaR 4.731525 9.4 CVaR 4.526854 10.58017 2.358981 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 4.916467 4.940353 4.95485 4.955884 4.969999 4.9652 4.951389 4.954724 4.968634 4.986014 4.994478 5.011421 4.995915 5.013119 5.033471 5.0625 5.066559 5.083406 5.101272 5.081323 5.07514 5.073996 5.081593 5.081756 5.097821 5.115871 5.133734 5.146281 5.154003 5.163086 5.180599 5.201168 5.208875 5.21428 5.192818 5.2144 5.243908 5.228798 5.233952 5.20601 5.221111 5.195141 5.205853 5.222245 5.215254 5.189753 5.175237 5.11393 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 5.053739 5.031495 5.020522 5.026058 5.021637 5.022334 5.032201 5.06165 5.063836 5.079073 5.089202 5.104683 5.103458 5.11158 5.117403 5.113266 5.115084 5.13183 5.140143 5.115144 5.107434 5.114089 5.115488 5.134321 5.148141 5.146735 5.166328 5.166839 5.174067 5.173177 5.184425 5.174238 5.161697 5.164757 5.139745 5.115985 5.125587 5.117073 5.113872 5.130118 5.144165 5.143976 5.141497 5.127495 5.124473 5.133485 5.138736 5.14566 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 5.142871 5.146076 5.157388 5.176246 5.179013 5.186951 5.194329 5.200467 5.183676 5.193104 5.185939 5.198829 5.21167 5.225323 5.235665 5.232443 5.247075 5.241499 5.235789 5.246831 5.25502 5.252917 5.261061 5.260348 5.255388 5.268185 5.270408 5.275787 5.290746 5.298231 5.301371 5.309799 5.297981 5.300707 5.28009 5.265337 5.275972 5.279953 5.274602 5.24898 5.238406 5.246253 5.250444 5.25503 5.249885 5.263051 5.266352 to 3 the file. have a hod to