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please help! thank you! 1. Compute (over the entire 1926-2010 period): ? E(r) and ? (r) for all five asset classes ? ? AB, ?

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please help! thank you!

1. Compute (over the entire 1926-2010 period):

?E(r) and?(r) for all five asset classes

??AB,?ABfor all pairs A,B of asset classes

2. Repeat step (1) for two arbitrary non-overlapping 5-year periods 1926-1930, 1931-1935, ...,

2001-2005, 2006-2010 (pick two non-consecutive ones).

3.Produce both the graph and the necessary tables to document

these results.

image text in transcribed Dec-25 Jan-26 Feb-26 Mar-26 Apr-26 May-26 Jun-26 Jul-26 Aug-26 Sep-26 Oct-26 Nov-26 Dec-26 Jan-27 Feb-27 Mar-27 Apr-27 May-27 Jun-27 Jul-27 Aug-27 Sep-27 Oct-27 Nov-27 Dec-27 Jan-28 Feb-28 Mar-28 Apr-28 May-28 Jun-28 Jul-28 Aug-28 Sep-28 Oct-28 Nov-28 Dec-28 Jan-29 Feb-29 Mar-29 Apr-29 May-29 Jun-29 Jul-29 Aug-29 Sep-29 Oct-29 Nov-29 Dec-29 Jan-30 Feb-30 Mar-30 Apr-30 May-30 Jun-30 Jul-30 Aug-30 Sep-30 Oct-30 Nov-30 Dec-30 Jan-31 Feb-31 Mar-31 Apr-31 May-31 Jun-31 Jul-31 Aug-31 Sep-31 Oct-31 Nov-31 Dec-31 Jan-32 Feb-32 Mar-32 Apr-32 May-32 Jun-32 Jul-32 Aug-32 Sep-32 Oct-32 Nov-32 Dec-32 Jan-33 Feb-33 Mar-33 Apr-33 May-33 Jun-33 Jul-33 S&P 500 U.S. Small TR (%Total Stk TR Return) (%Total Return) NA NA 0 6.9863 -3.8462 -6.3911 -5.7471 -10.7319 2.5305 1.7907 1.7918 -0.6616 4.5724 3.7794 4.789 1.1188 2.4845 2.5621 2.5191 -0.0052 -2.8358 -2.2697 3.4669 2.0749 1.9593 3.3184 -1.9274 2.9572 5.3747 5.4726 0.8671 -5.4771 2.0101 5.7339 6.0692 7.3379 -0.6707 -3.0289 6.7028 5.1579 5.1494 -1.7829 4.504 0.4746 -5.0175 -6.5899 7.2089 8.0826 2.7858 3.1636 -0.3964 4.8169 -1.2521 -2.3624 11.0081 5.3051 3.4501 9.099 1.9747 4.3787 -3.85 -8.4225 1.407 0.5856 8.0288 4.4184 2.5874 8.9 1.6846 2.7628 12.9151 11.4716 0.4942 -5.1322 5.8316 0.3468 -0.1943 -0.2626 -0.1172 -2.0028 1.7626 3.0602 -3.6237 -13.3645 11.3975 5.3315 4.7067 1.1355 10.2839 -1.6356 -4.7619 -9.2195 -19.7281 -27.681 -12.4638 -15.0024 2.8203 -5.0082 6.3869 12.9308 2.5889 6.4292 8.1186 10.0676 -0.7955 -6.9796 -0.9639 -5.4247 -16.2515 -21.6806 3.8612 3.0137 1.4144 -1.6647 -12.8217 -14.5895 -8.553 -10.9662 -0.8855 -0.2781 -7.0609 -11.6625 5.0196 21.0321 11.9329 25.6605 -6.7485 -7.0785 -9.3469 -21.6358 -12.7899 -13.786 14.2089 18.1928 -7.2151 -5.5713 1.8208 -7.627 -29.7258 -32.4618 8.9598 7.6954 -7.9772 -10.0846 -14 -21.9504 -2.7094 10.1903 5.7034 2.905 -11.5802 -13.109 -19.9726 -22.1968 -21.9554 -11.9343 -0.2237 0.3291 38.149 35.2261 38.6885 73.4597 -3.4565 -13.1994 -13.4901 -17.7514 -4.1667 -12.2696 5.6489 -4.9192 0.8708 -0.827 -17.7233 -12.7771 3.5336 11.1782 42.5641 50.3761 16.8269 63.3924 13.3817 26.1671 -8.6159 -5.5041 U.S. LT U.S. IT Gvt U.S. 30 Gvt TR TR (%Total Day TBill (%Total Return) TR (%Total Return) Return) NA NA NA 1.3756 0.6809 0.3384 0.6313 0.3191 0.2681 0.4129 0.408 0.2994 0.7589 0.8969 0.3427 0.1412 0.0842 0.0128 0.3812 0.2664 0.3459 0.0435 0.1339 0.2243 0.0005 0.093 0.2536 0.3763 0.4969 0.2273 1.0174 0.5384 0.3195 1.5997 0.4453 0.3092 0.7813 0.8902 0.2778 0.7472 0.5671 0.2463 0.8777 0.3832 0.257 2.5328 0.3816 0.2959 -0.049 0.1561 0.2546 1.0864 0.2034 0.3008 -0.689 0.2945 0.2583 0.497 0.4288 0.2991 0.76 0.5611 0.2757 0.1798 0.6016 0.2096 0.9858 -0.345 0.252 0.9705 0.8318 0.2086 0.7151 0.3729 0.223 -0.36 0.4613 0.2536 0.612 -0.036 0.3294 0.4545 0.1044 0.2943 -0.036 -0.026 0.223 -0.771 -0.064 0.3238 0.4135 0.1655 0.3122 -2.174 -0.895 0.3226 0.7647 0.5015 0.3216 -0.406 0.2764 0.2681 1.5761 0.3216 0.4081 0.0336 0.1886 0.3849 0.0439 -0.074 0.06 -0.899 -0.285 0.3439 -1.569 -0.184 0.3573 -1.437 0.0457 0.3431 2.7509 0.8863 0.3567 -1.617 -0.613 0.4388 1.099 1.0694 0.5193 -0.003 0.6616 0.3345 -0.341 0.524 0.403 0.275 -0.138 0.3519 3.8195 1.6815 0.4585 2.3646 1.8022 0.3748 -0.892 0.4359 0.3661 -0.569 -0.412 0.1393 1.2889 0.9377 0.2964 0.8329 1.6058 0.3475 -0.159 -0.706 0.2104 1.395 0.609 0.2581 0.5083 1.4173 0.2693 0.3443 0.5401 0.1984 0.1309 0.2189 0.0888 0.736 0.627 0.2192 0.3546 0.7576 0.0866 0.423 0.7044 0.1307 -0.701 0.241 0.1398 -1.214 -0.709 0.1451 0.8529 0.9855 0.0407 1.0434 0.5183 0.1295 0.8567 0.834 0.0755 1.4511 1.194 0.0875 0.0381 -2.143 0.0761 -0.423 0.1645 0.0587 0.1241 0.1662 0.0346 -2.807 -1.133 0.0256 -3.301 -1.052 0.1024 0.2724 0.4868 0.1673 -2.197 -1.591 0.1249 0.3382 -0.318 0.2311 4.1335 1.2804 0.2301 -0.184 0.7784 0.1628 6.0377 1.9366 0.1145 -1.88 -0.9 0.0612 0.6508 1.0779 0.022 4.812 1.2023 0.025 0.0271 1.2359 0.0331 0.5709 0.2723 0.0309 -0.17 0.4527 0.0179 0.3213 0.3141 0.0185 1.3101 1.1753 0.0108 1.4837 -0.155 0.0108 -2.584 -0.011 -0.0265 0.9686 0.99 0.042 -0.321 0.5691 0.0979 3.0256 1.9895 0.043 0.4979 0.0763 0.0236 -0.169 -0.058 0.0191 Aug-33 Sep-33 Oct-33 Nov-33 Dec-33 Jan-34 Feb-34 Mar-34 Apr-34 May-34 Jun-34 Jul-34 Aug-34 Sep-34 Oct-34 Nov-34 Dec-34 Jan-35 Feb-35 Mar-35 Apr-35 May-35 Jun-35 Jul-35 Aug-35 Sep-35 Oct-35 Nov-35 Dec-35 Jan-36 Feb-36 Mar-36 Apr-36 May-36 Jun-36 Jul-36 Aug-36 Sep-36 Oct-36 Nov-36 Dec-36 Jan-37 Feb-37 Mar-37 Apr-37 May-37 Jun-37 Jul-37 Aug-37 Sep-37 Oct-37 Nov-37 Dec-37 Jan-38 Feb-38 Mar-38 Apr-38 May-38 Jun-38 Jul-38 Aug-38 Sep-38 Oct-38 Nov-38 Dec-38 Jan-39 Feb-39 Mar-39 Apr-39 May-39 Jun-39 Jul-39 Aug-39 Sep-39 Oct-39 Nov-39 Dec-39 Jan-40 Feb-40 Mar-40 Apr-40 May-40 Jun-40 Jul-40 Aug-40 Sep-40 Oct-40 Nov-40 Dec-40 Jan-41 Feb-41 Mar-41 Apr-41 May-41 Jun-41 Jul-41 12.0603 -11.1812 -8.5453 11.2723 2.5304 10.6931 -3.2229 0 -2.5116 -7.3614 2.2893 -11.315 6.106 -0.3279 -2.8571 9.4211 -0.1048 -4.1053 -3.4066 -2.8604 9.7993 4.0948 6.9937 8.5044 2.7978 2.5618 7.7653 4.7352 3.9382 6.7014 2.2362 2.6804 -7.5067 5.4466 3.3333 7.0081 1.5142 0.3127 7.7452 1.3364 -0.2894 3.8999 1.9069 -0.7739 -8.0915 -0.2435 -5.043 10.4545 -4.8292 -14.0274 -9.811 -8.657 -4.5905 1.5166 6.7353 -24.8677 14.4706 -3.299 25.027 7.4394 -2.2581 1.6584 7.7614 -2.7335 4.0063 -6.7373 3.9024 -13.3858 -0.2732 7.326 -6.1207 11.0497 -6.4784 16.7263 -1.2289 -3.9751 2.7049 -3.3627 1.3278 1.2366 -0.2449 -22.8876 8.0906 3.4068 3.4985 1.2311 4.2214 -3.1588 0.0943 -4.6314 -0.5958 0.7056 -6.1245 1.826 5.7754 5.7868 9.2426 -15.9466 -12.359 6.5407 0.5503 38.9088 1.6602 -0.1177 2.3959 -12.7534 -0.2435 -22.5904 15.4604 -1.6675 0.9678 9.4801 1.7226 -3.2795 -5.9222 -11.885 7.9109 -0.2417 3.048 8.5509 5.4461 3.5653 9.9355 14.1194 5.9848 30.0915 6.0208 0.6579 -17.9454 2.7215 -2.3121 8.7251 2.1043 5.4162 6.3539 14.0033 1.6037 12.665 6.575 1.1963 -16.7921 -4.0817 -11.8281 12.3515 -7.3619 -25.3853 -10.9295 -14.5276 -16.9363 5.3432 3.4262 -36.0005 27.763 -8.4949 34.9764 14.9905 -10.0126 -1.5719 21.3553 -6.8852 4.8653 -8.4848 1.0662 -24.6601 1.4166 10.875 -10.4218 25.3509 -15.8994 51.4473 -3.9685 -10.5305 4.2212 0.0936 8.2076 6.3183 6.5436 -36.7373 10.5052 2.3142 2.5501 2.1266 5.4455 2.4479 -4.4697 0.2485 -2.8849 3.1946 -6.6949 0.445 7.5306 21.6529 0.4417 0.2307 -0.91 -1.493 -1.126 2.5715 0.8122 1.9693 1.2563 1.3111 0.6711 0.3997 -1.183 -1.458 1.8234 0.3724 1.1241 1.8175 0.9171 0.4149 0.7872 -0.566 0.9203 0.4579 -1.333 0.0864 0.6076 0.0963 0.7023 0.5525 0.8112 1.0632 0.3527 0.4049 0.213 0.5998 1.1094 -0.311 0.057 2.0525 0.383 -0.129 0.8638 -4.115 0.3889 0.5269 -0.177 1.3821 -1.043 0.4483 0.4235 0.9559 0.8242 0.5741 0.5176 -0.366 2.0974 0.4423 0.0448 0.4327 0 0.2247 0.8681 -0.219 0.8027 0.589 0.7987 1.251 1.1772 1.7056 -0.27 1.1329 -2.007 -5.448 4.0976 1.6174 1.4459 -0.169 0.2686 1.7673 -0.35 -2.991 2.5804 0.519 0.2796 1.103 0.3118 2.0466 0.6686 -2.006 0.202 0.9578 1.2933 0.2736 0.6577 0.2155 0.7265 0.2581 -0.246 0.2655 -2.532 1.2961 0.5248 1.894 1.8195 1.1961 0.9069 -0.237 -0.919 -1.381 1.8975 0.4646 1.2476 1.1437 1.0514 1.2492 1.0684 -0.346 1.1305 0.375 -0.714 -0.565 1.0911 0.1371 1.201 -0.035 0.6903 0.3111 0.2448 0.3786 0.1176 0.2228 0.5026 0.0994 0.25 0.8107 -0.571 -0.314 0.0672 -1.642 0.466 0.7988 -0.125 0.5859 -0.431 0.8114 0.3212 0.4166 0.6187 0.8465 0.5177 -0.125 2.3027 0.2296 0.7499 0.1047 0.1469 -0.13 0.9345 -0.012 0.5185 0.2878 0.8234 0.8068 0.3848 0.9469 0.0163 0.3956 -1.465 -2.625 3.1534 0.7386 1.0775 -0.143 0.3547 0.8754 0.022 -2.135 1.8667 0.0287 0.4256 0.4749 0.3647 0.5562 0.277 0.0073 -0.465 0.6864 0.3347 0.1177 0.5606 0.0025 0.0254 0.0151 0.0085 0.0181 0.0201 0.0471 0.0248 0.021 0.0063 0.0065 0.0063 0.0065 0.0065 0.0058 0.0116 0.0083 0.012 0.0129 0.0172 0.0125 0.0129 0.0129 0.0121 0.0133 0.0129 0.0125 0.0125 0.0239 0.0129 0.0129 0.0121 0.0172 0.0167 0.0161 0.0306 0.0129 0.0171 0.0109 0.0197 0.0083 0.0028 0.0113 0.0171 0.0141 0.0345 0.0634 0.0325 0.0319 0.0247 0.0367 0.0167 0.0207 0.0039 0.0034 0.0048 -0.0071 0.0123 0.0017 0.0013 -0.0054 0.0043 0.0182 0.0105 -0.062 0.0018 -0.0054 0.009 -0.0093 -0.0038 0.0063 0.0119 0.0012 -0.0057 0.0099 0.0022 0.0021 0.0021 0.0018 0.0016 0 0.0009 -0.0153 0.0041 0.0118 -0.0061 0.0017 0.0017 0.0017 0.0009 -0.0069 -0.0075 0.0114 -0.0067 0.0043 0.0042 0.0288 Aug-41 Sep-41 Oct-41 Nov-41 Dec-41 Jan-42 Feb-42 Mar-42 Apr-42 May-42 Jun-42 Jul-42 Aug-42 Sep-42 Oct-42 Nov-42 Dec-42 Jan-43 Feb-43 Mar-43 Apr-43 May-43 Jun-43 Jul-43 Aug-43 Sep-43 Oct-43 Nov-43 Dec-43 Jan-44 Feb-44 Mar-44 Apr-44 May-44 Jun-44 Jul-44 Aug-44 Sep-44 Oct-44 Nov-44 Dec-44 Jan-45 Feb-45 Mar-45 Apr-45 May-45 Jun-45 Jul-45 Aug-45 Sep-45 Oct-45 Nov-45 Dec-45 Jan-46 Feb-46 Mar-46 Apr-46 May-46 Jun-46 Jul-46 Aug-46 Sep-46 Oct-46 Nov-46 Dec-46 Jan-47 Feb-47 Mar-47 Apr-47 May-47 Jun-47 Jul-47 Aug-47 Sep-47 Oct-47 Nov-47 Dec-47 Jan-48 Feb-48 Mar-48 Apr-48 May-48 Jun-48 Jul-48 Aug-48 Sep-48 Oct-48 Nov-48 Dec-48 Jan-49 Feb-49 Mar-49 Apr-49 May-49 Jun-49 Jul-49 0.0962 -0.6796 -6.5686 -2.8421 -4.0659 1.611 -1.5891 -6.5192 -3.995 7.9634 2.2086 3.3735 1.6355 2.9002 6.7797 -0.2123 5.4898 7.3695 5.8262 5.4545 0.3454 5.522 2.2296 -5.2632 1.7123 2.6271 -1.0762 -6.5436 6.1706 1.7138 0.4219 1.9459 -0.9983 5.0548 5.4251 -1.926 1.5736 -0.078 0.2347 1.3302 3.7412 1.5813 6.83 -4.4056 9.0176 1.9542 -0.0666 -1.8048 6.412 4.3843 3.2178 3.964 1.1635 7.1429 -6.4082 4.8032 3.927 2.8785 -3.7018 -2.3874 -6.7372 -9.97 -0.6016 -0.2695 4.5671 2.549 -0.7663 -1.4906 -3.6256 0.1372 5.5363 3.8133 -2.0305 -1.1097 2.3825 -1.7498 2.3349 -3.7908 -3.8802 7.9286 2.9178 8.7855 0.5392 -5.0777 1.5773 -2.7552 7.1014 -9.6131 3.4576 0.3947 -2.9566 3.2832 -1.7928 -2.578 0.1409 6.4972 -0.6029 -4.6925 -6.7196 -4.9476 -12.0416 18.9408 -0.7284 -7.0933 -3.5265 -0.3167 3.3579 7.3651 3.2512 9.1243 10.8688 -5.1071 4.1335 21.3195 19.3106 14.4462 9.3301 11.5593 -0.8305 -10.8299 -0.0247 4.2781 1.2304 -11.1272 12.4087 6.4056 2.9492 7.4921 -5.3247 7.3951 13.8444 -2.9853 3.1846 -0.1983 -1.0802 4.9931 8.694 4.823 10.0907 -8.6107 11.5724 4.9982 8.5509 -5.5629 5.5657 6.7907 7.0067 11.7241 1.7057 15.6175 -6.367 2.733 6.9609 5.9115 -4.6244 -5.2953 -8.4858 -16.0266 -1.1807 -1.4111 3.7262 4.2067 -0.4084 -3.3598 -10.311 -5.3368 5.516 7.8917 -0.3697 1.1511 2.8242 -3.0253 3.5946 -1.5352 -7.8267 9.8571 3.6752 10.5922 0.4781 -5.782 0.0611 -5.2578 6.4711 -11.1648 0.8753 1.8222 -4.8118 6.2864 -3.3618 -5.6412 -0.9621 6.7082 0.1803 -0.116 1.4008 -0.294 -1.774 0.6931 0.1136 0.9165 -0.292 0.7522 0.0294 0.1762 0.3752 0.0329 0.2427 -0.35 0.4905 0.3273 -0.055 0.0926 0.4821 0.504 0.1832 -0.008 0.2069 0.109 0.0494 -0.005 0.18 0.2106 0.32 0.2084 0.1337 0.2779 0.078 0.363 0.2692 0.1406 0.1196 0.2367 0.4219 1.2659 0.7666 0.2052 1.6025 0.5627 1.6879 -0.859 0.2589 0.5423 1.0428 1.2545 1.9429 0.2523 0.3182 0.1014 -1.353 -0.123 0.7003 -0.399 -1.115 -0.094 0.7378 -0.541 1.4475 -0.062 0.2101 0.1981 -0.367 0.3342 0.1018 0.6251 0.8132 -0.435 -0.374 -1.741 -1.919 0.2025 0.4644 0.3421 0.4469 1.412 -0.84 -0.212 0.0139 0.1397 0.0743 0.7578 0.5617 0.8172 0.4887 0.7448 0.1148 0.1946 1.6705 0.3345 0.1078 0.0024 0.2277 -0.917 -0.161 0.7419 0.1543 0.233 0.2226 0.1596 0.1252 0.0025 0.1726 -0.231 0.1727 0.1662 0.0025 0.3927 0.1336 0.2144 0.2353 0.5692 0.3345 0.208 0.0229 0.1412 0.1718 0.1455 0.2065 0.1051 0.1551 0.195 0.2768 0.0478 0.0677 0.2864 0.2399 0.1141 0.1065 0.0857 0.1009 0.5234 0.3778 0.0434 0.1439 0.1186 0.1892 -0.003 0.1638 0.1693 0.1577 0.1008 0.2129 0.3922 0.4804 -0.382 -0.197 0.0589 0.3293 -0.098 0.0379 -0.108 0.2562 -0.083 0.317 0.2268 0.059 0.2398 -0.13 0.0775 0.0781 0.0576 0.2599 0.0028 -0.231 0.0591 0.2088 0.1463 0.1812 0.1762 0.1914 0.5336 -0.084 -0.023 -0.043 0.0998 0.1274 0.2053 0.3225 0.282 0.1109 0.2491 0.1457 0.2258 0.4993 0.2046 0.0067 0.0086 0.004 0.0049 0.0079 0.0178 0.0111 0.0108 0.0068 0.0255 0.0249 0.0252 0.0288 0.0281 0.0317 0.0289 0.0281 0.0295 0.0263 0.0318 0.0292 0.025 0.0303 0.0291 0.0295 0.0284 0.0283 0.0295 0.0297 0.0293 0.0282 0.0245 0.0277 0.0253 0.0288 0.0293 0.0298 0.0237 0.0303 0.0291 0.024 0.0256 0.0224 0.0248 0.0286 0.03 0.024 0.0303 0.0299 0.0279 0.0311 0.024 0.0305 0.03 0.0272 0.0288 0.0297 0.0299 0.0272 0.0321 0.029 0.0295 0.03 0.0288 0.0303 0.0299 0.0271 0.0295 0.0292 0.0282 0.0304 0.03 0.0276 0.0648 0.0645 0.0626 0.0785 0.0726 0.0723 0.0886 0.0817 0.0761 0.0906 0.0817 0.086 0.0359 0.0393 0.0391 0.0443 0.0955 0.0884 0.0973 0.0924 0.1014 0.0957 0.0865 Aug-49 Sep-49 Oct-49 Nov-49 Dec-49 Jan-50 Feb-50 Mar-50 Apr-50 May-50 Jun-50 Jul-50 Aug-50 Sep-50 Oct-50 Nov-50 Dec-50 Jan-51 Feb-51 Mar-51 Apr-51 May-51 Jun-51 Jul-51 Aug-51 Sep-51 Oct-51 Nov-51 Dec-51 Jan-52 Feb-52 Mar-52 Apr-52 May-52 Jun-52 Jul-52 Aug-52 Sep-52 Oct-52 Nov-52 Dec-52 Jan-53 Feb-53 Mar-53 Apr-53 May-53 Jun-53 Jul-53 Aug-53 Sep-53 Oct-53 Nov-53 Dec-53 Jan-54 Feb-54 Mar-54 Apr-54 May-54 Jun-54 Jul-54 Aug-54 Sep-54 Oct-54 Nov-54 Dec-54 Jan-55 Feb-55 Mar-55 Apr-55 May-55 Jun-55 Jul-55 Aug-55 Sep-55 Oct-55 Nov-55 Dec-55 Jan-56 Feb-56 Mar-56 Apr-56 May-56 Jun-56 Jul-56 Aug-56 Sep-56 Oct-56 Nov-56 Dec-56 Jan-57 Feb-57 Mar-57 Apr-57 May-57 Jun-57 Jul-57 2.1941 2.6281 3.4018 1.7456 4.8568 1.969 1.9941 0.6969 4.8583 5.0913 -5.4846 1.1871 4.4282 5.9175 0.9255 1.6897 5.1256 6.3694 1.5697 -1.5596 5.0935 -2.9871 -2.277 7.1088 4.7768 0.1289 -1.0318 0.959 4.2395 1.809 -2.8169 5.0301 -4.0213 3.4305 4.9036 1.9631 -0.7087 -1.7579 0.2037 5.7096 3.8192 -0.4893 -1.0614 -2.1236 -2.3725 0.7717 -1.3447 2.7341 -5.0101 0.3431 5.3961 2.0375 0.525 5.3607 1.112 3.2505 5.1596 4.1755 0.3083 5.8884 -2.7526 8.5149 -1.6713 9.0909 5.3446 1.9733 0.9828 -0.2992 3.9639 0.5532 8.4147 6.215 -0.2528 1.2969 -2.8395 8.2664 0.1538 -3.4741 4.1305 7.1019 -0.0413 -5.9322 4.0929 5.3013 -3.28 -4.3991 0.6615 -0.5046 3.7045 -4.0069 -2.6386 2.1498 3.8767 4.3725 0.0422 1.3088 2.5645 4.8926 4.7226 0.1586 6.8969 4.9157 2.2086 -0.3715 4.1135 2.5486 -7.7688 5.9137 5.2982 5.2119 -0.5877 3.2244 9.531 8.3045 0.6079 -4.7726 3.6675 -3.3052 -5.2866 3.7302 6.0457 2.1506 -2.2228 -0.8316 0.4351 1.9108 -2.995 1.754 -5.191 0.3177 2.7167 1.123 -0.0554 -1.6082 -1.0303 4.8454 1.6008 4.0903 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Nov-97 Dec-97 Jan-98 Feb-98 Mar-98 Apr-98 May-98 Jun-98 Jul-98 Aug-98 Sep-98 Oct-98 Nov-98 Dec-98 Jan-99 Feb-99 Mar-99 Apr-99 May-99 Jun-99 Jul-99 Aug-99 Sep-99 Oct-99 Nov-99 Dec-99 Jan-00 Feb-00 Mar-00 Apr-00 May-00 Jun-00 Jul-00 Aug-00 Sep-00 Oct-00 Nov-00 Dec-00 Jan-01 Feb-01 Mar-01 Apr-01 May-01 Jun-01 Jul-01 Aug-01 Sep-01 Oct-01 Nov-01 Dec-01 Jan-02 Feb-02 Mar-02 Apr-02 May-02 Jun-02 Jul-02 Aug-02 Sep-02 Oct-02 Nov-02 Dec-02 Jan-03 Feb-03 Mar-03 Apr-03 May-03 Jun-03 Jul-03 Aug-03 Sep-03 Oct-03 Nov-03 Dec-03 Jan-04 Feb-04 Mar-04 Apr-04 May-04 Jun-04 Jul-04 Aug-04 Sep-04 Oct-04 Nov-04 Dec-04 Jan-05 Feb-05 Mar-05 Apr-05 May-05 Jun-05 Jul-05 -5.56 5.477 -3.34 4.63 1.72 1.11 7.212 5.121 1.006 -1.719 4.062 -1.065 -14.458 6.406 8.134 6.061 5.762 4.182 -3.108 4.001 3.873 -2.361 5.55 -3.122 -0.495 -2.741 6.328 2.033 5.89 -5.024 -1.893 9.783 -3.009 -2.052 2.465 -1.563 6.211 -5.279 -0.423 -7.884 0.489 3.463659 -9.229069 -6.420472 7.681435 0.50902 -2.503544 -1.074013 -6.410839 -8.172339 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0.5073 0.5044 0.450201 0.426598 0.386386 0.338306 0.316452 0.305088 0.306836 0.293723 0.230783 0.188822 0.163471 0.147736 0.144239 0.151233 0.156478 0.150358 0.151233 0.14861 0.146862 0.141617 0.142491 0.13812 0.107524 0.104027 0.102279 0.102279 0.098782 0.098782 0.093537 0.080424 0.078676 0.083047 0.082173 0.080424 0.081298 0.078676 0.076928 0.081298 0.082173 0.082173 0.089166 0.11102 0.116266 0.129378 0.144239 0.153855 0.180955 0.191445 0.203683 0.222041 0.239524 0.243021 0.248266 0.259631 0.281485 Aug-05 Sep-05 Oct-05 Nov-05 Dec-05 Jan-06 Feb-06 Mar-06 Apr-06 May-06 Jun-06 Jul-06 Aug-06 Sep-06 Oct-06 Nov-06 Dec-06 Jan-07 Feb-07 Mar-07 Apr-07 May-07 Jun-07 Jul-07 Aug-07 Sep-07 Oct-07 Nov-07 Dec-07 Jan-08 Feb-08 Mar-08 Apr-08 May-08 Jun-08 Jul-08 Aug-08 Sep-08 Oct-08 Nov-08 Dec-08 Jan-09 Feb-09 Mar-09 Apr-09 May-09 Jun-09 Jul-09 Aug-09 Sep-09 Oct-09 Nov-09 Dec-09 Jan-10 Feb-10 Mar-10 Apr-10 May-10 Jun-10 Jul-10 Aug-10 Sep-10 Oct-10 Nov-10 Dec-10 -1.122203 0.694894 -1.774074 3.518612 -0.09524 2.546684 0.04531 1.109584 1.215566 -3.09169 0.008661 0.508581 2.127426 2.456627 3.150803 1.646661 1.261575 1.405908 -2.184615 0.997995 4.329068 3.254923 -1.781631 -3.198191 1.286359 3.5794 1.482234 -4.404342 -0.862849 -6.116347 -3.476116 -0.595958 4.754668 1.067415 -8.596238 -0.985937 1.21905 -9.079145 -16.94245 -7.484903 0.782157 -8.565735 -10.99312 8.540451 9.392508 5.308143 0.019584 7.414176 3.356017 3.572338 -1.976199 5.7364 1.77706 -3.697426 2.851369 5.879637 1.475933 -8.197592 -5.388238 6.877783 -4.744916 8.75511 3.685594 -0.229028 6.530007 -1.552848 0.800184 -3.203883 4.516491 -1.021762 8.318362 -0.810868 4.796157 -0.063318 -4.63024 -0.090351 -3.497619 1.653713 0.80256 4.884609 2.708109 -0.11985 1.9974 -0.607828 1.575716 2.163041 4.536274 -1.72986 -5.114386 1.806436 1.393645 1.787781 -7.477958 -0.910299 -4.967859 -3.147719 0.247463 3.924957 4.330958 -7.682578 1.970187 4.089969 -6.885246 -20.24232 -11.78781 5.899275 -12.80467 -12.09884 7.991455 17.30882 1.517648 1.294877 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3.44086 0.31185 3.108808 1.407035 0.891972 -2.062868 -1.303912 0.711382 0.807265 1.001001 0.49554 -1.380671 5.6 3.693182 -2.374429 -0.561272 3.198495 -1.731996 -1.113173 -0.281426 0.56444 0.935454 0.926784 0.275482 1.923077 -3.054807 1.946247 0.363636 -0.905797 1.096892 1.808318 2.131439 1.043478 2.065404 0.337268 0.504202 -1.003344 -4.307432 0.300717 0.298968 0.32432 0.339181 0.340055 0.370651 0.38726 0.394254 0.402121 0.412611 0.418731 0.432718 0.433592 0.420479 0.430095 0.431843 0.423976 0.43534 0.439711 0.431843 0.425724 0.413486 0.402995 0.421353 0.367154 0.340055 0.340929 0.285856 0.262253 0.240399 0.185325 0.110146 0.112769 0.151233 0.162597 0.142491 0.150358 0.098782 0.05857 0.016609 0.002623 0.011364 0.026225 0.018358 0.013987 0.015735 0.015735 0.015735 0.014861 0.01049 0.006119 0.004371 0.004371 0.005245 0.009616 0.013113 0.013987 0.013987 0.01049 0.013987 0.013987 0.013113 0.011364 0.012238 0.012238

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