BANK OF KHYBER

BANK ALFALAH

Rate
Date

20090831
20090901
20090902
20090903
20090904
20090907
20090908
20090909
20090910
20090911
20090914
20090915
20090916
20090917
20090918
20090924
20090925

Openi
ng
7.87
7.76
7.78
7.61
7.65
7.78
7.54
8.25
8.3
8.02
8.06
8.17
8.03
7.64
7.78
7.7
8.35

return
Closin
in
g
discret
e form
7.75 6.75
7.74 6.74
7.67 6.67
7.62 6.62
7.72 6.72
6.6
7.6
8.07 7.07
8.23 7.23
8.01 7.01
8.05 7.05
8.08 7.08
7
8
7.57 6.57
6.7
7.7
7.77 6.77
8.25 7.25
8.24 7.24

Rate

return in
lograthimic
form
-0.01536522
-0.00258065
-0.01423972
0.001313198
0.009108716
-0.02340809
0.0679313
-0.00242719
-0.03556475
0.00373367
0.002478316
-0.02102737
-0.05899146
0.007822726
-0.00128617
0.068992871
-0.01326119

Date

20090831
20090901
20090902
20090903
20090904
20090908
20090909
20090910
20090911
20090914
20090915
20090916
20090917
20090918
20090924
20090925
20090928

Openi
ng
1099
1140
1132
1090
1055
1090
1085
1100
1075
1100
1100
1100
1120
1105
1100
1101
1140

retur
n in
Closi
discre
ng
te
form
1098 1097
1130 1129
1071 1070
1055 1054
1057 1056
1090 1089
1085 1084
1100 1099
1080 1079
1101 1100
1101 1100
1100 1099
1105 1104
1105 1104
1107 1106
1155 1154
1125 1124

return in
lograthimic
form
-0.0010925
-0.0088106
-0.0554866
-0.0325611
0.0018939
0
0
0
0.0046404
0.0009087
0.0005091
9.09E-05
-0.0134834
0
0.0067047
0.0478815
-0.0132452

20090928
20090929
20090930
20091001
20091002
20091005
20091006
20091007
20091008
20091009
20091012
20091013
20091014
20091015
20091016
20091019
20091020
20091021
20091022
20091023
20091026
20091027
20091028
20091029
20091030

8.38
8.21
8.11
7.8
7.75
7.8
7.9
8.03
8.29
7.88
7.85
7.95
7.71
7.74
7.52
7.59
7
7.15
6.95
7.2
6.92
7.14
6.88
6.83
6.9

8.1
8.1
7.75
7.7
7.8
7.89
7.98
8.3
7.99
7.92
7.77
7.68
7.65
7.55
7.55
7.34
7.28
7
7.18
7.09
7
6.8
6.89
6.77
6.84

7.1
7.1
6.75
6.7
6.8
6.89
6.98
7.3
6.99
6.92
6.77
6.68
6.65
6.55
6.55
6.34
6.28
6
6.18
6.09
6
5.8
5.89
5.77
5.84

-0.03398385
-0.01348886
-0.04540502
-0.0129034
0.00643089
0.011472401
0.010075652
0.033070987
-0.03685921
0.005063302
-0.01024337
-0.03455238
-0.00781254
-0.02485412
0.003981425
-0.03349275
0.039220713
-0.02120221
0.032557723
-0.01539569
0.011494379
-0.04879016
0.001452433
-0.00882359
-0.00873368

20090929
20090930
20091001
20091002
20091005
20091006
20091007
20091008
20091009
20091012
20091013
20091014
20091015
20091016
20091019
20091020
20091021
20091022
20091023
20091026
20091028
20091029
20091030
20091102
20091103

1102
1150
1200
1245
1200
1230
1300
1300
1299
1250
1201
1250
1201
1250
1212
1201
1202
1201
1200
1201
1201
1160
1249
1200
1200

1150
1200
1200
1175
1220
1260
1310
1300
1251
1200
1200
1250
1249
1250
1200
1249
1203
1205
1250
1245
1200
1200
1200
1200
1200

1149
1199
1199
1174
1219
1259
1309
1299
1250
1199
1199
1249
1248
1249
1199
1248
1202
1204
1249
1244
1199
1199
1199
1199
1199

0.0426352
0.0425596
0
-0.0578674
0.0165293
0.0240976
0.0076629
0
-0.0376515
-0.040822
-0.000833
0
0.0391887
0
-0.0099503
0.0387808
0.0004159
0.003325
0.040822
0.035981
-0.0008413
0.0339016
-0.0400217
0
0

20091102
20091103
20091104
20091105
20091106
20091110
20091111
20091112
20091113
20091116
20091117
20091118
20091119
20091120
20091123
20091124
20091125
20091126
20091201
20091202
20091203
20091204
20091207
20091208
20091209

6.76
6.33
6.64
6.61
6.62
6.5
6.12
6.64
6.19
6.37
6.5
6.33
6.48
6.35
6.11
6
6.09
6.15
6.1
6.19
6.21
6.24
6.17
5.78
5.9

6.45
6.54
6.66
6.57
6.5
6.25
6.55
6.33
6.47
6.62
6.32
6.44
6.38
6.25
6.04
6.04
6.14
6.15
6.05
6.17
6.2
6.1
5.7
5.75
5.78

5.45
5.54
5.66
5.57
5.5
5.25
5.55
5.33
5.47
5.62
5.32
5.44
5.38
5.25
5.04
5.04
5.14
5.15
5.05
5.17
5.2
5.1
4.7
4.75
4.78

-0.04694276
0.032636929
0.003007521
-0.00606982
-0.01829319
-0.03922071
0.067902953
-0.04781173
0.044241022
0.0384959
-0.02808297
0.017228304
-0.01555241
-0.01587335
-0.01152276
0.006644543
0.00817666
0
-0.0082305
-0.00323625
-0.0016116
-0.02269141
-0.07923266
-0.00520383
-0.02054867

20091104
20091106
20091110
20091111
20091112
20091113
20091116
20091117
20091118
20091119
20091120
20091123
20091124
20091125
20091126
20091201
20091202
20091204
20091207
20091208
20091209
20091210
20091211
20091214
20091216

1200
1200
1200
1200
1230
1249
1200
1200
1200
1220
1200
1200
1200
1208
1200
1175
1208
1190
1209
1190
1200
1210
1208
1210
1200

1200
1200
1180
1238
1220
1249
1246
1200
1200
1200
1200
1200
1200
1200
1200
1153
1208
1190
1190
1200
1190
1199
1208
1200
1200

1199
1199
1179
1237
1219
1248
1245
1199
1199
1199
1199
1199
1199
1199
1199
1152
1207
1189
1189
1199
1189
1198
1207
1199
1199

0
0
-0.0167986
0.0311756
-0.0081633
0
0.0375919
-8.333E-06
-8.333E-06
-0.0165293
0
0
0
-0.0066363
0
-0.0188836
0
0
-0.015832
0.0083682
-0.0083515
-0.0091242
0
-0.0082905
0

20091210
20091211
20091214
20091215
20091216
20091217
20091218
20091221
20091222
20091223
20091224
20091229
20091230
20091231
20100104
20100105
20100106
20100107
20100108
20100111
20100112
20100113
20100114
20100115
20100118

5.75
5.89
5.7
5.99
6
6.04
6.01
5.99
5.95
5.87
6.06
6.22
6.19
6.29
6.2
6.36
6.27
6.18
6.12
6.24
6.17
6.08
6.18
6.15
6.28

5.83
5.75
5.96
6
6.02
6
5.98
5.88
5.93
6.01
6.23
6.18
6.3
6.19
6.33
6.19
6.17
6.13
6.14
6.06
6.1
6.14
6.15
6.24
6.26

4.83
4.75
4.96
5
5.02
5
4.98
4.88
4.93
5.01
5.23
5.18
5.3
5.19
5.33
5.19
5.17
5.13
5.14
5.06
5.1
5.14
5.15
5.24
5.26

0.013817146
-0.02405614
0.044604306
0.001668057
0.00332779
-0.00664454
-0.00500418
-0.01853465
-0.00336701
0.023570115
0.027666533
-0.00645164
0.017614547
-0.01602598
0.020750944
-0.02709329
-0.01607752
-0.00812352
0.003262646
-0.02927038
-0.01141007
0.009820046
-0.00486619
0.014528101
-0.0031898

20091217
20091218
20091222
20091223
20091224
20091230
20091231
20100104
20100105
20100106
20100107
20100108
20100111
20100112
20100113
20100114
20100115
20100118
20100119
20100120
20100121
20100122
20100125
20100202
20100203

1200
1205
1240
1204
1200
1205
1200
1202
1210
1200
1210
1200
1200
1200
1210
1200
1210
1206
1205
1200
1230
1210
1200
1245
1170

1191
1230
1205
1200
1190
1205
1264
1205
1200
1205
1210
1235
1215
1210
1210
1210
1200
1205
1205
1200
1203
1210
1200
1175
1170

1190
1229
1204
1199
1189
1204
1263
1204
1199
1204
1209
1234
1214
1209
1209
1209
1199
1204
1204
1199
1202
1209
1199
1174
1169

-0.0075283
0.0209496
-0.0286318
-0.0033278
-0.0083682
0
0.0519597
0.0024427
-0.0082988
0.004158
0
0.0287494
0.012356
0.0082822
0
0.0082988
-0.0082988
-0.0008212
0
0
-0.0221959
0
0
-0.0578674
0

20100119
20100120
20100121
20100122
20100125
20100126
20100127
20100128
20100129
20100201
20100202
20100203
20100204
20100208
20100209
20100210
20100211
20100212
20100215
20100216
20100217
20100218
20100222
20100223
20100224

6.29
6.39
6.35
6.11
6.2
6.16
6.13
6.08
6
6.35
6.24
6.39
6.6
7.2
7.5
7.47
7.1
7.23
7
6.85
6.9
7.1
6.82
6.59
6.42

6.39
6.38
6.18
6.15
6.16
6.15
5.99
5.95
6.31
6.18
6.29
6.49
7.19
7.4
7.35
7.06
7.16
7.08
6.83
6.78
6.95
6.96
6.59
6.4
6.3

5.39
5.38
5.18
5.15
5.16
5.15
4.99
4.95
5.31
5.18
5.29
5.49
6.19
6.4
6.35
6.06
6.16
6.08
5.83
5.78
5.95
5.96
5.59
5.4
5.3

0.015773198
-0.00156617
-0.02713654
0.006525309
-0.00647251
-0.0016247
-0.02310334
-0.02161348
0.050376207
-0.02713654
0.007980888
0.015528262
0.085621523
0.027398974
-0.02020271
-0.05644995
0.008415197
-0.02096513
-0.02458548
-0.01027155
0.007220248
-0.01991531
-0.03430612
-0.02925536
-0.01886848

20100204
20100208
20100209
20100210
20100211
20100212
20100215
20100216
20100217
20100218
20100222
20100223
20100224
20100225
20100226
20100301
20100302
20100303
20100304
20100305
20100308
20100309
20100310
20100311
20100312

1154
1175
1205
1250
1200
1200
1200
1200
1210
1200
1247
1200
1200
1200
1248
1202
1200
1224
1201
1209
1200
1238
1215
1215
1210

1150
1200
1199
1200
1218
1200
1200
1208
1209
1201
1202
1180
1184
1201
1248
1200
1224
1200
1201
1202
1201
1215
1215
1217
1203

1149
1199
1198
1199
1217
1199
1199
1207
1208
1200
1201
1179
1183
1200
1247
1199
1223
1199
1200
1201
1200
1214
1214
1216
1202

-0.0034722
0.020645
-0.005
-0.040822
0.0151677
8.333E-06
-8.333E-06
0.0062305
-0.0012404
0.0008247
-0.0364464
-0.0168071
-0.0135497
0.000833
0
-0.0017069
0.0197193
-0.0198026
-0.0004164
-0.0058067
0.0008413
-0.0187531
0
0.0016447
-0.0058019

20100225
20100226
20100301
20100302
20100303
20100304
20100305
20100308
20100309
20100310
20100311
20100312
20100315
20100316
20100317
20100318
20100319
20100322
20100324
20100325
20100326
20100329
20100330
20100331
20100401

6.3
6.15
6.13
5.75
5.99
5.98
6.05
6.25
6.2
6.08
6.14
6.3
6.18
6.3
6.04
6.08
6.04
6.1
6.02
6.1
6.35
7.08
6.63
6.55
6.64

6.22
6.23
5.97
5.83
5.89
6.05
6.17
6.21
6.14
6.19
6.28
6.17
6.29
6.06
6.08
6.11
6.1
6.08
6.15
6.36
6.89
6.65
6.55
6.51
6.52

5.22
5.23
4.97
4.83
4.89
5.05
5.17
5.21
5.14
5.19
5.28
5.17
5.29
5.06
5.08
5.11
5.1
5.08
5.15
5.36
5.89
5.65
5.55
5.51
5.52

-0.01277973
0.012924251
-0.02644782
0.013817146
-0.01683541
0.011637704
0.019640566
-0.00642057
-0.00972455
0.017930391
0.022545238
-0.0208508
0.017642799
-0.03883983
0.006600684
0.004922077
0.009884759
-0.00328408
0.021364822
0.041739606
0.081616272
-0.06265705
-0.01213975
-0.00612559
-0.01823759

20100315
20100316
20100317
20100318
20100319
20100322
20100324
20100325
20100326
20100329
20100330
20100331
20100401
20100402
20100405
20100406
20100407
20100408
20100409
20100412
20100413
20100414
20100415
20100416
20100419

1229
1204
1213
1176
1209
1185
1210
1220
1230
1232
1235
1257
1315
1320
1340
1325
1300
1325
1370
1508
1550
1664
1625
1600
1586

1226
1211
1212
1192
1220
1210
1215
1220
1230
1225
1250
1280
1340
1344
1340
1300
1338
1369
1438
1510
1585
1649
1587
1586
1586

1225
1210
1211
1191
1219
1209
1214
1219
1229
1224
1249
1279
1339
1343
1339
1299
1337
1368
1437
1509
1584
1648
1586
1585
1585

-0.0025256
0.0059458
-0.0008247
0.0135137
0.0088114
0.0206792
0.0038768
0
0
-0.0056168
0.0120726
0.0181321
0.0188031
0.0181747
1.493E-05
-0.0190482
0.0290359
0.0328946
0.0482826
0.0010936
0.0224115
-0.0089462
-0.0237947
-0.0087885
0

20100402
20100405
20100406
20100407
20100408
20100409
20100412
20100413
20100414
20100415
20100416
20100419
20100420
20100421
20100422
20100423
20100426
20100427
20100428
20100429
20100430
20100503
20100504
20100505
20100506

6.6
6.6
6.5
6.4
6.59
6.69
6.64
6.44
6.4
6.84
7.35
7.14
7.04
7.02
7
6.7
6.67
6.55
6.46
6.42
6.54
6.21
6.29
6.22
6.27

6.62
6.48
6.32
6.52
6.67
6.5
6.5
6.4
6.73
7.32
7.04
7.02
6.89
6.82
6.8
6.7
6.62
6.51
6.51
6.32
6.26
6.18
6.17
6.17
6.22

5.62
5.48
5.32
5.52
5.67
5.5
5.5
5.4
5.73
6.32
6.04
6.02
5.89
5.82
5.8
5.7
5.62
5.51
5.51
5.32
5.26
5.18
5.17
5.17
5.22

0.003025721
-0.01834914
-0.02808297
0.018576386
0.012066511
-0.0288117
-0.02130979
-0.00623055
0.050277153
0.067822596
-0.04309214
-0.01694956
-0.02153709
-0.02890375
-0.02898754
0
-0.00752449
-0.00612559
0.007710138
-0.01569891
-0.04375698
-0.00484262
-0.01926223
-0.00807107
-0.00800645

20100420
20100421
20100422
20100423
20100426
20100427
20100428
20100429
20100430
20100503
20100504
20100505
20100506
20100507
20100510
20100511
20100512
20100513
20100514
20100517
20100518
20100519
20100520
20100521
20100524

1586
1590
1586
1600
1590
1598
1575
1650
1525
1598
1589
1650
1668
1649
1555
1635
1501
1637
1521
1600
1521
1570
1570
1510
1530

1600
1599
1586
1586
1596
1586
1574
1586
1601
1574
1580
1589
1625
1586
1580
1580
1571
1591
1599
1543
1532
1529
1541
1512
1522

1599
1598
1585
1585
1595
1585
1573
1585
1600
1573
1579
1588
1624
1585
1579
1579
1570
1590
1598
1542
1531
1528
1540
1511
1521

0.008776
0.0056444
0
-0.0087506
0.0037665
-0.0075377
-0.0006351
-0.0396863
0.0485028
-0.0154504
-0.0055788
-0.0378091
-0.0261113
-0.0390233
0.0159492
-0.0342118
0.0455999
-0.0283393
0.0499315
-0.0365992
0.0075063
-0.0262459
-0.0184818
0.0013369
-0.0055251

20100507
20100510
20100511
20100512
20100513
20100514
20100517
20100518
20100519
20100520
20100521
20100524
20100525
20100526
20100527
20100528
20100531
20100601
20100602
20100603
20100604
20100607
20100608
20100609
20100610

6.22
6.15
6.05
5.95
6.12
6.18
6.08
5.82
5.85
5.8
5.65
5.65
5.2
4.66
4.85
4.71
4.6
4.51
4.5
4.85
5
4.8
4.99
4.79
4.52

6.09
6.06
5.9
6.01
6.05
5.95
5.84
5.83
5.72
5.74
5.73
5.31
4.99
4.99
4.75
4.81
4.7
4.64
4.71
4.89
4.67
4.88
4.73
4.53
4.48

5.09
5.06
4.9
5.01
5.05
4.95
4.84
4.83
4.72
4.74
4.73
4.31
3.99
3.99
3.75
3.81
3.7
3.64
3.71
3.89
3.67
3.88
3.73
3.53
3.48

-0.02112183
-0.01474228
-0.02510592
0.010033529
-0.01150382
-0.03792705
-0.0402739
0.001716739
-0.02247286
-0.01039871
0.014059986
-0.06206371
-0.04122272
0.068420462
-0.02083409
0.021009176
0.021506205
0.028417213
0.045610511
0.008213599
-0.06827884
0.016529302
-0.05351071
-0.05580847
-0.00888895

20100525
20100526
20100527
20100528
20100531
20100601
20100602
20100603
20100604
20100607
20100608
20100609
20100610
20100611
20100614
20100615
20100616
20100617
20100618
20100621
20100622
20100623
20100624
20100625
20100628

1560
1570
1560
1550
1549
1550
1545
1549
1548
1544
1548
1570
1550
1550
1550
1540
1590
1597
1570
1559
1619
1570
1720
1808
1770

1538
1555
1539
1480
1486
1510
1527
1484
1505
1525
1550
1542
1543
1601
1554
1558
1557
1595
1571
1586
1570
1648
1730
1727
1688

1537
1554
1538
1479
1485
1509
1526
1483
1504
1524
1549
1541
1542
1600
1553
1557
1556
1594
1570
1585
1569
1647
1729
1726
1687

-0.0145281
-0.0096901
-0.0134881
-0.046348
-0.0415149
-0.0259733
-0.0116599
-0.0425518
-0.0278719
-0.012382
0.0012912
-0.0178332
-0.0042348
0.0324984
0.0023392
0.0118323
-0.0211851
-0.0012531
0.0005731
0.0173345
-0.0310006
0.0487847
0.0060572
-0.0456296
-0.0475122

20100611
20100614
20100615
20100616
20100617
20100618
20100621
20100622
20100623
20100624
20100625
20100628
20100629
20100630
20100701
20100702
20100705
20100706
20100707
20100708
20100709
20100712
20100713
20100714
20100715

4.45
4.71
4.69
4.87
4.75
4.89
4.93
4.95
4.86
4.65
4.79
4.74
4.68
4.6
4.58
4.89
4.53
4.69
4.57
4.61
4.85
5.05
4.9
5.2
5.16

4.87
4.61
4.72
4.85
4.86
4.83
4.82
4.82
4.75
4.64
4.61
4.53
4.6
4.55
4.64
4.54
4.56
4.62
4.8
4.82
4.98
4.98
5.2
5.28
5.19

3.87
3.61
3.72
3.85
3.86
3.83
3.82
3.82
3.75
3.64
3.61
3.53
3.6
3.55
3.64
3.54
3.56
3.62
3.8
3.82
3.98
3.98
4.2
4.28
4.19

0.090189841
-0.02146005
0.006376217
-0.00411523
0.02289382
-0.01234584
-0.02256506
-0.02661365
-0.02289382
-0.00215285
-0.03830255
-0.0453152
-0.01724181
-0.01092907
0.013015368
-0.07426529
0.006600684
-0.01503788
0.049102713
0.044546071
0.026451186
-0.01395835
0.05942342
0.015267472
0.005797118

20100629
20100630
20100701
20100702
20100705
20100706
20100707
20100708
20100709
20100712
20100713
20100714
20100715
20100716
20100719
20100720
20100721
20100722
20100723
20100726
20100727
20100728
20100729
20100730
20100802

1769
1770
1685
1699
1700
1689
1550
1675
1697
1721
1708
1788
1793
1799
1714
1765
1861
1819
1831
1800
1799
1799
1798
1798
1700

1714
1685
1699
1700
1632
1559
1637
1697
1721
1708
1739
1766
1741
1714
1765
1772
1761
1744
1782
1784
1783
1770
1776
1781
1766

1713
1684
1698
1699
1631
1558
1636
1696
1720
1707
1738
1765
1740
1713
1764
1771
1760
1743
1781
1783
1782
1769
1775
1780
1765

-0.0314387
-0.049214
0.0084508
0.0004236
-0.0409747
-0.080092
0.0545798
0.0132138
0.0141109
-0.0080607
0.0183136
-0.0123749
-0.0294822
-0.0483953
0.029587
0.0039232
-0.0553344
-0.0419967
-0.0272267
-0.0087381
-0.0088051
-0.0162514
-0.0122719
-0.0094158
0.0382021

20100716
20100719
20100720
20100721
20100722
20100723
20100726
20100727
20100728
20100729
20100730
20100802
20100803
20100804
20100805
20100806
20100809
20100810
20100811
20100812
20100813
20100816
20100817
20100818
20100819

5.01
5.12
5.13
5
5.05
5.1
5.1
4.91
5
5.05
4.81
4.9
4.99
5.09
4.96
4.82
4.99
4.74
4.71
4.7
4.73
4.61
4.52
4.55
4.8

5.13
5.29
5.22
5.09
5.08
5.05
4.91
4.95
5.05
4.93
5.03
4.9
4.95
5
4.96
4.88
4.74
4.73
4.74
4.74
4.72
4.51
4.65
4.58
5.24

4.13
4.29
4.22
4.09
4.08
4.05
3.91
3.95
4.05
3.93
4.03
3.9
3.95
4
3.96
3.88
3.74
3.73
3.74
3.74
3.72
3.51
3.65
3.58
4.24

0.023669744
0.032663807
0.017391743
0.017839918
0.005923018
-0.0098523
-0.0379666
0.008113635
0.009950331
-0.02404926
0.0447229
0
-0.00804833
-0.01783992
0
0.012371292
-0.05139877
-0.00211193
0.006349228
0.008474627
-0.0021164
-0.0219307
0.028355226
0.006571765
0.08770558

20100803
20100804
20100805
20100806
20100809
20100810
20100811
20100812
20100813
20100816
20100817
20100818
20100819
20100820
20100823
20100824
20100825
20100826
20100827
20100830
20100831
20100901
20100902
20100903
20100906

1854
1789
1799
1855
1710
1850
1798
1850
1755
1790
1895
1769
1859
1800
1835
1937
1783
1802
1875
1825
1835
1810
1824
1887
1874

1790
1763
1768
1748
1825
1759
1778
1730
1726
1812
1740
1776
1797
1780
1845
1783
1802
1786
1818
1765
1800
1759
1797
1836
1913

1789
1762
1767
1747
1824
1758
1777
1729
1725
1811
1739
1775
1796
1779
1844
1782
1801
1785
1817
1764
1799
1758
1796
1835
1912

-0.0351354
-0.0144981
-0.0171898
-0.0595669
0.0648345
-0.0504345
-0.0111352
-0.0670642
-0.0166623
0.0123646
-0.085328
0.003983
-0.0339201
-0.0112407
0.0054294
-0.0831529
0.0107184
-0.008841
-0.0308717
-0.0334238
-0.0194968
-0.0287065
-0.0148798
-0.0272968
0.020629

20100820
20100823
20100824
20100825
20100826
20100827
20100830
20100831
20100901
20100902
20100903
20100906
20100907
20100908
20100909
20100914

5.16
5.15
5.25
5.2
5
5.05
5
4.81
4.91
5
4.98
4.97
4.97
5
5.2
5.15

5.22
5.11
5.1
4.87
5
4.93
4.85
5.12
4.98
4.98
4.9
4.98
4.91
5.17
5.14
5.22

4.22
4.11
4.1
3.87
4
3.93
3.85
4.12
3.98
3.98
3.9
3.98
3.91
4.17
4.14
4.22

Stand
ard
deviat
ion
Mean
Covariance

0.011560822
-0.00779731
-0.02898754
-0.06556469
0
-0.02404926
-0.03045921
0.062457355
0.014155949
-0.00400802
-0.01619469
0.002010051
-0.0121459
0.033434776
-0.01160555
0.013500687

0.02867193
-0.00318456
2.18968E-05

20100907
20100908
20100909
20100914
20100915
20100916
20100917
20100920
20100921
20100922
20100923
20100924
20100927
20100928
20100929
20100930

1935
1800
1900
1900
1885
1898
1885
1900
1890
1798
1900
1869
1800
1885
1836
1886

1887
1900
1883
1867
1858
1850
1881
1856
1830
1860
1852
1834
1840
1850
1862
1900

1886
1899
1882
1866
1857
1849
1880
1855
1829
1859
1851
1833
1839
1849
1861
1899

-0.0251244
0.0539146
-0.0090727
-0.0175692
-0.0144756
-0.0256151
-0.0023901
-0.0232417
-0.0322335
0.0337403
-0.0256633
-0.0190351
0.0217559
-0.0187962
0.0142981
0.0076335

0.0247058
-0.0047761

RISK
2*(w)(
w)*
sum of
covari whole
w^2*^2
ance equation
w^2*^22
0 6E-06
0 6.10376E-06
0 5E-06 4E-08 5.06567E-06
0 4E-06 7E-08 4.30531E-06
0 3E-06 9E-08 3.82268E-06
0 2E-06 1E-07 3.61779E-06
0 2E-06 1E-07 3.69062E-06
0 1E-06 1E-07 4.04119E-06
0 5E-07 9E-08
4.6695E-06
0 2E-07 7E-08 5.57553E-06
0 6E-08 4E-08
6.7593E-06
0
0
0
8.2208E-06

RETURN
W*Return
W*Return2
Sum
0 -5E-04 -0.00047761
-0 -4E-04
-0.0004617
-0 -4E-04 -0.00044578

EFFICIENT PORTFOLIO

underroot
3E-06
3E-06
2E-06
2E-06
2E-06
2E-06
2E-06
2E-06
3E-06
3E-06
4E-06

Portfolio
W1 W2
1
0
2 0.01
3 0.02
4 0.03
5 0.04
6 0.05
7 0.06
8 0.07
9 0.08
10 0.09
11
0.1

0.1
0.09
0.08
0.07
0.06
0.05
0.04
0.03
0.02
0.01
0

return
risk
-0.000478 3.05E-06
-0.000462 2.53E-06
-0.000446 2.15E-06
-0.00043 1.91E-06
-0.000414 1.81E-06
-0.000398 1.85E-06
-0.000382 2.02E-06
-0.000366 2.33E-06
-0.00035 2.79E-06
-0.000334 3.38E-06
-0.000318 4.11E-06

GRAPH

-0
-0
-0
-0
-0
-0
-0
-0

-3E-04
-3E-04
-2E-04
-2E-04
-1E-04
-1E-04
-5E-05
0

-0.00042986
-0.00041395
-0.00039803
-0.00038212
-0.0003662
-0.00035029
-0.00033437
-0.00031846
0
0

0.000001 0.000002 0.000003 0.000004 0.000005

-0.0001

-0.0002
-0.0003
-0.0004
-0.0005
-0.0006

Series1