Week

11/5/2007
11/12/2007
11/19/2007
11/26/2007
12/3/2007
12/10/2007
12/17/2007
12/24/2007
12/31/2007
1/7/2008
1/14/2008
1/22/2008
1/28/2008
2/4/2008
2/11/2008
2/19/2008
2/25/2008
3/3/2008
3/10/2008
3/17/2008
3/24/2008
3/31/2008
4/7/2008
4/14/2008
4/21/2008
4/28/2008
5/5/2008
5/12/2008
5/19/2008
5/27/2008
6/2/2008
6/9/2008
6/16/2008
6/23/2008
6/30/2008
7/7/2008
7/14/2008

Annualized Rate of
Standard & Poors Return on Short500-Stock Price
Term Treasury
Index Beginning of Securities, for the
Week*
Week**
1451.4
1.44%
1457.9
1.52%
1441.3
2.03%
1486.6
1.78%
1509.1
0.25%
1471.7
2.04%
1481.3
-0.88%
1473.0
-3.22%
1413.1
-0.25%
1401.5
0.76%
1320.6
1.52%
1330.4
10.38%
1395.8
1.67%
1330.7
-0.13%
1351.4
-1.14%
1356.2
0.64%
1338.2
2.84%
1297.1
6.05%
1296.1
2.33%
1320.8
7.33%
1315.1
-5.87%
1368.9
-1.27%
1333.8
0.77%
1384.8
1.94%
1396.0
-1.40%
1415.1
-2.03%
1389.0
-2.40%
1426.6
-2.27%
1376.4
-0.38%
1403.5
-0.51%
1362.9
0.51%
1361.5
-1.52%
1315.8
0.26%
1275.3
2.06%
1263.1
-0.89%
1238.4
1.16%
1259.8
4.31%

Week
11/5/2007
11/12/2007
11/19/2007
11/26/2007
12/3/2007
12/10/2007
12/17/2007
12/24/2007
12/31/2007
1/7/2008
1/14/2008
1/22/2008
1/28/2008
2/4/2008
2/11/2008
2/19/2008
2/25/2008
3/3/2008
3/10/2008
3/17/2008
3/24/2008
3/31/2008
4/7/2008
4/14/2008
4/21/2008
4/28/2008
5/5/2008
5/12/2008
5/19/2008
5/27/2008
6/2/2008
6/9/2008
6/16/2008
6/23/2008
6/30/2008
7/7/2008
7/14/2008

Beginning-of-Week Stock Prices:

Bayou
Delta Bleu
149.51
82.56
149.28
78.93
150.39
79.12
163.26
80.04
162.46
83.3
158.89
83.29
161.36
86.71
161.84
89.13
148.22
85.56
142.90
83.04
133.42
72.89
138.36
74.13
148.63
80.36
135.13
75.38
135.99
79.05
138.17
80.61
136.89
82.71
128.62
78.36
135.47
77.49
137.96
74.83
135.64
75.67
137.42
78.81
135.09
78.59
143.45
83.89
136.31
83.57
141.26
86.88
138.34
88.71
149.18
91.98
145.28
91.4
146.26
93.1
142.43
92.17
143.02
94.26
135.25
92.76
135.51
91.64
125.45
91.84
121.41
88.13
132.16
83.91

Market
1451.4
1457.9
1441.3
1486.6
1509.1
1471.7
1481.3
1473
1413.1
1401.5
1320.6
1330.4
1395.8
1330.7
1351.4
1356.2
1338.2
1297.1
1296.1
1320.8
1315.1
1368.9
1333.8
1384.8
1396
1415.1
1389
1426.6
1376.4
1403.5
1362.9
1361.5
1315.8
1275.3
1263.1
1238.4
1259.8

Beta (B)
1.3312663

Ret B
14.11%

Bayou Ret Delta Ret Mkt.Ret

Bayou Div Delta Div Mkt.Div

0.16%

-3.91%

0.48%

0.47

0.4 0.515872

0.74%

0.24%

-1.10%

0.509998

8.56%

1.16%

3.18%

0.526028

-0.49%

4.07%

1.55%

0.533989

-2.20%

-0.01%

-2.44%

0.520755

1.55%

4.11%

0.69%

0.524152

0.30%

2.79%

-0.53%

0.521215

-8.42%

-4.01%

-4.03%

0.50002

-3.59%

-2.95%

-0.79%

0.495915

-6.63%

-12.22%

-5.74%

0.467289

3.70%

1.70%

0.78%

0.470757

7.42%

8.40%

4.95%

0.493898

-9.08%

-6.20%

-4.63%

0.470863

0.98%

5.37%

1.59%

1.60%

1.97%

0.39%

0.479886

-0.93%

2.61%

-1.29%

0.473517

-6.04%

-5.26%

-3.04%

0.458974

5.33%

-1.11%

-0.04%

0.45862

1.84%

-3.43%

1.94%

0.46736

-1.68%

1.12%

-0.40%

0.465343

1.31%

4.15%

4.13%

0.48438

-1.70%

-0.28%

-2.53%

0.47196

6.19%

6.74%

3.86%

0.490006

-4.98%

-0.38%

0.84%

0.493969

0.47

0.38 0.478188

3.63%

3.96%

1.40%

0.500728

-2.07%

2.11%

-1.81%

0.491492

8.18%

4.14%

2.74%

-2.61%

-0.63%

-3.48%

0.487034

0.67%

1.86%

2.00%

0.496623

-2.62%

-1.00%

-2.86%

0.482257

0.41%

2.27%

-0.07%

0.481762

-5.43%

-1.59%

-3.32%

0.465591

0.19%

-1.21%

-3.04%

0.45126

-7.42%

0.22%

-0.92%

0.446943

0.47

0.4 0.504797

0.438203
0.445775

Cov(B,M)

Cov(D,M)

0.0009197 0.0007748
Var(M)
0.0006909
Beta (B)
Beta(D)
1.3312663 1.1213974

1.26131
0
Return market
7.50% #VALUE!
0
Ret B
Ret D
#VALUE!
14.11%
12.54%
13.59%