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Return:

## Ri = αi + βi*Rm + ei

 ∑ Market return is independent variable ∑ Security return is dependent variable

Where,

αi = component of security is return that is independent of the market performance

Rm = rate of return on market index

βi = sensitivity, constant that measure the expected change in Ri, given the change in Rm

ei = error term representing the random or residual return. Unexpected return resulting from influence not identified by the model

Risk:

Where,

## βi 2σm 2+ σei 2

σi 2 = variance of individual security σm 2 = variance of market index return βi 2 = β co-efficient of individual security σei 2 = variance of residual returns of individual security

Portfolio risk:

## αρ = βρ = σρ 2= βρ 2σm 2+

Portfolio return :

## Rρ = αρ + βρ Rm

### Steps for finding out the stocks to be included in the portfolio which is optimal:

Step 1 : Find out the excess return to β ratio for each stock under consideration

(
)

Step 2 : Rank them from highest to lowest

Step 3 : Proceed to calculate “Ci” for all stock according to the rank using the following formula

# Ci =

Step 4 : The calculated value of “Ci” start declining after a particular point and that point is taken as the “cut-off point” and the stock ratio is “cut-off

ratio”. The highest value is taken as cut-off point “C * ”.

Step 5 : After determining the securities to be selected, the portfolio manager should find out, how much should be investment in each security? The percentage of fund to be invested in each security can be estimated as follows:

# Zi =

* (
Xi =
-
)

### BSE 500 Index

 MONTHLY Date Close RETURN (x-x‾) (x-x‾)2 10/2/2006 6,552.75 11/1/2006 6,044.61 -7.7546068 -7.620927334 58.07853 12/1/2006 5,940.38 -1.7243462 -1.590666643 2.53022 1/3/2007 5,492.03 -7.547497 -7.413817451 54.96469 2/1/2007 5,520.25 0.5138355 0.647515013 0.419276 3/1/2007 4,140.42 -24.995788 -24.86210872 618.1245 4/2/2007 3,523.53 -14.899213 -14.76553361 218.021 5/1/2007 3,232.11 -8.2706831 -8.137003583 66.21083 6/1/2007 3,426.76 6.02238166 6.156061174 37.89709 7/2/2007 3,596.85 4.96358076 5.097260269 25.98206 8/1/2007 3,295.60 -8.375384 -8.241704507 67.92569 9/4/2007 3,570.07 8.32837723 8.46205674 71.6064 10/1/2007 4,897.59 37.1847051 37.31838457 1392.662 11/1/2007 5,631.51 14.9853295 15.11900903 228.5844 12/3/2007 5,525.77 -1.8776492 -1.743969646 3.04143 1/2/2008 5,215.37 -5.6173167 -5.483637172 30.07028 2/1/2008 6,474.97 24.1516901 24.28536961 589.7792 3/3/2008 6,885.03 6.33300232 6.466681825 41.81797 4/1/2008 6,157.27 -10.570179 -10.43649956 108.9205 5/1/2008 7,108.12 15.4427206 15.57640007 242.6242 6/2/2008 7,160.03 0.73029155 0.863971064 0.746446 7/1/2008 8,592.43 20.0055028 20.13918228 405.5867 8/1/2008 7,865.98 -8.454535 -8.32085547 69.23664 9/2/2008 7,785.22 -1.0266998 -0.893020278 0.797485 10/1/2008 6,773.54 -12.99488 -12.86120053 165.4105 11/3/2008 5,950.11 -12.156568 -12.02288855 144.5498 12/1/2008 6,063.20 1.90063713 2.034316641 4.138444 1/2/2009 5,781.37 -4.6482056 -4.514526058 20.38095 2/2/2009 5,646.90 -2.3259193 -2.192239779 4.805915 3/2/2009 5,311.03 -5.9478652 -5.81418569 33.80476 4/1/2009 4,955.39 -6.6962529 -6.562573383 43.06737 5/1/2009 4,938.08 -0.3493166 -0.215637093 0.046499 6/1/2009 5,408.71 9.53062729 9.664306798 93.39883 7/1/2009 5,270.76 -2.5505157 -2.416836232 5.841097 8/3/2009 5,227.73 -0.8163908 -0.682711295 0.466095 9/1/2009 4,957.37 -5.1716519 -5.037972431 25.38117 TOTAL -4.6787828 0.00 4876.919 AVERAGE -0.1336795 N 35 Market Return EX2 4876.919 FOR r (EX)2 0 YEAR 1 -45.517989 NEX2 170692.165 YEAR 2 58.9602233 N2 1225 YEAR 3 -26.812715 ei2 139.340543 AVERAGE -4.4568269
 X X2 1. Berger Paint MONTHLY Date Close RETURN (x-x‾) (x-x‾) 2 10/3/2006 59.45 11/1/2006 54.1 -8.999159 -9.537759437 90.96886
 12/1/2006 43.5 -19.593346 -20.13194614 405.2953 1/2/2007 40.5 -6.8965517 -7.435152204 55.28149 2/1/2007 42.5 4.9382716 4.399671125 19.35711 3/1/2007 36.8 -13.411765 -13.95036519 194.6127 4/2/2007 34.9 -5.1630435 -5.701643958 32.50874 5/3/2007 33.5 -4.0114613 -4.550061798 20.70306 6/4/2007 32.7 -2.3880597 -2.926660181 8.56534 7/2/2007 34.4 5.19877676 4.660176278 21.71724 8/1/2007 30.5 -11.337209 -11.87580978 141.0349 9/3/2007 30.9 1.31147541 0.77287493 0.597336 10/1/2007 36.2 17.1521036 16.61350308 276.0085 11/1/2007 39.85 10.0828729 9.544272448 91.09314 12/3/2007 40 0.37641154 -0.162188937 0.026305 1/1/2008 38.4 -4 -4.53860048 20.59889 2/1/2008 38 -1.0416667 -1.580267147 2.497244 3/3/2008 44.5 17.1052632 16.56666268 274.4543 4/1/2008 35.7 -19.775281 -20.31388138 412.6538 5/2/2008 41.4 15.9663866 15.42778607 238.0166 6/2/2008 42.7 3.14009662 2.601496138 6.767782 7/1/2008 64.75 51.6393443 51.10074378 2611.286 8/1/2008 47.2 -27.104247 -27.64284758 764.127 9/1/2008 48 1.69491525 1.156314774 1.337064 10/1/2008 51.6 7.5 6.96139952 48.46108 11/3/2008 49.2 -4.6511628 -5.189763271 26.93364 12/1/2008 50.1 1.82926829 1.290667813 1.665823 1/1/2009 49.05 -2.0958084 -2.634408863 6.94011 2/2/2009 44.5 -9.2762487 -9.814849206 96.33126 3/2/2009 38 -14.606742 -15.14534205 229.3814 4/1/2009 36.5 -3.9473684 -4.485968901 20.12392 5/4/2009 40.15 10 9.46139952 89.51808 6/1/2009 44.85 11.7061021 11.16750164 124.7131 7/1/2009 47.25 5.35117057 4.812570089 23.16083 8/3/2009 47.75 1.05820106 0.519600578 0.269985 9/1/2009 53.05 11.0994764 10.56087596 111.5321 TOTAL 18.8510167 0.00 6468.54 AVEARAGE 0.53860048 N 35 FOR r EX2 6468.54 YEAR 1 -48.023549 (EX)2 0 YEAR 2 0.32596685 NEX2 226398.9 YEAR 3 0.02810078 N2 1225 AVERAGE -15.889827 ei2 184.815429 2. Cipla MONTHLY Date Close RETURN 10/3/2006 279.5 11/1/2006 271 -3.0411449 -3.232770172 10.4508 12/1/2006 276 1.84501845 1.65339318 2.733709 1/2/2007 253.5 -8.1521739 -8.343799183 69.61898 2/1/2007 222.05 -12.406312 -12.59793691 158.708
 3/1/2007 242 8.98446296 8.792837689 77.31399 4/2/2007 -9.0495868 220.1 -9.241212047 85.4 5/3/2007 -12.994094 191.5 -13.18571886 173.8632 6/4/2007 191.95 0.23498695 0.043361675 0.00188 7/2/2007 187.6 -2.2662152 -2.45784043 6.04098 8/1/2007 198.05 5.57036247 5.378737203 28.93081 9/3/2007 176.75 -10.75486 -10.94648515 119.8255 10/1/2007 230.95 30.6647808 30.47315549 928.6132 11/1/2007 240.05 3.94024681 3.748621537 14.05216 12/3/2007 220 -8.3524266 -8.544051848 73.00082 1/1/2008 210 -4.5454545 -4.737079815 22.43993 2/1/2008 212 0.95238095 0.760755682 0.578749 3/3/2008 212.95 0.44811321 0.256487938 0.065786 4/1/2008 219 2.8410425 2.649417228 7.019412 5/2/2008 205.5 -6.1643836 -6.356008832 40.39885 6/2/2008 191 -7.0559611 -7.247586341 52.52751 7/1/2008 211.45 10.7068063 10.51518101 110.569 8/1/2008 183.6 -13.170962 -13.36258767 178.5587 9/1/2008 179 -2.5054466 -2.697071893 7.274197 10/1/2008 183.8 2.68156425 2.489938976 6.199796 11/3/2008 167.25 -9.0043526 -9.195977827 84.56601 12/1/2008 191.05 14.2301943 14.03856905 197.0814 1/1/2009 208.15 8.95053651 8.758911239 76.71853 2/2/2009 217.45 4.46793178 4.27630651 18.2868 3/2/2009 210.95 -2.9891929 -3.180818188 10.1176 4/1/2009 236.8 12.2540886 12.06246338 145.503 5/4/2009 231.95 -2.0481419 -2.239767162 5.016557 6/1/2009 246.3 6.18667816 5.995052893 35.94066 7/1/2009 251.35 2.05034511 1.858719838 3.454839 8/3/2009 254.85 1.3924806 1.200855335 1.442054 9/1/2009 262 2.80557191 2.613946635 6.832717 TOTAL 6.70688461 0.00 2759.146 AVEARAGE 0.19162527 N 35 EX2 2759.146 FOR r (EX)2 0 YEAR 1 -36.762075 NEX2 96570.11 YEAR 2 -22.494046 N2 1225 YEAR 3 42.5462459 ei2 78.8327429 AVERAGE -5.5699585
 3. Atul Ltd MONTHLY Date Close RETURN X X2 10/3/2006 85.7 11/1/2006 74.9 -12.6021 -14.61313558 213.5437 12/1/2006 63.95 -14.619493 -16.63052789 276.5745 1/2/2007 61.6 -3.6747459 -5.685781125 32.32811 2/1/2007 66.55 8.03571429 6.024679056 36.29676 3/1/2007 48 -27.873779 -29.88481434 893.1021 4/2/2007 43 -10.416667 -12.4277019 154.4478 5/3/2007 42.8 -0.4651163 -2.476151509 6.131326 6/4/2007 43.35 1.28504673 -0.725988501 0.527059 7/2/2007 42.95 -0.922722 -2.93375726 8.606932 8/1/2007 37.05 -13.736903 -15.74793861 247.9976 9/3/2007 43 16.0593792 14.04834399 197.356 10/1/2007 54.05 25.6976744 23.68663919 561.0569 11/1/2007 66.75 23.4967623 21.48572703 461.6365 12/3/2007 56.9 -14.756554 -16.76758954 281.1521 1/1/2008 52.8 -7.2056239 -9.216659132 84.94681 2/1/2008 54.9 3.97727273 1.966237497 3.86609 3/3/2008 61.65 12.295082 10.28404674 105.7616 4/1/2008 54.5 -11.597729 -13.60876435 185.1985 5/2/2008 67.5 23.853211 21.84217578 477.0806 6/2/2008 72.75 7.77777778 5.766742548 33.25532 7/1/2008 106.65 46.5979381 44.58690291 1987.992 8/1/2008 97.3 -8.7669948 -10.77803007 116.1659 9/1/2008 91 -6.4748201 -8.485855374 72.00974 10/1/2008 74.95 -17.637363 -19.64839787 386.0595 11/3/2008 74 -1.2675117 -3.278546904 10.74887 12/1/2008 80 8.10810811 6.097072878 37.1743 1/1/2009 88.6 10.75 8.73896477 76.36951 2/2/2009 87.5 -1.241535 -3.252570219 10.57921 3/2/2009 86.1 -1.6 -3.61103523 13.03958 4/1/2009 85.65 -0.5226481 -2.533683314 6.419551 5/4/2009 93 8.58143608 6.570400847 43.17017 6/1/2009 115 23.655914 21.64487875 468.5008 7/1/2009 115.55 0.47826087 -1.53277436 2.349397 8/3/2009 131.85 14.1064474 12.0954122 146.299 9/1/2009 120 -8.9874858 -10.99852101 120.9675 TOTAL 70.3862331 0.00 7758.711 AVERAGE 2.01103523 N 35 EX2 7758.711 FOR r (EX)2 0 YEAR 1 -49.824971 NEX2 271554.885 YEAR 2 68.3626272 N2 1225 YEAR 3 60.1067378 ei2 221.677457 AVERAGE 26.2147981
 4. bank of India MONTHLY Date Close RETURN 10/2/2006 412.05 11/1/2006 337.4 -18.116733 -16.83939339 283.5652 12/1/2006 329.65 -2.2969769 -1.019636862 1.039659 1/1/2007 352.25 6.8557561 8.133096125 66.14725 2/1/2007 337.85 -4.0880057 -2.810665658 7.899841
 3/1/2007 235.15 -30.398106 -29.12076565 848.019 4/2/2007 219.9 -6.4852222 -5.207882179 27.12204 5/1/2007 225.25 2.43292406 3.710264076 13.76606 6/1/2007 249.15 10.6104329 11.88777287 141.3191 7/2/2007 287.7 15.4726069 16.74994688 280.5607 8/1/2007 250.35 -12.982273 -11.70493318 137.0055 9/3/2007 240.7 -3.8546036 -2.577263535 6.642287 10/1/2007 282.6 17.4075613 18.6849013 349.1255 11/1/2007 267.35 -5.3963199 -4.118979867 16.966 12/3/2007 271.5 1.5522723 2.829612322 8.006706 1/1/2008 216.65 -20.202578 -18.92523825 358.1646 2/1/2008 295 36.1643203 37.44166035 1401.878 3/3/2008 342.65 16.1525424 17.42988239 303.8008 4/1/2008 252.9 -26.192908 -24.9155682 620.7855 5/2/2008 359.55 42.1708185 43.44815853 1887.742 6/2/2008 354.85 -1.3071895 -0.029849522 0.000891 7/1/2008 365.45 2.98717768 4.264517701 18.18611 8/1/2008 350.7 -4.0361199 -2.758779832 7.610866 9/1/2008 357.3 1.88195038 3.159290405 9.981116 10/1/2008 276.9 -22.502099 -21.22475906 450.4904 11/3/2008 244.6 -11.664861 -10.38752094 107.9006 12/1/2008 258.55 5.70318888 6.9805289 48.72778 1/1/2009 232.75 -9.9787275 -8.701387499 75.71414 2/2/2009 210 -9.7744361 -8.49709607 72.20064 3/2/2009 191.65 -8.7380952 -7.460755218 55.66287 4/1/2009 167.8 -12.44456 -11.16722038 124.7068 5/4/2009 161.8 -3.5756853 -2.29834532 5.282391 6/1/2009 190.9 17.9851669 19.26250689 371.0442 7/1/2009 207.9 8.90518596 10.18252598 103.6838 8/3/2009 200.95 -3.3429533 -2.065613323 4.266758 9/1/2009 173.6 -13.610351 -12.33301081 152.1032 TOTAL -44.706901 0.00 8367.119 AVEARAGE -1.27734 N 35 EX2 8367.119 FOR r (EX)2 0 YEAR 1 -41.584759 NEX2 292849.165 YEAR 2 26.433121 N2 1225 YEAR 3 -37.305887 ei2 239.060543 AVERAGE -17.485842 5. Balaji Tele MONTHLY Date Close RETURN 10/2/2006 73.3 11/1/2006 61.7 -15.825375 -20.17749777 407.1314 12/1/2006 50.85 -17.585089 -21.93721174 481.2413 1/1/2007 54.65 7.47295969 3.120837085 9.739624 2/1/2007 56.8 3.93412626 -0.417996342 0.174721 3/1/2007 44.2 -22.183099 -26.53522119 704.118 4/2/2007 29.5 -33.257919 -37.61004115 1414.515 5/1/2007 31.6 7.11864407 2.766521468 7.653641
 6/1/2007 44.7 41.4556962 37.1035736 1376.675 7/2/2007 64.9 45.1901566 40.838034 1667.745 8/1/2007 59.9 -7.7041602 -12.05628285 145.354 9/3/2007 70.1 17.0283806 12.67625803 160.6875 10/1/2007 142.05 102.639087 98.28696442 9660.327 11/1/2007 168.45 18.5850053 14.23288268 202.5749 12/3/2007 171.65 1.89967349 -2.452449106 6.014507 1/1/2008 169.4 -1.3108069 -5.662929474 32.06877 2/1/2008 208 22.7863046 18.434182 339.8191 3/3/2008 177.4 -14.711538 -19.06366106 363.4232 4/1/2008 196.35 10.6820744 6.329951808 40.06829 5/2/2008 211.5 7.7158136 3.363690998 11.31442 6/2/2008 232.9 10.1182033 5.76608071 33.24769 7/1/2008 354.85 52.3615286 48.00940595 2304.903 8/1/2008 345.95 -2.508102 -6.860224615 47.06268 9/1/2008 307.05 -11.244399 -15.59652208 243.2515 10/6/2008 262.45 -14.525322 -18.87744421 356.3579 11/3/2008 263.65 0.45722995 -3.894892651 15.17019 12/1/2008 252.3 -4.3049497 -8.657072344 74.9449 1/5/2009 223.95 -11.236623 -15.58874567 243.009 2/2/2009 219.25 -2.0986827 -6.450805342 41.61289 3/2/2009 165.9 -24.332953 -28.68507585 822.8336 4/1/2009 127 -23.44786 -27.79998276 772.839 5/1/2009 114.05 -10.19685 -14.54897299 211.6726 6/1/2009 119.95 5.17316966 0.821047062 0.674118 7/1/2009 126.85 5.75239683 1.400274232 1.960768 8/3/2009 142.05 11.9826567 7.630534081 58.22505 9/1/2009 137 -3.5550862 -7.907208837 62.52395 TOTAL 152.324291 0.00 22320.93 AVEARGE 4.3521226 N 35 EX2 22320.93 FOR r (EX)2 0 YEAR 1 -4.3656207 NEX2 781232.55 YEAR 2 116.156283 N2 1225 YEAR 3 -47.799581 ei2 637.740857 AVERAGE 21.3303605
 6. Bhel MONTHLY Date Close RETURN 10/2/2006 2325.15 11/1/2006 2314.7 -0.4494334 -1.79995431 3.239836 12/1/2006 2228.05 -3.7434657 -5.093986616 25.9487 1/1/2007 2204.35 -1.0637104 -2.414231359 5.828513 2/1/2007 2174.9 -1.3359947 -2.686515678 7.217366 3/1/2007 1651.75 -24.053979 -25.40450043 645.3886 4/2/2007 1504.35 -8.9238686 -10.27438956 105.5631 5/1/2007 1396.3 -7.1825041 -8.533025012 72.81252 6/1/2007 1320.45 -5.4322137 -6.782734648 46.00549 7/2/2007 1362.4 3.17694725 1.826426313 3.335833 8/1/2007 1361.3 -0.0807399 -1.431260811 2.048508 9/3/2007 1281.6 -5.8546977 -7.205218655 51.91518 10/1/2007 1586 23.7515605 22.40103961 501.8066 11/1/2007 1706.55 7.60088272 6.250361784 39.06702 12/3/2007 1679.05 -1.6114383 -2.961959222 8.773202 1/1/2008 1380.6 -17.774932 -19.12545319 365.783 2/1/2008 1662.15 20.3933073 19.04278632 362.6277 3/3/2008 1897 14.1292904 12.77876944 163.2969 4/1/2008 2056.55 8.41064839 7.060127452 49.8454 5/2/2008 2282 10.9625343 9.612013401 92.3908 6/2/2008 2064.1 -9.5486415 -10.89916248 118.7917 7/1/2008 2584.25 25.199845 23.84932403 568.7903 8/1/2008 2680.25 3.71481087 2.364289934 5.589867 9/1/2008 2613.35 -2.4960358 -3.846556758 14.796 10/1/2008 2032.75 -22.216695 -23.56721599 555.4137 11/3/2008 1889.15 -7.0643217 -8.414842672 70.80958 12/1/2008 1731.7 -8.3344361 -9.684957062 93.79839 1/1/2009 1538.25 -11.171104 -12.52162448 156.7911 2/2/2009 1398.9 -9.0589956 -10.40951655 108.358 3/2/2009 2487.25 77.8004146 76.44989367 5844.586 4/1/2009 2260.75 -9.1064429 -10.4569638 109.3481 5/4/2009 2176.8 -3.7133695 -5.063890397 25.64299 6/1/2009 2517.25 15.6399302 14.28940923 204.1872 7/1/2009 2298.15 -8.7039428 -10.05446373 101.0922 8/3/2009 2506.8 9.07904184 7.728520898 59.73004 9/1/2009 2414.8 -3.6700176 -5.020538492 25.20581 TOTAL 47.2682331 0.00 10615.83 AVERAGE 1.35052094 N 35 EX2 10615.83 FOR r (EX)2 0 YEAR 1 -44.880975 NEX2 371554.05 YEAR 2 64.7761665 N2 1225 YEAR 3 18.7947362 ei2 303.309429 AVERAGE 12.8966424
 7. Essar Oil MONTHLY Date Close RETURN 10/3/2006 158.9
 11/1/2006 145.2 -8.6217747 -9.965707601 99.31533 12/1/2006 151 3.99449036 2.650557458 7.025455 1/2/2007 152.5 0.99337748 -0.350555417 0.122889 2/1/2007 166.9 9.44262295 8.098690051 65.58878 3/1/2007 144.2 -13.600959 -14.94489156 223.3498 4/2/2007 72.55 -49.687933 -51.03186633 2604.251 5/3/2007 66.55 -8.2701585 -9.614091411 92.43075 6/4/2007 74.1 11.3448535 10.00092059 100.0184 7/2/2007 86.75 17.071525 15.72759207 247.3572 8/1/2007 74.3 -14.351585 -15.69551791 246.3493 9/3/2007 83.6 12.5168237 11.17289079 124.8335 10/1/2007 159.95 91.3277512 89.9838183 8097.088 11/1/2007 209.4 30.9159112 29.57197832 874.5019 12/3/2007 187.65 -10.386819 -11.73075238 137.6106 1/1/2008 176.8 -5.782041 -7.125973934 50.7795 2/1/2008 223.65 26.4988688 25.15493588 632.7708 3/3/2008 277.05 23.8765929 22.53265999 507.7208 4/1/2008 204.05 -26.349034 -27.69296737 766.9004 5/2/2008 258.3 26.5866209 25.24268803 637.1933 6/2/2008 224.65 -13.027487 -14.37142032 206.5377 7/1/2008 325.5 44.8920543 43.54812141 1896.439 8/1/2008 241.95 -25.668203 -27.01213566 729.6555 9/1/2008 56.65 -76.586072 -77.9300044 6073.086 10/1/2008 58.3 2.91262136 1.568688459 2.460783 11/3/2008 52.2 -10.463122 -11.80705468 139.4065 12/1/2008 53 1.53256705 0.18863415 0.035583 1/1/2009 55 3.77358491 2.429652006 5.903209 2/2/2009 55.25 0.45454545 -0.889387445 0.79101 3/2/2009 57.6 4.25339367 2.909460765 8.464962 4/1/2009 51.75 -10.15625 -11.5001829 132.2542 5/4/2009 54.15 4.63768116 3.293748259 10.84878 6/1/2009 61.2 13.0193906 11.67545768 136.3163 7/1/2009 54.55 -10.866013 -12.20994597 149.0828 8/3/2009 48.85 -10.449129 -11.79306214 139.0763 9/1/2009 54.35 11.258956 9.915023088 98.30768 TOTAL 47.0376513 0.00 25243.87 AVERAGE 1.3439329 N 35 EX2 25243.87 FOR r (EX)2 0 YEAR 1 -47.388295 NEX2 883535.45 YEAR 2 -64.582682 N2 1225 YEAR 3 -6.7753002 ei2 721.253429 AVERAGE -39.582092
 8. Escorts MONTHLY Date Close RETURN 10/3/2006 110.45 11/1/2006 72.4 -34.449977 -37.44114477 1401.839 12/1/2006 72.95 0.75966851 -2.231498892 4.979587 1/2/2007 57.95 -20.562029 -23.55319619 554.7531 2/1/2007 65.55 13.1147541 10.1235867 102.487 3/1/2007 40.75 -37.833715 -40.82488212 1666.671 4/2/2007 35.3 -13.374233 -16.36540053 267.8263 5/3/2007 33.95 -3.8243626 -6.815530006 46.45145 6/4/2007 36.85 8.54197349 5.55080609 30.81145 7/2/2007 40 8.54816825 5.55700085 30.88026 8/1/2007 32 -20 -22.9911674 528.5938 9/3/2007 35.65 11.40625 8.4150826 70.81362 10/1/2007 60.25 69.0042076 66.01304017 4357.721 11/1/2007 81.3 34.9377593 31.94659194 1020.585 12/3/2007 74.65 -8.1795818 -11.1707492 124.7856 1/1/2008 71.9 -3.683858 -6.675025404 44.55596 2/1/2008 94.9 31.9888734 28.99770604 840.867