Closing Price of DLF

238.05
239.10
231.50
232.80
239.35
237.10
234.55
237.40
232.00
230.30
241.65

1.0044108381
0.9682141363
1.0056155508
1.0281357388
0.9905995404
0.9892450443
1.0121509273
0.9772535805
0.9926724138
1.0492835432
Standard Dev

Closing Price of TCS

1378.40
1433.90 1.0402640743
1418.50
0.98926006
1467.20 1.0343320409
1471.60 1.0029989095
1479.80 1.0055721663
1498.45 1.0126030545
1495.90 0.9982982415
1451.60 0.970385721
1457.95 1.0043744833
1471.55 1.0093281663
Standard Dev

0.004401
-0.032302
0.0056
0.027747
-0.009445
-0.010813
0.012078
-0.023009
-0.007355
0.048108
0.0238
0.372633

547.0465 b

299259.9 b

1449.042
2

a2+b2+2abp

2099722 2abp
2989750 SQRT

0.0394746
-0.010798
0.0337558
0.0029944
0.0055567
0.0125243
-0.0017032
-0.0300616
0.0043649
0.0092849
0.0200

Face Value
Coupon Rate
Time
YTM

100
5%
3
7%
1
2
5
5
0
0
4.672897 4.367194

94.75137

590767.98

0.049317
0.046091

1
2

1729

0.904591

3
Sum

3
5
100
4.081489
81.62979

0.049317
0.092182
2.713774
2.66848