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    Xm07-000

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    9 views3 pages

    Xm07 000

    Uploaded by

    priyam

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
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    of 3

    AXP HD BNS SBUX

    -0.13894 -0.13354 0.01052 -0.04914


    0.03368 0.06297 -0.05790 -0.02671
    0.10255 0.02983 0.05391 -0.07279
    -0.03482 -0.04988 0.04885 0.12098
    -0.18728 -0.13717 -0.07364 -0.13490
    -0.01022 0.01766 0.06344 -0.06636 Var-Covar Matrix
    0.06875 0.13790 -0.05594 0.05899 AXP HD BNS SBUX
    -0.10712 -0.03729 0.00079 -0.04430 AXP 0.022235
    -0.21985 -0.08891 -0.26382 -0.11728 HD 0.005212 0.005133
    -0.15220 -0.02029 -0.17189 -0.31981 BNS 0.006929 0.002275 0.006557
    -0.20430 0.00690 -0.02063 0.05965 SBUX 0.009348 0.003921 0.004804 0.009922
    -0.09048 -0.06464 -0.10487 -0.00221
    -0.27907 -0.02984 -0.06176 -0.03097 Weights 0.3 0.2 0.1 0.4
    0.12993 0.14193 0.08882 0.21461 Weight sq 0.09 0.04 0.01 0.16
    0.87550 0.11720 0.17850 0.30169
    -0.01438 -0.12014 0.23249 -0.00505 ER 0.014203 0.017352 0.010136 0.023866
    -0.05792 0.02981 0.06905 -0.03483
    0.21903 0.09757 0.15173 0.27444 ERP 0.018291
    0.19387 0.05232 -0.01798 0.07316
    0.00751 -0.01576 0.08689 0.08741 Var
    0.02795 -0.05832 -0.07391 -0.08089 Part 1 0.00386
    0.20060 0.09071 0.10423 0.15347 Part 2 0.004387
    -0.03145 0.06597 0.02335 0.05293 VAR.P 0.008247
    -0.06651 -0.03188 -0.09945 -0.05480
    0.01419 0.11391 0.07922 0.05127 STDEV 0.090813
    0.08507 0.04452 0.10109 0.05925
    0.11786 0.08924 0.02761 0.07487
    -0.13552 -0.03883 -0.10310 -0.00320
    0.00000 -0.16539 0.00779 -0.06145
    0.12457 0.01563 0.10053 0.02268
    -0.10682 -0.01576 -0.03887 -0.07071
    0.05419 0.13877 0.10624 0.11211
    -0.00890 -0.02477 0.01301 0.11781
    0.04239 -0.01476 -0.02915 0.07606
    -0.00694 0.16063 0.11046 0.04981
    0.01494 0.04893 -0.01021 -0.01860
    0.00427 0.01889 0.09247 0.05031
    0.03734 -0.00421 -0.00735 0.12006
    0.09023 0.00254 0.00300 -0.02027
    0.05141 -0.02335 0.00474 0.02012
    0.00557 0.00576 -0.01014 0.07335
    -0.03202 -0.03552 -0.05669 0.01501
    -0.00674 -0.03742 -0.01666 -0.03315
    -0.09663 -0.01512 -0.09254 -0.03429
    0.13200 0.08897 0.04910 0.13576
    -0.05107 0.10414 -0.04260 0.03054
    -0.01801 0.07191 -0.00084 0.05811
    0.06688 0.05591 0.03032 0.04146
    0.05480 0.07159 0.05073 0.01694
    0.09394 0.06423 0.04944 0.15098
    0.04434 0.02927 -0.01031 0.02660
    -0.07283 -0.04158 -0.07940 -0.04036
    0.04271 0.07387 0.02505 -0.02865
    -0.00521 -0.01524 0.00768 -0.15069
    0.01012 0.09327 0.01623 0.09973
    -0.02470 0.06372 0.04464 0.02227
    -0.01204 0.01664 -0.00810 -0.09485
    -0.00125 0.06498 0.02507 0.13476
    0.02818 -0.04949 0.04855 0.03393
    0.05098 0.02215 0.01037 0.03711

    0.01420 0.01735 0.01014 0.02387


    Plan A Plan B Plan C
    Erp 0.0164 0.0175 0.0183
    VarP 0.0068 0.0060 0.0082
    Sd 0.0825 0.0777 0.0908

    CV 5.032 4.446 4.965

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