Thu Nov 13 08:08:17 2008
EXSAN v3.18.kk - [EMAIL="exsan.software@gmail.com"]exsan.software@gmail.com[/EMAIL] [EMAIL="exsan@uio.satnet.net"]exsan@uio.satnet.net[/EMAIL]
E X S A N M E N U
Quant Finance Room
f Markowitz Portfolio Automata Handler
0 ---> exit
Your Data File in c:\exsan\ Data file ---> mkt
Data will be read from File ---> c:\exsan\mkt.txt
[8...12] Build Portfolio Markowitz with the at least || last n ticks ---> 10
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[2, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
1: 0 0 0 0 0 0 0 0 0 0 0
2: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[2, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
1: 0 0 0 0 0 0 0 0 0 0 0
2: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[2, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
1: 0 0 0 0 0 0 0 0 0 0 0
2: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
SIN -bid-> 16.15 Insert in Col-Index: 1 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[2, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
1 SIN 1: 16.1 0 0 0 0 0 0 0 0 0 0
2: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[2, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
1 SIN 1: 0 0 0 0 0 0 0 0 0 0 0
2: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[2, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
1 SIN 1: 0 0 0 0 0 0 0 0 0 0 0
2: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
SIN -bid-> 19.48 Insert in Col-Index: 2 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[2, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
2 SIN 1: 16.1 19.5 0 0 0 0 0 0 0 0 0
2: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[2, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
2 SIN 1: 0 0.206 0 0 0 0 0 0 0 0 0
2: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[2, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
2 SIN 1: 0 0.206 0 0 0 0 0 0 0 0 0
2: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
SIN -bid-> 22.41 Insert in Col-Index: 3 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[2, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
3 SIN 1: 16.1 19.5 22.4 0 0 0 0 0 0 0 0
2: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[2, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
3 SIN 1: 0 0.206 0.15 0 0 0 0 0 0 0 0
2: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[2, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
3 SIN 1: 0 0.206 0.15 0 0 0 0 0 0 0 0
2: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
SIN -bid-> 24.68 Insert in Col-Index: 4 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[2, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
4 SIN 1: 16.1 19.5 22.4 24.7 0 0 0 0 0 0 0
2: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[2, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
4 SIN 1: 0 0.206 0.15 0.101 0 0 0 0 0 0 0
2: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[2, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
4 SIN 1: 0 0.206 0.15 0.101 0 0 0 0 0 0 0
2: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
SIN -bid-> 26.08 Insert in Col-Index: 5 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[2, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
5 SIN 1: 16.1 19.5 22.4 24.7 26.1 0 0 0 0 0 0
2: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[2, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
5 SIN 1: 0 0.206 0.15 0.101 0.0567 0 0 0 0 0 0
2: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[2, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
5 SIN 1: 0 0.206 0.15 0.101 0.0567 0 0 0 0 0 0
2: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
SIN -bid-> 26.5 Insert in Col-Index: 6 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[2, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 16.1 19.5 22.4 24.7 26.1 26.5 0 0 0 0 0
2: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[2, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
2: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[2, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
2: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
BULL -bid-> 9 Insert in Col-Index: 1 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[3, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 16.1 19.5 22.4 24.7 26.1 26.5 0 0 0 0 0
1 BULL 2: 9 0 0 0 0 0 0 0 0 0 0
3: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[3, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
1 BULL 2: 0 0 0 0 0 0 0 0 0 0 0
3: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[3, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
1 BULL 2: 0 0 0 0 0 0 0 0 0 0 0
3: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
BULL -bid-> 4.5 Insert in Col-Index: 2 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[3, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 16.1 19.5 22.4 24.7 26.1 26.5 0 0 0 0 0
2 BULL 2: 9 4.5 0 0 0 0 0 0 0 0 0
3: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[3, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
2 BULL 2: 0 -0.5 0 0 0 0 0 0 0 0 0
3: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[3, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
2 BULL 2: 0 -0.5 0 0 0 0 0 0 0 0 0
3: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
BULL -bid-> 15 Insert in Col-Index: 3 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[3, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 16.1 19.5 22.4 24.7 26.1 26.5 0 0 0 0 0
3 BULL 2: 9 4.5 15 0 0 0 0 0 0 0 0
3: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[3, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
3 BULL 2: 0 -0.5 2.33 0 0 0 0 0 0 0 0
3: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[3, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
3 BULL 2: 0 -0.5 2.33 0 0 0 0 0 0 0 0
3: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
BEAR -bid-> 19 Insert in Col-Index: 1 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 16.1 19.5 22.4 24.7 26.1 26.5 0 0 0 0 0
3 BULL 2: 9 4.5 15 0 0 0 0 0 0 0 0
1 BEAR 3: 19 0 0 0 0 0 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
3 BULL 2: 0 -0.5 2.33 0 0 0 0 0 0 0 0
1 BEAR 3: 0 0 0 0 0 0 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
3 BULL 2: 0 -0.5 2.33 0 0 0 0 0 0 0 0
1 BEAR 3: 0 0 0 0 0 0 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
BEAR -bid-> 18.5 Insert in Col-Index: 2 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 16.1 19.5 22.4 24.7 26.1 26.5 0 0 0 0 0
3 BULL 2: 9 4.5 15 0 0 0 0 0 0 0 0
2 BEAR 3: 19 18.5 0 0 0 0 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
3 BULL 2: 0 -0.5 2.33 0 0 0 0 0 0 0 0
2 BEAR 3: 0 -0.0263 0 0 0 0 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
3 BULL 2: 0 -0.5 2.33 0 0 0 0 0 0 0 0
2 BEAR 3: 0 -0.0263 0 0 0 0 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
BEAR -bid-> 18 Insert in Col-Index: 3 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 16.1 19.5 22.4 24.7 26.1 26.5 0 0 0 0 0
3 BULL 2: 9 4.5 15 0 0 0 0 0 0 0 0
3 BEAR 3: 19 18.5 18 0 0 0 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
3 BULL 2: 0 -0.5 2.33 0 0 0 0 0 0 0 0
3 BEAR 3: 0 -0.0263 -0.027 0 0 0 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
3 BULL 2: 0 -0.5 2.33 0 0 0 0 0 0 0 0
3 BEAR 3: 0 -0.0263 -0.027 0 0 0 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
BEAR -bid-> 17.5 Insert in Col-Index: 4 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 16.1 19.5 22.4 24.7 26.1 26.5 0 0 0 0 0
3 BULL 2: 9 4.5 15 0 0 0 0 0 0 0 0
4 BEAR 3: 19 18.5 18 17.5 0 0 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
3 BULL 2: 0 -0.5 2.33 0 0 0 0 0 0 0 0
4 BEAR 3: 0 -0.0263 -0.027 -0.0278 0 0 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
3 BULL 2: 0 -0.5 2.33 0 0 0 0 0 0 0 0
4 BEAR 3: 0 -0.0263 -0.027 -0.0278 0 0 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
BEAR -bid-> 17 Insert in Col-Index: 5 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 16.1 19.5 22.4 24.7 26.1 26.5 0 0 0 0 0
5 BEAR 2: 19 18.5 18 17.5 17 0 0 0 0 0 0
3 BULL 3: 9 4.5 15 0 0 0 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
5 BEAR 2: 0 -0.0263 -0.027 -0.0278 -0.0286 0 0 0 0 0 0
3 BULL 3: 0 -0.5 2.33 0 0 0 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
5 BEAR 2: 0 -0.0263 -0.027 -0.0278 -0.0286 0 0 0 0 0 0
3 BULL 3: 0 -0.5 2.33 0 0 0 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
BULL -bid-> 12 Insert in Col-Index: 4 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 16.1 19.5 22.4 24.7 26.1 26.5 0 0 0 0 0
5 BEAR 2: 19 18.5 18 17.5 17 0 0 0 0 0 0
4 BULL 3: 9 4.5 15 12 0 0 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
5 BEAR 2: 0 -0.0263 -0.027 -0.0278 -0.0286 0 0 0 0 0 0
4 BULL 3: 0 -0.5 2.33 -0.2 0 0 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
5 BEAR 2: 0 -0.0263 -0.027 -0.0278 -0.0286 0 0 0 0 0 0
4 BULL 3: 0 -0.5 2.33 -0.2 0 0 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
BULL -bid-> 24 Insert in Col-Index: 5 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 16.1 19.5 22.4 24.7 26.1 26.5 0 0 0 0 0
5 BEAR 2: 19 18.5 18 17.5 17 0 0 0 0 0 0
5 BULL 3: 9 4.5 15 12 24 0 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
5 BEAR 2: 0 -0.0263 -0.027 -0.0278 -0.0286 0 0 0 0 0 0
5 BULL 3: 0 -0.5 2.33 -0.2 1 0 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
5 BEAR 2: 0 -0.0263 -0.027 -0.0278 -0.0286 0 0 0 0 0 0
5 BULL 3: 0 -0.5 2.33 -0.2 1 0 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
BULL -bid-> 22.5 Insert in Col-Index: 6 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 16.1 19.5 22.4 24.7 26.1 26.5 0 0 0 0 0
5 BEAR 2: 19 18.5 18 17.5 17 0 0 0 0 0 0
6 BULL 3: 9 4.5 15 12 24 22.5 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
5 BEAR 2: 0 -0.0263 -0.027 -0.0278 -0.0286 0 0 0 0 0 0
6 BULL 3: 0 -0.5 2.33 -0.2 1 -0.0625 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
5 BEAR 2: 0 -0.0263 -0.027 -0.0278 -0.0286 0 0 0 0 0 0
6 BULL 3: 0 -0.5 2.33 -0.2 1 -0.0625 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
BULL -bid-> 36 Insert in Col-Index: 7 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 16.1 19.5 22.4 24.7 26.1 26.5 0 0 0 0 0
7 BULL 2: 9 4.5 15 12 24 22.5 36 0 0 0 0
5 BEAR 3: 19 18.5 18 17.5 17 0 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
7 BULL 2: 0 -0.5 2.33 -0.2 1 -0.0625 0.6 0 0 0 0
5 BEAR 3: 0 -0.0263 -0.027 -0.0278 -0.0286 0 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
6 SIN 1: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
7 BULL 2: 0 -0.5 2.33 -0.2 1 -0.0625 0.6 0 0 0 0
5 BEAR 3: 0 -0.0263 -0.027 -0.0278 -0.0286 0 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
BULL -bid-> 36 Insert in Col-Index: 8
BEAR -bid-> 15.5 Insert in Col-Index: 6 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
7 BULL 1: 9 4.5 15 12 24 22.5 36 0 0 0 0
6 SIN 2: 16.1 19.5 22.4 24.7 26.1 26.5 0 0 0 0 0
6 BEAR 3: 19 18.5 18 17.5 17 15.5 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
7 BULL 1: 0 -0.5 2.33 -0.2 1 -0.0625 0.6 0 0 0 0
6 SIN 2: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
6 BEAR 3: 0 -0.0263 -0.027 -0.0278 -0.0286 -0.0882 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
7 BULL 1: 0 -0.5 2.33 -0.2 1 -0.0625 0.6 0 0 0 0
6 SIN 2: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
6 BEAR 3: 0 -0.0263 -0.027 -0.0278 -0.0286 -0.0882 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
BEAR -bid-> 15 Insert in Col-Index: 7 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
7 BULL 1: 9 4.5 15 12 24 22.5 36 0 0 0 0
6 SIN 2: 16.1 19.5 22.4 24.7 26.1 26.5 0 0 0 0 0
7 BEAR 3: 19 18.5 18 17.5 17 15.5 15 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
7 BULL 1: 0 -0.5 2.33 -0.2 1 -0.0625 0.6 0 0 0 0
6 SIN 2: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
7 BEAR 3: 0 -0.0263 -0.027 -0.0278 -0.0286 -0.0882 -0.0323 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
7 BULL 1: 0 -0.5 2.33 -0.2 1 -0.0625 0.6 0 0 0 0
6 SIN 2: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
7 BEAR 3: 0 -0.0263 -0.027 -0.0278 -0.0286 -0.0882 -0.0323 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
BEAR -bid-> 14.5 Insert in Col-Index: 8 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
7 BULL 1: 9 4.5 15 12 24 22.5 36 0 0 0 0
8 BEAR 2: 19 18.5 18 17.5 17 15.5 15 14.5 0 0 0
6 SIN 3: 16.1 19.5 22.4 24.7 26.1 26.5 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
7 BULL 1: 0 -0.5 2.33 -0.2 1 -0.0625 0.6 0 0 0 0
8 BEAR 2: 0 -0.0263 -0.027 -0.0278 -0.0286 -0.0882 -0.0323 -0.0333 0 0 0
6 SIN 3: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
7 BULL 1: 0 -0.5 2.33 -0.2 1 -0.0625 0.6 0 0 0 0
8 BEAR 2: 0 -0.0263 -0.027 -0.0278 -0.0286 -0.0882 -0.0323 -0.0333 0 0 0
6 SIN 3: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
BEAR -bid-> 14 Insert in Col-Index: 9 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
9 BEAR 1: 19 18.5 18 17.5 17 15.5 15 14.5 14 0 0
7 BULL 2: 9 4.5 15 12 24 22.5 36 0 0 0 0
6 SIN 3: 16.1 19.5 22.4 24.7 26.1 26.5 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
9 BEAR 1: 0 -0.0263 -0.027 -0.0278 -0.0286 -0.0882 -0.0323 -0.0333 -0.0345 0 0
7 BULL 2: 0 -0.5 2.33 -0.2 1 -0.0625 0.6 0 0 0 0
6 SIN 3: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
9 BEAR 1: 0 -0.0263 -0.027 -0.0278 -0.0286 -0.0882 -0.0323 -0.0333 -0.0345 0 0
7 BULL 2: 0 -0.5 2.33 -0.2 1 -0.0625 0.6 0 0 0 0
6 SIN 3: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
BEAR -bid-> 13.5 Insert in Col-Index: 10 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
10 BEAR 1: 19 18.5 18 17.5 17 15.5 15 14.5 14 13.5 1.99
7 BULL 2: 9 4.5 15 12 24 22.5 36 0 0 0 0
6 SIN 3: 16.1 19.5 22.4 24.7 26.1 26.5 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
10 BEAR 1: 0 -0.0263 -0.027 -0.0278 -0.0286 -0.0882 -0.0323 -0.0333 -0.0345 -0.0357 -0.0334
7 BULL 2: 0 -0.5 2.33 -0.2 1 -0.0625 0.6 0 0 0 0
6 SIN 3: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
10 BEAR 1: 0.0334 0.00706 0.00634 0.00559 0.0048 -0.0549 0.00111 3.82e-005 -0.00111 -0.00234 0
7 BULL 2: 0 -0.5 2.33 -0.2 1 -0.0625 0.6 0 0 0 0
6 SIN 3: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
BULL -bid-> 51 Insert in Col-Index: 8 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
10 BEAR 1: 19 18.5 18 17.5 17 15.5 15 14.5 14 13.5 1.99
8 BULL 2: 9 4.5 15 12 24 22.5 36 51 0 0 0
6 SIN 3: 16.1 19.5 22.4 24.7 26.1 26.5 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
10 BEAR 1: 0 -0.0263 -0.027 -0.0278 -0.0286 -0.0882 -0.0323 -0.0333 -0.0345 -0.0357 -0.0334
8 BULL 2: 0 -0.5 2.33 -0.2 1 -0.0625 0.6 0.417 0 0 0
6 SIN 3: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
10 BEAR 1: 0.0334 0.00706 0.00634 0.00559 0.0048 -0.0549 0.00111 3.82e-005 -0.00111 -0.00234 0
8 BULL 2: 0 -0.5 2.33 -0.2 1 -0.0625 0.6 0.417 0 0 0
6 SIN 3: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
BULL -bid-> 52.5 Insert in Col-Index: 9 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
10 BEAR 1: 19 18.5 18 17.5 17 15.5 15 14.5 14 13.5 1.99
9 BULL 2: 9 4.5 15 12 24 22.5 36 51 52.5 0 0
6 SIN 3: 16.1 19.5 22.4 24.7 26.1 26.5 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
10 BEAR 1: 0 -0.0263 -0.027 -0.0278 -0.0286 -0.0882 -0.0323 -0.0333 -0.0345 -0.0357 -0.0334
9 BULL 2: 0 -0.5 2.33 -0.2 1 -0.0625 0.6 0.417 0.0294 0 0
6 SIN 3: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
10 BEAR 1: 0.0334 0.00706 0.00634 0.00559 0.0048 -0.0549 0.00111 3.82e-005 -0.00111 -0.00234 0
9 BULL 2: 0 -0.5 2.33 -0.2 1 -0.0625 0.6 0.417 0.0294 0 0
6 SIN 3: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
BULL -bid-> 69 Insert in Col-Index: 10 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
10 BEAR 1: 19 18.5 18 17.5 17 15.5 15 14.5 14 13.5 1.99
10 BULL 2: 9 4.5 15 12 24 22.5 36 51 52.5 69 21.7
6 SIN 3: 16.1 19.5 22.4 24.7 26.1 26.5 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
10 BEAR 1: 0 -0.0263 -0.027 -0.0278 -0.0286 -0.0882 -0.0323 -0.0333 -0.0345 -0.0357 -0.0334
10 BULL 2: 0 -0.5 2.33 -0.2 1 -0.0625 0.6 0.417 0.0294 0.314 0.393
6 SIN 3: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
10 BEAR 1: 0.0334 0.00706 0.00634 0.00559 0.0048 -0.0549 0.00111 3.82e-005 -0.00111 -0.00234 0
10 BULL 2: -0.393 -0.893 1.94 -0.593 0.607 -0.456 0.207 0.0235 -0.364 -0.0788 0
6 SIN 3: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
BULL -bid-> 72 Insert in Col-Index: 1 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
10 BEAR 1: 19 18.5 18 17.5 17 15.5 15 14.5 14 13.5 1.99
11 BULL 2: 72 4.5 15 12 24 22.5 36 51 52.5 69 24.1
6 SIN 3: 16.1 19.5 22.4 24.7 26.1 26.5 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
10 BEAR 1: 0 -0.0263 -0.027 -0.0278 -0.0286 -0.0882 -0.0323 -0.0333 -0.0345 -0.0357 -0.0334
11 BULL 2: 0.0435 -0.5 2.33 -0.2 1 -0.0625 0.6 0.417 0.0294 0.314 0.397
6 SIN 3: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
10 BEAR 1: 0.0334 0.00706 0.00634 0.00559 0.0048 -0.0549 0.00111 3.82e-005 -0.00111 -0.00234 0
11 BULL 2: -0.354 -0.897 1.94 -0.597 0.603 -0.46 0.203 0.0192 -0.368 -0.0832 0.802
6 SIN 3: 0 0.206 0.15 0.101 0.0567 0.0161 0 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Matrix of Variance / Co-Variance
WORKSHEET H[1, 1]
<------------->
A
11 BULL 1: 0.64456
>-------------<
SIN -bid-> 25.88 Insert in Col-Index: 7 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
11 BULL 1: 72 4.5 15 12 24 22.5 36 51 52.5 69 24.1
10 BEAR 2: 19 18.5 18 17.5 17 15.5 15 14.5 14 13.5 1.99
7 SIN 3: 16.1 19.5 22.4 24.7 26.1 26.5 25.9 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
11 BULL 1: 0.0435 -0.5 2.33 -0.2 1 -0.0625 0.6 0.417 0.0294 0.314 0.397
10 BEAR 2: 0 -0.0263 -0.027 -0.0278 -0.0286 -0.0882 -0.0323 -0.0333 -0.0345 -0.0357 -0.0334
7 SIN 3: 0 0.206 0.15 0.101 0.0567 0.0161 -0.0234 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
11 BULL 1: -0.354 -0.897 1.94 -0.597 0.603 -0.46 0.203 0.0192 -0.368 -0.0832 0.802
10 BEAR 2: 0.0334 0.00706 0.00634 0.00559 0.0048 -0.0549 0.00111 3.82e-005 -0.00111 -0.00234 0
7 SIN 3: 0 0.206 0.15 0.101 0.0567 0.0161 -0.0234 0 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
SIN -bid-> 24.3 Insert in Col-Index: 8 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
11 BULL 1: 72 4.5 15 12 24 22.5 36 51 52.5 69 24.1
10 BEAR 2: 19 18.5 18 17.5 17 15.5 15 14.5 14 13.5 1.99
8 SIN 3: 16.1 19.5 22.4 24.7 26.1 26.5 25.9 24.3 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
11 BULL 1: 0.0435 -0.5 2.33 -0.2 1 -0.0625 0.6 0.417 0.0294 0.314 0.397
10 BEAR 2: 0 -0.0263 -0.027 -0.0278 -0.0286 -0.0882 -0.0323 -0.0333 -0.0345 -0.0357 -0.0334
8 SIN 3: 0 0.206 0.15 0.101 0.0567 0.0161 -0.0234 -0.0611 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
11 BULL 1: -0.354 -0.897 1.94 -0.597 0.603 -0.46 0.203 0.0192 -0.368 -0.0832 0.802
10 BEAR 2: 0.0334 0.00706 0.00634 0.00559 0.0048 -0.0549 0.00111 3.82e-005 -0.00111 -0.00234 0
8 SIN 3: 0 0.206 0.15 0.101 0.0567 0.0161 -0.0234 -0.0611 0 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
SIN -bid-> 21.88 Insert in Col-Index: 9 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
11 BULL 1: 72 4.5 15 12 24 22.5 36 51 52.5 69 24.1
10 BEAR 2: 19 18.5 18 17.5 17 15.5 15 14.5 14 13.5 1.99
9 SIN 3: 16.1 19.5 22.4 24.7 26.1 26.5 25.9 24.3 21.9 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
11 BULL 1: 0.0435 -0.5 2.33 -0.2 1 -0.0625 0.6 0.417 0.0294 0.314 0.397
10 BEAR 2: 0 -0.0263 -0.027 -0.0278 -0.0286 -0.0882 -0.0323 -0.0333 -0.0345 -0.0357 -0.0334
9 SIN 3: 0 0.206 0.15 0.101 0.0567 0.0161 -0.0234 -0.0611 -0.0996 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
11 BULL 1: -0.354 -0.897 1.94 -0.597 0.603 -0.46 0.203 0.0192 -0.368 -0.0832 0.802
10 BEAR 2: 0.0334 0.00706 0.00634 0.00559 0.0048 -0.0549 0.00111 3.82e-005 -0.00111 -0.00234 0
9 SIN 3: 0 0.206 0.15 0.101 0.0567 0.0161 -0.0234 -0.0611 -0.0996 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
BULL -bid-> 90 Insert in Col-Index: 2 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
12 BULL 1: 72 90 15 12 24 22.5 36 51 52.5 69 26.7
10 BEAR 2: 19 18.5 18 17.5 17 15.5 15 14.5 14 13.5 1.99
9 SIN 3: 16.1 19.5 22.4 24.7 26.1 26.5 25.9 24.3 21.9 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
12 BULL 1: 0.0435 0.25 2.33 -0.2 1 -0.0625 0.6 0.417 0.0294 0.314 0.472
10 BEAR 2: 0 -0.0263 -0.027 -0.0278 -0.0286 -0.0882 -0.0323 -0.0333 -0.0345 -0.0357 -0.0334
9 SIN 3: 0 0.206 0.15 0.101 0.0567 0.0161 -0.0234 -0.0611 -0.0996 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
12 BULL 1: -0.429 -0.222 1.86 -0.672 0.528 -0.535 0.128 -0.0558 -0.443 -0.158 0.742
10 BEAR 2: 0.0334 0.00706 0.00634 0.00559 0.0048 -0.0549 0.00111 3.82e-005 -0.00111 -0.00234 0
9 SIN 3: 0 0.206 0.15 0.101 0.0567 0.0161 -0.0234 -0.0611 -0.0996 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Matrix of Variance / Co-Variance
WORKSHEET H[1, 1]
<------------->
A
12 BULL 1: 0.85337
>-------------<
BEAR -bid-> 16.5 Insert in Col-Index: 1 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[3, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
12 BULL 1: 72 90 15 12 24 22.5 36 51 52.5 69 26.7
11 BEAR 2: 16.5 18.5 18 17.5 17 15.5 15 14.5 14 13.5 1.75
9 SIN 3: 16.1 19.5 22.4 24.7 26.1 26.5 25.9 24.3 21.9 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[3, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
12 BULL 1: 0.0435 0.25 2.33 -0.2 1 -0.0625 0.6 0.417 0.0294 0.314 0.472
11 BEAR 2: 0.222 -0.0263 -0.027 -0.0278 -0.0286 -0.0882 -0.0323 -0.0333 -0.0345 -0.0357 -0.0111
9 SIN 3: 0 0.206 0.15 0.101 0.0567 0.0161 -0.0234 -0.0611 -0.0996 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[3, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
12 BULL 1: -0.429 -0.222 1.86 -0.672 0.528 -0.535 0.128 -0.0558 -0.443 -0.158 0.742
11 BEAR 2: 0.233 -0.0152 -0.0159 -0.0166 -0.0174 -0.0771 -0.0211 -0.0222 -0.0233 -0.0246 0.084
9 SIN 3: 0 0.206 0.15 0.101 0.0567 0.0161 -0.0234 -0.0611 -0.0996 0 0
>---------------------------------------------------------------------------------------------------<
Matrix of Variance / Co-Variance
WORKSHEET H[2, 2]
<-------------------------->
A B
12 BULL 1: 0.85337 -2.7318e-005
11 BEAR 2: -2.7318e-005 0.0071112
>--------------------------<
Portfolio Weights
WORKSHEET I[2, 1]
<----------->
A
12 BULL 1: 0.0083
11 BEAR 2: 0.992
>-----------<
Portfolio Variance
WORKSHEET M[1, 1]
<----------->
A
1: 0.00705
>-----------<
Portfolio Volatility
WORKSHEET N[1, 1]
<------------->
A
1: 0.08397625
>-------------<
Expected Portfolio Return
WORKSHEET O[1, 1]
<------------->
A
1: 0.08948923
>-------------<
BEAR -bid-> 16 Insert in Col-Index: 2 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
12 BULL 1: 72 90 15 12 24 22.5 36 51 52.5 69 26.7
12 BEAR 2: 16.5 16 18 17.5 17 15.5 15 14.5 14 13.5 1.51
9 SIN 3: 16.1 19.5 22.4 24.7 26.1 26.5 25.9 24.3 21.9 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
12 BULL 1: 0.0435 0.25 2.33 -0.2 1 -0.0625 0.6 0.417 0.0294 0.314 0.472
12 BEAR 2: 0.222 -0.0303 -0.027 -0.0278 -0.0286 -0.0882 -0.0323 -0.0333 -0.0345 -0.0357 -0.0115
9 SIN 3: 0 0.206 0.15 0.101 0.0567 0.0161 -0.0234 -0.0611 -0.0996 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
12 BULL 1: -0.429 -0.222 1.86 -0.672 0.528 -0.535 0.128 -0.0558 -0.443 -0.158 0.742
12 BEAR 2: 0.234 -0.0188 -0.0155 -0.0162 -0.017 -0.0767 -0.0207 -0.0218 -0.0229 -0.0242 0.0841
9 SIN 3: 0 0.206 0.15 0.101 0.0567 0.0161 -0.0234 -0.0611 -0.0996 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Matrix of Variance / Co-Variance
WORKSHEET H[2, 2]
<-------------------------->
A B
12 BULL 1: 0.85337 -2.7031e-005
12 BEAR 2: -2.7031e-005 0.0071265
>--------------------------<
Portfolio Weights
WORKSHEET I[2, 1]
<----------->
A
12 BULL 1: 0.00831
12 BEAR 2: 0.992
>-----------<
Portfolio Variance
WORKSHEET M[1, 1]
<----------->
A
1: 0.00707
>-----------<
Portfolio Volatility
WORKSHEET N[1, 1]
<------------->
A
1: 0.08406547
>-------------<
Expected Portfolio Return
WORKSHEET O[1, 1]
<------------->
A
1: 0.0895892
>-------------<
BEAR -bid-> 13 Insert in Col-Index: 3 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
12 BULL 1: 72 90 15 12 24 22.5 36 51 52.5 69 26.7
13 BEAR 2: 16.5 16 13 17.5 17 15.5 15 14.5 14 13.5 1.51
9 SIN 3: 16.1 19.5 22.4 24.7 26.1 26.5 25.9 24.3 21.9 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
12 BULL 1: 0.0435 0.25 2.33 -0.2 1 -0.0625 0.6 0.417 0.0294 0.314 0.472
13 BEAR 2: 0.222 -0.0303 -0.188 -0.0278 -0.0286 -0.0882 -0.0323 -0.0333 -0.0345 -0.0357 -0.0276
9 SIN 3: 0 0.206 0.15 0.101 0.0567 0.0161 -0.0234 -0.0611 -0.0996 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
12 BULL 1: -0.429 -0.222 1.86 -0.672 0.528 -0.535 0.128 -0.0558 -0.443 -0.158 0.742
13 BEAR 2: 0.25 -0.00271 -0.16 -0.000182 -0.000976 -0.0606 -0.00466 -0.00574 -0.00689 -0.00812 0.101
9 SIN 3: 0 0.206 0.15 0.101 0.0567 0.0161 -0.0234 -0.0611 -0.0996 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Matrix of Variance / Co-Variance
WORKSHEET H[2, 2]
<-------------------------->
A B
13 BEAR 1: 0.0102 0.0056162
12 BULL 2: 0.0056162 0.53927
>--------------------------<
Portfolio Weights
WORKSHEET I[2, 1]
<----------->
A
13 BEAR 1: 0.991
12 BULL 2: 0.00852
>-----------<
Portfolio Variance
WORKSHEET M[1, 1]
<----------->
A
1: 0.0102
>-----------<
Portfolio Volatility
WORKSHEET N[1, 1]
<------------->
A
1: 0.1008002
>-------------<
Expected Portfolio Return
WORKSHEET O[1, 1]
<------------->
A
1: 0.1064703
>-------------<
BULL -bid-> 94.5 Insert in Col-Index: 3 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
13 BEAR 1: 16.5 16 13 17.5 17 15.5 15 14.5 14 13.5 1.51
13 BULL 2: 72 90 94.5 12 24 22.5 36 51 52.5 69 28.8
9 SIN 3: 16.1 19.5 22.4 24.7 26.1 26.5 25.9 24.3 21.9 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
13 BEAR 1: 0.222 -0.0303 -0.188 -0.0278 -0.0286 -0.0882 -0.0323 -0.0333 -0.0345 -0.0357 -0.0276
13 BULL 2: 0.0435 0.25 0.05 -0.2 1 -0.0625 0.6 0.417 0.0294 0.314 0.244
9 SIN 3: 0 0.206 0.15 0.101 0.0567 0.0161 -0.0234 -0.0611 -0.0996 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
13 BEAR 1: 0.25 -0.00271 -0.16 -0.000182 -0.000976 -0.0606 -0.00466 -0.00574 -0.00689 -0.00812 0.101
13 BULL 2: -0.201 0.00587 -0.194 -0.444 0.756 -0.307 0.356 0.173 -0.215 0.0702 0.357
9 SIN 3: 0 0.206 0.15 0.101 0.0567 0.0161 -0.0234 -0.0611 -0.0996 0 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Matrix of Variance / Co-Variance
WORKSHEET H[2, 2]
<-------------------------->
A B
13 BEAR 1: 0.010308 -3.7781e-007
13 BULL 2: -3.7781e-007 0.14383
>--------------------------<
Portfolio Weights
WORKSHEET I[2, 1]
<----------->
A
13 BEAR 1: 0.933
13 BULL 2: 0.0669
>-----------<
Portfolio Variance
WORKSHEET M[1, 1]
<----------->
A
1: 0.00962
>-----------<
Portfolio Volatility
WORKSHEET N[1, 1]
<------------->
A
1: 0.09807295
>-------------<
Expected Portfolio Return
WORKSHEET O[1, 1]
<------------->
A
1: 0.118142
>-------------<
SIN -bid-> 18.85 Insert in Col-Index: 10 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
13 BEAR 1: 16.5 16 13 17.5 17 15.5 15 14.5 14 13.5 1.51
13 BULL 2: 72 90 94.5 12 24 22.5 36 51 52.5 69 28.8
10 SIN 3: 16.1 19.5 22.4 24.7 26.1 26.5 25.9 24.3 21.9 18.9 3.52
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
13 BEAR 1: 0.222 -0.0303 -0.188 -0.0278 -0.0286 -0.0882 -0.0323 -0.0333 -0.0345 -0.0357 -0.0276
13 BULL 2: 0.0435 0.25 0.05 -0.2 1 -0.0625 0.6 0.417 0.0294 0.314 0.244
10 SIN 3: 0 0.206 0.15 0.101 0.0567 0.0161 -0.0234 -0.0611 -0.0996 -0.138 0.0208
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
13 BEAR 1: 0.25 -0.00271 -0.16 -0.000182 -0.000976 -0.0606 -0.00466 -0.00574 -0.00689 -0.00812 0.101
13 BULL 2: -0.201 0.00587 -0.194 -0.444 0.756 -0.307 0.356 0.173 -0.215 0.0702 0.357
10 SIN 3: -0.0208 0.185 0.13 0.0805 0.0359 -0.00472 -0.0442 -0.0819 -0.12 -0.159 0
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
SIN -bid-> 15.48 Insert in Col-Index: 1 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
13 BEAR 1: 16.5 16 13 17.5 17 15.5 15 14.5 14 13.5 1.51
13 BULL 2: 72 90 94.5 12 24 22.5 36 51 52.5 69 28.8
11 SIN 3: 15.5 19.5 22.4 24.7 26.1 26.5 25.9 24.3 21.9 18.9 3.66
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
13 BEAR 1: 0.222 -0.0303 -0.188 -0.0278 -0.0286 -0.0882 -0.0323 -0.0333 -0.0345 -0.0357 -0.0276
13 BULL 2: 0.0435 0.25 0.05 -0.2 1 -0.0625 0.6 0.417 0.0294 0.314 0.244
11 SIN 3: -0.179 0.206 0.15 0.101 0.0567 0.0161 -0.0234 -0.0611 -0.0996 -0.138 0.00294
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
13 BEAR 1: 0.25 -0.00271 -0.16 -0.000182 -0.000976 -0.0606 -0.00466 -0.00574 -0.00689 -0.00812 0.101
13 BULL 2: -0.201 0.00587 -0.194 -0.444 0.756 -0.307 0.356 0.173 -0.215 0.0702 0.357
11 SIN 3: -0.182 0.203 0.147 0.0984 0.0538 0.0132 -0.0263 -0.064 -0.103 -0.141 0.127
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Matrix of Variance / Co-Variance
WORKSHEET H[3, 3]
<--------------------------------------->
A B C
13 BEAR 1: 0.010308 -3.7781e-007 -1.1119e-006
13 BULL 2: -3.7781e-007 0.14383 -1.2984e-006
11 SIN 3: -1.1119e-006 -1.2984e-006 0.01627
>---------------------------------------<
Portfolio Weights
WORKSHEET I[3, 1]
<----------->
A
13 BEAR 1: 0.586
13 BULL 2: 0.042
11 SIN 3: 0.372
>-----------<
Portfolio Variance
WORKSHEET M[1, 1]
<----------->
A
1: 0.00604
>-----------<
Portfolio Volatility
WORKSHEET N[1, 1]
<------------->
A
1: 0.07774494
>-------------<
Expected Portfolio Return
WORKSHEET O[1, 1]
<------------->
A
1: 0.121264
>-------------<
SIN -bid-> 12.06 Insert in Col-Index: 2 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
13 BEAR 1: 16.5 16 13 17.5 17 15.5 15 14.5 14 13.5 1.51
13 BULL 2: 72 90 94.5 12 24 22.5 36 51 52.5 69 28.8
12 SIN 3: 15.5 12.1 22.4 24.7 26.1 26.5 25.9 24.3 21.9 18.9 4.89
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
13 BEAR 1: 0.222 -0.0303 -0.188 -0.0278 -0.0286 -0.0882 -0.0323 -0.0333 -0.0345 -0.0357 -0.0276
13 BULL 2: 0.0435 0.25 0.05 -0.2 1 -0.0625 0.6 0.417 0.0294 0.314 0.244
12 SIN 3: -0.179 -0.221 0.15 0.101 0.0567 0.0161 -0.0234 -0.0611 -0.0996 -0.138 -0.0398
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
13 BEAR 1: 0.25 -0.00271 -0.16 -0.000182 -0.000976 -0.0606 -0.00466 -0.00574 -0.00689 -0.00812 0.101
13 BULL 2: -0.201 0.00587 -0.194 -0.444 0.756 -0.307 0.356 0.173 -0.215 0.0702 0.357
12 SIN 3: -0.139 -0.181 0.19 0.141 0.0965 0.0559 0.0164 -0.0213 -0.0598 -0.0987 0.122
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Matrix of Variance / Co-Variance
WORKSHEET H[3, 3]
<--------------------------------------->
A B C
13 BEAR 1: 0.010308 -3.7781e-007 -1.0215e-006
13 BULL 2: -3.7781e-007 0.14383 -1.6916e-006
12 SIN 3: -1.0215e-006 -1.6916e-006 0.015189
>---------------------------------------<
Portfolio Weights
WORKSHEET I[3, 1]
<----------->
A
13 BEAR 1: 0.571
13 BULL 2: 0.0409
12 SIN 3: 0.388
>-----------<
Portfolio Variance
WORKSHEET M[1, 1]
<----------->
A
1: 0.00589
>-----------<
Portfolio Volatility
WORKSHEET N[1, 1]
<------------->
A
1: 0.07673732
>-------------<
Expected Portfolio Return
WORKSHEET O[1, 1]
<------------->
A
1: 0.1197673
>-------------<
BULL -bid-> 114 Insert in Col-Index: 4 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
13 BEAR 1: 16.5 16 13 17.5 17 15.5 15 14.5 14 13.5 1.51
14 BULL 2: 72 90 94.5 114 24 22.5 36 51 52.5 69 30.9
12 SIN 3: 15.5 12.1 22.4 24.7 26.1 26.5 25.9 24.3 21.9 18.9 4.89
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
13 BEAR 1: 0.222 -0.0303 -0.188 -0.0278 -0.0286 -0.0882 -0.0323 -0.0333 -0.0345 -0.0357 -0.0276
14 BULL 2: 0.0435 0.25 0.05 0.206 1 -0.0625 0.6 0.417 0.0294 0.314 0.285
12 SIN 3: -0.179 -0.221 0.15 0.101 0.0567 0.0161 -0.0234 -0.0611 -0.0996 -0.138 -0.0398
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
13 BEAR 1: 0.25 -0.00271 -0.16 -0.000182 -0.000976 -0.0606 -0.00466 -0.00574 -0.00689 -0.00812 0.101
14 BULL 2: -0.241 -0.0348 -0.235 -0.0784 0.715 -0.347 0.315 0.132 -0.255 0.0295 0.322
12 SIN 3: -0.139 -0.181 0.19 0.141 0.0965 0.0559 0.0164 -0.0213 -0.0598 -0.0987 0.122
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Matrix of Variance / Co-Variance
WORKSHEET H[3, 3]
<--------------------------------------->
A B C
14 BULL 1: 0.10396 0.0010608 7.5397e-006
13 BEAR 2: 0.0010608 0.010204 -1.0215e-006
12 SIN 3: -1.0408e-005 7.3997e-007 0.015189
>---------------------------------------<
Portfolio Weights
WORKSHEET I[3, 1]
<----------->
A
14 BULL 1: 0.0503
13 BEAR 2: 0.566
12 SIN 3: 0.384
>-----------<
Portfolio Variance
WORKSHEET M[1, 1]
<----------->
A
1: 0.00583
>-----------<
Portfolio Volatility
WORKSHEET N[1, 1]
<------------->
A
1: 0.07634344
>-------------<
Expected Portfolio Return
WORKSHEET O[1, 1]
<------------->
A
1: 0.1203219
>-------------<
BULL -bid-> 120 Insert in Col-Index: 5 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
15 BULL 1: 72 90 94.5 114 120 22.5 36 51 52.5 69 32.4
13 BEAR 2: 16.5 16 13 17.5 17 15.5 15 14.5 14 13.5 1.51
12 SIN 3: 15.5 12.1 22.4 24.7 26.1 26.5 25.9 24.3 21.9 18.9 4.89
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
15 BULL 1: 0.0435 0.25 0.05 0.206 0.0526 -0.0625 0.6 0.417 0.0294 0.314 0.19
13 BEAR 2: 0.222 -0.0303 -0.188 -0.0278 -0.0286 -0.0882 -0.0323 -0.0333 -0.0345 -0.0357 -0.0276
12 SIN 3: -0.179 -0.221 0.15 0.101 0.0567 0.0161 -0.0234 -0.0611 -0.0996 -0.138 -0.0398
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
15 BULL 1: -0.147 0.06 -0.14 0.0163 -0.137 -0.253 0.41 0.227 -0.161 0.124 0.208
13 BEAR 2: 0.25 -0.00271 -0.16 -0.000182 -0.000976 -0.0606 -0.00466 -0.00574 -0.00689 -0.00812 0.101
12 SIN 3: -0.139 -0.181 0.19 0.141 0.0965 0.0559 0.0164 -0.0213 -0.0598 -0.0987 0.122
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Matrix of Variance / Co-Variance
WORKSHEET H[3, 3]
<--------------------------------------->
A B C
15 BULL 1: 0.045003 -9.0337e-008 -2.7734e-006
13 BEAR 2: -9.0337e-008 0.010308 -1.0215e-006
12 SIN 3: -2.7734e-006 -1.0215e-006 0.015189
>---------------------------------------<
Portfolio Weights
WORKSHEET I[3, 1]
<----------->
A
15 BULL 1: 0.12
13 BEAR 2: 0.524
12 SIN 3: 0.356
>-----------<
Portfolio Variance
WORKSHEET M[1, 1]
<----------->
A
1: 0.0054
>-----------<
Portfolio Volatility
WORKSHEET N[1, 1]
<------------->
A
1: 0.07350283
>-------------<
Expected Portfolio Return
WORKSHEET O[1, 1]
<------------->
A
1: 0.1214083
>-------------<
BULL -bid-> 141 Insert in Col-Index: 6 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
16 BULL 1: 72 90 94.5 114 120 141 36 51 52.5 69 33.9
13 BEAR 2: 16.5 16 13 17.5 17 15.5 15 14.5 14 13.5 1.51
12 SIN 3: 15.5 12.1 22.4 24.7 26.1 26.5 25.9 24.3 21.9 18.9 4.89
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
16 BULL 1: 0.0435 0.25 0.05 0.206 0.0526 0.175 0.6 0.417 0.0294 0.314 0.214
13 BEAR 2: 0.222 -0.0303 -0.188 -0.0278 -0.0286 -0.0882 -0.0323 -0.0333 -0.0345 -0.0357 -0.0276
12 SIN 3: -0.179 -0.221 0.15 0.101 0.0567 0.0161 -0.0234 -0.0611 -0.0996 -0.138 -0.0398
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
16 BULL 1: -0.17 0.0362 -0.164 -0.00743 -0.161 -0.0388 0.386 0.203 -0.184 0.101 0.188
13 BEAR 2: 0.25 -0.00271 -0.16 -0.000182 -0.000976 -0.0606 -0.00466 -0.00574 -0.00689 -0.00812 0.101
12 SIN 3: -0.139 -0.181 0.19 0.141 0.0965 0.0559 0.0164 -0.0213 -0.0598 -0.0987 0.122
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Matrix of Variance / Co-Variance
WORKSHEET H[3, 3]
<--------------------------------------->
A B C
16 BULL 1: 0.036711 -5.9524e-007 -1.5752e-006
13 BEAR 2: -5.9524e-007 0.010308 -1.0215e-006
12 SIN 3: -1.5752e-006 -1.0215e-006 0.015189
>---------------------------------------<
Portfolio Weights
WORKSHEET I[3, 1]
<----------->
A
16 BULL 1: 0.143
13 BEAR 2: 0.51
12 SIN 3: 0.346
>-----------<
Portfolio Variance
WORKSHEET M[1, 1]
<----------->
A
1: 0.00526
>-----------<
Portfolio Volatility
WORKSHEET N[1, 1]
<------------->
A
1: 0.07252608
>-------------<
Expected Portfolio Return
WORKSHEET O[1, 1]
<------------->
A
1: 0.1209044
>-------------<
BEAR -bid-> 12.5 Insert in Col-Index: 4 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
16 BULL 1: 72 90 94.5 114 120 141 36 51 52.5 69 33.9
14 BEAR 2: 16.5 16 13 12.5 17 15.5 15 14.5 14 13.5 1.51
12 SIN 3: 15.5 12.1 22.4 24.7 26.1 26.5 25.9 24.3 21.9 18.9 4.89
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
16 BULL 1: 0.0435 0.25 0.05 0.206 0.0526 0.175 0.6 0.417 0.0294 0.314 0.214
14 BEAR 2: 0.222 -0.0303 -0.188 -0.0385 -0.0286 -0.0882 -0.0323 -0.0333 -0.0345 -0.0357 -0.0287
12 SIN 3: -0.179 -0.221 0.15 0.101 0.0567 0.0161 -0.0234 -0.0611 -0.0996 -0.138 -0.0398
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
16 BULL 1: -0.17 0.0362 -0.164 -0.00743 -0.161 -0.0388 0.386 0.203 -0.184 0.101 0.188
14 BEAR 2: 0.251 -0.00164 -0.159 -0.0098 9.23e-005 -0.0596 -0.00359 -0.00467 -0.00582 -0.00705 0.101
12 SIN 3: -0.139 -0.181 0.19 0.141 0.0965 0.0559 0.0164 -0.0213 -0.0598 -0.0987 0.122
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Matrix of Variance / Co-Variance
WORKSHEET H[3, 3]
<--------------------------------------->
A B C
16 BULL 1: 0.036711 -5.9306e-007 -1.5752e-006
14 BEAR 2: -5.9306e-007 0.01032 -1.0457e-006
12 SIN 3: -1.5752e-006 -1.0457e-006 0.015189
>---------------------------------------<
Portfolio Weights
WORKSHEET I[3, 1]
<----------->
A
16 BULL 1: 0.143
14 BEAR 2: 0.51
12 SIN 3: 0.347
>-----------<
Portfolio Variance
WORKSHEET M[1, 1]
<----------->
A
1: 0.00526
>-----------<
Portfolio Volatility
WORKSHEET N[1, 1]
<------------->
A
1: 0.07254771
>-------------<
Expected Portfolio Return
WORKSHEET O[1, 1]
<------------->
A
1: 0.1209462
>-------------<
BEAR -bid-> 12 Insert in Col-Index: 5 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
16 BULL 1: 72 90 94.5 114 120 141 36 51 52.5 69 33.9
15 BEAR 2: 16.5 16 13 12.5 12 15.5 15 14.5 14 13.5 1.51
12 SIN 3: 15.5 12.1 22.4 24.7 26.1 26.5 25.9 24.3 21.9 18.9 4.89
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
16 BULL 1: 0.0435 0.25 0.05 0.206 0.0526 0.175 0.6 0.417 0.0294 0.314 0.214
15 BEAR 2: 0.222 -0.0303 -0.188 -0.0385 -0.04 -0.0882 -0.0323 -0.0333 -0.0345 -0.0357 -0.0298
12 SIN 3: -0.179 -0.221 0.15 0.101 0.0567 0.0161 -0.0234 -0.0611 -0.0996 -0.138 -0.0398
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
16 BULL 1: -0.17 0.0362 -0.164 -0.00743 -0.161 -0.0388 0.386 0.203 -0.184 0.101 0.188
15 BEAR 2: 0.252 -0.000496 -0.158 -0.00865 -0.0102 -0.0584 -0.00245 -0.00353 -0.00468 -0.00591 0.101
12 SIN 3: -0.139 -0.181 0.19 0.141 0.0965 0.0559 0.0164 -0.0213 -0.0598 -0.0987 0.122
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Matrix of Variance / Co-Variance
WORKSHEET H[3, 3]
<--------------------------------------->
A B C
16 BULL 1: 0.036711 -5.2702e-007 -1.5752e-006
15 BEAR 2: -5.2702e-007 0.010333 -1.0639e-006
12 SIN 3: -1.5752e-006 -1.0639e-006 0.015189
>---------------------------------------<
Portfolio Weights
WORKSHEET I[3, 1]
<----------->
A
16 BULL 1: 0.143
15 BEAR 2: 0.51
12 SIN 3: 0.347
>-----------<
Portfolio Variance
WORKSHEET M[1, 1]
<----------->
A
1: 0.00527
>-----------<
Portfolio Volatility
WORKSHEET N[1, 1]
<------------->
A
1: 0.07257119
>-------------<
Expected Portfolio Return
WORKSHEET O[1, 1]
<------------->
A
1: 0.1209913
>-------------<
BEAR -bid-> 11.5 Insert in Col-Index: 6 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
16 BULL 1: 72 90 94.5 114 120 141 36 51 52.5 69 33.9
16 BEAR 2: 16.5 16 13 12.5 12 11.5 15 14.5 14 13.5 1.67
12 SIN 3: 15.5 12.1 22.4 24.7 26.1 26.5 25.9 24.3 21.9 18.9 4.89
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
16 BULL 1: 0.0435 0.25 0.05 0.206 0.0526 0.175 0.6 0.417 0.0294 0.314 0.214
16 BEAR 2: 0.222 -0.0303 -0.188 -0.0385 -0.04 -0.0417 -0.0323 -0.0333 -0.0345 -0.0357 -0.0251
12 SIN 3: -0.179 -0.221 0.15 0.101 0.0567 0.0161 -0.0234 -0.0611 -0.0996 -0.138 -0.0398
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
16 BULL 1: -0.17 0.0362 -0.164 -0.00743 -0.161 -0.0388 0.386 0.203 -0.184 0.101 0.188
16 BEAR 2: 0.247 -0.00515 -0.162 -0.0133 -0.0149 -0.0165 -0.00711 -0.00818 -0.00933 -0.0106 0.0992
12 SIN 3: -0.139 -0.181 0.19 0.141 0.0965 0.0559 0.0164 -0.0213 -0.0598 -0.0987 0.122
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Matrix of Variance / Co-Variance
WORKSHEET H[3, 3]
<--------------------------------------->
A B C
16 BULL 1: 0.036711 -5.7005e-007 -1.5752e-006
16 BEAR 2: -5.7005e-007 0.0099373 -9.8526e-007
12 SIN 3: -1.5752e-006 -9.8526e-007 0.015189
>---------------------------------------<
Portfolio Weights
WORKSHEET I[3, 1]
<----------->
A
16 BULL 1: 0.141
16 BEAR 2: 0.519
12 SIN 3: 0.34
>-----------<
Portfolio Variance
WORKSHEET M[1, 1]
<----------->
A
1: 0.00516
>-----------<
Portfolio Volatility
WORKSHEET N[1, 1]
<------------->
A
1: 0.07184602
>-------------<
Expected Portfolio Return
WORKSHEET O[1, 1]
<------------->
A
1: 0.1195909
>-------------<
SIN -bid-> 8.91 Insert in Col-Index: 3 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
16 BULL 1: 72 90 94.5 114 120 141 36 51 52.5 69 33.9
16 BEAR 2: 16.5 16 13 12.5 12 11.5 15 14.5 14 13.5 1.67
13 SIN 3: 15.5 12.1 8.91 24.7 26.1 26.5 25.9 24.3 21.9 18.9 6.35
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
16 BULL 1: 0.0435 0.25 0.05 0.206 0.0526 0.175 0.6 0.417 0.0294 0.314 0.214
16 BEAR 2: 0.222 -0.0303 -0.188 -0.0385 -0.04 -0.0417 -0.0323 -0.0333 -0.0345 -0.0357 -0.0251
13 SIN 3: -0.179 -0.221 -0.261 0.101 0.0567 0.0161 -0.0234 -0.0611 -0.0996 -0.138 -0.0809
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
16 BULL 1: -0.17 0.0362 -0.164 -0.00743 -0.161 -0.0388 0.386 0.203 -0.184 0.101 0.188
16 BEAR 2: 0.247 -0.00515 -0.162 -0.0133 -0.0149 -0.0165 -0.00711 -0.00818 -0.00933 -0.0106 0.0992
13 SIN 3: -0.0979 -0.14 -0.18 0.182 0.138 0.097 0.0575 0.0199 -0.0187 -0.0576 0.12
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Matrix of Variance / Co-Variance
WORKSHEET H[3, 3]
<--------------------------------------->
A B C
16 BULL 1: 0.036711 -5.7005e-007 1.941e-006
16 BEAR 2: -5.7005e-007 0.0099373 -1.1437e-009
13 SIN 3: 1.941e-006 -1.1437e-009 0.014722
>---------------------------------------<
Portfolio Weights
WORKSHEET I[3, 1]
<----------->
A
16 BULL 1: 0.139
16 BEAR 2: 0.514
13 SIN 3: 0.347
>-----------<
Portfolio Variance
WORKSHEET M[1, 1]
<----------->
A
1: 0.00511
>-----------<
Portfolio Volatility
WORKSHEET N[1, 1]
<------------->
A
1: 0.07146672
>-------------<
Expected Portfolio Return
WORKSHEET O[1, 1]
<------------->
A
1: 0.1189705
>-------------<
SIN -bid-> 6.3 Insert in Col-Index: 4 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
16 BULL 1: 72 90 94.5 114 120 141 36 51 52.5 69 33.9
16 BEAR 2: 16.5 16 13 12.5 12 11.5 15 14.5 14 13.5 1.67
14 SIN 3: 15.5 12.1 8.91 6.3 26.1 26.5 25.9 24.3 21.9 18.9 7.55
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
16 BULL 1: 0.0435 0.25 0.05 0.206 0.0526 0.175 0.6 0.417 0.0294 0.314 0.214
16 BEAR 2: 0.222 -0.0303 -0.188 -0.0385 -0.04 -0.0417 -0.0323 -0.0333 -0.0345 -0.0357 -0.0251
14 SIN 3: -0.179 -0.221 -0.261 -0.293 0.0567 0.0161 -0.0234 -0.0611 -0.0996 -0.138 -0.12
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
16 BULL 1: -0.17 0.0362 -0.164 -0.00743 -0.161 -0.0388 0.386 0.203 -0.184 0.101 0.188
16 BEAR 2: 0.247 -0.00515 -0.162 -0.0133 -0.0149 -0.0165 -0.00711 -0.00818 -0.00933 -0.0106 0.0992
14 SIN 3: -0.0584 -0.101 -0.141 -0.173 0.177 0.136 0.097 0.0593 0.0208 -0.0181 0.119
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Matrix of Variance / Co-Variance
WORKSHEET H[3, 3]
<--------------------------------------->
A B C
16 BULL 1: 0.036711 -5.7005e-007 2.0309e-006
16 BEAR 2: -5.7005e-007 0.0099373 7.1647e-008
14 SIN 3: 2.0309e-006 7.1647e-008 0.014288
>---------------------------------------<
Portfolio Weights
WORKSHEET I[3, 1]
<----------->
A
16 BULL 1: 0.138
16 BEAR 2: 0.509
14 SIN 3: 0.354
>-----------<
Portfolio Variance
WORKSHEET M[1, 1]
<----------->
A
1: 0.00505
>-----------<
Portfolio Volatility
WORKSHEET N[1, 1]
<------------->
A
1: 0.07109286
>-------------<
Expected Portfolio Return
WORKSHEET O[1, 1]
<------------->
A
1: 0.1183611
>-------------<
SIN -bid-> 4.46 Insert in Col-Index: 5 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
16 BULL 1: 72 90 94.5 114 120 141 36 51 52.5 69 33.9
16 BEAR 2: 16.5 16 13 12.5 12 11.5 15 14.5 14 13.5 1.67
15 SIN 3: 15.5 12.1 8.91 6.3 4.46 26.5 25.9 24.3 21.9 18.9 8.24
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
16 BULL 1: 0.0435 0.25 0.05 0.206 0.0526 0.175 0.6 0.417 0.0294 0.314 0.214
16 BEAR 2: 0.222 -0.0303 -0.188 -0.0385 -0.04 -0.0417 -0.0323 -0.0333 -0.0345 -0.0357 -0.0251
15 SIN 3: -0.179 -0.221 -0.261 -0.293 -0.292 0.0161 -0.0234 -0.0611 -0.0996 -0.138 -0.155
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
16 BULL 1: -0.17 0.0362 -0.164 -0.00743 -0.161 -0.0388 0.386 0.203 -0.184 0.101 0.188
16 BEAR 2: 0.247 -0.00515 -0.162 -0.0133 -0.0149 -0.0165 -0.00711 -0.00818 -0.00933 -0.0106 0.0992
15 SIN 3: -0.0235 -0.0657 -0.106 -0.138 -0.137 0.171 0.132 0.0942 0.0556 0.0167 0.112
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Matrix of Variance / Co-Variance
WORKSHEET H[3, 3]
<--------------------------------------->
A B C
16 BULL 1: 0.036711 -5.7005e-007 4.303e-006
16 BEAR 2: -5.7005e-007 0.0099373 1.2758e-007
15 SIN 3: 4.303e-006 1.2758e-007 0.012687
>---------------------------------------<
Portfolio Weights
WORKSHEET I[3, 1]
<----------->
A
16 BULL 1: 0.132
16 BEAR 2: 0.487
15 SIN 3: 0.381
>-----------<
Portfolio Variance
WORKSHEET M[1, 1]
<----------->
A
1: 0.00484
>-----------<
Portfolio Volatility
WORKSHEET N[1, 1]
<------------->
A
1: 0.06955901
>-------------<
Expected Portfolio Return
WORKSHEET O[1, 1]
<------------->
A
1: 0.1157949
>-------------<
BULL -bid-> 148.5 Insert in Col-Index: 7 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
17 BULL 1: 72 90 94.5 114 120 141 149 51 52.5 69 34.9
16 BEAR 2: 16.5 16 13 12.5 12 11.5 15 14.5 14 13.5 1.67
15 SIN 3: 15.5 12.1 8.91 6.3 4.46 26.5 25.9 24.3 21.9 18.9 8.24
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
17 BULL 1: 0.0435 0.25 0.05 0.206 0.0526 0.175 0.0532 0.417 0.0294 0.314 0.159
16 BEAR 2: 0.222 -0.0303 -0.188 -0.0385 -0.04 -0.0417 -0.0323 -0.0333 -0.0345 -0.0357 -0.0251
15 SIN 3: -0.179 -0.221 -0.261 -0.293 -0.292 0.0161 -0.0234 -0.0611 -0.0996 -0.138 -0.155
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
17 BULL 1: -0.116 0.0909 -0.109 0.0472 -0.106 0.0159 -0.106 0.258 -0.13 0.155 0.136
16 BEAR 2: 0.247 -0.00515 -0.162 -0.0133 -0.0149 -0.0165 -0.00711 -0.00818 -0.00933 -0.0106 0.0992
15 SIN 3: -0.0235 -0.0657 -0.106 -0.138 -0.137 0.171 0.132 0.0942 0.0556 0.0167 0.112
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Matrix of Variance / Co-Variance
WORKSHEET H[3, 3]
<--------------------------------------->
A B C
17 BULL 1: 0.018763 -2.2575e-007 5.7193e-007
16 BEAR 2: -2.2575e-007 0.0099373 1.2758e-007
15 SIN 3: 5.7193e-007 1.2758e-007 0.012687
>---------------------------------------<
Portfolio Weights
WORKSHEET I[3, 1]
<----------->
A
17 BULL 1: 0.229
16 BEAR 2: 0.432
15 SIN 3: 0.339
>-----------<
Portfolio Variance
WORKSHEET M[1, 1]
<----------->
A
1: 0.0043
>-----------<
Portfolio Volatility
WORKSHEET N[1, 1]
<------------->
A
1: 0.06554781
>-------------<
Expected Portfolio Return
WORKSHEET O[1, 1]
<------------->
A
1: 0.111878
>-------------<
BULL -bid-> 171 Insert in Col-Index: 8 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
18 BULL 1: 72 90 94.5 114 120 141 149 171 52.5 69 38.4
16 BEAR 2: 16.5 16 13 12.5 12 11.5 15 14.5 14 13.5 1.67
15 SIN 3: 15.5 12.1 8.91 6.3 4.46 26.5 25.9 24.3 21.9 18.9 8.24
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
18 BULL 1: 0.0435 0.25 0.05 0.206 0.0526 0.175 0.0532 0.152 0.0294 0.314 0.133
16 BEAR 2: 0.222 -0.0303 -0.188 -0.0385 -0.04 -0.0417 -0.0323 -0.0333 -0.0345 -0.0357 -0.0251
15 SIN 3: -0.179 -0.221 -0.261 -0.293 -0.292 0.0161 -0.0234 -0.0611 -0.0996 -0.138 -0.155
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
18 BULL 1: -0.0891 0.117 -0.0826 0.0738 -0.08 0.0424 -0.0794 0.0189 -0.103 0.182 0.101
16 BEAR 2: 0.247 -0.00515 -0.162 -0.0133 -0.0149 -0.0165 -0.00711 -0.00818 -0.00933 -0.0106 0.0992
15 SIN 3: -0.0235 -0.0657 -0.106 -0.138 -0.137 0.171 0.132 0.0942 0.0556 0.0167 0.112
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Matrix of Variance / Co-Variance
WORKSHEET H[3, 3]
<--------------------------------------->
A B C
18 BULL 1: 0.010384 -1.0399e-007 -2.5261e-009
16 BEAR 2: -1.0399e-007 0.0099373 1.2758e-007
15 SIN 3: -2.5261e-009 1.2758e-007 0.012687
>---------------------------------------<
Portfolio Weights
WORKSHEET I[3, 1]
<----------->
A
18 BULL 1: 0.349
16 BEAR 2: 0.365
15 SIN 3: 0.286
>-----------<
Portfolio Variance
WORKSHEET M[1, 1]
<----------->
A
1: 0.00363
>-----------<
Portfolio Volatility
WORKSHEET N[1, 1]
<------------->
A
1: 0.06021891
>-------------<
Expected Portfolio Return
WORKSHEET O[1, 1]
<------------->
A
1: 0.1036011
>-------------<
SIN -bid-> 3.57 Insert in Col-Index: 6 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
18 BULL 1: 72 90 94.5 114 120 141 149 171 52.5 69 38.4
16 BEAR 2: 16.5 16 13 12.5 12 11.5 15 14.5 14 13.5 1.67
16 SIN 3: 15.5 12.1 8.91 6.3 4.46 3.57 25.9 24.3 21.9 18.9 8.32
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
18 BULL 1: 0.0435 0.25 0.05 0.206 0.0526 0.175 0.0532 0.152 0.0294 0.314 0.133
16 BEAR 2: 0.222 -0.0303 -0.188 -0.0385 -0.04 -0.0417 -0.0323 -0.0333 -0.0345 -0.0357 -0.0251
16 SIN 3: -0.179 -0.221 -0.261 -0.293 -0.292 -0.2 -0.0234 -0.0611 -0.0996 -0.138 -0.177
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
18 BULL 1: -0.0891 0.117 -0.0826 0.0738 -0.08 0.0424 -0.0794 0.0189 -0.103 0.182 0.101
16 BEAR 2: 0.247 -0.00515 -0.162 -0.0133 -0.0149 -0.0165 -0.00711 -0.00818 -0.00933 -0.0106 0.0992
16 SIN 3: -0.00198 -0.0441 -0.0844 -0.116 -0.115 -0.0228 0.153 0.116 0.0772 0.0383 0.0947
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Matrix of Variance / Co-Variance
WORKSHEET H[3, 3]
<--------------------------------------->
A B C
18 BULL 1: 0.010384 -1.0399e-007 -8.6128e-008
16 BEAR 2: -1.0399e-007 0.0099373 1.2277e-007
16 SIN 3: -8.6128e-008 1.2277e-007 0.0090497
>---------------------------------------<
Portfolio Weights
WORKSHEET I[3, 1]
<----------->
A
18 BULL 1: 0.313
16 BEAR 2: 0.327
16 SIN 3: 0.359
>-----------<
Portfolio Variance
WORKSHEET M[1, 1]
<----------->
A
1: 0.00325
>-----------<
Portfolio Volatility
WORKSHEET N[1, 1]
<------------->
A
1: 0.05703219
>-------------<
Expected Portfolio Return
WORKSHEET O[1, 1]
<------------->
A
1: 0.09826735
>-------------<
SIN -bid-> 3.7 Insert in Col-Index: 7 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
18 BULL 1: 72 90 94.5 114 120 141 149 171 52.5 69 38.4
16 BEAR 2: 16.5 16 13 12.5 12 11.5 15 14.5 14 13.5 1.67
17 SIN 3: 15.5 12.1 8.91 6.3 4.46 3.57 3.7 24.3 21.9 18.9 7.79
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
18 BULL 1: 0.0435 0.25 0.05 0.206 0.0526 0.175 0.0532 0.152 0.0294 0.314 0.133
16 BEAR 2: 0.222 -0.0303 -0.188 -0.0385 -0.04 -0.0417 -0.0323 -0.0333 -0.0345 -0.0357 -0.0251
17 SIN 3: -0.179 -0.221 -0.261 -0.293 -0.292 -0.2 0.0364 -0.0611 -0.0996 -0.138 -0.171
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
18 BULL 1: -0.0891 0.117 -0.0826 0.0738 -0.08 0.0424 -0.0794 0.0189 -0.103 0.182 0.101
16 BEAR 2: 0.247 -0.00515 -0.162 -0.0133 -0.0149 -0.0165 -0.00711 -0.00818 -0.00933 -0.0106 0.0992
17 SIN 3: -0.00796 -0.0501 -0.0904 -0.122 -0.121 -0.0287 0.207 0.11 0.0712 0.0323 0.107
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Matrix of Variance / Co-Variance
WORKSHEET H[3, 3]
<--------------------------------------->
A B C
18 BULL 1: 0.010384 -1.2011e-007 -1.4252e-007
17 SIN 2: -1.6461e-007 0.011366 0.00011185
16 BEAR 3: -1.0399e-007 0.00011185 0.0098406
>---------------------------------------<
Portfolio Weights
WORKSHEET I[3, 1]
<----------->
A
18 BULL 1: 0.339
17 SIN 2: 0.306
16 BEAR 3: 0.354
>-----------<
Portfolio Variance
WORKSHEET M[1, 1]
<----------->
A
1: 0.00352
>-----------<
Portfolio Volatility
WORKSHEET N[1, 1]
<------------->
A
1: 0.059346
>-------------<
Expected Portfolio Return
WORKSHEET O[1, 1]
<------------->
A
1: 0.1022096
>-------------<
BEAR -bid-> 11 Insert in Col-Index: 7 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
18 BULL 1: 72 90 94.5 114 120 141 149 171 52.5 69 38.4
17 SIN 2: 15.5 12.1 8.91 6.3 4.46 3.57 3.7 24.3 21.9 18.9 7.79
17 BEAR 3: 16.5 16 13 12.5 12 11.5 11 14.5 14 13.5 1.83
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
18 BULL 1: 0.0435 0.25 0.05 0.206 0.0526 0.175 0.0532 0.152 0.0294 0.314 0.133
17 SIN 2: -0.179 -0.221 -0.261 -0.293 -0.292 -0.2 0.0364 -0.0611 -0.0996 -0.138 -0.171
17 BEAR 3: 0.222 -0.0303 -0.188 -0.0385 -0.04 -0.0417 -0.0435 -0.0333 -0.0345 -0.0357 -0.0263
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
18 BULL 1: -0.0891 0.117 -0.0826 0.0738 -0.08 0.0424 -0.0794 0.0189 -0.103 0.182 0.101
17 SIN 2: -0.00796 -0.0501 -0.0904 -0.122 -0.121 -0.0287 0.207 0.11 0.0712 0.0323 0.107
17 BEAR 3: 0.248 -0.00403 -0.161 -0.0122 -0.0137 -0.0154 -0.0172 -0.00706 -0.00821 -0.00944 0.0994
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Matrix of Variance / Co-Variance
WORKSHEET H[3, 3]
<--------------------------------------->
A B C
18 BULL 1: 0.010384 -1.6461e-007 -9.5277e-008
17 SIN 2: -1.6461e-007 0.011495 1.2519e-007
17 BEAR 3: -9.5277e-008 1.2519e-007 0.0099682
>---------------------------------------<
Portfolio Weights
WORKSHEET I[3, 1]
<----------->
A
18 BULL 1: 0.34
17 SIN 2: 0.307
17 BEAR 3: 0.354
>-----------<
Portfolio Variance
WORKSHEET M[1, 1]
<----------->
A
1: 0.00353
>-----------<
Portfolio Volatility
WORKSHEET N[1, 1]
<------------->
A
1: 0.05937861
>-------------<
Expected Portfolio Return
WORKSHEET O[1, 1]
<------------->
A
1: 0.1022669
>-------------<
BEAR -bid-> 10.5 Insert in Col-Index: 8 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
18 BULL 1: 72 90 94.5 114 120 141 149 171 52.5 69 38.4
17 SIN 2: 15.5 12.1 8.91 6.3 4.46 3.57 3.7 24.3 21.9 18.9 7.79
18 BEAR 3: 16.5 16 13 12.5 12 11.5 11 10.5 14 13.5 2.01
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
18 BULL 1: 0.0435 0.25 0.05 0.206 0.0526 0.175 0.0532 0.152 0.0294 0.314 0.133
17 SIN 2: -0.179 -0.221 -0.261 -0.293 -0.292 -0.2 0.0364 -0.0611 -0.0996 -0.138 -0.171
18 BEAR 3: 0.222 -0.0303 -0.188 -0.0385 -0.04 -0.0417 -0.0435 -0.0455 -0.0345 -0.0357 -0.0275
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
18 BULL 1: -0.0891 0.117 -0.0826 0.0738 -0.08 0.0424 -0.0794 0.0189 -0.103 0.182 0.101
17 SIN 2: -0.00796 -0.0501 -0.0904 -0.122 -0.121 -0.0287 0.207 0.11 0.0712 0.0323 0.107
18 BEAR 3: 0.25 -0.00282 -0.16 -0.011 -0.0125 -0.0142 -0.016 -0.018 -0.007 -0.00823 0.0995
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Matrix of Variance / Co-Variance
WORKSHEET H[3, 3]
<--------------------------------------->
A B C
18 BULL 1: 0.010384 -1.4345e-007 -1.1239e-007
18 BEAR 2: -9.7938e-008 0.0099045 0.00011257
17 SIN 3: -1.6461e-007 0.00011257 0.011366
>---------------------------------------<
Portfolio Weights
WORKSHEET I[3, 1]
<----------->
A
18 BULL 1: 0.34
18 BEAR 2: 0.353
17 SIN 3: 0.307
>-----------<
Portfolio Variance
WORKSHEET M[1, 1]
<----------->
A
1: 0.00353
>-----------<
Portfolio Volatility
WORKSHEET N[1, 1]
<------------->
A
1: 0.0594147
>-------------<
Expected Portfolio Return
WORKSHEET O[1, 1]
<------------->
A
1: 0.1023303
>-------------<
BULL -bid-> 180 Insert in Col-Index: 9 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
19 BULL 1: 72 90 94.5 114 120 141 149 171 180 69 39.4
18 BEAR 2: 16.5 16 13 12.5 12 11.5 11 10.5 14 13.5 2.01
17 SIN 3: 15.5 12.1 8.91 6.3 4.46 3.57 3.7 24.3 21.9 18.9 7.79
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
19 BULL 1: 0.0435 0.25 0.05 0.206 0.0526 0.175 0.0532 0.152 0.0526 0.314 0.135
18 BEAR 2: 0.222 -0.0303 -0.188 -0.0385 -0.04 -0.0417 -0.0435 -0.0455 -0.0345 -0.0357 -0.0275
17 SIN 3: -0.179 -0.221 -0.261 -0.293 -0.292 -0.2 0.0364 -0.0611 -0.0996 -0.138 -0.171
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
19 BULL 1: -0.0914 0.115 -0.0849 0.0714 -0.0823 0.0401 -0.0817 0.0166 -0.0823 0.179 0.099
18 BEAR 2: 0.25 -0.00282 -0.16 -0.011 -0.0125 -0.0142 -0.016 -0.018 -0.007 -0.00823 0.0995
17 SIN 3: -0.00796 -0.0501 -0.0904 -0.122 -0.121 -0.0287 0.207 0.11 0.0712 0.0323 0.107
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Matrix of Variance / Co-Variance
WORKSHEET H[3, 3]
<--------------------------------------->
A B C
19 BULL 1: 0.0098954 -9.4956e-008 -1.3853e-007
18 BEAR 2: -9.4956e-008 0.010003 1.1064e-007
17 SIN 3: -1.3853e-007 1.1064e-007 0.011495
>---------------------------------------<
Portfolio Weights
WORKSHEET I[3, 1]
<----------->
A
19 BULL 1: 0.351
18 BEAR 2: 0.347
17 SIN 3: 0.302
>-----------<
Portfolio Variance
WORKSHEET M[1, 1]
<----------->
A
1: 0.00347
>-----------<
Portfolio Volatility
WORKSHEET N[1, 1]
<------------->
A
1: 0.05892277
>-------------<
Expected Portfolio Return
WORKSHEET O[1, 1]
<------------->
A
1: 0.1014768
>-------------<
SIN -bid-> 4.84 Insert in Col-Index: 8 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
19 BULL 1: 72 90 94.5 114 120 141 149 171 180 69 39.4
18 BEAR 2: 16.5 16 13 12.5 12 11.5 11 10.5 14 13.5 2.01
18 SIN 3: 15.5 12.1 8.91 6.3 4.46 3.57 3.7 4.84 21.9 18.9 6.72
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
19 BULL 1: 0.0435 0.25 0.05 0.206 0.0526 0.175 0.0532 0.152 0.0526 0.314 0.135
18 BEAR 2: 0.222 -0.0303 -0.188 -0.0385 -0.04 -0.0417 -0.0435 -0.0455 -0.0345 -0.0357 -0.0275
18 SIN 3: -0.179 -0.221 -0.261 -0.293 -0.292 -0.2 0.0364 0.308 -0.0996 -0.138 -0.134
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
19 BULL 1: -0.0914 0.115 -0.0849 0.0714 -0.0823 0.0401 -0.0817 0.0166 -0.0823 0.179 0.099
18 BEAR 2: 0.25 -0.00282 -0.16 -0.011 -0.0125 -0.0142 -0.016 -0.018 -0.007 -0.00823 0.0995
18 SIN 3: -0.0449 -0.087 -0.127 -0.159 -0.158 -0.0657 0.17 0.442 0.0343 -0.00458 0.184
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Matrix of Variance / Co-Variance
WORKSHEET H[3, 3]
<--------------------------------------->
A B C
19 BULL 1: 0.0098954 -9.4956e-008 -2.1013e-007
18 BEAR 2: -9.4956e-008 0.010003 1.0757e-007
18 SIN 3: -2.1013e-007 1.0757e-007 0.035154
>---------------------------------------<
Portfolio Weights
WORKSHEET I[3, 1]
<----------->
A
19 BULL 1: 0.44
18 BEAR 2: 0.436
18 SIN 3: 0.124
>-----------<
Portfolio Variance
WORKSHEET M[1, 1]
<----------->
A
1: 0.00436
>-----------<
Portfolio Volatility
WORKSHEET N[1, 1]
<------------->
A
1: 0.06601274
>-------------<
Expected Portfolio Return
WORKSHEET O[1, 1]
<------------->
A
1: 0.109808
>-------------<
BEAR -bid-> 10 Insert in Col-Index: 9 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
19 BULL 1: 72 90 94.5 114 120 141 149 171 180 69 39.4
19 BEAR 2: 16.5 16 13 12.5 12 11.5 11 10.5 10 13.5 2.19
18 SIN 3: 15.5 12.1 8.91 6.3 4.46 3.57 3.7 4.84 21.9 18.9 6.72
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
19 BULL 1: 0.0435 0.25 0.05 0.206 0.0526 0.175 0.0532 0.152 0.0526 0.314 0.135
19 BEAR 2: 0.222 -0.0303 -0.188 -0.0385 -0.04 -0.0417 -0.0435 -0.0455 -0.0476 -0.0357 -0.0288
18 SIN 3: -0.179 -0.221 -0.261 -0.293 -0.292 -0.2 0.0364 0.308 -0.0996 -0.138 -0.134
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
19 BULL 1: -0.0914 0.115 -0.0849 0.0714 -0.0823 0.0401 -0.0817 0.0166 -0.0823 0.179 0.099
19 BEAR 2: 0.251 -0.00151 -0.159 -0.00966 -0.0112 -0.0129 -0.0147 -0.0167 -0.0188 -0.00692 0.0997
18 SIN 3: -0.0449 -0.087 -0.127 -0.159 -0.158 -0.0657 0.17 0.442 0.0343 -0.00458 0.184
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Matrix of Variance / Co-Variance
WORKSHEET H[3, 3]
<--------------------------------------->
A B C
19 BULL 1: 0.0098954 -8.4787e-008 -2.1013e-007
19 BEAR 2: -8.4787e-008 0.010041 9.2743e-008
18 SIN 3: -2.1013e-007 9.2743e-008 0.035154
>---------------------------------------<
Portfolio Weights
WORKSHEET I[3, 1]
<----------->
A
19 BULL 1: 0.441
19 BEAR 2: 0.435
18 SIN 3: 0.124
>-----------<
Portfolio Variance
WORKSHEET M[1, 1]
<----------->
A
1: 0.00436
>-----------<
Portfolio Volatility
WORKSHEET N[1, 1]
<------------->
A
1: 0.06606787
>-------------<
Expected Portfolio Return
WORKSHEET O[1, 1]
<------------->
A
1: 0.1099075
>-------------<
SIN -bid-> 6.89 Insert in Col-Index: 9 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
19 BULL 1: 72 90 94.5 114 120 141 149 171 180 69 39.4
19 BEAR 2: 16.5 16 13 12.5 12 11.5 11 10.5 10 13.5 2.19
19 SIN 3: 15.5 12.1 8.91 6.3 4.46 3.57 3.7 4.84 6.89 18.9 5.3
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
19 BULL 1: 0.0435 0.25 0.05 0.206 0.0526 0.175 0.0532 0.152 0.0526 0.314 0.135
19 BEAR 2: 0.222 -0.0303 -0.188 -0.0385 -0.04 -0.0417 -0.0435 -0.0455 -0.0476 -0.0357 -0.0288
19 SIN 3: -0.179 -0.221 -0.261 -0.293 -0.292 -0.2 0.0364 0.308 0.424 -0.138 -0.0816
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
19 BULL 1: -0.0914 0.115 -0.0849 0.0714 -0.0823 0.0401 -0.0817 0.0166 -0.0823 0.179 0.099
19 BEAR 2: 0.251 -0.00151 -0.159 -0.00966 -0.0112 -0.0129 -0.0147 -0.0167 -0.0188 -0.00692 0.0997
19 SIN 3: -0.0972 -0.139 -0.18 -0.211 -0.21 -0.118 0.118 0.39 0.505 -0.0569 0.256
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Matrix of Variance / Co-Variance
WORKSHEET H[3, 3]
<--------------------------------------->
A B C
19 BULL 1: 0.0098954 -8.4787e-008 -3.1605e-006
19 BEAR 2: -8.4787e-008 0.010041 -4.615e-007
19 SIN 3: -3.1605e-006 -4.615e-007 0.069626
>---------------------------------------<
Portfolio Weights
WORKSHEET I[3, 1]
<----------->
A
19 BULL 1: 0.47
19 BEAR 2: 0.463
19 SIN 3: 0.0668
>-----------<
Portfolio Variance
WORKSHEET M[1, 1]
<----------->
A
1: 0.00465
>-----------<
Portfolio Volatility
WORKSHEET N[1, 1]
<------------->
A
1: 0.06819577
>-------------<
Expected Portfolio Return
WORKSHEET O[1, 1]
<------------->
A
1: 0.1097922
>-------------<
BEAR -bid-> 9.5 Insert in Col-Index: 10 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
19 BULL 1: 72 90 94.5 114 120 141 149 171 180 69 39.4
20 BEAR 2: 16.5 16 13 12.5 12 11.5 11 10.5 10 9.5 2.37
19 SIN 3: 15.5 12.1 8.91 6.3 4.46 3.57 3.7 4.84 6.89 18.9 5.3
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
19 BULL 1: 0.0435 0.25 0.05 0.206 0.0526 0.175 0.0532 0.152 0.0526 0.314 0.135
20 BEAR 2: 0.222 -0.0303 -0.188 -0.0385 -0.04 -0.0417 -0.0435 -0.0455 -0.0476 -0.05 -0.0302
19 SIN 3: -0.179 -0.221 -0.261 -0.293 -0.292 -0.2 0.0364 0.308 0.424 -0.138 -0.0816
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
19 BULL 1: -0.0914 0.115 -0.0849 0.0714 -0.0823 0.0401 -0.0817 0.0166 -0.0823 0.179 0.099
20 BEAR 2: 0.252 -7.69e-005 -0.157 -0.00824 -0.00977 -0.0114 -0.0133 -0.0152 -0.0174 -0.0198 0.0999
19 SIN 3: -0.0972 -0.139 -0.18 -0.211 -0.21 -0.118 0.118 0.39 0.505 -0.0569 0.256
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Matrix of Variance / Co-Variance
WORKSHEET H[3, 3]
<--------------------------------------->
A B C
20 BEAR 1: 0.0099844 9.7842e-005 -4.1043e-007
19 BULL 2: 9.7842e-005 0.0097993 -3.1605e-006
19 SIN 3: -3.2202e-006 -4.0282e-007 0.069626
>---------------------------------------<
Portfolio Weights
WORKSHEET I[3, 1]
<----------->
A
20 BEAR 1: 0.462
19 BULL 2: 0.471
19 SIN 3: 0.067
>-----------<
Portfolio Variance
WORKSHEET M[1, 1]
<----------->
A
1: 0.00466
>-----------<
Portfolio Volatility
WORKSHEET N[1, 1]
<------------->
A
1: 0.06826349
>-------------<
Expected Portfolio Return
WORKSHEET O[1, 1]
<------------->
A
1: 0.1099102
>-------------<
SIN -bid-> 9.66 Insert in Col-Index: 10 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[4, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
20 BEAR 1: 16.5 16 13 12.5 12 11.5 11 10.5 10 9.5 2.37
19 BULL 2: 72 90 94.5 114 120 141 149 171 180 69 39.4
20 SIN 3: 15.5 12.1 8.91 6.3 4.46 3.57 3.7 4.84 6.89 9.66 3.93
4: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
20 BEAR 1: 0.222 -0.0303 -0.188 -0.0385 -0.04 -0.0417 -0.0435 -0.0455 -0.0476 -0.05 -0.0302
19 BULL 2: 0.0435 0.25 0.05 0.206 0.0526 0.175 0.0532 0.152 0.0526 0.314 0.135
20 SIN 3: -0.179 -0.221 -0.261 -0.293 -0.292 -0.2 0.0364 0.308 0.424 0.402 -0.0275
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[4, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
20 BEAR 1: 0.252 -7.69e-005 -0.157 -0.00824 -0.00977 -0.0114 -0.0133 -0.0152 -0.0174 -0.0198 0.0999
19 BULL 2: -0.0914 0.115 -0.0849 0.0714 -0.0823 0.0401 -0.0817 0.0166 -0.0823 0.179 0.099
20 SIN 3: -0.151 -0.193 -0.234 -0.265 -0.265 -0.172 0.0639 0.336 0.451 0.43 0.296
4: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Matrix of Variance / Co-Variance
WORKSHEET H[3, 3]
<--------------------------------------->
A B C
20 BEAR 1: 0.010084 -9.8683e-007 -1.6612e-007
20 SIN 2: -1.4873e-006 0.087773 0.00085976
19 BULL 3: -1.1022e-007 0.00085976 0.0097999
>---------------------------------------<
Portfolio Weights
WORKSHEET I[3, 1]
<----------->
A
20 BEAR 1: 0.471
20 SIN 2: 0.0494
19 BULL 3: 0.48
>-----------<
Portfolio Variance
WORKSHEET M[1, 1]
<----------->
A
1: 0.00475
>-----------<
Portfolio Volatility
WORKSHEET N[1, 1]
<------------->
A
1: 0.06889144
>-------------<
Expected Portfolio Return
WORKSHEET O[1, 1]
<------------->
A
1: 0.1091679
>-------------<
uuuu -bid-> 98 Insert in Col-Index: 1 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[5, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
20 BEAR 1: 16.5 16 13 12.5 12 11.5 11 10.5 10 9.5 2.37
20 SIN 2: 15.5 12.1 8.91 6.3 4.46 3.57 3.7 4.84 6.89 9.66 3.93
19 BULL 3: 72 90 94.5 114 120 141 149 171 180 69 39.4
1 uuuu 4: 98 0 0 0 0 0 0 0 0 0 0
5: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[5, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
20 BEAR 1: 0.222 -0.0303 -0.188 -0.0385 -0.04 -0.0417 -0.0435 -0.0455 -0.0476 -0.05 -0.0302
20 SIN 2: -0.179 -0.221 -0.261 -0.293 -0.292 -0.2 0.0364 0.308 0.424 0.402 -0.0275
19 BULL 3: 0.0435 0.25 0.05 0.206 0.0526 0.175 0.0532 0.152 0.0526 0.314 0.135
1 uuuu 4: 0 0 0 0 0 0 0 0 0 0 0
5: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[5, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
20 BEAR 1: 0.252 -7.69e-005 -0.157 -0.00824 -0.00977 -0.0114 -0.0133 -0.0152 -0.0174 -0.0198 0.0999
20 SIN 2: -0.151 -0.193 -0.234 -0.265 -0.265 -0.172 0.0639 0.336 0.451 0.43 0.296
19 BULL 3: -0.0914 0.115 -0.0849 0.0714 -0.0823 0.0401 -0.0817 0.0166 -0.0823 0.179 0.099
1 uuuu 4: 0 0 0 0 0 0 0 0 0 0 0
5: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
vvvv -bid-> 100 Insert in Col-Index: 1 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[6, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
20 BEAR 1: 16.5 16 13 12.5 12 11.5 11 10.5 10 9.5 2.37
20 SIN 2: 15.5 12.1 8.91 6.3 4.46 3.57 3.7 4.84 6.89 9.66 3.93
19 BULL 3: 72 90 94.5 114 120 141 149 171 180 69 39.4
1 uuuu 4: 98 0 0 0 0 0 0 0 0 0 0
1 vvvv 5: 100 0 0 0 0 0 0 0 0 0 0
6: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[6, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
20 BEAR 1: 0.222 -0.0303 -0.188 -0.0385 -0.04 -0.0417 -0.0435 -0.0455 -0.0476 -0.05 -0.0302
20 SIN 2: -0.179 -0.221 -0.261 -0.293 -0.292 -0.2 0.0364 0.308 0.424 0.402 -0.0275
19 BULL 3: 0.0435 0.25 0.05 0.206 0.0526 0.175 0.0532 0.152 0.0526 0.314 0.135
1 uuuu 4: 0 0 0 0 0 0 0 0 0 0 0
1 vvvv 5: 0 0 0 0 0 0 0 0 0 0 0
6: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[6, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
20 BEAR 1: 0.252 -7.69e-005 -0.157 -0.00824 -0.00977 -0.0114 -0.0133 -0.0152 -0.0174 -0.0198 0.0999
20 SIN 2: -0.151 -0.193 -0.234 -0.265 -0.265 -0.172 0.0639 0.336 0.451 0.43 0.296
19 BULL 3: -0.0914 0.115 -0.0849 0.0714 -0.0823 0.0401 -0.0817 0.0166 -0.0823 0.179 0.099
1 uuuu 4: 0 0 0 0 0 0 0 0 0 0 0
1 vvvv 5: 0 0 0 0 0 0 0 0 0 0 0
6: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
wwww -bid-> 23 Insert in Col-Index: 1 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[7, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
20 BEAR 1: 16.5 16 13 12.5 12 11.5 11 10.5 10 9.5 2.37
20 SIN 2: 15.5 12.1 8.91 6.3 4.46 3.57 3.7 4.84 6.89 9.66 3.93
19 BULL 3: 72 90 94.5 114 120 141 149 171 180 69 39.4
1 uuuu 4: 98 0 0 0 0 0 0 0 0 0 0
1 vvvv 5: 100 0 0 0 0 0 0 0 0 0 0
1 wwww 6: 23 0 0 0 0 0 0 0 0 0 0
7: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[7, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
20 BEAR 1: 0.222 -0.0303 -0.188 -0.0385 -0.04 -0.0417 -0.0435 -0.0455 -0.0476 -0.05 -0.0302
20 SIN 2: -0.179 -0.221 -0.261 -0.293 -0.292 -0.2 0.0364 0.308 0.424 0.402 -0.0275
19 BULL 3: 0.0435 0.25 0.05 0.206 0.0526 0.175 0.0532 0.152 0.0526 0.314 0.135
1 uuuu 4: 0 0 0 0 0 0 0 0 0 0 0
1 vvvv 5: 0 0 0 0 0 0 0 0 0 0 0
1 wwww 6: 0 0 0 0 0 0 0 0 0 0 0
7: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[7, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
20 BEAR 1: 0.252 -7.69e-005 -0.157 -0.00824 -0.00977 -0.0114 -0.0133 -0.0152 -0.0174 -0.0198 0.0999
20 SIN 2: -0.151 -0.193 -0.234 -0.265 -0.265 -0.172 0.0639 0.336 0.451 0.43 0.296
19 BULL 3: -0.0914 0.115 -0.0849 0.0714 -0.0823 0.0401 -0.0817 0.0166 -0.0823 0.179 0.099
1 uuuu 4: 0 0 0 0 0 0 0 0 0 0 0
1 vvvv 5: 0 0 0 0 0 0 0 0 0 0 0
1 wwww 6: 0 0 0 0 0 0 0 0 0 0 0
7: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
zzzz -bid-> 12 Insert in Col-Index: 1 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[8, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
20 BEAR 1: 16.5 16 13 12.5 12 11.5 11 10.5 10 9.5 2.37
20 SIN 2: 15.5 12.1 8.91 6.3 4.46 3.57 3.7 4.84 6.89 9.66 3.93
19 BULL 3: 72 90 94.5 114 120 141 149 171 180 69 39.4
1 uuuu 4: 98 0 0 0 0 0 0 0 0 0 0
1 vvvv 5: 100 0 0 0 0 0 0 0 0 0 0
1 wwww 6: 23 0 0 0 0 0 0 0 0 0 0
1 zzzz 7: 12 0 0 0 0 0 0 0 0 0 0
8: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[8, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
20 BEAR 1: 0.222 -0.0303 -0.188 -0.0385 -0.04 -0.0417 -0.0435 -0.0455 -0.0476 -0.05 -0.0302
20 SIN 2: -0.179 -0.221 -0.261 -0.293 -0.292 -0.2 0.0364 0.308 0.424 0.402 -0.0275
19 BULL 3: 0.0435 0.25 0.05 0.206 0.0526 0.175 0.0532 0.152 0.0526 0.314 0.135
1 uuuu 4: 0 0 0 0 0 0 0 0 0 0 0
1 vvvv 5: 0 0 0 0 0 0 0 0 0 0 0
1 wwww 6: 0 0 0 0 0 0 0 0 0 0 0
1 zzzz 7: 0 0 0 0 0 0 0 0 0 0 0
8: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[8, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
20 BEAR 1: 0.252 -7.69e-005 -0.157 -0.00824 -0.00977 -0.0114 -0.0133 -0.0152 -0.0174 -0.0198 0.0999
20 SIN 2: -0.151 -0.193 -0.234 -0.265 -0.265 -0.172 0.0639 0.336 0.451 0.43 0.296
19 BULL 3: -0.0914 0.115 -0.0849 0.0714 -0.0823 0.0401 -0.0817 0.0166 -0.0823 0.179 0.099
1 uuuu 4: 0 0 0 0 0 0 0 0 0 0 0
1 vvvv 5: 0 0 0 0 0 0 0 0 0 0 0
1 wwww 6: 0 0 0 0 0 0 0 0 0 0 0
1 zzzz 7: 0 0 0 0 0 0 0 0 0 0 0
8: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
ttt -bid-> 23 Insert in Col-Index: 1 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[9, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
20 BEAR 1: 16.5 16 13 12.5 12 11.5 11 10.5 10 9.5 2.37
20 SIN 2: 15.5 12.1 8.91 6.3 4.46 3.57 3.7 4.84 6.89 9.66 3.93
19 BULL 3: 72 90 94.5 114 120 141 149 171 180 69 39.4
1 uuuu 4: 98 0 0 0 0 0 0 0 0 0 0
1 vvvv 5: 100 0 0 0 0 0 0 0 0 0 0
1 wwww 6: 23 0 0 0 0 0 0 0 0 0 0
1 zzzz 7: 12 0 0 0 0 0 0 0 0 0 0
1 ttt 8: 23 0 0 0 0 0 0 0 0 0 0
9: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[9, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
20 BEAR 1: 0.222 -0.0303 -0.188 -0.0385 -0.04 -0.0417 -0.0435 -0.0455 -0.0476 -0.05 -0.0302
20 SIN 2: -0.179 -0.221 -0.261 -0.293 -0.292 -0.2 0.0364 0.308 0.424 0.402 -0.0275
19 BULL 3: 0.0435 0.25 0.05 0.206 0.0526 0.175 0.0532 0.152 0.0526 0.314 0.135
1 uuuu 4: 0 0 0 0 0 0 0 0 0 0 0
1 vvvv 5: 0 0 0 0 0 0 0 0 0 0 0
1 wwww 6: 0 0 0 0 0 0 0 0 0 0 0
1 zzzz 7: 0 0 0 0 0 0 0 0 0 0 0
1 ttt 8: 0 0 0 0 0 0 0 0 0 0 0
9: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[9, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
20 BEAR 1: 0.252 -7.69e-005 -0.157 -0.00824 -0.00977 -0.0114 -0.0133 -0.0152 -0.0174 -0.0198 0.0999
20 SIN 2: -0.151 -0.193 -0.234 -0.265 -0.265 -0.172 0.0639 0.336 0.451 0.43 0.296
19 BULL 3: -0.0914 0.115 -0.0849 0.0714 -0.0823 0.0401 -0.0817 0.0166 -0.0823 0.179 0.099
1 uuuu 4: 0 0 0 0 0 0 0 0 0 0 0
1 vvvv 5: 0 0 0 0 0 0 0 0 0 0 0
1 wwww 6: 0 0 0 0 0 0 0 0 0 0 0
1 zzzz 7: 0 0 0 0 0 0 0 0 0 0 0
1 ttt 8: 0 0 0 0 0 0 0 0 0 0 0
9: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
exsan -bid-> 11111 Insert in Col-Index: 1 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[10, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
20 BEAR 1: 16.5 16 13 12.5 12 11.5 11 10.5 10 9.5 2.37
20 SIN 2: 15.5 12.1 8.91 6.3 4.46 3.57 3.7 4.84 6.89 9.66 3.93
19 BULL 3: 72 90 94.5 114 120 141 149 171 180 69 39.4
1 uuuu 4: 98 0 0 0 0 0 0 0 0 0 0
1 vvvv 5: 100 0 0 0 0 0 0 0 0 0 0
1 wwww 6: 23 0 0 0 0 0 0 0 0 0 0
1 zzzz 7: 12 0 0 0 0 0 0 0 0 0 0
1 ttt 8: 23 0 0 0 0 0 0 0 0 0 0
1 exsan 9: 1.11e+004 0 0 0 0 0 0 0 0 0 0
10: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[10, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
20 BEAR 1: 0.222 -0.0303 -0.188 -0.0385 -0.04 -0.0417 -0.0435 -0.0455 -0.0476 -0.05 -0.0302
20 SIN 2: -0.179 -0.221 -0.261 -0.293 -0.292 -0.2 0.0364 0.308 0.424 0.402 -0.0275
19 BULL 3: 0.0435 0.25 0.05 0.206 0.0526 0.175 0.0532 0.152 0.0526 0.314 0.135
1 uuuu 4: 0 0 0 0 0 0 0 0 0 0 0
1 vvvv 5: 0 0 0 0 0 0 0 0 0 0 0
1 wwww 6: 0 0 0 0 0 0 0 0 0 0 0
1 zzzz 7: 0 0 0 0 0 0 0 0 0 0 0
1 ttt 8: 0 0 0 0 0 0 0 0 0 0 0
1 exsan 9: 0 0 0 0 0 0 0 0 0 0 0
10: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[10, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
20 BEAR 1: 0.252 -7.69e-005 -0.157 -0.00824 -0.00977 -0.0114 -0.0133 -0.0152 -0.0174 -0.0198 0.0999
20 SIN 2: -0.151 -0.193 -0.234 -0.265 -0.265 -0.172 0.0639 0.336 0.451 0.43 0.296
19 BULL 3: -0.0914 0.115 -0.0849 0.0714 -0.0823 0.0401 -0.0817 0.0166 -0.0823 0.179 0.099
1 uuuu 4: 0 0 0 0 0 0 0 0 0 0 0
1 vvvv 5: 0 0 0 0 0 0 0 0 0 0 0
1 wwww 6: 0 0 0 0 0 0 0 0 0 0 0
1 zzzz 7: 0 0 0 0 0 0 0 0 0 0 0
1 ttt 8: 0 0 0 0 0 0 0 0 0 0 0
1 exsan 9: 0 0 0 0 0 0 0 0 0 0 0
10: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
pixsan -bid-> 22222 Insert in Col-Index: 1 Go? 0-n/y-1: (1-y-Y | N-n-0) ? ---> yes
ExSan Collector Data Base Last Column Asset Volatility
WORKSHEET A[11, 11]
<----------------------------------------------------------------------------->
A B C D E F G H I J K
20 BEAR 1: 16.5 16 13 12.5 12 11.5 11 10.5 10 9.5 2.37
20 SIN 2: 15.5 12.1 8.91 6.3 4.46 3.57 3.7 4.84 6.89 9.66 3.93
19 BULL 3: 72 90 94.5 114 120 141 149 171 180 69 39.4
1 uuuu 4: 98 0 0 0 0 0 0 0 0 0 0
1 vvvv 5: 100 0 0 0 0 0 0 0 0 0 0
1 wwww 6: 23 0 0 0 0 0 0 0 0 0 0
1 zzzz 7: 12 0 0 0 0 0 0 0 0 0 0
1 ttt 8: 23 0 0 0 0 0 0 0 0 0 0
1 exsan 9: 1.11e+004 0 0 0 0 0 0 0 0 0 0
1pixsan10: 2.22e+004 0 0 0 0 0 0 0 0 0 0
11: 0 0 0 0 0 0 0 0 0 0 0
>-----------------------------------------------------------------------------<
Rate Of Return Ri (current - previous)/previous Last column --> Expected Return
WORKSHEET C[11, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
20 BEAR 1: 0.222 -0.0303 -0.188 -0.0385 -0.04 -0.0417 -0.0435 -0.0455 -0.0476 -0.05 -0.0302
20 SIN 2: -0.179 -0.221 -0.261 -0.293 -0.292 -0.2 0.0364 0.308 0.424 0.402 -0.0275
19 BULL 3: 0.0435 0.25 0.05 0.206 0.0526 0.175 0.0532 0.152 0.0526 0.314 0.135
1 uuuu 4: 0 0 0 0 0 0 0 0 0 0 0
1 vvvv 5: 0 0 0 0 0 0 0 0 0 0 0
1 wwww 6: 0 0 0 0 0 0 0 0 0 0 0
1 zzzz 7: 0 0 0 0 0 0 0 0 0 0 0
1 ttt 8: 0 0 0 0 0 0 0 0 0 0 0
1 exsan 9: 0 0 0 0 0 0 0 0 0 0 0
1pixsan10: 0 0 0 0 0 0 0 0 0 0 0
11: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
Ri - E(Ri) Last Col Vol Returns
WORKSHEET D[11, 11]
<--------------------------------------------------------------------------------------------------->
A B C D E F G H I J K
20 BEAR 1: 0.252 -7.69e-005 -0.157 -0.00824 -0.00977 -0.0114 -0.0133 -0.0152 -0.0174 -0.0198 0.0999
20 SIN 2: -0.151 -0.193 -0.234 -0.265 -0.265 -0.172 0.0639 0.336 0.451 0.43 0.296
19 BULL 3: -0.0914 0.115 -0.0849 0.0714 -0.0823 0.0401 -0.0817 0.0166 -0.0823 0.179 0.099
1 uuuu 4: 0 0 0 0 0 0 0 0 0 0 0
1 vvvv 5: 0 0 0 0 0 0 0 0 0 0 0
1 wwww 6: 0 0 0 0 0 0 0 0 0 0 0
1 zzzz 7: 0 0 0 0 0 0 0 0 0 0 0
1 ttt 8: 0 0 0 0 0 0 0 0 0 0 0
1 exsan 9: 0 0 0 0 0 0 0 0 0 0 0
1pixsan10: 0 0 0 0 0 0 0 0 0 0 0
11: 0 0 0 0 0 0 0 0 0 0 0
>---------------------------------------------------------------------------------------------------<
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EXSAN v3.18.kk - [EMAIL="exsan.software@gmail.com"]exsan.software@gmail.com[/EMAIL] [EMAIL="exsan@uio.satnet.net"]exsan@uio.satnet.net[/EMAIL]
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EXIT FROM EXSAN Thu Nov 13 08:14:10 2008