Quiz 4
5
Galp EDP Date Monthly Return Date Monthly Return 1/1/2014 -0.84% 1/1/2014 0.00% 12/2/2013 -2.30% 12/2/2013 0.00% 11/1/2013 -2.32% 11/1/2013 2.58% 10/1/2013 1.46% 10/1/2013 0.37% 9/2/2013 -2.61% 9/2/2013 1.12% 8/1/2013 6.13% 8/1/2013 0.00% 7/1/2013 5.50% 7/1/2013 8.10% 6/3/2013 -10.12% 6/3/2013 -0.40% 5/1/2013 4.67% 5/1/2013 0.00% 4/1/2013 -0.42% 4/1/2013 8.77% 3/1/2013 3.35% 3/1/2013 4.59% 2/1/2013 -1.19% 2/1/2013 -3.54% 1/1/2013 1.73% 1/1/2013 4.15% 12/3/2012 -0.26% 12/3/2012 17.30% 11/1/2012 -4.52% 11/1/2012 -7.04% 10/1/2012 -2.09% 10/1/2012 -1.97% 9/3/2012 6.33% 9/3/2012 10.33% 8/1/2012 8.64% 8/1/2012 4.55% 7/2/2012 10.02% 7/2/2012 -0.56% 6/1/2012 3.82% 6/1/2012 10.63% 5/1/2012 -17.73% 5/1/2012 -17.10% 4/2/2012 -3.70% 4/2/2012 -0.52% 3/1/2012 -5.71% 3/1/2012 -0.51% 2/1/2012 6.14% 2/1/2012 -2.01% 1/2/2012 8.39% 1/2/2012 -6.57% 12/1/2011 -8.44% 12/1/2011 0.47% 11/1/2011 -17.05% 11/1/2011 3.92% 10/3/2011 8.99% 10/3/2011 -0.97% 9/1/2011 -1.19% 9/1/2011 0.98% 8/1/2011 -11.67% 8/1/2011 -5.56% 7/1/2011 -4.29% 7/1/2011 -0.92% 6/1/2011 12.65% 6/1/2011 -5.22% 5/2/2011 -2.63% 5/2/2011 -1.71% 4/1/2011 0.00% 4/1/2011 0.43% 3/1/2011 0.21% 3/1/2011 0.00% 2/1/2011 1.12% 2/1/2011 -2.10% 1/3/2011 3.94% 1/3/2011 12.80% 12/1/2010 11.18% 12/1/2010 0.96% 11/1/2010 -6.94% 11/1/2010 -10.30% 10/1/2010 9.50% 10/1/2010 9.39% 9/1/2010 -0.82% 9/1/2010 4.93% 8/2/2010 2.09% 8/2/2010 -5.14% 7/1/2010 2.05% 7/1/2010 3.38% 6/1/2010 1.38% 6/1/2010 -2.82%
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Transcript of Quiz 4
Sheet1GalpEDPRENGALPEDPRENDateMonthly ReturnDateMonthly ReturnDateMonthly ReturnE ( R )0.79%0.05%1/1/14-0.84%1/1/140.00%1/1/14-0.84%1)0.0527%Volatility10.55%6.41%12/2/13-2.30%12/2/130.00%12/2/13-2.30%Variance1.11%0.41%11/1/13-2.32%11/1/132.58%11/1/13-2.32%2)0.1054805633Covar0.2324%10/1/131.46%10/1/130.37%10/1/131.46%9/2/13-2.61%9/2/131.12%9/2/13-2.61%3)34.834%8/1/136.13%8/1/130.00%8/1/136.13%7/1/135.50%7/1/138.10%7/1/135.50%4) 0.57%6/3/13-10.12%6/3/13-0.40%6/3/13-10.12%8.24%5/1/134.67%5/1/130.00%5/1/134.67%4/1/13-0.42%4/1/138.77%4/1/13-0.42%3/1/133.35%3/1/134.59%3/1/133.35%2/1/13-1.19%2/1/13-3.54%2/1/13-1.19%1/1/131.73%1/1/134.15%1/1/131.73%12/3/12-0.26%12/3/1217.30%12/3/12-0.26%11/1/12-4.52%11/1/12-7.04%11/1/12-4.52%10/1/12-2.09%10/1/12-1.97%10/1/12-2.09%9/3/126.33%9/3/1210.33%9/3/126.33%8/1/128.64%8/1/124.55%8/1/128.64%7/2/1210.02%7/2/12-0.56%7/2/1210.02%6/1/123.82%6/1/1210.63%6/1/123.82%5/1/12-17.73%5/1/12-17.10%5/1/12-17.73%4/2/12-3.70%4/2/12-0.52%4/2/12-3.70%3/1/12-5.71%3/1/12-0.51%3/1/12-5.71%2/1/126.14%2/1/12-2.01%2/1/126.14%1/2/128.39%1/2/12-6.57%1/2/128.39%12/1/11-8.44%12/1/110.47%12/1/11-8.44%11/1/11-17.05%11/1/113.92%11/1/11-17.05%10/3/118.99%10/3/11-0.97%10/3/118.99%9/1/11-1.19%9/1/110.98%9/1/11-1.19%8/1/11-11.67%8/1/11-5.56%8/1/11-11.67%7/1/11-4.29%7/1/11-0.92%7/1/11-4.29%6/1/1112.65%6/1/11-5.22%6/1/1112.65%5/2/11-2.63%5/2/11-1.71%5/2/11-2.63%4/1/110.00%4/1/110.43%4/1/110.00%3/1/110.21%3/1/110.00%3/1/110.21%2/1/111.12%2/1/11-2.10%2/1/111.12%1/3/113.94%1/3/1112.80%1/3/113.94%12/1/1011.18%12/1/100.96%12/1/1011.18%11/1/10-6.94%11/1/10-10.30%11/1/10-6.94%10/1/109.50%10/1/109.39%10/1/109.50%9/1/10-0.82%9/1/104.93%9/1/10-0.82%8/2/102.09%8/2/10-5.14%8/2/102.09%7/1/102.05%7/1/103.38%7/1/102.05%6/1/101.38%6/1/10-2.82%6/1/101.38%5/3/101.85%5/3/10-1.84%5/3/101.85%4/1/10-6.43%4/1/10-8.82%4/1/10-6.43%3/1/107.82%3/1/109.17%3/1/107.82%2/1/103.21%2/1/10-6.03%2/1/103.21%1/4/10-4.39%1/4/10-7.57%1/4/10-4.39%12/1/090.62%12/1/091.62%12/1/090.62%11/2/095.00%11/2/091.65%11/2/095.00%10/1/09-2.79%10/1/09-3.95%10/1/09-2.79%9/1/0917.09%9/1/094.12%9/1/0917.09%8/3/099.98%8/3/098.00%8/3/099.98%7/1/09-8.20%7/1/090.00%7/1/09-8.20%6/1/09-10.06%6/1/09-1.75%6/1/09-10.06%5/1/0911.54%5/1/096.51%5/1/0911.54%4/1/0912.50%4/1/095.91%4/1/0912.50%3/2/092.59%3/2/094.10%3/2/092.59%2/2/094.92%2/2/09-9.72%2/2/094.92%1/1/0916.24%1/1/093.35%1/1/0916.24%12/1/08-16.46%12/1/080.97%12/1/08-16.46%11/3/0819.52%11/3/08-0.96%11/3/0819.52%10/1/08-37.29%10/1/08-8.33%10/1/08-37.29%9/1/08-15.18%9/1/08-15.24%9/1/08-15.18%8/1/0815.29%8/1/08-1.47%8/1/0815.29%7/1/08-15.94%7/1/086.23%7/1/08-15.94%6/2/08-12.58%6/2/08-18.15%6/2/08-12.58%5/2/084.97%5/1/08-0.32%5/2/084.97%4/1/083.00%4/1/085.70%4/1/083.00%3/3/08-10.42%3/3/08-1.00%3/3/08-10.42%2/1/0811.22%2/1/08-9.06%2/1/0811.22%1/2/08-17.55%1/1/08-4.61%1/2/08-17.55%12/3/0724.18%12/3/07-3.07%12/3/0724.18%11/1/0733.07%11/1/073.77%11/1/0733.07%10/1/072.76%10/1/078.49%10/1/072.76%9/3/07-1.51%9/3/071.60%9/3/07-1.51%
