Date Amaraja Return Nifty

4/2/2018 783.3232 10211.8 Amar

4/3/2018 784.483 0.147943 10245 0.3245886401 Mean -0.0465565991
4/4/2018 771.5822 -1.658171 10128.4 -1.1446383994 Std Dev 1.64271755088
4/5/2018 776.4621 0.630468 10325.15 1.9239306758 Variance 2.69852095196
4/6/2018 774.626 -0.236745 10331.6 0.0624417511 covariance 0.49
4/9/2018 776.0273 0.180738 10379.35 0.4611095716 Beta 0.80324893144
4/10/2018 785.4492 1.206805 10402.25 0.220391122 0.397075 Market Risk 0.63013922294
4/11/2018 790.281 0.613278 10417.15 0.143139507 2.301446 Unsys risk 1.01257832794
4/12/2018 785.6425 -0.588679 10458.65 0.3975900623
4/13/2018 785.7391 0.012305 10480.6 0.209646726
4/16/2018 795.7409 1.264879 10528.35 0.4545689718
4/17/2018 792.0204 -0.468651 10548.7 0.1931066493
4/18/2018 820.2862 3.506617 10526.2 -0.213524222
4/19/2018 816.9039 -0.41318 10565.3 0.3707622008
4/20/2018 824.7313 0.953616 10564.05 -0.0118318834
4/23/2018 831.4475 0.811051 10584.7 0.1952871594
4/24/2018 818.7883 -1.534257 10614.35 0.2797241726
4/25/2018 815.9376 -0.348777 10570.55 -0.4135008201
4/26/2018 811.4924 -0.546285 10617.8 0.446000554
4/27/2018 830.5294 2.318837 10692.3 0.6992018327
4/30/2018 832.4139 0.226642 10739.35 0.4390691419
5/2/2018 856.3793 2.838366 10718.05 -0.1985311508
5/3/2018 833.7668 -2.67597 10679.65 -0.3589119846
5/4/2018 830.5294 -0.389038 10618.25 -0.5765879263
5/7/2018 856.2344 3.048079 10715.5 0.9117072585
5/8/2018 839.9997 -1.914261 10717.8 0.0214601114
5/9/2018 858.5536 2.184757 10741.7 0.222748898
5/10/2018 842.4639 -1.891833 10716.55 -0.2344124196
5/11/2018 834.3465 -0.968199 10806.5 0.8358547651
5/14/2018 837.8254 0.416099 10806.6 0.0009217466
5/15/2018 830.6743 -0.857197 10801.85 -0.0439642848
5/16/2018 832.4623 0.215011 10741.1 -0.5639911269
5/17/2018 839.8547 0.884096 10682.7 -0.5451839467
5/18/2018 803.9066 -4.374576 10596.4 -0.8111271133
5/21/2018 781.1973 -2.865534 10516.7 -0.7549869263
5/22/2018 772.1136 -1.169603 10536.7 0.1899931189
5/23/2018 756.0238 -2.105889 10430.35 -1.0144631607
5/24/2018 748.3897 -1.014902 10513.85 0.7973610405
5/25/2018 762.0153 1.804274 10605.15 0.8646370643
5/28/2018 762.8849 0.114065 10688.65 0.7842698337
5/29/2018 764.9142 0.26565 10633.3 -0.5191899411
5/30/2018 762.1119 -0.367037 10614.35 -0.1783745642
5/31/2018 771.5822 1.234979 10736.15 1.1409765894
6/1/2018 750.0326 -2.832649 10696.2 -0.37280318
 6/4/2018 736.552 -1.813682 10628.5 -0.6349484103
6/5/2018 747.1334 1.426394 10593.15 -0.3331469612
6/6/2018 748.3897 0.168006 10684.65 0.860056591
6/7/2018 752.5933 0.560116 10768.35 0.780307115
6/8/2018 759.8409 0.958412 10767.65 -0.0064934807
6/11/2018 747.9548 -1.576661 10786.95 0.1790783279
6/12/2018 751.5787 0.483346 10842.85 0.5168752273
6/13/2018 748.1481 -0.457506 10856.7 0.1276578363
6/14/2018 744.6209 -0.472567 10808.05 -0.4491210079
6/15/2018 747.1818 0.343323 10817.7 0.0892490724
6/18/2018 736.8901 -1.386967 10799.85 -0.1651490592
6/19/2018 736.8901 0 10710.45 -0.831229035
6/20/2018 740.8522 0.53623 10772.05 0.573487991
6/21/2018 734.5225 -0.858045 10741.1 -0.2877330209
6/22/2018 739.1127 0.62298 10821.85 0.7489734049
6/25/2018 715.7271 -3.215149 10762.45 -0.5503960239
6/26/2018 722.105 0.887165 10769.15 0.0622359326
6/27/2018 719.2543 -0.395567 10671.4 -0.9118299083
6/28/2018 703.5994 -2.200583 10589.1 -0.7742169102
6/29/2018 701.715 -0.268173 10714.3 1.1754146372
7/2/2018 721.2353 2.743805 10657.3 -0.5334194557
7/3/2018 736.6968 2.121104 10699.9 0.3989347116
7/4/2018 750.854 1.903477 10769.9 0.6520810207
7/5/2018 747.4233 -0.457949 10749.75 -0.187274389
7/6/2018 750.4674 0.406448 10772.65 0.2128052562
7/9/2018 758.0532 1.005738 10852.9 0.7421810356
7/10/2018 793.1317 4.523571 10947.25 0.8655921762
7/11/2018 792.9384 -0.024374 10948.3 0.0095892089
7/12/2018 803.7133 1.3497 11023.2 0.681798513
7/13/2018 777.96 -3.256742 11018.9 -0.0390144672
7/16/2018 752.4 -3.340701 10936.85 -0.747423012
7/17/2018 758.0532 0.748547 11008.05 0.6489020022
7/18/2018 750.4674 -1.005738 10980.45 -0.2510369011
7/19/2018 736.7452 -1.845415 10957.1 -0.2128824324
7/20/2018 737.0835 0.04591 11010.2 0.4834521302
7/23/2018 763.5131 3.522913 11084.75 0.674815623
7/24/2018 772.6451 1.188956 11134.3 0.4460126565
7/25/2018 763.6097 -1.176303 11132 -0.0206572716
7/26/2018 766.0256 0.315871 11167.3 0.3166003847
7/27/2018 765.6874 -0.044159 11278.35 0.9895076596
7/30/2018 778.3949 1.646001 11319.55 0.3646378001
7/31/2018 796.1274 2.252522 11356.5 0.3258965121
8/1/2018 795.2577 -0.1093 11346.2 -0.0907363936
8/2/2018 784.7938 -1.324516 11244.7 -0.898597942
8/3/2018 793.0025 1.040534 11360.8 1.0271892311
 8/6/2018 808.2546 1.90507 11387.1 0.2312285213
8/7/2018 804.2716 -0.494005 11389.45 0.0206404045
8/8/2018 797.3741 -0.861302 11450 0.5302224558
8/9/2018 798.6371 0.158262 11470.7 0.1806245049
8/10/2018 801.0657 0.303638 11429.5 -0.3598242732
8/13/2018 805.7773 0.586437 11355.75 -0.6473508744
8/14/2018 823.1664 2.135104 11435.1 0.696331475
8/16/2018 830.5981 0.89876 11385.05 -0.4386464203
8/17/2018 833.0267 0.291971 11470.75 0.749924285
8/20/2018 866.3478 3.922076 11551.75 0.703662367
8/21/2018 839.6812 -3.126425 11570.9 0.1656418711
8/23/2018 848.8129 1.081658 11582.75 0.1023563009
8/24/2018 839.6812 -1.081658 11557.1 -0.2216989474
8/27/2018 850.1244 1.236044 11691.95 1.1600654601
8/28/2018 828.7523 -2.546141 11738.5 0.3973450434
8/29/2018 837.1069 1.003048 11691.9 -0.3977710126
8/30/2018 818.4548 -2.253353 11676.8 -0.1292377238
8/31/2018 821.7578 0.402751 11680.5 0.0316834143
9/3/2018 821.3692 -0.047301 11582.35 -0.8438430808
9/4/2018 799.0256 -2.757968 11520.3 -0.5371674226
9/5/2018 792.274 -0.848575 11476.95 -0.3769986528
9/6/2018 775.5163 -2.137828 11536.9 0.5209934894
9/7/2018 792.3712 2.150092 11589.1 0.4514339414
9/10/2018 784.3566 -1.016611 11438.1 -1.3115113391
9/11/2018 762.936 -2.768969 11287.5 -1.3253935315
9/12/2018 800.9685 4.864751 11369.9 0.7273628295
9/14/2018 778.0907 -2.897853 11515.2 1.2698371667
9/17/2018 761.4302 -2.164462 11377.75 -1.2008224846
9/18/2018 768.0847 0.870156 11278.9 -0.8725935609
9/19/2018 767.1132 -0.126571 11234.35 -0.3957744009
9/21/2018 730.9263 -4.832165 11143.1 -0.8155577062
9/24/2018 739.9124 1.221906 10967.4 -1.589316536
9/25/2018 746.0811 0.830259 11067.45 0.9081113682
9/26/2018 764.0045 2.373937 11053.8 -0.1234142893
9/27/2018 733.695 -4.048028 10977.55 -0.6921982157
9/28/2018 718.8317 -2.046621 10930.45 -0.4299770181
10/1/2018 724.0289 0.720415 11008.3 0.7097025743
10/3/2018 716.4515 -1.052074 10858.25 -1.3724356296
10/4/2018 708.4371 -1.124937 10599.25 -2.4141915818
10/5/2018 698.8195 -1.366873 10316.45 -2.704351637
10/8/2018 708.6313 1.394292 10348.05 0.3058349791
10/9/2018 713.1486 0.635433 10301.05 -0.4552264462
10/10/2018 718.3459 0.726152 10460.1 1.5322168583
10/11/2018 698.9167 -2.741964 10234.65 -2.1788921093
10/12/2018 714.8486 2.253918 10472.5 2.2973713492
10/15/2018 741.4181 3.649387 10512.5 0.381225146
10/16/2018 738.0665 -0.453072 10584.75 0.6849260681
10/17/2018 724.3204 -1.880017 10453.05 -1.252050278
10/19/2018 712.42 -1.65662 10303.55 -1.4405306078
10/22/2018 720.8717 1.179358 10245.25 -0.5674293582
10/23/2018 725.8262 0.684937 10146.8 -0.9655817915
10/24/2018 720.5803 -0.725366 10224.75 0.7652886127
10/25/2018 750.2584 4.036074 10124.9 -0.9813476734
10/26/2018 747.004 -0.434713 10030 -0.9417173044
10/29/2018 742.438 -0.613106 10250.85 2.1779988858
10/30/2018 731.7036 -1.456398 10198.4 -0.5129707252
10/31/2018 723.4946 -1.128233 10386.6 1.8285592604
11/1/2018 725.1461 0.228005 10380.45 -0.0592227999
11/2/2018 768.2303 5.771644 10553 1.6485931504
11/5/2018 747.6354 -2.717423 10524 -0.2751816511
11/6/2018 751.1812 0.473152 10530 0.0569962968
11/7/2018 756.8156 0.747273 10598.4 0.6474757075
11/9/2018 750.4526 -0.844311 10585.2 -0.1246265729
11/12/2018 736.0265 -1.941043 10482.2 -0.9778218363
11/13/2018 722.1832 -1.898731 10582.5 0.9523094284
11/14/2018 715.1401 -0.980028 10576.3 -0.0586063031
11/15/2018 716.2087 0.149306 10616.7 0.3812621048
11/16/2018 712.8085 -0.475873 10682.2 0.6150571653
11/19/2018 711.6428 -0.163672 10763.4 0.7572703195
11/20/2018 707.1132 -0.638534 10656.2 -1.0009625588
11/21/2018 707.649 0.07574 10600.05 -0.5283200998
11/22/2018 697.1285 -1.497846 10526.75 -0.6939063161
11/26/2018 703.3141 0.883385 10628.6 0.9628807634
11/27/2018 717.098 1.940888 10685.6 0.5348559925
11/28/2018 711.8864 -0.729418 10728.85 0.4039334224
11/29/2018 705.2136 -0.941751 10858.7 1.2030281644
11/30/2018 690.8941 -2.051421 10876.75 0.1660863611
12/3/2018 696.9337 0.870366 10883.75 0.0643367592
12/4/2018 695.2776 -0.237905 10869.5 -0.1310149246
12/5/2018 690.6506 -0.667716 10782.9 -0.7999119654
12/6/2018 684.8546 -0.842753 10601.15 -1.6999059579
12/7/2018 685.0494 0.028452 10693.7 0.8692278572
12/10/2018 679.3995 -0.828172 10488.45 -1.9380130943
12/11/2018 700.2944 3.029158 10549.15 0.5770654709
12/12/2018 713.4937 1.867276 10737.6 1.7706238987
12/13/2018 710.0842 -0.479003 10791.55 0.5011838405
12/14/2018 715.5394 0.765302 10805.45 0.1287252111
12/17/2018 718.5103 0.414344 10888.35 0.764271988
12/18/2018 715.1497 -0.468814 10908.7 0.186727948
12/19/2018 729.9563 2.049275 10967.3 0.5357446532
12/20/2018 726.3521 -0.494977 10951.7 -0.1423387256
12/21/2018 724.0142 -0.322395 10754 -1.8216934772
12/24/2018 726.4008 0.329092 10663.5 -0.8451083332
12/26/2018 712.8605 -1.881607 10729.85 0.6202845552
12/27/2018 716.8544 0.558691 10779.8 0.4644453736
12/28/2018 715.7828 -0.149589 10859.9 0.7403148021
12/31/2018 723.6245 1.089572 10862.55 0.0243933257
1/1/2019 719.6793 -0.546682 10862.55 1.7951586E-06
1/2/2019 714.5652 -0.71315 10792.5 -0.6469645125
1/3/2019 697.4694 -2.421555 10672.25 -1.1204533762
1/4/2019 704.9214 1.06277 10727.35 0.5149603896
1/7/2019 716.5134 1.631053 10771.8 0.4135071438
1/8/2019 719.5819 0.427346 10802.15 0.2813634568
1/9/2019 721.5788 0.277122 10855.15 0.4894433183
1/10/2019 735.5574 1.918704 10821.6 -0.309555711
1/11/2019 735.8984 0.046341 10794.95 -0.2465650415
1/14/2019 742.8146 0.93545 10737.6 -0.5326886238
1/15/2019 745.5909 0.373058 10886.8 1.3799464277
1/16/2019 747.2468 0.221844 10890.3 0.0321438584
1/17/2019 764.8785 2.332142 10905.2 0.1367290709
1/18/2019 761.81 -0.401979 10906.95 0.0160461025
1/21/2019 756.5985 -0.686443 10961.85 0.5020808624
1/22/2019 761.0793 0.590487 10922.75 -0.3573257112
1/23/2019 762.1996 0.147091 10831.5 -0.8389214537
1/24/2019 756.3062 -0.776219 10849.8 0.1688073087
1/25/2019 746.8086 -1.263742 10780.55 -0.6403062165
1/28/2019 721.0431 -3.511002 10661.55 -1.1099773245
1/29/2019 732.9274 1.634771 10652.2 -0.0877331356
1/30/2019 732.3429 -0.079777 10651.8 -0.0037588246
1/31/2019 725.6702 -0.915325 10830.95 1.6678920816
2/1/2019 749.6822 3.255378 10893.65 0.5772292093
2/4/2019 752.0201 0.311374 10912.25 0.1705924835
2/5/2019 750.8024 -0.162057 10934.35 0.2023163049
2/6/2019 763.1251 1.627938 11062.45 1.1647333732
2/7/2019 762.7354 -0.051073 11069.4 0.0628071855
2/8/2019 733.6092 -3.893475 10943.6 -1.1429805256
2/11/2019 721.2866 -1.693986 10888.8 -0.5020054649
2/12/2019 721.0918 -0.027014 10831.4 -0.5285360826
2/14/2019 720.4586 -0.087855 10746.05 -0.7911132258
2/15/2019 721.2866 0.11487 10724.4 -0.2016671392
2/18/2019 722.7964 0.209105 10640.95 -0.7811771685
2/19/2019 719.1922 -0.499901 10604.35 -0.3445526544
2/20/2019 705.5546 -1.914453 10735.45 1.228711015
2/21/2019 716.1238 1.486892 10789.85 0.5054473602
2/22/2019 711.2532 -0.682449 10791.65 0.0166882006
 2/25/2019 713.1526 0.266696 10880.1 0.8162673444
2/26/2019 710.1329 -0.424331 10835.3 -0.4126091969
2/27/2019 702.6809 -1.05493 10806.65 -0.2647583094
2/28/2019 698.3461 -0.618802 10792.5 -0.1310273114
3/1/2019 708.0873 1.385249 10863.5 0.6557097746
3/5/2019 716.2699 1.148968 10987.45 1.134518393
3/6/2019 727.7158 1.585357 11053 0.5948154206
3/7/2019 723.381 -0.597459 11058.2 0.0470367511
3/8/2019 719.5819 -0.526567 11035.4 -0.2063929055
3/11/2019 725.8162 0.862649 11168.05 1.1948682843
3/12/2019 727.5209 0.234593 11301.2 1.1851926398
3/13/2019 731.1739 0.500853 11341.7 0.3577284049
3/14/2019 727.1801 -0.547711 11343.25 0.0136637285
3/15/2019 727.2287 0.006681 11426.85 0.7342961697
3/18/2019 715.0035 -1.695351 11462.2 0.3088866896
3/19/2019 721.0918 0.847895 11532.4 0.6105817218
3/20/2019 708.2334 -1.799275 11521.05 -0.0984719148
3/22/2019 697.5668 -1.517546 11456.9 -0.5583577309
3/25/2019 689.1894 -1.208213 11354.25 -0.9000079535
3/26/2019 691.3325 0.310481 11483.25 1.1297328693
3/27/2019 702.7296 1.635128 11445.05 -0.3332146794
3/28/2019 698.8819 -0.549043 11570 1.0858236129

Return per year -11.40637 12.487164592

https://www.youtube.com/watch?v=M39LPrz2gr8
Market
0.050968019
0.784488094
0.62
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.38516771212559
R Square 0.14835416646407
Adjusted R Square 0.14484945109972
Standard Error 1.51909238471232
Observations 245

ANOVA
df SS MS F Significance F
Regression 1 97.68219 97.68219 42.32988 4.364E-10 2.698521
Residual 243 560.7569 2.307642 0.400337
Total 244 658.4391 2.298184

Coefficients Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%

Intercept -0.08766439261342 0.097257 -0.901371 0.368283 -0.279238 0.103909 -0.279238
X Variable 1 0.80654093526165 0.123966 6.506141 4.364E-10 0.562356 1.050726 0.562356

RESIDUAL OUTPUT

Observation Predicted Y Residuals

1 0.17412963276106 -0.026187 2.298184 1.515976 2.298184
2 -1.01086211778859 -0.647309
3 1.46406445404708 -0.833597
4 -0.03730256428676 -0.199442
5 0.28423935251606 -0.103502
6 0.09009006901249 1.116715
7 0.02778347926694 0.585494
8 0.23300826809395 -0.821687
9 0.08142427386644 -0.069119
10 0.27896409103957 0.985915
11 0.06808402491881 -0.536735
12 -0.25988041833474 3.766497
13 0.21137049957359 -0.62455
14 -0.09720729089341 1.050824
15 0.06984269558183 0.741208
16 0.13794460317944 -1.672201
17 -0.42116973079859 0.072393
18 0.27205331134696 -0.818338
19 0.47627050749244 1.842566
20 0.26646284372125 -0.039821
21 -0.24778789267211 3.086154
22 -0.37714160038666 -2.298828
23 -0.5527061579632 0.163668
24 0.64766483230786 2.400414
25 -0.07035593428349 -1.843905
26 0.09199171190102 2.092765
27 -0.27672760477109 -1.615105
28 0.58648669140578 -1.554686
29 -0.08692096628888 0.50302
30 -0.12312338798649 -0.734074
31 -0.54254632358188 0.757557
32 -0.52737756284408 1.411474
33 -0.74187161317534 -3.632704
34 -0.69659225425128 -2.168941
35 0.06557283518595 -1.235176
36 -0.90587045904213 -1.200018
37 0.5554399266953 -1.570342
38 0.60970079386084 1.194573
39 0.54488133256748 -0.430816
40 -0.50641233330924 0.772062
41 -0.23153078046597 -0.135506
42 0.83257993291806 0.402399
43 -0.38834541810196 -2.444303
44 -0.59977627733711 -1.213906
45 -0.35636105426003 1.782755
46 0.60600645463787 -0.438
47 0.54168523769771 0.018431
48 -0.09290165059885 1.051313
49 0.05676960945803 -1.633431
50 0.3292166366263 0.15413
51 0.01529687805203 -0.472803
52 -0.44989887035277 -0.022668
53 -0.01568136226405 0.359005
54 -0.22086386924439 -1.166103
55 -0.75808463595203 0.758085
56 0.37487714797128 0.161352
57 -0.3197328524206 -0.538312
58 0.51641331787798 0.106566
59 -0.53158131647701 -2.683568
60 -0.03746856531188 0.924634
61 -0.8230925396826 0.427525
62 -0.71210202348859 -1.488481
63 0.86035562820284 -1.128529
64 -0.51788901928282 3.261694
65 0.23409278274911 1.887011
66 0.43826564367353 1.465211
 67 -0.23870885344477 -0.21924
68 0.08397175772082 0.322476
69 0.51093499393555 0.494803
70 0.61047113075132 3.913099
71 -0.07993030313193 0.055556
72 0.46223401774194 0.887466
73 -0.11913115749874 -3.137611
74 -0.69049164771552 -2.650209
75 0.4357016351233 0.312845
76 -0.29013592957585 -0.715602
77 -0.25936278876172 -1.586052
78 0.30225954063166 -0.256349
79 0.45660203106462 3.066311
80 0.27206307248319 0.916893
81 -0.10432532773475 -1.071978
82 0.16768677778007 0.148184
83 0.71041404058484 -0.754573
84 0.20643091973985 1.43957
85 0.17518448509169 2.077338
86 -0.16084700839314 0.051547
87 -0.81242041717262 -0.512096
88 0.74080577055017 0.299728
89 0.09883087519457 1.80624
90 -0.07101706144258 -0.422988
91 0.33998172277272 -1.201284
92 0.05801666453137 0.100245
93 -0.37787739842371 0.681515
94 -0.60977937225507 1.196216
95 0.47395544648331 1.661148
96 -0.44145068665699 1.340211
97 0.51718024161303 -0.225209
98 0.47986811096416 3.442207
99 0.04593255702787 -3.172358
100 -0.00510984593626 1.086768
101 -0.26647366899255 -0.815184
102 0.84797588856133 0.388068
103 0.23281065029229 -2.778952
104 -0.40848299711172 1.411531
105 -0.19189990719895 -2.061454
106 -0.06211042202752 0.464861
107 -0.76825838025239 0.720957
108 -0.52091190801888 -2.237056
109 -0.39172923865432 -0.456846
110 0.33253818357665 -2.470366
111 0.27643556072249 1.873656
112 -1.14545197461907 0.128841
113 -1.15664853109947 -1.61232
114 0.49898350416204 4.365768
115 0.93651126348618 -3.834364
116 -1.05617688239238 -1.108285
117 -0.79144681934145 1.661603
118 -0.40687264804873 0.280302
119 -0.7454450677643 -4.08672
120 -1.36951323798584 2.591419
121 0.64476459957626 0.185494
122 -0.18720306890601 2.56114
123 -0.64595058892524 -3.402078
124 -0.43445845894899 -1.612163
125 0.48473978541574 0.235675
126 -1.19458990893278 0.142516
127 -2.03480872893617 0.909872
128 -2.26883469115602 0.901962
129 0.15900403748535 1.235288
130 -0.45482315630336 1.090256
131 1.14813122530647 -0.42198
132 -1.8450300723019 -0.896934
133 1.76525964400645 0.488659
134 0.21980929318777 3.429578
135 0.46475651893886 -0.917829
136 -1.09749419482672 -0.782522
137 -1.24951129626228 -0.407109
138 -0.54531939787448 1.724677
139 -0.86644563379339 1.551383
140 0.52957220078543 -1.254939
141 -0.87916146292846 4.915235
142 -0.84719794809177 0.412485
143 1.66898086577265 -2.282087
144 -0.50139628108133 -0.955002
145 1.38714350342812 -2.515376
146 -0.1354300050682 0.363435
147 1.24199346881154 4.529651
148 -0.30960965885095 -2.407813
149 -0.04169454609898 0.514847
150 0.43455127008657 0.312722
151 -0.18818082524014 -0.65613
152 -0.87631773101743 -1.064725
153 0.68041214441453 -2.579143
154 -0.13493277516181 -0.845095
155 0.21983910199813 -0.070533
156 0.40840438870173 -0.884277
157 0.52310511914125 -0.686777
158 -0.89498167094153 0.256448
159 -0.51377618002268 0.589516
160 -0.64732824178876 -0.850518
161 0.68893835882759 0.194446
162 0.34371885979418 1.59717
163 0.2381244476663 -0.967542
164 0.88262706828041 -1.824378
165 0.04629105640506 -2.097712
166 -0.03577416268695 0.90614
167 -0.19333329240061 -0.044571
168 -0.73282613731772 0.06511
169 -1.45870813374514 0.615955
170 0.61340345628895 -0.584951
171 -1.65075128622814 0.822579
172 0.3777625320044 2.651396
173 1.34041626266341 0.52686
174 0.31656089083419 -0.795564
175 0.01615775952995 0.749145
176 0.52875225140605 -0.114408
177 0.06293934121569 -0.531754
178 0.34443560099981 1.704839
179 -0.2024664014949 -0.29251
180 -1.5569347534598 1.23454
181 -0.76927885806802 1.098371
182 0.4126204926858 -2.294228
183 0.28692981337999 0.271761
184 0.5094298002296 -0.659019
185 -0.06799017688941 1.157562
186 -0.08766294474452 -0.459019
187 -0.60946775563578 -0.103682
188 -0.99135590653058 -1.4302
189 0.32767224166106 0.735098
190 0.2458460458511 1.385207
191 0.13926675300301 0.288079
192 0.30709167910441 -0.029969
193 -0.33733374527539 2.256038
194 -0.28652919181421 0.33287
195 -0.51729957348338 1.45275
196 1.02531888981876 -0.652261
197 -0.06173905500396 0.283583
198 0.02261320008797 2.309528
199 -0.07472255410141 -0.327257
200 0.3172843757345 -1.003728
201 -0.37586220595052 0.96635
202 -0.76428888650391 0.911379
203 0.04848561202135 -0.824704
204 -0.60409756730574 -0.659644
205 -0.98290654200645 -2.528095
206 -0.15842475789331 1.793195
207 -0.09069603854946 0.010919
208 1.25755884680285 -2.172884
209 0.37789459372323 2.877483
210 0.04992542855813 0.261448
211 0.07551198916331 -0.237569
212 0.85174075154765 0.776198
213 -0.03700782646157 -0.014065
214 -1.00952497473672 -2.88395
215 -0.49255234974586 -1.201434
216 -0.51395037896918 0.486936
217 -0.725729593649 0.637874
218 -0.25031719564126 0.365187
219 -0.71771575667157 0.926821
220 -0.36556021277162 -0.13434
221 0.90334133858135 -2.817794
222 0.31999959399084 1.166892
223 -0.07420467570912 -0.608245
224 0.5706886347857 -0.303993
225 -0.4204506001451 -0.00388
226 -0.3012028071343 -0.753727
227 -0.19334328291856 -0.425459
228 0.44119238222552 0.944057
229 0.82737113311546 0.321597
230 0.39207859303078 1.193278
231 -0.04972732742309 -0.547731
232 -0.25412871967634 -0.272438
233 0.87604579090417 -0.013397
234 0.86824198757814 -0.633649
235 0.20085820961304 0.299995
236 -0.07664403625052 -0.471067
237 0.50457552686487 -0.497895
238 0.16146536688326 -1.856817
239 0.40479476037471 0.443101
240 -0.16708602286945 -1.632189
241 -0.53800275911129 -0.979543
242 -0.81355764916889 -0.394655
243 0.82351141240508 -0.51303
244 -0.35641567179239 1.991543
245 0.78809679962917 -1.33714
Upper 95.0%
0.103909
1.050726
 (returns- (returns-
Q.1 YEAR A mean) Squared (A,E) E mean)
1 6.2 2.92 8.5264 -25.8712 -9.5 -8.86
2 3.6 0.32 0.1024 -3.5392 -11.7 -11.06
3 4 0.72 0.5184 10.3968 13.8 14.44
4 2.4 -0.88 0.7744 4.1008 -5.3 -4.66
5 0.2 -3.08 9.4864 -31.2312 9.5 10.14

MEAN 3.28 19.408 -46.144 MEAN -0.64

N 5

Var A 3.8816 SD A 1.9701777

Var E 106.7744 SD E 10.33317

Var F 157.748 SD F 12.559777

COV(A,E) -9.2288 CORR(A,E) -0.4533215

COV(E,F) -3.37 CORR(E,F) -0.0259666

COV(A,F) 7.548 CORR(A,F) 0.3050314

Q.2 A E F
6.2 -9.5 26.5
3.6 -11.7 -12.3
4 13.8 2.6
2.4 -5.3 10.5
0.2 9.5 9.2

MEAN 3.28 -0.64 7.3

A) A AND E IN EQUAL WEIGHT B) A & F IN EQUAL WEIGHT

W W^2 W W^2
A 0.5 0.25 A 0.5 0.25
E 0.5 0.25 F 0.5 0.25

Mean of Mean of
portfolio 1.32 portfolio 5.29
 Variance of Variance of
portfolio 23.0496 portfolio 44.1814

SD 4.8009999 SD 6.6469091

D) A,E & F IN EQUAL PROPORTION

A 0.33 0.1089
E 0.33 0.1089
F 0.33 0.1089

Mean of
portfolio 3.2802

Variance of
portfolio 28.129131

SD 5.3036904

Q.3 A E
Squared*P
Ps Ri RiPs (Ri-mean) Squared rob Ps Ri
0.2 -13 -2.6 -28.6 817.96 163.592 0.2 -4
0.15 16 2.4 0.4 0.16 0.024 0.15 -2
0.4 32 12.8 16.4 268.96 107.584 0.4 21
0.25 12 3 -3.6 12.96 3.24 0.25 20

MEAN 15.6 VARIANCE 274.44 MEAN

SD 16.566231 SD

A&E A&F

Covariance 142.52 Covariance 138.92

Corelation 0.76 Corelation 0.7939384

 (returns-
Squared (E,F) F mean) Squared (A,F)
78.4996 -170.112 26.5 19.2 368.64 56.064
122.3236 216.776 -12.3 -19.6 384.16 -6.272
208.5136 -67.868 2.6 -4.7 22.09 -3.384
21.7156 -14.912 10.5 3.2 10.24 -2.816
102.8196 19.266 9.2 1.9 3.61 -5.852

533.872 -16.85 MEAN 7.3 788.74 37.74

C) E AND F IN EQUAL WEIGHT

W W^2
E 0.5 0.25
F 0.5 0.25

Mean of
portfolio 3.33
 Variance of
portfolio 64.4456

SD 8.0278017

F
Squared*P
RiPs (Ri-mean) Squared rob Ps Ri RiPs (Ri-mean) Squared
-0.8 -16.3 265.69 53.138 0.2 -9 -1.8 -19.8 392.04
-0.3 -14.3 204.49 30.6735 0.15 8 1.2 -2.8 7.84
8.4 8.7 75.69 30.276 0.4 16 6.4 5.2 27.04
5 7.7 59.29 14.8225 0.25 20 5 9.2 84.64

12.3 VARIANCE 128.91 MEAN 10.8 VARIANCE

11.353854 SD 10.562197

E&F

Covariance 106.36

Corelation 0.8869125
Squared*P
rob
78.408
1.176
10.816
21.16

111.56
Q1

Year A A-(Mean)
1 6.2 2.92
2 3.6 0.32
3 4 0.72
4 2.4 -0.88
5 0.2 -3.08

Mean Of A 3.28

Variance 3.8816
S.D 1.97017765696

Covariance of A&E
A-(Mean) E-(Mean) [A-(Mean)*E-(Mean)]
2.92 -8.86 -25.8712
0.32 -11.06 -3.5392
0.72 14.44 10.3968
-0.88 -4.66 4.1008
-3.08 10.14 -31.2312

Total -46.144
Covariance A,E -9.2288
Correlation A,E -0.453321455954008

Q2

A & E in Equal Proportion W W^2

A 0.5 0.25
E 0.5 0.25

R 1.32
Variance of Portfolio 23.0496
S.D 4.80099989586
 A,E & F in Equal Proportion W W^2
A 0.33 0.1089
E 0.33 0.1089
F 0.33 0.1089

Mean of Portfolio 3.2802

Variance of Portfolio 28.12913136
S.D 5.30369035295
[A-(Mean)]^2 Year E
8.5264 1 -9.5
0.1024 2 -11.7
0.5184 3 13.8
0.7744 4 -5.3
9.4864 5 9.5

19.408 Mean Of E -0.64

Variance 106.7744
S.D 10.3331698912

Covariance of E&F
E-(Mean) F-(Mean)
-8.86 19.2
-11.06 -19.6
14.44 -4.7
-4.66 3.2
10.14 1.9

Total
Covariance E,F
Correlation E,F

E & F in Equal Proportion W

E 0.5
F 0.5

R 3.33
Variance of Portfolio 64.4456
S.D 8.02780169162
 E-(Mean) [E-(Mean)]^2
-8.86 78.4996
-11.06 122.3236
14.44 208.5136
-4.66 21.7156
10.14 102.8196

533.872

[E-(Mean)*F-(Mean)]
-170.112
216.776
-67.868
-14.912
19.266

-16.85
-3.37
-0.025966558876716

W^2
0.25
0.25
 Year F F-(Mean)
1 26.5 19.2
2 -12.3 -19.6
3 2.6 -4.7
4 10.5 3.2
5 9.2 1.9

Mean Of F 7.3

Variance 157.748
S.D 12.5597770681

Covariance of A&F
A-(Mean) F-(Mean) [E-(Mean)*F-(Mean)]
2.92 19.2 56.064
0.32 -19.6 -6.27200000000001
0.72 -4.7 -3.384
-0.88 3.2 -2.816
-3.08 1.9 -5.852

Total 37.74
Covariance A,F 7.548
Correlation A,F 0.305031416151526

A & F in Equal Proportion W W^2

A 0.5 0.25
F 0.5 0.25

R 5.29
Variance of Portfolio 44.1814
S.D 6.6469090561
[F-(Mean)]^2
368.64
384.16
22.09
10.24
3.61

788.74
 Economy A Probablity (P) A*P
R -13 0.2 -2.6
S 16 0.15 2.4
H 32 0.4 12.8
L 12 0.25 3

Economy E Probablity (P) E*P

R -4 0.2 -0.8
S -2 0.15 -0.3
H 21 0.4 8.4
L 20 0.25 5

Economy F Probablity (P) F*P

R -9 0.2 -1.8
S 8 0.15 1.2
H 16 0.4 6.4
L 20 0.25 5

Covariance
A-(Mean) E-(Mean) F-(Mean) Probablity (P)
-28.6 -16.3 -19.8 0.2
0.4 -14.3 -2.8 0.15
16.4 8.7 5.2 0.4
-3.6 7.7 9.2 0.25

Q2

A & E in Equal Proportion W W^2

A 0.5 0.25
E 0.5 0.25

Mean 13.95
Variance 172.0975
S.D 13.11859367
A,E & F in Equal Proportion W W^2
A 0.33333 0.11111
E 0.33333 0.11111
F 0.33333 0.11111

Mean of Portfolio 12.90

Variance of Portfolio 143.38713
S.D 11.974437
A-(Mean) [A-(Mean)]^2 [A-(Mean)]^2*(P) Mean 15.6
-28.6 817.96 163.592 Variance 274.44
0.4 0.159999999999999 0.024 S.D 16.566
16.4 268.96 107.584
-3.6 12.96 3.24

E-(Mean) [E-(Mean)]^2 [E-(Mean)]^2*(P) Mean 12.3

-16.3 265.69 53.138 Variance 128.91
-14.3 204.49 30.6735 S.D 11.354
8.7 75.69 30.276
7.7 59.29 14.8225

F-(Mean) [F-(Mean)]^2 [F-(Mean)]^2*(P) Mean 10.8

-19.8 392.04 78.408 Variance 111.56
-2.8 7.84 1.176 S.D 10.562
5.2 27.04 10.816
9.2 84.64 21.16

A*E E*F A*F

93.236 64.548 113.256 COV A&E 142.52
-0.858 6.006 -0.168 COV E&F 106.36
57.072 18.096 34.112 COV A&F 138.92
-6.93 17.71 -8.28

E & F in Equal Proportion W W^2

E 0.5 0.25
F 0.5 0.25

Mean 11.55
Variance 113.2975
S.D 10.6441298376147
 COR A&E 0.76
COR E&F 0.89
COR A&F 0.79

A & F in Equal Proportion W W^2

A 0.5 0.25
F 0.5 0.25

Mean 13.2
Variance 165.96
S.D 12.88255