Stock Prices

Document Sample
Stock Prices
Prices

Period EIX WMB INTC ORCL NKE

2/28/2006 44.36 21.57 20.60 12.42 86.78

1/31/2006 43.82 23.84 21.26 12.57 80.95

12/30/2005 43.61 23.17 24.96 12.21 86.79

11/30/2005 45.12 21.50 26.68 12.60 85.30

10/31/2005 43.76 22.30 23.50 12.68 84.05

9/30/2005 47.28 25.05 24.65 12.40 81.68

8/31/2005 45.03 22.44 25.72 12.99 78.91

7/29/2005 40.88 21.24 27.14 13.57 83.80

6/30/2005 40.55 19.00 26.02 13.20 86.60

5/31/2005 36.75 18.41 26.96 12.80 82.20

4/29/2005 36.30 17.02 23.52 11.56 76.81

3/31/2005 34.72 18.81 23.23 12.48 83.31

2/28/2005 32.48 18.83 23.99 12.95 86.95

1/31/2005 32.47 16.81 22.45 13.77 86.63

12/31/2004 32.03 16.29 23.39 13.72 90.69

11/30/2004 31.90 16.67 22.38 12.74 84.66

10/29/2004 30.50 12.51 22.26 12.66 81.31

9/30/2004 26.51 12.10 20.06 11.28 78.80

8/31/2004 26.88 11.89 21.29 9.97 75.31

7/30/2004 26.80 12.15 24.38 10.51 72.71

6/30/2004 25.57 11.90 27.60 11.93 75.75

5/31/2004 24.14 11.91 28.55 11.40 71.15

4/30/2004 23.40 10.30 25.73 11.25 71.95

3/31/2004 24.29 9.57 27.20 12.00 77.87

2/27/2004 23.09 9.47 29.20 12.87 73.25

1/30/2004 22.00 10.14 30.52 13.86 69.66

12/31/2003 21.93 9.82 32.05 13.23 68.46

11/28/2003 20.42 9.38 33.54 12.02 67.25

10/31/2003 19.71 10.20 32.95 11.97 63.90

9/30/2003 19.10 9.42 27.52 11.25 60.82

8/29/2003 18.86 9.13 28.59 12.83 56.98

7/31/2003 16.41 6.35 24.89 11.99 51.74

6/30/2003 16.43 7.90 20.81 12.01 53.49

5/30/2003 16.28 7.91 20.82 13.01 55.99

4/30/2003 14.59 6.95 18.37 11.88 53.53

3/31/2003 13.69 4.58 16.28 10.85 51.42

Prices Re

Period EIX WMB INTC ORCL NKE EIX

2/28/2006 44.36 21.57 20.60 12.42 86.78

1/31/2006 43.82 23.84 21.26 12.57 80.95

12/30/2005 43.61 23.17 24.96 12.21 86.79

11/30/2005 45.12 21.50 26.68 12.60 85.30

10/31/2005 43.76 22.30 23.50 12.68 84.05

9/30/2005 47.28 25.05 24.65 12.40 81.68

8/31/2005 45.03 22.44 25.72 12.99 78.91

7/29/2005 40.88 21.24 27.14 13.57 83.80

6/30/2005 40.55 19.00 26.02 13.20 86.60

5/31/2005 36.75 18.41 26.96 12.80 82.20

4/29/2005 36.30 17.02 23.52 11.56 76.81

3/31/2005 34.72 18.81 23.23 12.48 83.31

2/28/2005 32.48 18.83 23.99 12.95 86.95

1/31/2005 32.47 16.81 22.45 13.77 86.63

12/31/2004 32.03 16.29 23.39 13.72 90.69

11/30/2004 31.90 16.67 22.38 12.74 84.66

10/29/2004 30.50 12.51 22.26 12.66 81.31

9/30/2004 26.51 12.10 20.06 11.28 78.80

8/31/2004 26.88 11.89 21.29 9.97 75.31

7/30/2004 26.80 12.15 24.38 10.51 72.71

6/30/2004 25.57 11.90 27.60 11.93 75.75

5/31/2004 24.14 11.91 28.55 11.40 71.15

4/30/2004 23.40 10.30 25.73 11.25 71.95

3/31/2004 24.29 9.57 27.20 12.00 77.87

2/27/2004 23.09 9.47 29.20 12.87 73.25

1/30/2004 22.00 10.14 30.52 13.86 69.66

12/31/2003 21.93 9.82 32.05 13.23 68.46

11/28/2003 20.42 9.38 33.54 12.02 67.25

10/31/2003 19.71 10.20 32.95 11.97 63.90

9/30/2003 19.10 9.42 27.52 11.25 60.82

8/29/2003 18.86 9.13 28.59 12.83 56.98

7/31/2003 16.41 6.35 24.89 11.99 51.74

6/30/2003 16.43 7.90 20.81 12.01 53.49

5/30/2003 16.28 7.91 20.82 13.01 55.99

4/30/2003 14.59 6.95 18.37 11.88 53.53

3/31/2003 13.69 4.58 16.28 10.85 51.42



means





Portfolios

I II

EIX 0.25 0.30

WMB 0.15 0.50

INTC 0.40 -0.15

ORCL 0.05 0.47

NKE 0.15 -0.12 variance

sum 1.00 1.00



Mean

Variance

Returns Mean Adjusted Returns

WMB INTC ORCL NKE EIX WMB INTC

Mean Adjusted Returns

ORCL NKE

Prices Re

Period EIX WMB INTC ORCL NKE EIX

2/28/2006 44.36 21.57 20.60 12.42 86.78 0.0122

1/31/2006 43.82 23.84 21.26 12.57 80.95 0.0048

12/30/2005 43.61 23.17 24.96 12.21 86.79 -0.0340

11/30/2005 45.12 21.50 26.68 12.60 85.30 0.0306

10/31/2005 43.76 22.30 23.50 12.68 84.05 -0.0774

9/30/2005 47.28 25.05 24.65 12.40 81.68 0.0488

8/31/2005 45.03 22.44 25.72 12.99 78.91 0.0967

7/29/2005 40.88 21.24 27.14 13.57 83.80 0.0081

6/30/2005 40.55 19.00 26.02 13.20 86.60 0.0984

5/31/2005 36.75 18.41 26.96 12.80 82.20 0.0123

4/29/2005 36.30 17.02 23.52 11.56 76.81 0.0445

3/31/2005 34.72 18.81 23.23 12.48 83.31 0.0667

2/28/2005 32.48 18.83 23.99 12.95 86.95 0.0003

1/31/2005 32.47 16.81 22.45 13.77 86.63 0.0136

12/31/2004 32.03 16.29 23.39 13.72 90.69 0.0041

11/30/2004 31.90 16.67 22.38 12.74 84.66 0.0449

10/29/2004 30.50 12.51 22.26 12.66 81.31 0.1402

9/30/2004 26.51 12.10 20.06 11.28 78.80 -0.0139

8/31/2004 26.88 11.89 21.29 9.97 75.31 0.0030

7/30/2004 26.80 12.15 24.38 10.51 72.71 0.0470

6/30/2004 25.57 11.90 27.60 11.93 75.75 0.0575

5/31/2004 24.14 11.91 28.55 11.40 71.15 0.0311

4/30/2004 23.40 10.30 25.73 11.25 71.95 -0.0373

3/31/2004 24.29 9.57 27.20 12.00 77.87 0.0507

2/27/2004 23.09 9.47 29.20 12.87 73.25 0.0484

1/30/2004 22.00 10.14 30.52 13.86 69.66 0.0032

12/31/2003 21.93 9.82 32.05 13.23 68.46 0.0713

11/28/2003 20.42 9.38 33.54 12.02 67.25 0.0354

10/31/2003 19.71 10.20 32.95 11.97 63.90 0.0314

9/30/2003 19.10 9.42 27.52 11.25 60.82 0.0126

8/29/2003 18.86 9.13 28.59 12.83 56.98 0.1392

7/31/2003 16.41 6.35 24.89 11.99 51.74 -0.0012

6/30/2003 16.43 7.90 20.81 12.01 53.49 0.0092

5/30/2003 16.28 7.91 20.82 13.01 55.99 0.1096

4/30/2003 14.59 6.95 18.37 11.88 53.53 0.0637

3/31/2003 13.69 4.58 16.28 10.85 51.42



mean 0.0336







Portfolios I II

1 0.25 0.30

2 0.15 0.50

3 0.40 -0.15

4 0.05 0.47

5 0.15 -0.12 variance 0.0022

sum 1 1



mean return 0.0202 0.0312

variance 0.0030 0.0061

Returns Mean Adjusted Returns

WMB INTC ORCL NKE EIX WMB INTC

-0.1001 -0.0313 -0.0120 0.0695 -0.0213 -0.1443 -0.0380

0.0285 -0.1607 0.0291 -0.0697 -0.0288 -0.0158 -0.1674

0.0748 -0.0666 -0.0314 0.0173 -0.0676 0.0305 -0.0734

-0.0365 0.1269 -0.0063 0.0148 -0.0030 -0.0808 0.1202

-0.1163 -0.0478 0.0223 0.0286 -0.1110 -0.1606 -0.0545

0.1100 -0.0425 -0.0465 0.0345 0.0152 0.0658 -0.0492

0.0550 -0.0537 -0.0437 -0.0601 0.0631 0.0107 -0.0605

0.1114 0.0421 0.0276 -0.0329 -0.0255 0.0672 0.0354

0.0315 -0.0355 0.0308 0.0521 0.0648 -0.0127 -0.0422

0.0785 0.1365 0.1019 0.0678 -0.0213 0.0342 0.1298

-0.1000 0.0124 -0.0766 -0.0812 0.0109 -0.1443 0.0057

-0.0011 -0.0322 -0.0370 -0.0428 0.0331 -0.0453 -0.0389

0.1135 0.0663 -0.0614 0.0037 -0.0333 0.0692 0.0596

0.0314 -0.0410 0.0036 -0.0458 -0.0199 -0.0129 -0.0477

-0.0231 0.0441 0.0741 0.0688 -0.0295 -0.0673 0.0374

0.2871 0.0054 0.0063 0.0404 0.0113 0.2428 -0.0013

0.0333 0.1041 0.1154 0.0314 0.1066 -0.0110 0.0973

0.0175 -0.0595 0.1235 0.0453 -0.0475 -0.0268 -0.0662

-0.0216 -0.1355 -0.0527 0.0351 -0.0306 -0.0659 -0.1423

0.0208 -0.1241 -0.1267 -0.0410 0.0134 -0.0235 -0.1308

-0.0008 -0.0338 0.0454 0.0626 0.0240 -0.0451 -0.0406

0.1452 0.1040 0.0132 -0.0112 -0.0025 0.1010 0.0973

0.0735 -0.0556 -0.0645 -0.0791 -0.0709 0.0292 -0.0623

0.0105 -0.0710 -0.0700 0.0612 0.0171 -0.0338 -0.0777

-0.0684 -0.0442 -0.0741 0.0503 0.0148 -0.1126 -0.0509

0.0321 -0.0489 0.0465 0.0174 -0.0304 -0.0122 -0.0556

0.0458 -0.0454 0.0959 0.0178 0.0378 0.0016 -0.0522

-0.0838 0.0177 0.0042 0.0511 0.0018 -0.1281 0.0110

0.0796 0.1801 0.0620 0.0494 -0.0022 0.0353 0.1734

0.0313 -0.0381 -0.1314 0.0652 -0.0209 -0.0130 -0.0449

0.3631 0.1386 0.0677 0.0965 0.1056 0.3188 0.1319

-0.2184 0.1790 -0.0017 -0.0333 -0.0348 -0.2627 0.1723

-0.0013 -0.0005 -0.0800 -0.0457 -0.0244 -0.0455 -0.0072

0.1294 0.1252 0.0909 0.0449 0.0760 0.0851 0.1185

0.4170 0.1208 0.0908 0.0402 0.0301 0.3728 0.1141





0.0443 0.0067 0.0039 0.0150 0.0000 0.0000 0.0000



0.0022 0.0022 0.0012

0.0022 0.0155 0.0029

0.0012 0.0029 0.0081

0.0008 0.0025 0.0027

0.0005 0.0013 0.0011





0.0155 0.0081 0.0047 0.0024 0.0022 0.0155 0.0081



#NAME? #NAME? #NAME?

#NAME? #NAME? #NAME?

#NAME? #NAME? #NAME?

#NAME? #NAME? #NAME?

#NAME? #NAME? #NAME?

Mean Adjusted Returns

ORCL NKE

-0.0159 0.0546

0.0252 -0.0846

-0.0353 0.0024

-0.0102 -0.0002

0.0185 0.0136

-0.0503 0.0195

-0.0475 -0.0751

0.0238 -0.0478

0.0269 0.0372

0.0980 0.0529

-0.0804 -0.0962

-0.0408 -0.0577

-0.0653 -0.0113

-0.0002 -0.0608

0.0702 0.0539

0.0024 0.0254

0.1116 0.0164

0.1196 0.0303

-0.0566 0.0202

-0.1306 -0.0559

0.0416 0.0477

0.0094 -0.0261

-0.0684 -0.0940

-0.0739 0.0462

-0.0780 0.0353

0.0427 0.0024

0.0921 0.0029

0.0003 0.0361

0.0582 0.0344

-0.1353 0.0503

0.0638 0.0815

-0.0055 -0.0482

-0.0838 -0.0606

0.0870 0.0300

0.0869 0.0253





0.0000 0.0000



0.0008 0.0005

0.0025 0.0013

0.0027 0.0011

0.0047 0.0013

0.0013 0.0024





0.0047 0.0024



#NAME? #NAME?

#NAME? #NAME?

#NAME? #NAME?

#NAME? #NAME?

#NAME? #NAME?


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