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Document Sample
Year LV LG MV MG SV SG Manager X
1993 Q1 9.1 -0.7 8.4 2.9 8.1 -1.6 0.1
Q2 2.8 -1.9 1.5 1.2 0.0 3.8 1.2
Q3 5.2 -0.8 4.9 6.3 7.0 9.5 5.1
Q4 0.1 4.0 1.2 2.8 2.5 1.4 2.7
1994 Q1 -3.9 -4.7 -2.6 -3.9 -1.4 -5.3 -4.8
Q2 1.7 0.5 -0.2 -4.4 -1.4 -7.4 -3.7
Q3 2.6 6.4 4.6 7.8 6.3 9.6 7.8
Q4 0.9 0.7 -3.0 -2.7 -2.3 -2.7 -1.8
1995 Q1 10.5 8.7 10.7 9.1 5.4 4.3 7.7
Q2 9.1 10.2 7.3 8.3 7.2 11.0 9.7
Q3 9.0 7.6 9.1 9.2 11.4 11.1 9.6
Q4 5.1 8.6 5.2 -0.3 1.9 0.0 2.7
1996 Q1 5.7 5.3 6.2 7.0 5.7 6.9 6.6
Q2 3.2 6.2 2.6 3.8 4.4 7.0 5.5
Q3 2.6 3.9 3.0 2.6 2.5 -0.3 2.0
Q4 10.3 7.3 9.5 2.7 9.6 0.2 3.7
1997 Q1 3.2 2.6 1.5 -4.3 0.2 -11.2 -4.0
Q2 15.5 20.7 12.6 14.1 15.6 19.5 18.3
Q3 7.9 6.0 13.1 13.5 14.7 15.9 11.6
Q4 4.1 3.4 4.0 -2.5 2.9 -5.5 -1.5
Rong
Manager X
Value at Risk Data
Below are 251 daily asset prices representing one year of trading.
The earliest trading day is at the top and the last trading day is at the bottom.
(use Excel formulas to calculate mean and standard deviation)
Mean
Standard Deviation
Day Asset Price ($)
1 10.00
2 9.97
3 9.93
4 9.92
5 10.02
6 9.94
7 9.93
8 9.96
9 9.94
10 10.03
11 10.05
12 10.12
13 10.21
14 10.28
15 10.35
16 10.31
17 10.33
18 10.43
19 10.38
20 10.34
21 10.37
22 10.47
23 10.42
24 10.44
25 10.46
26 10.42
27 10.37
28 10.47
29 10.57
30 10.65
31 10.65
32 10.58
33 10.55
34 10.54
35 10.52
36 10.50
37 10.42
38 10.51
39 10.50
40 10.49
41 10.41
42 10.33
43 10.41
44 10.44
45 10.44
46 10.48
47 10.44
48 10.42
49 10.37
50 10.29
51 10.21
52 10.31
53 10.27
54 10.34
55 10.43
56 10.38
57 10.29
58 10.43
59 10.34
60 10.46
61 10.39
62 10.48
63 10.45
64 10.59
65 10.59
66 10.49
67 10.55
68 10.47
69 10.57
70 10.53
71 10.67
72 10.62
73 10.53
74 10.58
75 10.69
76 10.81
77 10.84
78 10.84
79 10.85
80 10.96
81 10.86
82 10.80
83 10.70
84 10.77
85 10.67
86 10.69
87 10.57
88 10.60
89 10.54
90 10.34
91 10.22
92 10.44
93 10.57
94 10.49
95 10.53
96 10.36
97 10.23
98 10.21
99 10.36
100 10.34
101 10.34
102 10.15
103 10.02
104 9.89
105 9.92
106 9.81
107 9.72
108 9.72
109 9.63
110 9.60
111 9.71
112 9.64
113 9.55
114 9.59
115 9.58
116 9.61
117 9.75
118 9.80
119 9.87
120 9.78
121 9.82
122 9.96
123 10.04
124 10.11
125 10.20
126 10.26
127 10.38
128 10.24
129 10.31
130 10.24
131 10.20
132 10.26
133 10.40
134 10.59
135 10.60
136 10.77
137 10.77
138 10.87
139 10.91
140 10.78
141 10.63
142 10.58
143 10.66
144 10.73
145 10.52
146 10.68
147 10.73
148 10.51
149 10.60
150 10.63
151 10.79
152 10.61
153 10.64
154 10.62
155 10.71
156 10.67
157 10.65
158 10.84
159 11.07
160 11.02
161 11.26
162 11.40
163 11.62
164 11.73
165 11.90
166 12.09
167 11.97
168 12.17
169 12.29
170 12.39
171 12.50
172 12.83
173 12.70
174 12.90
175 12.95
176 12.89
177 12.94
178 13.05
179 12.95
180 12.79
181 12.93
182 13.05
183 13.07
184 13.05
185 13.14
186 13.32
187 13.22
188 13.41
189 13.58
190 13.48
191 13.39
192 13.25
193 13.22
194 13.12
195 12.98
196 12.93
197 12.80
198 12.88
199 12.96
200 12.93
201 12.89
202 12.89
203 12.72
204 12.77
205 12.68
206 12.82
207 12.84
208 12.80
209 12.64
210 12.67
211 12.80
212 13.18
213 12.89
214 13.15
215 12.92
216 13.26
217 13.62
218 13.82
219 14.25
220 14.02
221 14.43
222 14.81
223 14.73
224 14.94
225 15.12
226 14.99
227 15.16
228 15.13
229 14.83
230 15.20
231 14.89
232 14.77
233 14.54
234 14.82
235 14.74
236 15.04
237 15.24
238 15.67
239 15.29
240 15.20
241 15.27
242 15.29
243 15.76
244 16.18
245 16.27
246 16.57
247 16.73
248 17.09
249 16.75
250 16.50
251 16.00
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