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Date

BSE-30[8] RPL
MRPL
4/30/1996 3376.64
14.75
32.5
6/28/1996 3731.96
12.9
28.25
9/30/1996 3519.42
10.25
19.35
12/24/1996
3/31/1997
6/30/1997
9/30/1997
12/31/1997
3/31/1998
6/30/1998
9/30/1998
12/31/1998
3/31/1999
6/30/1999
9/30/1999
12/30/1999
3/31/2000
6/30/2000
9/29/2000
12/29/2000
3/30/2001
6/29/2001
9/28/2001
12/31/2001
3/28/2002
6/28/2002
9/30/2002

2883.88
3360.89
4256.09
3902.03
3658.98
3892.75
3250.69
2812.49
3055.41
3739.96
4140.73
4764.92
5005.82
5001.28
4748.77
4090.38
3972.12
3604.39
3456.78
2811.66
3263.33
3469.35
3244.7
2930.51

10.4
12.7
17.4
19
23.55
20.5
20
17.6
18.8
18.7
27.05
46.9
65.7
60.04
53.95
56.75
56.6
48.55
47
29.75
29.3
25.85
24.05
23.1

20.6
17.65
18.1
21.6
19.85
19.25
16.15
13.9
12.9
10.3
19
21
16.7
12.35
9.9
8.8
8.8
7.7
6.85
6.3
6.8
6.8
10
7.65

R(bse)

R(rpl)

R(mrpl)

10.52289 -12.5424 -13.0769


-5.69513 -20.5426 -31.5044
-18.0581
16.54056
26.6358
-8.3189
-6.22881
6.388939
-16.4937
-13.4802
8.637186
22.40452
10.71589
15.0744
5.055699
-0.09069
-5.04891
-13.8644
-2.89117
-9.25778
-4.09528
-18.6625
16.06418
6.313183
-6.47528
-9.68318
6.009181
0.231122

1.463415
22.11538
37.00787
9.195402
23.94737
-12.9512
-2.43902
-12
6.818182
-0.53191
44.65241
73.38262
40.08529
-8.61492
-10.1432
5.189991
-0.26432
-14.2226
-3.19258
-36.7021
-1.51261
-11.7747
-6.96325
-3.9501
105.5103
4.058089

6.459948
-14.3204
2.549575
19.33702
-8.10185
-3.02267
-16.1039
-13.9319
-7.19424
-20.155
84.46602
10.52632
-20.4762
-26.0479
-19.8381
-11.1111
0
-12.5
-11.039
-8.0292
7.936508
0
47.05882
-23.5
-81.6185
-3.13917

R(bse)-R(bse-bar)
10.29
-5.93
-18.29
16.31
26.40
-8.55
-6.46
6.16
-16.72
-13.71
8.41
22.17
10.48
14.84
4.82
-0.32
-5.28
-14.10
-3.12
-9.49
-4.33
-18.89
15.83
6.08
-6.71
-9.91
0.00

R(RPL)-R(RPL-bar)R(mrpl)-R(mrpl-bar)

i*j

i*k

i^2

beta(rpl)

-16.60046206
-24.60072484

-9.93774846
-28.36525016

-170.848 -102.277
145.7901 168.0997

105.9204126
35.12047528

-2.594674547
18.05729543
32.94978483
5.137313118
19.88927924
-17.00925691
-6.497113571
-16.05808918
2.760092637
-4.590004075
40.59431724
69.32453559
36.02719867
-12.67300547
-14.20132702
1.131901551
-4.322406362
-18.28070402
-7.250674145
-40.76021684
-5.570694223
-15.83283321
-11.0213387
-8.008193131
0.00

9.599122937
-11.18121373
5.688749688
22.47619119
-4.962677235
0.116504592
-12.96472149
-10.79271393
-4.055069988
-17.01586414
87.60519403
13.66549041
-17.33701586
-22.90872957
-16.69888206
-7.971936494
3.139174617
-9.360825383
-7.899786422
-4.890022464
11.07568255
3.139174617
50.19799815
-20.36082538
0.00

47.45455
294.5044
870.0285
-43.9242
-128.483
-104.74
108.6633
220.1779
23.20152
-101.776
425.622
1029.003
173.816
4.078386
74.98343
-15.9548
13.49583
173.4638
31.36936
770.1063
-88.2011
-96.2963
73.91349
79.39561

334.495256
265.9978677
697.2070984
73.10293396
41.73071439
37.91870586
279.7209657
188.000771
70.6619106
491.659644
109.9303529
220.3227459
23.27653729
0.103566039
27.87871497
198.6846598
9.748734012
90.0392052
18.71779021
356.9672519
250.6855757
36.99146373
44.97578347
98.29330458
0
4,108.15

-175.56
-182.359
150.2096
-192.172
32.05855
0.717414
216.8332
147.9825
-34.0872
-377.3
918.5201
202.8406
-83.6438
7.372414
88.1706
112.3689
-9.80143
88.82393
34.17768
92.39002
175.3619
19.09265
-336.648
201.8633

3808.844 1163.035

0.927143
0.283104

0.93

beta(mrpl)
0.28

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