99.1V+1.1CAL 99.1VG +1.1BG99.1VG+1.

1VG
0.991
Year

Month
1989

V
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24

1990

Rm

C
0.0732
-0.0247
0.0226
0.0518
0.0404
-0.0059
0.0901
0.0186
-0.0040
-0.0234
0.0204
0.0238
-0.0672
0.0127
0.0261
-0.0250
0.0969
-0.0069
-0.0032
-0.0903
-0.0489
-0.0041
0.0644
0.0272
0.0110

0.011
B

-0.2826
-0.0303
0.0875
-0.0147
-0.0149
-0.0909
0.1067
-0.0938
0.1034
-0.1438
-0.1481
-0.0435
-0.0545
0.0500
0.0952
-0.0087
0.0000
0.0455
0.0348
0.0000
-0.1304
0.0000
0.0150
-0.0256

V
0.0916
0.0073
-0.0029
0.0221
-0.0108
-0.0065
0.0222
0.0000
0.0188
-0.0755
-0.1284
-0.0170
-0.1521
0.0761
0.0111
-0.0051
0.1271
0.0332
0.0317
-0.1472
-0.0191
-0.1250
0.1726
-0.0853

C
0.0694
-0.0248
0.0234
0.0512
0.0399
-0.0068
0.0905
0.0174
-0.0028
-0.0248
0.0186
0.0231
-0.0672
0.0131
0.0269
-0.0249
0.0960
-0.0063
-0.0028
-0.0895
-0.0499
-0.0041
0.0640
0.0267
0.04573

B
0.0735
-0.0244
0.0224
0.0516
0.0399
-0.0059
0.0895
0.0184
-0.0038
-0.0240
0.0188
0.0234
-0.0683
0.0134
0.0260
-0.0248
0.0974
-0.0065
-0.0028
-0.0911
-0.0487
-0.0054
0.0657
0.0260
0.04624

.1VG+1.1VG

YELLOW=RISK

Beta Management Company

VAR
STD
Covar
beta
CORR
RF
Ri_C
Ri_b

market
calif
0.00212184 0.00852065
0.04606344 0.09230736
0.00029963
0.14121179
0.07353166
0.0710
0.06253082
0.00413527

BROWN
0.00667
0.081668
0.002366
1.114877
0.65617

V
Wt.
P.R
P.V
P.SD.

C
0.99

B
0.01
0.01
0.01154 0.010956
0.2086% 0.2127%
4.5677% 4.6121%