Date CSCO GE

Daily Daily
Change Standard Deviation Change Standard Deviation
### 21.79 37.75
### 21.16 -2.891% 3.018% 37.15 -1.589% 1.669%
### 20.74 -1.985% 36.8 -0.942%
### 20.78 0.193% 36.79 -0.027%
### 20.5 -1.347% 37.05 0.707%
### 19.01 -7.268% 37.05 0.000%
### 19.39 1.999% 37.65 1.619%
### 19.26 -0.670% 38.3 1.726%
### 19.62 1.869% 39.72 3.708% CSCO GE CovariancCorrelation
### 19.35 -1.376% 40.78 2.669% Expected Return -0.435% 0.128% 0.00017 0.3436
### 18.29 -5.478% 40.84 0.147% Standard Deviation 3.018% 1.669%
### 18.19 -0.547% 41.35 1.249% Variance 0.00091 0.00028
### 18.11 -0.440% 41.13 -0.532%
### 18.24 0.718% 40.55 -1.410% Weighting
### 18.49 1.371% 40.95 0.986% CSCO 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
### 18.54 0.270% 40.73 -0.537% GE 1 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0
### 18.11 -2.319% 40.08 -1.596% Expected Return 0.128% 0.071% 0.015% -0.041% -0.097% -0.154% -0.210% -0.266% -0.322% -0.379% -0.435% -0.154%
1/2/2014 19.23 6.184% 40.95 2.171% Variance 0.028% 0.027% 0.027% 0.029% 0.033% 0.038% 0.046% 0.054% 0.065% 0.077% 0.091%
1/3/2014 20.76 7.956% 40.61 -0.830% Standard Deviation 1.669% 1.631% 1.644% 1.707% 1.815% 1.960% 2.135% 2.333% 2.549% 2.778% 3.018%
1/4/2014 20.83 0.337% 40.95 0.837%
1/7/2014 20.53 -1.440% 39.36 -3.883%
1/8/2014 20.95 2.046% 38.95 -1.042%
1/9/2014 20.85 -0.477% 38.55 -1.027%
### 21 0.719% 38.61 0.156%
### 20.21 -3.762% 38.23 -0.984% 0.200%

### 19.63 -2.870% 37.9 -0.863%

### 19.68 0.255% 38.71 2.137%
### 18.94 -3.760% 37.67 -2.687%
### 19.48 2.851% 38.75 2.867% 0.128%

### 18.85 -3.234% 38.68 -0.181% 0.100%

### 18.86 0.053% 39.06 0.982%
Expected Retu -0.435% Expected Retu 0.128% 2; 0.071%

0.015%

0.000%
1.400% 1.600% 1.800% 2.000% 2.200% 2.400% 2.600% 2.800% 3.000% 3.200%

4; -0.041%

-0.100% 5; -0.097%
Expected Return

-0.154%

-0.200%
7; -0.210%

-0.266%

-0.300%

9; -0.322%

10; -0.379%

-0.400%

-0.435%

-0.500%

Standard Deviation