AT&T WFC BOA BOEING GE NYSE

Date Adj Close Adj Close Adj Close Adj Close Adj Close Adj Close
11/15/2016 35.01706 51.13992 19.85732 144.0926 29.72848 10745.51 1
11/16/2016 35.37894 50.25501 19.45347 142.4679 29.71881 10699.43 2
11/17/2016 35.62655 51.04267 19.77852 141.388 29.76715 10740.08 3
11/18/2016 35.7694 51.36358 19.69972 142.3803 29.65113 10709.51 4
11/21/2016 35.94082 50.68287 20.02477 143.0321 29.84449 10791.84 5
11/22/2016 36.7122 50.78012 19.99521 145.4643 30.14419 10820.18 6
11/23/2016 36.88362 50.72177 20.25131 145.6783 30.29888 10835.9 7
11/25/2016 37.34073 51.16908 20.54681 145.9702 30.39556 10878.09 8
11/28/2016 37.65501 50.15776 19.99521 145.7075 30.21187 10808.63 9
11/29/2016 37.59787 50.43004 19.98537 147.5268 30.01851 10817.7 10
11/30/2016 36.78839 51.46082 20.88009 146.4761 29.73814 10838.46 11
12/1/2016 37.02647 52.84166 21.25577 148.2565 30.34721 10828.99 12
12/2/2016 36.76934 52.10262 20.98884 148.1203 30.29888 10838.58 13
12/5/2016 36.78839 52.85138 21.59191 148.0327 30.07652 10910.9 14
12/6/2016 37.47406 54.0183 21.90827 148.1105 30.13452 10970.78 15
12/7/2016 38.52162 55.7006 22.31361 149.959 30.55024 11114.61 16
12/8/2016 38.48353 55.71032 22.6893 151.1751 30.48257 11149.96 17
12/9/2016 38.45496 55.56446 22.82771 152.2453 30.72426 11191.79 18
12/12/2016 39.15968 54.24196 22.35316 152.8971 30.8016 11177.28 19
12/13/2016 39.38824 54.3003 22.35316 152.4106 30.68559 11237.17 20
12/14/2016 39.14063 53.19173 22.41248 150.28 30.45356 11098.67 21
12/15/2016 39.52156 53.66822 22.89691 149.599 30.22153 11131.89 22
12/16/2016 39.68346 53.81409 22.40259 150.3092 30.69526 11125.22 23
12/19/2016 40.112 53.6974 22.22464 151.9436 30.85961 11128.54 24
12/20/2016 40.44532 54.55313 22.45202 152.148 31.17864 11172.19 25
12/21/2016 40.34057 54.17389 22.37293 153.2084 31.06263 11142.57 26
12/22/2016 40.68341 54.21278 22.28396 153.189 30.99445 11114.14 27
12/23/2016 40.69293 54.41699 22.34328 153.5294 31.05289 11128.81 28
12/27/2016 40.61675 54.40727 22.35316 153.2084 31.07237 11146.4 29
12/28/2016 40.49294 53.79464 22.07634 151.8659 30.87756 11058.88 30
12/29/2016 40.62626 53.32788 21.75009 151.4669 30.8873 11074.33 31
12/30/2016 40.50246 53.59043 21.84895 151.4572 30.78016 11056.9 32
1/3/2017 40.9691 54.45589 22.27407 152.7122 30.86782 11154.35 33
1/4/2017 40.73102 54.50451 22.6893 154.3175 30.87756 11246.54 34
1/5/2017 40.61675 53.6585 22.42237 154.405 30.70223 11247.69 35
1/6/2017 39.80749 53.52236 22.42237 154.7845 30.7899 11237.62 36
1/9/2017 39.30652 52.74442 22.29384 154.0256 30.64379 11169.79 37
1/10/2017 39.31615 53.11394 22.67941 154.7553 30.55612 11183.33 38
1/11/2017 39.12348 53.28898 22.80793 155.0763 30.65353 11226.78 39
1/12/2017 39.50883 52.99725 22.65964 153.9964 30.5756 11204.15 40
1/13/2017 39.46067 53.78491 22.74862 154.5218 30.54638 11227.17 41
1/17/2017 39.60518 52.2971 21.79952 153.3932 30.45872 11196.3 42
1/18/2017 39.30652 52.77359 22.37293 154.0256 30.41975 11196.1 43
1/19/2017 39.4992 53.07504 22.27407 154.6872 30.40027 11148.85 44
1/20/2017 39.93273 53.55153 22.38282 155.2028 29.73792 11192.79 45
1/23/2017 40.4626 52.75414 22.30373 153.5586 28.97815 11170.62 46
1/24/2017 39.84602 53.19173 22.6893 156.1951 29.22167 11249.28 47
1/25/2017 39.87493 55.05879 23.10453 162.8204 29.58207 11339.05 48
1/26/2017 40.24102 55.60335 23.17373 164.5327 29.53336 11313.12 49
1/27/2017 40.47223 55.02962 23.09464 163.1512 29.23141 11283.19 50
1/30/2017 40.28919 54.53368 22.6893 161.079 29.1827 11205.24 51
1/31/2017 40.61674 54.77679 22.38282 158.9873 28.92945 11222.96 52
2/1/2017 40.5204 54.73763 22.62998 159.5224 28.91971 11207.24 53
2/2/2017 39.67261 54.58098 22.46191 157.8587 28.90997 11215.39 54
2/3/2017 39.74005 56.06911 23.02544 157.9949 28.92945 11310.74 55
2/6/2017 39.55701 55.3642 22.85737 159.5321 28.89049 11264.11 56
2/7/2017 39.61481 55.15861 22.63987 161.9837 28.79308 11243.38 57
2/8/2017 39.70152 54.4635 22.41248 160.7375 28.66645 11251.8 58
2/9/2017 39.79786 55.54043 22.85737 161.1987 28.8223 11327.68 59
2/10/2017 39.8653 55.66771 22.81782 163.1122 28.94893 11377.72 60
2/13/2017 39.16201 55.8831 23.13419 164.8784 29.26063 11433.93 61
2/14/2017 39.25835 56.76422 23.78669 165.3396 29.4944 11468.88 62
2/15/2017 39.61481 57.32227 24.30078 166.1246 29.56259 11514.4 63
2/16/2017 39.74005 56.90128 24.30078 167.6063 29.65999 11504.19 64
2/17/2017 39.96163 56.87191 24.24147 169.4706 29.58207 11510.91 65
2/21/2017 40.20248 57.02856 24.49851 172.2672 29.72818 11578.25 66
2/22/2017 40.06761 57.13625 24.5084 172.0709 29.5431 11550.18 67
2/23/2017 40.41443 57.26353 24.30078 173.5428 29.47438 11556.15 68
2/24/2017 40.80942 56.59779 23.95476 174.1119 29.64129 11541.29 69
2/27/2017 40.28919 56.84255 24.2909 176.0646 29.39583 11558.35 70
2/28/2017 40.26028 56.66632 24.39965 176.8496 29.26819 11512.39 71
3/1/2017 40.50114 58.47752 25.28718 180.4606 29.64129 11661.22 72
3/2/2017 40.53003 57.47891 25.01943 179.5578 29.64129 11575.91 73
3/3/2017 40.47223 57.65514 25.22768 178.763 29.57256 11598.37 74
3/6/2017 40.42406 57.38102 25.03926 177.5364 29.45474 11547.79 75
3/7/2017 40.34699 57.07751 24.9996 178.606 29.31729 11506.32 76
3/8/2017 40.24102 56.9894 25.04918 178.3313 29.25838 11448.21 77
3/9/2017 40.4048 57.46912 25.13843 177.1832 29.12092 11457.64 78
3/10/2017 40.79978 57.61597 25.09876 175.3483 29.72965 11500.76 79
3/13/2017 40.81905 57.46912 25.08884 175.6917 29.31729 11519.44 80
3/14/2017 40.5493 57.52787 25.10868 175.3777 29.0031 11459.29 81
3/15/2017 41.031 57.47891 24.96985 175.3581 29.2191 11590.31 82
3/16/2017 40.88649 58.07612 25.00951 174.8478 29.20928 11600.24 83
3/17/2017 41.05027 57.43975 24.65252 176.722 29.33692 11589.01 84
3/20/2017 40.86722 56.42156 24.23602 176.0253 29.19947 11556.93 85
3/21/2017 40.53967 54.67889 22.82788 172.6597 28.85583 11420.43 86
3/22/2017 40.12541 54.16979 22.74854 173.6605 28.99328 11426.69 87
3/23/2017 40.12541 54.09147 22.87746 173.9353 29.08165 11430.89 88
3/24/2017 40.15431 54.65931 22.92704 172.5223 29.17983 11418.89 89
3/27/2017 39.97127 54.22853 22.83779 172.7971 28.90492 11414.33 90
3/28/2017 40.03871 54.78658 23.28404 174.0334 29.08165 11493.84 91
3/29/2017 39.93273 54.50266 23.15512 174.2984 29.14056 11496.67 92
3/30/2017 40.23138 55.06071 23.67078 174.6418 29.32711 11519.84 93
3/31/2017 40.02907 54.49287 23.39312 173.5428 29.25838 11492.85 94
4/3/2017 40.04834 54.32644 23.39312 173.3367 29.33692 11463.91 95
4/4/2017 40.16394 54.04252 23.24437 175.3483 29.47438 11470.54 96
4/5/2017 39.99053 53.82713 22.97662 173.7587 29.42528 11423.36 97
4/6/2017 39.58107 54.20895 23.06587 174.0432 29.38601 11457.29 98
4/7/2017 39.57132 53.69006 22.96671 175.4955 29.44492 11445.58 99
4/10/2017 39.3666 53.39636 22.82788 174.2297 29.46456 11464.34 100
4/11/2017 39.29836 53.02432 22.72871 175.2207 29.49401 11473.62 101
4/12/2017 39.54208 52.00613 22.46096 172.748 29.22892 11423.17 102
4/13/2017 39.2691 50.27325 22.15355 172.3261 29.02274 11324.53 103
4/17/2017 39.2886 51.61452 22.61963 175.6623 29.10128 11427.08 104
4/18/2017 39.23986 51.35018 22.52046 174.5142 29.29765 11378.58 105
4/19/2017 39.23986 51.05647 22.55021 175.0539 29.45474 11342.42 106
4/20/2017 39.3471 52.37817 22.87746 175.937 29.71983 11426.91 107
4/21/2017 38.92789 51.88865 22.52046 176.9968 29.01292 11389.13 108
4/24/2017 39.01563 52.52502 23.43278 178.6452 29.01292 11531.79 109
4/25/2017 38.93764 53.41594 23.77986 180.0681 28.91474 11603.28 110
4/26/2017 39.42509 53.39636 23.69061 178.3018 28.72819 11592.91 111
4/27/2017 38.90839 53.29845 23.45261 179.7835 28.55146 11578.52 112
4/28/2017 38.63542 52.71103 23.14521 181.3633 28.4631 11536.07 113
5/1/2017 38.11872 53.31803 23.41295 178.9691 28.41401 11536.49 114
5/2/2017 37.97249 53.39636 23.33362 179.9994 28.4631 11551.3 115
5/3/2017 37.43629 54.07663 23.57162 179.9503 28.69873 11529.66 116
5/4/2017 37.05607 54.40197 23.65095 179.6363 28.66928 11534.71 117
5/5/2017 37.59227 54.33296 23.54186 181.5399 28.68892 11615.61 118
5/8/2017 37.60202 54.26395 23.76003 182.531 28.54164 11595.26 119
5/9/2017 37.2608 53.90902 23.77986 183.4043 28.40419 11567.52 120
5/10/2017 37.48503 53.94846 23.94844 181.1203 28.17837 11598.99 121
5/11/2017 37.47528 52.98228 23.86911 181.8717 28.34528 11563.6 122
5/12/2017 37.52403 52.27243 23.7997 181.1895 27.75618 11547.05 123
5/15/2017 37.62152 52.5682 23.85919 180.3391 27.66782 11614.23 124
5/16/2017 37.23156 52.50905 23.78978 180.6457 27.53037 11606.49 125
5/17/2017 36.51988 51.50343 22.38163 176.7697 26.91181 11423.53 126
5/18/2017 36.99758 51.64145 22.55021 175.4053 26.98054 11434.06 127
5/19/2017 37.2803 52.31187 22.85762 178.7275 27.54018 11542.69 128
5/22/2017 37.29005 52.26257 22.84771 181.6048 27.66782 11585.21 129
5/23/2017 37.34855 52.63721 23.19479 181.4268 27.766 11604.62 130
5/24/2017 37.19256 52.34144 23.16504 183.167 27.32418 11621.23 131
5/25/2017 37.27055 52.03581 23.05595 184.9665 26.99036 11639.3 132
5/26/2017 37.16331 51.67103 23.04604 184.4919 26.95109 11631.87 133
5/30/2017 37.58252 51.42455 22.71879 184.7787 26.86272 11601.31 134
5/31/2017 37.56303 50.41893 22.29595 185.5202 26.88236 11598.03 135
6/1/2017 37.89449 51.34568 22.51483 185.2137 27.21618 11699.79 136
6/2/2017 37.89449 51.07949 22.33575 188.091 27.37327 11718.7 137
6/5/2017 37.836 50.99076 22.29595 186.8254 27.47145 11693.68 138
6/6/2017 37.75801 51.07949 22.11687 184.6501 27.42236 11671.46 139
6/7/2017 37.78725 51.35554 22.48499 185.9849 27.17691 11667.73 140
6/8/2017 37.53378 51.81892 22.8531 187.7944 27.08854 11678.92 141
6/9/2017 37.8165 53.04143 23.54954 187.8932 27.43218 11744.73 142
6/12/2017 38.08947 53.32734 23.65898 187.8636 28.41401 11746.46 143
6/13/2017 37.70926 53.68227 23.64904 188.9413 27.93291 11796.79 144
6/14/2017 37.74826 53.76114 23.63908 190.2168 28.16855 11779.81 145
6/15/2017 37.86525 53.14002 23.4202 193.2523 28.6537 11740.52 146
6/16/2017 37.98224 53.13016 23.31076 194.2312 28.71311 11772.02 147
6/19/2017 37.93349 53.47523 23.78832 196.8415 28.51509 11833.34 148
6/20/2017 37.68976 52.70623 23.37046 196.0999 27.85171 11738.95 149
6/21/2017 37.19256 52.23299 23.01229 196.9305 27.50518 11696.28 150
6/22/2017 37.14382 51.7499 22.81331 197.1974 27.27745 11712.52 151
6/23/2017 36.99758 51.71046 22.70387 199.9561 27.29726 11733.2 152
6/26/2017 37.19256 52.15412 22.77351 197.7314 27.33686 11758.86 153
6/27/2017 36.75386 52.41045 23.15158 196.6536 26.94082 11716.92 154
6/28/2017 36.98783 53.56396 23.75847 197.3754 26.8121 11812.8 155
6/29/2017 36.67586 54.99351 24.19623 195.2397 26.7527 11739.98 156
6/30/2017 36.7831 54.62873 24.13654 195.5264 26.7428 11761.7 157
7/3/2017 37.15356 54.99351 24.5544 196.357 27.17844 11835.72 158
7/5/2017 37.16331 54.99351 24.79318 199.5408 27.07943 11809.49 159
7/6/2017 36.7189 54.77662 24.58425 199.2145 26.04972 11702.43 160
7/7/2017 36.52138 54.95408 24.70364 200.0945 25.8913 11752.98 161
7/10/2017 36.37324 54.80619 24.76333 201.6666 25.78239 11751.79 162
7/11/2017 36.14609 54.26395 24.47481 203.9506 26.11903 11744.77 163
7/12/2017 36.37324 54.39211 24.22608 204.1187 26.31705 11825.9 164
7/13/2017 35.76093 54.81605 24.49471 203.9111 26.52497 11844.62 165
7/14/2017 35.84981 54.21465 24.08679 206.1655 26.51507 11897.31 166
7/17/2017 35.93869 53.9386 23.89776 206.6499 26.55467 11890.51 167
7/18/2017 35.54366 54.02733 23.77837 205.8985 26.62398 11877.42 168
7/19/2017 35.68192 54.16536 23.93756 208.5088 26.67349 11941.34 169
7/20/2017 36.06708 54.10621 23.81817 207.9155 26.42596 11944.49 170
7/21/2017 36.05721 53.40621 23.67888 209.7546 25.65368 11924.6 171
7/24/2017 35.78068 53.5048 23.78832 209.7942 25.17843 11904.71 172
7/25/2017 35.7708 54.28367 24.35542 210.071 25.18833 11965.72 173
7/26/2017 37.55835 54.13578 24.08679 230.825 25.33684 11964.91 174
7/27/2017 38.92124 53.9386 23.98731 238.2901 25.53486 11963.23 175
7/28/2017 38.51632 52.54848 23.90771 238.5571 25.27744 11954.69 176
7/31/2017 38.51632 53.17946 23.99725 239.7337 25.35665 11967.67 177
 8/1/2017 38.39781 53.31748 24.32557 236.7477 25.18833 12000.02 178
8/2/2017 37.79538 53.24797 24.46486 235.2744 25.26754 11979.37 179
8/3/2017 37.80525 53.0295 24.24598 235.571 25.50516 11956.52 180
8/4/2017 37.95339 52.47338 24.84293 235.0371 25.52496 11984.89 181
8/7/2017 38.04228 52.17547 24.83298 237.5288 25.37645 11987.77 182
8/8/2017 37.88426 52.34428 24.77328 236.807 25.30714 11949.97 183
8/9/2017 37.88426 52.42373 24.6141 233.0571 25.45565 11929.46 184
8/10/2017 37.71637 51.58956 23.99725 231.6348 25.04971 11771.6 185
8/11/2017 37.62748 51.57962 23.73858 233.6241 24.9507 11763.22 186
8/14/2017 38.02253 52.47338 24.29573 235.8819 25.10912 11856.06 187
8/15/2017 37.68674 52.48331 24.34547 237.8912 24.89129 11843.48 188
8/16/2017 37.75588 52.32442 24.0669 236.3196 24.85169 11868.86 189
8/17/2017 37.13369 51.4406 23.5197 234.3303 24.50515 11712.72 190
8/18/2017 36.90654 51.32143 23.4998 234.5093 24.30713 11699.83 191
8/21/2017 37.11394 51.46046 23.26102 234.4198 24.24773 11719.27 192
8/22/2017 37.50897 51.85769 23.70873 238.468 24.35664 11805.29 193
8/23/2017 37.44972 51.669 23.63908 236.8169 24.14871 11785.92 194
8/24/2017 37.2127 51.7981 23.71868 237.4635 24.0596 11773.8 195
8/25/2017 37.51885 51.41081 23.64904 234.6287 24.24773 11812.03 196
8/28/2017 37.46947 51.27178 23.59929 235.9118 24.22792 11800.22 197
8/29/2017 37.38059 51.06323 23.46 239.2041 24.19822 11791.88 198
8/30/2017 37.20282 51.00365 23.87 239.1743 24.0398 11805.07 199
8/31/2017 36.99542 50.71566 23.89 238.3785 24.30713 11875.69 200
9/1/2017 37.01518 50.61636 24.09 239.045 24.89129 11918.08 201
9/5/2017 36.63001 49.75239 23.31 235.7328 24.50515 11827.15 202
9/6/2017 36.11646 49.53392 23.41 233.3655 24.67347 11872.92 203
9/7/2017 35.15849 49.33531 22.97 235.0464 23.78238 11879.61 204
9/8/2017 35.14862 49.236 22.89 237.5032 23.58435 11887.98 205
9/11/2017 35.29676 50.30851 23.36 239.3036 23.48534 12010.37 206
9/12/2017 35.8103 51.21219 23.95 239.2936 23.67346 12057.12 207
9/13/2017 36.09671 51.10296 24.33 240.6364 23.87149 12055.18 208
9/14/2017 35.86956 50.93414 24.24 243.9187 24.02 12062.62 209
9/15/2017 36.63989 51.30157 24.38 247.6686 23.93 12080.14 210
9/18/2017 36.95592 52.34428 24.7 251.7268 24.46 12111.45 211
9/19/2017 37.73612 52.98977 24.86 251.1101 24.2 12131.73 212
9/20/2017 37.95339 53.37707 25.06 254.0941 24.32 12147.5 213
9/21/2017 37.746 53.68492 25.16 254.671 24.75 12133.63 214
9/22/2017 38.11141 53.8736 25.02 255.0788 24.87 12151.8 215
9/25/2017 38.63483 53.65513 24.76 252.9602 25.11 12141.56 216
9/26/2017 38.2398 53.42672 24.81 252.3435 24.93 12127.92 217
9/27/2017 38.28918 53.83387 25.41 253.915 24.37 12157.65 218
9/28/2017 38.55583 53.8736 25.45 252.9104 24.24 12179.31 219
9/29/2017 38.68422 54.76736 25.34 252.8507 24.18 12209.16 220
10/2/2017 38.62496 55.08514 25.62 254.6212 24.57 12264.66 221
10/3/2017 38.99037 55.19437 25.86 254.0941 24.8 12302.88 222
 10/4/2017 39.01012 54.57867 25.71 254.3924 24.48 12304.67 223
10/5/2017 39.02 55.00569 26.13 257.5057 24.54 12338.93 224
10/6/2017 38.59 55.19437 26.21 257.1974 24.39 12317.69 225
10/9/2017 38.3 54.75742 25.85 257.0084 23.43 12293.95 226
10/10/2017 38.5 55.22416 25.93 259.5348 23.36 12346.59 227
10/11/2017 38.19 55.27382 25.83 260.0421 23.07 12362.06 228
10/12/2017 35.86 54.82694 25.45 260.5096 23.05 12338.74 229
10/13/2017 35.7 53.31748 25.83 259.3458 22.98 12352 230
10/16/2017 36.17 53.42672 26.24 258.3611 23.36 12359.52 231
10/17/2017 36.23 52.82095 26.2 257.2372 23.19 12349.97 232
10/18/2017 35.71 53.03943 26.48 258.6496 23.12 12371.02 233
10/19/2017 35.69 53.37707 26.58 257.6549 23.58 12380.32 234
10/20/2017 35.54 54.53895 27.17 263.3344 23.83 12430.52 235
10/23/2017 35.25 54.52902 27.16 260.9174 22.32 12384.42 236
10/24/2017 34.86 55.03548 27.68 264.5777 21.89 12404.99 237
10/25/2017 33.49 54.86666 27.63 257.0382 21.5 12336.58 238
10/26/2017 33.68 55.23409 27.74 257.8837 21.32 12352.43 239
10/27/2017 33.97 55.48236 27.8 255.0887 20.79 12366.43 240
10/30/2017 33.54 55.46249 27.6 257.8638 20.41 12319.47 241
10/31/2017 33.65 55.75048 27.39 256.6006 20.16 12341.01 242
11/1/2017 33.55 55.82 27.53 257.1178 20.02 12362.88 243
11/2/2017 33.17 56.48 27.87 261.2257 19.94 12372.96 244
11/3/2017 33.3 56.35 27.82 260.3504 20.14 12373.06 245
11/6/2017 32.86 56.18 27.75 262.658 20.13 12400.93 246
11/7/2017 33.07 55.05 27.18 264.707 20.21 12371.25 247
11/8/2017 33.44 54.26 26.79 264.15 20.12 12384.72 248
11/9/2017 34 54 26.49 262.7 19.99 12339.66 249
11/10/2017 34.22 53.81 26.51 260.85 20.49 12322.6 250
11/13/2017 34.17 53.72 26.4 262.42 19.02 12316.82 251
11/14/2017 33.72 54.04 26.24 261.76 17.9 12280.11 252
11/15/2017 33.81 53.75 26.79 262.86 18.26 12220.34 253

AVERAGE DAILY
RETURN
ANNUAL DAILY
RETURN
DAILY STANDARD
DEVIATION

ANNUAL STANDARD
DEVIATION
 DAILY RETURN

Date AT&T WFC BOA BOEING GE NYSE

11/15/2016
11/16/2016 0.010281 -0.01746 -0.02055 -0.01134 -0.00033 -0.0043
11/17/2016 0.006974 0.015552 0.016571 -0.00761 0.001625 0.003792
11/18/2016 0.004002 0.006267 -0.00399 0.006994 -0.0039 -0.00285
11/21/2016 0.004781 -0.01334 0.016365 0.004568 0.0065 0.007658
11/22/2016 0.021235 0.001917 -0.00148 0.016861 0.009992 0.002623
11/23/2016 0.004658 -0.00115 0.012727 0.00147 0.005118 0.001452
11/25/2016 0.012317 0.00878 0.014486 0.002001 0.003186 0.003886
11/28/2016 0.008381 -0.01996 -0.02721 -0.0018 -0.00606 -0.00641
11/29/2016 -0.00152 0.005414 -0.00049 0.012408 -0.00642 0.000839
11/30/2016 -0.02176 0.020234 0.043795 -0.00715 -0.00938 0.001917
12/1/2016 0.006451 0.026479 0.017832 0.012081 0.020274 -0.00087
12/2/2016 -0.00697 -0.01408 -0.01264 -0.00092 -0.00159 0.000885
12/5/2016 0.000518 0.014269 0.028328 -0.00059 -0.00737 0.00665
12/6/2016 0.018467 0.021839 0.014546 0.000526 0.001927 0.005473
12/7/2016 0.027571 0.030668 0.018333 0.012403 0.013701 0.013025
12/8/2016 -0.00099 0.000175 0.016696 0.008077 -0.00222 0.003175
12/9/2016 -0.00074 -0.00262 0.006082 0.007054 0.007898 0.003745
12/12/2016 0.01816 -0.02409 -0.02101 0.004272 0.002514 -0.0013
12/13/2016 0.00582 0.001075 0 -0.00319 -0.00377 0.005344
12/14/2016 -0.00631 -0.02063 0.00265 -0.01408 -0.00759 -0.0124
12/15/2016 0.009685 0.008918 0.021384 -0.00454 -0.00765 0.002989
12/16/2016 0.004088 0.002714 -0.02183 0.004736 0.015553 -0.0006
12/19/2016 0.010741 -0.00217 -0.00798 0.010815 0.00534 0.000298
12/20/2016 0.008275 0.01581 0.010179 0.001344 0.010285 0.003915
12/21/2016 -0.00259 -0.00698 -0.00353 0.006946 -0.00373 -0.00265
12/22/2016 0.008463 0.000718 -0.00398 -0.00013 -0.0022 -0.00255
12/23/2016 0.000234 0.00376 0.002658 0.00222 0.001884 0.001319
12/27/2016 -0.00187 -0.00018 0.000442 -0.00209 0.000627 0.001579
12/28/2016 -0.00305 -0.01132 -0.01246 -0.0088 -0.00629 -0.00788
12/29/2016 0.003287 -0.00871 -0.01489 -0.00263 0.000315 0.001396
12/30/2016 -0.00305 0.004911 0.004535 -6.43E-05 -0.00347 -0.00158
1/3/2017 0.011455 0.016021 0.01927 0.008252 0.002844 0.008775
1/4/2017 -0.00583 0.000892 0.01847 0.010457 0.000316 0.008231
1/5/2017 -0.00281 -0.01564 -0.01183 0.000567 -0.00569 0.000102
1/6/2017 -0.02013 -0.00254 0 0.002454 0.002851 -0.0009
1/9/2017 -0.01266 -0.01464 -0.00575 -0.00491 -0.00476 -0.00605
1/10/2017 0.000245 0.006981 0.017147 0.004726 -0.00286 0.001211
1/11/2017 -0.00491 0.00329 0.005651 0.002072 0.003183 0.003878
1/12/2017 0.009801 -0.00549 -0.00652 -0.00699 -0.00255 -0.00202
1/13/2017 -0.00122 0.014753 0.003919 0.003406 -0.00096 0.002052
1/17/2017 0.003655 -0.02805 -0.04262 -0.00733 -0.00287 -0.00275
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1/19/2017 0.00489 0.005696 -0.00443 0.004286 -0.00064 -0.00423
1/20/2017 0.010916 0.008938 0.00487 0.003328 -0.02203 0.003934
1/23/2017 0.013182 -0.015 -0.00354 -0.01065 -0.02588 -0.00198
1/24/2017 -0.01536 0.008261 0.01714 0.017024 0.008368 0.007017
1/25/2017 0.000725 0.034499 0.018135 0.041542 0.012258 0.007948
1/26/2017 0.009139 0.009842 0.002991 0.010461 -0.00165 -0.00229
1/27/2017 0.005729 -0.01037 -0.00342 -0.00843 -0.01028 -0.00265
1/30/2017 -0.00453 -0.00905 -0.01771 -0.01278 -0.00167 -0.00693
1/31/2017 0.008097 0.004448 -0.0136 -0.01307 -0.00872 0.00158
2/1/2017 -0.00237 -0.00072 0.010982 0.00336 -0.00034 -0.0014
2/2/2017 -0.02114 -0.00287 -0.00745 -0.01048 -0.00034 0.000727
2/3/2017 0.001698 0.026899 0.024779 0.000862 0.000674 0.008466
2/6/2017 -0.00462 -0.01265 -0.00733 0.009682 -0.00135 -0.00413
2/7/2017 0.00146 -0.00372 -0.00956 0.015251 -0.00338 -0.00184
2/8/2017 0.002186 -0.01268 -0.01009 -0.00772 -0.00441 0.000749
2/9/2017 0.002424 0.019581 0.019656 0.002865 0.005422 0.006721
2/10/2017 0.001693 0.002289 -0.00173 0.0118 0.004384 0.004408
2/13/2017 -0.0178 0.003862 0.01377 0.01077 0.01071 0.004928
2/14/2017 0.002457 0.015644 0.027815 0.002793 0.007958 0.003052
2/15/2017 0.009039 0.009783 0.021382 0.004736 0.002309 0.003961
2/16/2017 0.003157 -0.00737 0 0.00888 0.003289 -0.00089
2/17/2017 0.00556 -0.00052 -0.00244 0.011062 -0.00263 0.000584
2/21/2017 0.006009 0.002751 0.010548 0.016367 0.004927 0.005833
2/22/2017 -0.00336 0.001887 0.000403 -0.00114 -0.00624 -0.00243
2/23/2017 0.008619 0.002225 -0.00851 0.008518 -0.00233 0.000517
2/24/2017 0.009726 -0.01169 -0.01434 0.003274 0.005647 -0.00129
2/27/2017 -0.01283 0.004315 0.013935 0.011153 -0.00832 0.001477
2/28/2017 -0.00072 -0.00311 0.004467 0.004449 -0.00435 -0.00398
3/1/2017 0.005965 0.031462 0.035729 0.020213 0.012667 0.012845
3/2/2017 0.000713 -0.01722 -0.01064 -0.00501 0 -0.00734
3/3/2017 -0.00143 0.003061 0.008289 -0.00444 -0.00232 0.001938
3/6/2017 -0.00119 -0.00477 -0.0075 -0.00689 -0.00399 -0.00437
3/7/2017 -0.00191 -0.0053 -0.00159 0.006006 -0.00468 -0.0036
3/8/2017 -0.00263 -0.00154 0.001981 -0.00154 -0.00201 -0.00506
3/9/2017 0.004062 0.008383 0.003557 -0.00646 -0.00471 0.000823
3/10/2017 0.009728 0.002552 -0.00158 -0.01041 0.020688 0.003756
3/13/2017 0.000472 -0.00255 -0.0004 0.001957 -0.01397 0.001623
3/14/2017 -0.00663 0.001022 0.00079 -0.00179 -0.01077 -0.00524
3/15/2017 0.011809 -0.00085 -0.00554 -0.00011 0.00742 0.011369
3/16/2017 -0.00353 0.010336 0.001587 -0.00291 -0.00034 0.000856
3/17/2017 0.003998 -0.01102 -0.01438 0.010662 0.00436 -0.00097
3/20/2017 -0.00447 -0.01789 -0.01704 -0.00395 -0.0047 -0.00277
3/21/2017 -0.00805 -0.03137 -0.05986 -0.01931 -0.01184 -0.01188
3/22/2017 -0.01027 -0.00935 -0.00348 0.00578 0.004752 0.000548
3/23/2017 0 -0.00145 0.005651 0.001581 0.003043 0.000367
3/24/2017 0.00072 0.010443 0.002165 -0.00816 0.00337 -0.00105
3/27/2017 -0.00457 -0.00791 -0.0039 0.001591 -0.00947 -0.0004
3/28/2017 0.001686 0.010238 0.019351 0.007129 0.006095 0.006942
3/29/2017 -0.00265 -0.0052 -0.00555 0.001521 0.002024 0.000246
3/30/2017 0.007451 0.010187 0.022025 0.001968 0.006381 0.002013
3/31/2017 -0.00504 -0.01037 -0.0118 -0.00631 -0.00235 -0.00235
4/3/2017 0.000481 -0.00306 0 -0.00119 0.002681 -0.00252
4/4/2017 0.002882 -0.00524 -0.00638 0.011538 0.004675 0.000578
4/5/2017 -0.00433 -0.00399 -0.01159 -0.00911 -0.00167 -0.00412
4/6/2017 -0.01029 0.007068 0.003877 0.001636 -0.00134 0.002966
4/7/2017 -0.00025 -0.00962 -0.00431 0.00831 0.002003 -0.00102
4/10/2017 -0.00519 -0.00549 -0.00606 -0.00724 0.000667 0.001638
4/11/2017 -0.00173 -0.00699 -0.00435 0.005672 0.000999 0.000809
4/12/2017 0.006183 -0.01939 -0.01185 -0.01421 -0.00903 -0.00441
4/13/2017 -0.00693 -0.03389 -0.01378 -0.00245 -0.00708 -0.00867
4/17/2017 0.000496 0.02633 0.02082 0.019175 0.002703 0.009015
4/18/2017 -0.00124 -0.00513 -0.00439 -0.00656 0.006725 -0.00425
4/19/2017 0 -0.00574 0.00132 0.003088 0.005348 -0.00318
4/20/2017 0.002729 0.025558 0.014408 0.005032 0.00896 0.007421
4/21/2017 -0.01071 -0.00939 -0.01573 0.006005 -0.02407 -0.00331
4/24/2017 0.002251 0.01219 0.039712 0.00927 0 0.012448
4/25/2017 -0.002 0.01682 0.014703 0.007933 -0.00339 0.00618
4/26/2017 0.012441 -0.00037 -0.00376 -0.00986 -0.00647 -0.00089
4/27/2017 -0.01319 -0.00184 -0.0101 0.008275 -0.00617 -0.00124
4/28/2017 -0.00704 -0.01108 -0.01319 0.008749 -0.0031 -0.00367
5/1/2017 -0.01346 0.01145 0.011502 -0.01329 -0.00173 3.64E-05
5/2/2017 -0.00384 0.001468 -0.00339 0.00574 0.001726 0.001283
5/3/2017 -0.01422 0.01266 0.010148 -0.00027 0.008245 -0.00188
5/4/2017 -0.01021 0.005998 0.00336 -0.00175 -0.00103 0.000438
5/5/2017 0.014366 -0.00127 -0.00462 0.010541 0.000685 0.006989
5/8/2017 0.000259 -0.00127 0.009224 0.005444 -0.00515 -0.00175
5/9/2017 -0.00912 -0.00656 0.000834 0.004773 -0.00483 -0.0024
5/10/2017 0.006 0.000731 0.007064 -0.01253 -0.00798 0.002717
5/11/2017 -0.00026 -0.01807 -0.00332 0.00414 0.005906 -0.00306
5/12/2017 0.0013 -0.01349 -0.00291 -0.00376 -0.021 -0.00143
5/15/2017 0.002595 0.005642 0.002497 -0.0047 -0.00319 0.005801
5/16/2017 -0.01042 -0.00113 -0.00291 0.001698 -0.00498 -0.00067
5/17/2017 -0.0193 -0.01934 -0.06102 -0.02169 -0.02272 -0.01589
5/18/2017 0.012996 0.002676 0.007504 -0.00775 0.002551 0.000921
5/19/2017 0.007613 0.012899 0.01354 0.018763 0.02053 0.009456
5/22/2017 0.000261 -0.00094 -0.00043 0.015971 0.004624 0.003677
5/23/2017 0.001568 0.007143 0.015077 -0.00098 0.003542 0.001674
5/24/2017 -0.00419 -0.00563 -0.00128 0.009546 -0.01604 0.00143
5/25/2017 0.002095 -0.00586 -0.00472 0.009777 -0.01229 0.001554
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5/30/2017 0.011217 -0.00478 -0.0143 0.001553 -0.00328 -0.00263
5/31/2017 -0.00052 -0.01975 -0.01879 0.004005 0.000731 -0.00028
6/1/2017 0.008785 0.018214 0.009769 -0.00165 0.012341 0.008736
6/2/2017 0 -0.0052 -0.00799 0.015415 0.005755 0.001615
6/5/2017 -0.00154 -0.00174 -0.00178 -0.00675 0.00358 -0.00214
6/6/2017 -0.00206 0.001739 -0.00806 -0.01171 -0.00179 -0.0019
6/7/2017 0.000774 0.00539 0.016507 0.007203 -0.00899 -0.00032
6/8/2017 -0.00673 0.008982 0.016239 0.009682 -0.00326 0.000959
6/9/2017 0.007504 0.023318 0.030019 0.000526 0.012606 0.005619
6/12/2017 0.007192 0.005376 0.004637 -0.00016 0.035165 0.000147
6/13/2017 -0.01003 0.006634 -0.00042 0.00572 -0.01708 0.004276
6/14/2017 0.001034 0.001468 -0.00042 0.006728 0.0084 -0.00144
6/15/2017 0.003094 -0.01162 -0.0093 0.015832 0.017077 -0.00334
6/16/2017 0.003085 -0.00019 -0.00468 0.005053 0.002071 0.002679
6/19/2017 -0.00128 0.006474 0.02028 0.01335 -0.00692 0.005195
6/20/2017 -0.00645 -0.01448 -0.01772 -0.00377 -0.02354 -0.00801
6/21/2017 -0.01328 -0.00902 -0.01544 0.004226 -0.01252 -0.00364
6/22/2017 -0.00131 -0.00929 -0.00868 0.001355 -0.00831 0.001387
6/23/2017 -0.00394 -0.00076 -0.00481 0.013892 0.000726 0.001764
6/26/2017 0.005256 0.008543 0.003063 -0.01119 0.00145 0.002185
6/27/2017 -0.01187 0.004903 0.016465 -0.00547 -0.01459 -0.00357
6/28/2017 0.006346 0.02177 0.025876 0.003664 -0.00479 0.00815
6/29/2017 -0.00847 0.026339 0.018258 -0.01088 -0.00222 -0.00618
6/30/2017 0.00292 -0.00666 -0.00247 0.001468 -0.00037 0.001848
7/3/2017 0.010021 0.006655 0.017164 0.004239 0.016159 0.006274
7/5/2017 0.000262 0 0.009677 0.016084 -0.00365 -0.00222
7/6/2017 -0.01203 -0.00395 -0.00846 -0.00164 -0.03877 -0.00911
7/7/2017 -0.00539 0.003234 0.004845 0.004408 -0.0061 0.00431
7/10/2017 -0.00406 -0.00269 0.002413 0.007826 -0.00422 -0.0001
7/11/2017 -0.00626 -0.00994 -0.01172 0.011262 0.012972 -0.0006
7/12/2017 0.006265 0.002359 -0.01021 0.000824 0.007553 0.006884
7/13/2017 -0.01698 0.007764 0.011027 -0.00102 0.00787 0.001582
7/14/2017 0.002482 -0.01103 -0.01679 0.010995 -0.00037 0.004439
7/17/2017 0.002476 -0.0051 -0.00788 0.002347 0.001492 -0.00057
7/18/2017 -0.01105 0.001644 -0.00501 -0.00364 0.002607 -0.0011
7/19/2017 0.003882 0.002552 0.006672 0.012598 0.001858 0.005367
7/20/2017 0.010736 -0.00109 -0.005 -0.00285 -0.00932 0.000264
7/21/2017 -0.00027 -0.01302 -0.00587 0.008806 -0.02966 -0.00167
7/24/2017 -0.0077 0.001844 0.004611 0.000189 -0.0187 -0.00167
7/25/2017 -0.00028 0.014452 0.02356 0.001319 0.000393 0.005112
7/26/2017 0.048764 -0.00273 -0.01109 0.094214 0.005879 -6.77E-05
7/27/2017 0.035644 -0.00365 -0.00414 0.031829 0.007785 -0.00014
7/28/2017 -0.01046 -0.02611 -0.00332 0.00112 -0.01013 -0.00071
7/31/2017 0 0.011936 0.003738 0.00492 0.003129 0.001085
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8/2/2017 -0.01581 -0.0013 0.00571 -0.00624 0.00314 -0.00172
8/3/2017 0.000261 -0.00411 -0.00899 0.00126 0.00936 -0.00191
8/4/2017 0.003911 -0.01054 0.024322 -0.00227 0.000776 0.00237
8/7/2017 0.002339 -0.00569 -0.0004 0.010545 -0.00584 0.00024
8/8/2017 -0.00416 0.00323 -0.00241 -0.00304 -0.00273 -0.00316
8/9/2017 0 0.001517 -0.00645 -0.01596 0.005851 -0.00172
8/10/2017 -0.00444 -0.01604 -0.02538 -0.00612 -0.01608 -0.01332
8/11/2017 -0.00236 -0.00019 -0.01084 0.008551 -0.00396 -0.00071
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8/15/2017 -0.00887 0.000189 0.002045 0.008482 -0.00871 -0.00106
8/16/2017 0.001833 -0.00303 -0.01151 -0.00663 -0.00159 0.002141
8/17/2017 -0.01662 -0.01704 -0.023 -0.00845 -0.01404 -0.01324
8/18/2017 -0.00614 -0.00232 -0.00085 0.000764 -0.00811 -0.0011
8/21/2017 0.005604 0.002705 -0.01021 -0.00038 -0.00245 0.00166
8/22/2017 0.010588 0.007689 0.019064 0.017122 0.004482 0.007313
8/23/2017 -0.00158 -0.00365 -0.00294 -0.00695 -0.00857 -0.00164
8/24/2017 -0.00635 0.002495 0.003361 0.002726 -0.0037 -0.00103
8/25/2017 0.008194 -0.00751 -0.00294 -0.01201 0.007789 0.003242
8/28/2017 -0.00132 -0.00271 -0.00211 0.005454 -0.00082 -0.001
8/29/2017 -0.00238 -0.00408 -0.00592 0.013859 -0.00123 -0.00071
8/30/2017 -0.00477 -0.00117 0.017326 -0.00012 -0.00657 0.001118
8/31/2017 -0.00559 -0.00566 0.000837 -0.00333 0.011059 0.005964
9/1/2017 0.000534 -0.00196 0.008337 0.002792 0.023748 0.003563
9/5/2017 -0.01046 -0.01722 -0.03291 -0.01395 -0.01563 -0.00766
9/6/2017 -0.01412 -0.0044 0.004281 -0.01009 0.006845 0.003862
9/7/2017 -0.02688 -0.00402 -0.01897 0.007177 -0.03678 0.000563
9/8/2017 -0.00028 -0.00201 -0.00349 0.010398 -0.00836 0.000704
9/11/2017 0.004206 0.021549 0.020325 0.007552 -0.00421 0.010243
9/12/2017 0.014445 0.017803 0.024943 -4.15E-05 0.007978 0.003885
9/13/2017 0.007966 -0.00214 0.015742 0.005596 0.00833 -0.00016
9/14/2017 -0.00631 -0.00331 -0.00371 0.013548 0.006202 0.000617
9/15/2017 0.021248 0.007188 0.005759 0.015256 -0.00375 0.001451
9/18/2017 0.008588 0.020121 0.01304 0.016253 0.021906 0.002589
9/19/2017 0.020892 0.012256 0.006457 -0.00245 -0.01069 0.001673
9/20/2017 0.005741 0.007282 0.008013 0.011813 0.004946 0.001299
9/21/2017 -0.00548 0.005751 0.003983 0.002268 0.017526 -0.00114
9/22/2017 0.009634 0.003508 -0.00558 0.0016 0.004837 0.001496
9/25/2017 0.013641 -0.00406 -0.01045 -0.00834 0.009604 -0.00084
9/26/2017 -0.01028 -0.00427 0.002017 -0.00244 -0.00719 -0.00112
9/27/2017 0.00129 0.007592 0.023896 0.006209 -0.02272 0.002448
9/28/2017 0.00694 0.000738 0.001573 -0.00396 -0.00535 0.00178
9/29/2017 0.003324 0.016454 -0.00433 -0.00024 -0.00248 0.002448
10/2/2017 -0.00153 0.005786 0.010989 0.006978 0.016 0.004535
10/3/2017 0.009416 0.001981 0.009324 -0.00207 0.009317 0.003111
 10/4/2017 0.000506 -0.01122 -0.00582 0.001174 -0.01299 0.000145
10/5/2017 0.000253 0.007793 0.016204 0.012164 0.002448 0.00278
10/6/2017 -0.01108 0.003424 0.003057 -0.0012 -0.00613 -0.00172
10/9/2017 -0.00754 -0.00795 -0.01383 -0.00073 -0.04016 -0.00193
10/10/2017 0.005208 0.008488 0.00309 0.009782 -0.00299 0.004273
10/11/2017 -0.00808 0.000899 -0.00386 0.001953 -0.01249 0.001252
10/12/2017 -0.06295 -0.00812 -0.01482 0.001796 -0.00087 -0.00189
10/13/2017 -0.00447 -0.02792 0.014821 -0.00448 -0.00304 0.001074
10/16/2017 0.013079 0.002047 0.015748 -0.0038 0.016401 0.000609
10/17/2017 0.001658 -0.0114 -0.00153 -0.00436 -0.0073 -0.00077
10/18/2017 -0.01446 0.004128 0.01063 0.005476 -0.00302 0.001703
10/19/2017 -0.00056 0.006346 0.003769 -0.00385 0.019701 0.000752
10/20/2017 -0.00421 0.021534 0.021954 0.021804 0.010546 0.004047
10/23/2017 -0.00819 -0.00018 -0.00037 -0.00922 -0.06546 -0.00372
10/24/2017 -0.01113 0.009245 0.018965 0.013931 -0.01945 0.00166
10/25/2017 -0.04009 -0.00307 -0.00181 -0.02891 -0.01798 -0.00553
10/26/2017 0.005657 0.006674 0.003973 0.003284 -0.00841 0.001284
10/27/2017 0.008574 0.004485 0.002161 -0.0109 -0.02517 0.001133
10/30/2017 -0.01274 -0.00036 -0.00722 0.01082 -0.01845 -0.0038
10/31/2017 0.003274 0.005179 -0.00764 -0.00491 -0.01232 0.001747
11/1/2017 -0.00298 0.001246 0.005098 0.002014 -0.00697 0.001771
11/2/2017 -0.01139 0.011754 0.012275 0.01585 -0.004 0.000815
11/3/2017 0.003912 -0.0023 -0.0018 -0.00336 0.00998 8.05E-06
11/6/2017 -0.0133 -0.00302 -0.00252 0.008824 -0.0005 0.00225
11/7/2017 0.00637 -0.02032 -0.02075 0.007771 0.003966 -0.0024
11/8/2017 0.011126 -0.01445 -0.01445 -0.00211 -0.00446 0.001088
11/9/2017 0.016608 -0.0048 -0.01126 -0.0055 -0.00648 -0.00364
11/10/2017 0.00645 -0.00352 0.000755 -0.00707 0.024705 -0.00138
11/13/2017 -0.00146 -0.00167 -0.00416 0.006001 -0.07445 -0.00047
11/14/2017 -0.01326 0.005939 -0.00608 -0.00252 -0.06069 -0.00298
11/15/2017 0.002665 -0.00538 0.020744 0.004193 0.019912 -0.00488

Err:502 Err:502 Err:502 Err:502 Err:502 Err:502

-0.00014 0.000198 0.001188 0.002386 -0.00193 0.00051

-3.51% 4.98% 29.95% 60.12% -48.74% 12.86%

0.010358 0.011313 0.014052 0.01057 0.01257 0.004341

0.164421 0.179583 0.223075 0.167792 0.199545 0.068912

 RISK RETURN CHARACTERISTICS

NYSE AT&T WFC BOA

ANNUALISED RETURN 12.86% -3.51% 4.98% 29.95%
ANNUALISED RISK 0.068911832 0.1644206606 0.179582826 0.2230754905

A 13

PORTFOLIO 1: GE & BOA CORRELATION

GE WEIGHT 0 0.2 0.4 0.5
BOA WEIGHT 1 0.8 0.6 0.5
R1 29.946% 14.209% -1.528% -9.397%
Variance 4.976% 3.704% 2.969% 2.802%
S1 22.31% 19.25% 17.23% 16.74%
U1 29.622% 13.968% -1.721% -9.579%

Portfolio 2: AT&T - WFC CORRELATION

AT&T wt 0 0.2 0.4 0.5
WFC wt 1 0.8 0.6 0.5
R2 4.98% 3.28% 1.58% 0.73%
Variance 3.22% 2.32% 1.82% 1.72%
S2 17.96% 15.25% 13.50% 13.11%
U2 4.77% 3.13% 1.47% 0.62%

Portfolio 3: BOEING-GE CORRELATION

BOEING wt 0 0.2 0.4 0.5
GE wt 1 0.8 0.6 0.5
R3 -48.74% -26.97% -5.20% 5.69%
Variance 3.98% 2.88% 2.21% 2.04%
S3 19.95% 16.97% 14.88% 14.29%
U3 -49.00% -27.16% -5.34% 5.56%

Portfolio 4: GE-WFC CORRELATION

GE wt 0 0.2 0.4 0.5
WFC wt 1 0.8 0.6 0.5
R4 4.98% -5.77% -16.51% -21.88%
Variance 3.22% 2.49% 2.20% 2.22%
S4 17.96% 15.78% 14.82% 14.89%
U4 4.77% -5.93% -16.65% -22.02%
Portfolio 5: AT&T-BOEING CORRELATION
AT&T wt 0 0.2 0.4 0.5
BOEING wt 1 0.8 0.6 0.5
R5 60.12% 47.39% 34.67% 28.30%
Variance 2.82% 2.92% 0.83% 1.09%
S5 16.78% 17.09% 9.12% 10.44%
U5 59.93% 47.20% 34.61% 28.23%
BOEING GE
60.12% -48.74%
0.167791573 0.199544685

0.252908341
0.6 0.8 1
0.4 0.2 0
-17.265% -33.002% -48.739%
2.770% 3.108% 3.982%
16.64% 17.63% 19.95%
-17.445% -33.204% -48.998%

0.160976658
0.6 0.8 1
0.4 0.2 0
-0.11% -1.81% -3.51%
1.72% 2.01% 2.70%
13.10% 14.18% 16.44%
-0.23% -1.94% -3.68%

0.204749363
0.6 0.8 1
0.4 0.2 0
16.57% 38.35% 60.12%
1.98% 2.18% 2.82%
14.07% 14.77% 16.78%
16.45% 38.20% 59.93%

0.231726463
0.6 0.8 1
0.4 0.2 0
-27.25% -38.00% -48.74%
2.35% 2.94% 3.98%
15.32% 17.16% 19.95%
-27.41% -38.19% -49.00%
0.300878728
0.6 0.8 1
0.4 0.2 0
21.94% 9.22% -3.51%
1.37% 2.00% 2.70%
11.71% 14.13% 16.44%
21.85% 9.09% -3.68%