Date SPY (Adj Close) NVDA (Adj Close) PG (Adj Close)

9/1/17 230.3473 44.2222 79.3693

10/1/17 236.9453 51.1584 75.3214
11/1/17 244.1877 49.6494 79.0939
12/1/17 245.8923 47.8992 80.7551
1/1/18 261.0783 60.8456 75.8858
2/1/18 251.5854 59.9049 69.5388
3/1/18 243.7132 57.3636 70.2119
4/1/18 245.9539 55.7066 64.0657
5/1/18 251.9328 62.4661 65.4004
6/1/18 252.2489 58.7152 69.7711
7/1/18 262.7686 60.6881 72.2917
8/1/18 271.1561 69.5660 74.8148
9/1/18 271.5391 69.6883 75.0673
10/1/18 253.9189 52.2824 79.9828
11/1/18 258.6288 40.5279 85.9943
12/1/18 234.4876 33.1389 83.6376
1/1/19 254.7410 35.6833 87.7777
2/1/19 262.9986 38.2922 90.3795
3/1/19 266.5848 44.6184 95.4235
4/1/19 278.6977 44.9762 97.6520
5/1/19 260.9247 33.6601 95.0443
6/1/19 277.7308 40.8557 101.2691
7/1/19 283.3011 41.9727 109.0178
8/1/19 278.5577 41.6717 111.7595
9/1/19 282.6725 43.3465 115.6171
10/1/19 290.2551 50.0575 115.7380
11/1/19 300.7618 53.9720 114.1854
12/1/19 307.9865 58.6370 116.8422
1/1/20 309.3756 58.9186 116.5802
2/1/20 284.8837 67.3018 106.5543
3/1/20 247.8524 65.7287 103.5148
4/1/20 280.9681 72.8801 110.9208
5/1/20 294.3549 88.5243 109.8133
6/1/20 298.2626 94.7306 113.2710
7/1/20 317.2178 105.9199 124.2125
8/1/20 339.3586 133.4583 131.8696
9/1/20 325.3493 135.0149 132.4988
10/1/20 318.5071 125.1087 130.6971
11/1/20 353.1534 133.7677 133.1194
12/1/20 364.6826 130.3091 133.3783
1/1/21 362.5050 129.6961 122.9009
2/1/21 372.5846 136.9323 119.1289
3/1/21 388.2281 133.2755 130.6050
4/1/21 410.1083 149.9140 128.6666
 5/1/21 412.8011 162.2491 130.8777
6/1/21 420.6829 199.7838 130.9553
7/1/21 432.3627 194.7995 138.0403
8/1/21 445.2298 223.6313 139.0647
9/1/21 423.1241 206.9941 136.5352
10/1/21 454.2626 255.4652 139.6507
11/1/21 450.6127 326.4983 142.0789
12/1/21 469.8020 293.8744 160.7502
1/1/22 446.5875 244.6938 157.6744
2/1/22 433.4056 243.6845 154.0204
3/1/22 448.3047 272.6748 150.9675
4/1/22 410.2279 185.3757 158.6245
5/1/22 411.1539 186.6251 146.9262
6/1/22 375.6274 151.5129 142.8625
7/1/22 411.9900 181.5761 138.0140
8/1/22 395.1800 150.8952 137.9400

Part 4: Average monthly return (AR)

+ Variance
Standard deviation (SD)

Part 5: Covariance of (NVDA, PG)

Correlation of (NVDA, PG)

Part 6: Beta of NVDA 1.64

Beta of PG 0.32
(Part 2 & 3) Return (SPY) Return (NVDA) Return (PG)

2.86% 15.68% -5.10%

3.06% -2.95% 5.01%
0.70% -3.53% 2.10%
6.18% 27.03% -6.03%
-3.64% -1.55% -8.36%
-3.13% -4.24% 0.97%
0.92% -2.89% -8.75%
2.43% 12.13% 2.08%
0.13% -6.00% 6.68%
4.17% 3.36% 3.61%
3.19% 14.63% 3.49%
0.14% 0.18% 0.34%
-6.49% -24.98% 6.55%
1.85% -22.48% 7.52%
-9.33% -18.23% -2.74%
8.64% 7.68% 4.95%
3.24% 7.31% 2.96%
1.36% 16.52% 5.58%
4.54% 0.80% 2.34%
-6.38% -25.16% -2.67%
6.44% 21.38% 6.55%
2.01% 2.73% 7.65%
-1.67% -0.72% 2.51%
1.48% 4.02% 3.45%
2.68% 15.48% 0.10%
3.62% 7.82% -1.34%
2.40% 8.64% 2.33%
0.45% 0.48% -0.22%
-7.92% 14.23% -8.60%
-13.00% -2.34% -2.85%
13.36% 10.88% 7.15%
4.76% 21.47% -1.00%
1.33% 7.01% 3.15%
6.36% 11.81% 9.66%
6.98% 26.00% 6.16%
-4.13% 1.17% 0.48%
-2.10% -7.34% -1.36%
10.88% 6.92% 1.85%
3.26% -2.59% 0.19%
-0.60% -0.47% -7.86%
2.78% 5.58% -3.07%
4.20% -2.67% 9.63%
5.64% 12.48% -1.48%
 0.66% 8.23% 1.72%
1.91% 23.13% 0.06%
2.78% -2.49% 5.41%
2.98% 14.80% 0.74%
-4.97% -7.44% -1.82%
7.36% 23.42% 2.28%
-0.80% 27.81% 1.74%
4.26% -9.99% 13.14%
-4.94% -16.74% -1.91%
-2.95% -0.41% -2.32%
3.44% 11.90% -1.98%
-8.49% -32.02% 5.07%
0.23% 0.67% -7.37%
-8.64% -18.81% -2.77%
9.68% 19.84% -3.39%
-4.08% -16.90% -0.05%

SPY NVDA PG
verage monthly return (AR) 1.05% 3.06% 1.05%
Variance 0.0027 0.0189 0.0023
Standard deviation (SD) 5.18% 13.75% 4.80%

-0.00038
-0.06
Part 7: Equal weighted Portfolio

5.29%
1.03%
-0.71%
10.50%
-4.95%
-1.64%
-5.82%
7.11%
0.34%
3.49%
9.06%
0.26%
-9.21%
-7.48%
-10.49%
6.31%
5.14%
11.05%
1.57%
-13.92%
13.96%
5.19%
0.90%
3.74%
7.79%
3.24%
5.49%
0.13%
2.81%
-2.59%
9.02%
10.23%
5.08%
10.74%
16.08%
0.82%
-4.35%
4.39%
-1.20%
-4.16%
1.26%
3.48%
5.50%
 4.97%
11.60%
1.46%
7.77%
-4.63%
12.85%
14.77%
1.57%
-9.32%
-1.36%
4.96%
-13.47%
-3.35%
-10.79%
8.22%
-8.48%

Part 7: Equal weighted Portfolio

2.05%
0.0051
7.15%