Risques & Volatilités Exercice 1

Cas Unilog - Volatilité du rendement quotidien

DATE UNILOG
12/31/1997 12.33 Enoncé du cas pratique
1/2/1998 12.35
1/5/1998 12.33 Vous disposez de la série historique du cours de
1/6/1998 12.35 l'action UNILOG depuis le début 1998.
1/7/1998 12.64
1) Vous devez, sur une première feuille de calcul :
1/8/1998 13.26
- calculer les rendements quotidiens du cours de
1/9/1998 13.10 l'action ;
1/12/1998 12.52 - en déduire les valeurs du rendement moyen, de
1/13/1998 13.08 son écart-type quotidien et de la volatilité annualisée ;
1/14/1998 13.19 - calculer l'évolution d'une volatilité courte de 30
1/15/1998 13.19 jours et d'une volatilité longue de 150 jours ;
1/16/1998 13.11 - représenter ces 2 volatilités sur un même
1/19/1998 13.03 graphique
1/20/1998 13.25 2) Vous devez, sur une deuxième feuille :
1/21/1998 13.19 - reprendre les calculs des rendements quotidiens
1/22/1998 13.34 du cours de l'action
1/23/1998 13.37 - représenter par un histogramme, la distribution
1/26/1998 13.84 statistique de ces rendements quodidiens
1/27/1998 14.36 - comparer cette distribution statistique à une loi
1/28/1998 14.54 normale de même moyenne et de même écart-type.
1/29/1998 15.02
Pour la représentation statistique, il est conseillé de
1/30/1998 14.86 construire des classes (fourchettes de rendements
2/2/1998 14.92 quotidiens) de largeur égales au quart de l'écart-type
2/3/1998 14.94 quotidien et de prévoir, de part et d'autre de la
2/4/1998 14.50 moyenne de ce rendement, un intervalle de 3 écart-
2/5/1998 14.83 types.
2/6/1998 14.83
2/9/1998 14.79
2/10/1998 14.79
2/11/1998 15.17
2/12/1998 15.23
2/13/1998 15.05
2/16/1998 15.00
2/17/1998 15.21
2/18/1998 15.29
2/19/1998 15.85
2/20/1998 16.37
2/23/1998 17.23
2/24/1998 17.68
2/25/1998 18.57
2/26/1998 19.04
2/27/1998 19.13
3/2/1998 19.51
3/3/1998 19.42
3/4/1998 19.21
3/5/1998 19.80
3/6/1998 19.82
3/9/1998 19.82
3/10/1998 19.82
3/11/1998 19.67
3/12/1998 19.74
3/13/1998 21.18
3/16/1998 22.62
3/17/1998 22.26
3/18/1998 22.41
3/19/1998 22.35
3/20/1998 22.11
3/23/1998 21.34
3/24/1998 21.94
3/25/1998 22.78
3/26/1998 22.12
3/27/1998 22.75
3/30/1998 22.11
3/31/1998 22.11
4/1/1998 21.95
4/2/1998 22.33
4/3/1998 22.01
4/6/1998 22.35
4/7/1998 22.14
4/8/1998 22.14
4/9/1998 22.07
4/14/1998 21.50
4/15/1998 20.58
4/16/1998 20.49
4/17/1998 19.94
4/20/1998 19.30
4/21/1998 19.82
4/22/1998 19.82
4/23/1998 21.85
4/24/1998 23.02
4/27/1998 23.63
4/28/1998 23.78
4/30/1998 28.89
5/4/1998 28.34
5/5/1998 29.42
5/6/1998 30.49
5/7/1998 30.49
5/11/1998 30.51
5/12/1998 31.10
5/13/1998 31.10
5/14/1998 30.99
5/15/1998 32.32
5/18/1998 33.75
5/19/1998 33.84
5/20/1998 34.13
5/22/1998 34.91
5/25/1998 34.61
5/26/1998 34.39
5/27/1998 32.78
5/28/1998 33.23
5/29/1998 33.45
6/2/1998 32.78
6/3/1998 33.25
6/4/1998 33.54
 6/5/1998 33.77
6/8/1998 33.54
6/9/1998 32.62
6/10/1998 32.23
6/11/1998 32.03
6/12/1998 32.01
6/15/1998 30.49
6/16/1998 30.64
6/17/1998 32.78
6/18/1998 33.84
6/19/1998 33.60
6/22/1998 33.54
6/23/1998 33.54
6/24/1998 33.77
6/25/1998 32.78
6/26/1998 32.20
6/29/1998 32.62
6/30/1998 32.33
7/1/1998 33.80
7/2/1998 34.19
7/3/1998 33.25
7/6/1998 33.28
7/7/1998 34.07
7/8/1998 34.07
7/9/1998 34.38
7/10/1998 34.00
7/15/1998 34.21
7/16/1998 34.00
7/17/1998 33.97
7/20/1998 33.89
7/21/1998 33.90
7/22/1998 34.30
7/23/1998 34.45
7/24/1998 34.07
7/27/1998 35.06
7/28/1998 34.91
7/29/1998 35.06
7/30/1998 35.32
7/31/1998 36.15
8/3/1998 36.37
8/4/1998 36.21
8/5/1998 35.67
8/6/1998 35.52
8/7/1998 36.59
8/10/1998 36.57
8/11/1998 35.06
8/12/1998 34.54
8/13/1998 32.82
8/14/1998 32.47
8/17/1998 32.56
8/18/1998 33.52
8/19/1998 34.38
8/20/1998 35.06
8/21/1998 34.91
 8/24/1998 35.02
8/25/1998 34.76
8/26/1998 34.48
8/27/1998 34.00
8/28/1998 33.10
8/31/1998 33.02
9/1/1998 30.49
9/2/1998 29.73
9/3/1998 30.61
9/4/1998 30.47
9/7/1998 30.49
9/8/1998 30.79
9/9/1998 31.71
9/10/1998 30.79
9/11/1998 30.41
9/14/1998 31.07
9/15/1998 32.01
9/16/1998 32.62
9/17/1998 30.79
9/18/1998 29.99
9/21/1998 27.44
9/22/1998 27.44
9/23/1998 27.36
9/24/1998 26.01
9/25/1998 24.71
9/28/1998 25.15
9/29/1998 25.92
9/30/1998 26.68
10/1/1998 24.39
10/2/1998 22.03
10/5/1998 22.56
10/6/1998 22.87
10/7/1998 22.93
10/8/1998 21.80
10/9/1998 20.76
10/12/1998 21.66
10/13/1998 23.89
10/14/1998 26.30
10/15/1998 28.66
10/16/1998 29.54
10/19/1998 29.58
10/20/1998 29.73
10/21/1998 30.02
10/22/1998 29.91
10/23/1998 29.19
10/26/1998 29.58
10/27/1998 30.11
10/28/1998 29.91
10/29/1998 30.76
10/30/1998 30.03
11/2/1998 31.28
11/3/1998 31.25
11/4/1998 31.56
11/5/1998 31.83
 11/6/1998 31.83
11/9/1998 31.86
11/10/1998 31.71
11/12/1998 32.85
11/13/1998 33.23
11/16/1998 33.46
11/17/1998 33.87
11/18/1998 33.86
11/19/1998 33.55
11/20/1998 33.62
11/23/1998 33.62
11/24/1998 33.40
11/25/1998 34.79
11/26/1998 36.60
11/27/1998 36.89
11/30/1998 37.37
12/1/1998 37.00
12/2/1998 36.74
12/3/1998 36.89
12/4/1998 36.74
12/7/1998 37.05
12/8/1998 37.88
12/9/1998 37.56
12/10/1998 38.11
12/11/1998 37.35
12/14/1998 37.05
12/15/1998 37.96
12/16/1998 37.15
12/17/1998 37.05
12/18/1998 37.20
12/21/1998 37.78
12/22/1998 37.78
12/23/1998 37.65
12/28/1998 37.32
12/29/1998 37.35
12/30/1998 36.89
1/4/1999 38.50
1/5/1999 39.08
1/6/1999 39.90
1/7/1999 38.30
1/8/1999 40.20
1/11/1999 38.20
1/12/1999 37.80
1/13/1999 37.68
1/14/1999 37.60
1/15/1999 37.30
1/18/1999 37.80
1/19/1999 37.81
1/20/1999 38.10
1/21/1999 38.20
1/22/1999 38.80
1/25/1999 39.00
1/26/1999 39.00
1/27/1999 40.10
1/28/1999 40.00
1/29/1999 39.70
2/1/1999 39.95
2/2/1999 40.01
2/3/1999 40.01
2/4/1999 40.00
2/5/1999 40.20
2/8/1999 40.52
2/9/1999 40.70
2/10/1999 41.00
2/11/1999 40.70
2/12/1999 40.50
2/15/1999 41.90
2/16/1999 41.80
2/17/1999 43.00
2/18/1999 46.27
2/19/1999 47.60
2/22/1999 47.50
2/23/1999 47.05
2/24/1999 47.25
2/25/1999 48.50
2/26/1999 49.40
3/1/1999 49.70
3/2/1999 49.21
3/3/1999 49.40
3/4/1999 48.00
3/5/1999 47.90
3/8/1999 47.11
3/9/1999 45.75
3/10/1999 44.00
3/11/1999 42.50
3/12/1999 42.10
3/15/1999 44.20
3/16/1999 45.00
3/17/1999 44.20
3/18/1999 43.27
3/19/1999 42.40
3/22/1999 42.23
3/23/1999 41.69
3/24/1999 41.00
3/25/1999 41.77
3/26/1999 42.90
3/29/1999 46.00
3/30/1999 46.00
3/31/1999 46.55
4/1/1999 45.10
4/6/1999 46.65
4/7/1999 47.00
4/8/1999 47.11
4/9/1999 47.45
4/12/1999 47.50
4/13/1999 47.40
4/14/1999 47.00
4/15/1999 48.20
4/16/1999 46.30
4/19/1999 44.21
4/20/1999 42.30
4/21/1999 41.00
4/22/1999 41.00
4/23/1999 44.10
4/26/1999 46.10
4/27/1999 46.00
4/28/1999 46.40
4/29/1999 45.50
4/30/1999 45.70
5/3/1999 45.50
5/4/1999 45.50
5/5/1999 45.50
5/6/1999 45.00
5/7/1999 43.50
5/10/1999 43.50
5/11/1999 43.20
5/12/1999 41.90
5/13/1999 41.33
5/14/1999 41.55
5/17/1999 41.89
5/18/1999 41.50
5/19/1999 42.70
5/20/1999 43.50
5/21/1999 45.30
5/25/1999 43.70
5/26/1999 43.52
5/27/1999 43.50
5/28/1999 43.50
5/31/1999 43.50
6/1/1999 43.50
6/2/1999 43.70
6/3/1999 43.40
6/4/1999 43.00
6/7/1999 42.90
6/8/1999 42.40
6/9/1999 41.60
6/10/1999 41.22
6/11/1999 41.20
6/14/1999 41.70
6/15/1999 41.71
6/16/1999 42.00
6/17/1999 42.50
6/18/1999 44.90
6/21/1999 48.00
6/22/1999 49.60
6/23/1999 49.39
6/24/1999 49.80
6/25/1999 49.68
6/28/1999 48.00
6/29/1999 48.00
6/30/1999 49.29
7/1/1999 50.00
 7/2/1999 49.80
7/5/1999 50.80
7/6/1999 51.40
7/7/1999 51.25
7/8/1999 51.55
7/9/1999 51.90
7/12/1999 51.90
7/13/1999 51.70
7/15/1999 52.65
7/16/1999 51.90
7/19/1999 53.50
7/20/1999 52.95
7/21/1999 51.90
7/22/1999 49.40
7/23/1999 48.41
7/26/1999 48.81
7/27/1999 48.79
7/28/1999 48.55
7/29/1999 48.55
7/30/1999 49.61
8/2/1999 47.76
8/3/1999 47.50
8/4/1999 47.00
8/5/1999 46.10
8/6/1999 46.00
8/9/1999 48.00
8/10/1999 47.40
8/11/1999 47.70
8/12/1999 47.90
8/13/1999 47.60
8/16/1999 48.10
8/17/1999 49.05
8/18/1999 49.49
8/19/1999 49.50
8/20/1999 48.50
8/23/1999 47.53
8/24/1999 47.00
8/25/1999 49.20
8/26/1999 49.85
8/27/1999 50.00
8/30/1999 49.90
8/31/1999 49.50
9/1/1999 49.90
9/2/1999 49.55
9/3/1999 51.35
9/6/1999 53.90
9/7/1999 56.45
9/8/1999 56.00
9/9/1999 56.00
9/10/1999 57.50
9/13/1999 58.00
9/14/1999 57.40
9/15/1999 55.10
9/16/1999 54.00
 9/17/1999 54.40
9/20/1999 54.95
9/21/1999 54.15
9/22/1999 54.00
9/23/1999 55.00
9/24/1999 53.20
9/27/1999 56.30
9/28/1999 57.70
9/29/1999 59.00
9/30/1999 57.95
10/1/1999 58.30
10/4/1999 59.50
10/5/1999 59.95
10/6/1999 59.60
10/7/1999 61.00
10/8/1999 61.20
10/11/1999 61.80
10/12/1999 62.80
10/13/1999 60.00
10/14/1999 60.05
10/15/1999 58.50
10/18/1999 61.00
10/19/1999 60.35
10/20/1999 60.00
10/21/1999 58.60
10/22/1999 60.00
10/25/1999 60.00
10/26/1999 60.00
10/27/1999 61.70
10/28/1999 63.00
10/29/1999 65.20
11/2/1999 66.00
11/3/1999 69.75
11/4/1999 73.10
11/5/1999 74.85
11/8/1999 72.50
11/9/1999 74.00
11/10/1999 72.00
11/11/1999 72.00
11/12/1999 71.40
11/15/1999 73.90
11/16/1999 69.15
11/17/1999 70.65
11/18/1999 76.85
11/19/1999 74.50
11/22/1999 72.80
11/23/1999 72.90
11/24/1999 73.45
11/25/1999 75.05
11/26/1999 77.50
11/29/1999 78.00
11/30/1999 77.50
12/1/1999 77.50
12/2/1999 75.75
 12/3/1999 79.00
12/6/1999 79.00
12/7/1999 82.00
12/8/1999 82.90
12/9/1999 83.80
12/10/1999 83.50
12/13/1999 86.00
12/14/1999 89.00
12/15/1999 82.95
12/16/1999 85.40
12/17/1999 88.00
12/20/1999 88.00
12/21/1999 89.90
12/22/1999 93.90
12/23/1999 97.00
12/24/1999 98.60
12/27/1999 106.50
12/28/1999 105.20
12/29/1999 105.60
12/30/1999 108.30
1/3/2000 108.50
1/4/2000 98.10
1/5/2000 88.65
1/6/2000 91.50
1/7/2000 98.50
1/11/2000 108.90
1/12/2000 105.30
1/13/2000 113.00
1/14/2000 116.00
1/17/2000 123.10
1/18/2000 118.50
1/19/2000 119.00
1/20/2000 123.90
1/21/2000 129.50
1/24/2000 129.30
1/25/2000 124.60
1/26/2000 132.80
1/27/2000 130.00
1/28/2000 123.90
1/31/2000 118.00
2/1/2000 126.10
2/2/2000 132.00
2/3/2000 136.00
2/4/2000 137.00
2/7/2000 133.00
2/8/2000 139.40
2/9/2000 149.00
2/10/2000 149.50
2/11/2000 159.00
2/14/2000 166.00
2/15/2000 166.00
2/16/2000 150.00
2/17/2000 146.70
2/18/2000 150.00
2/21/2000 149.90
2/22/2000 150.00
2/23/2000 153.10
2/24/2000 166.00
2/25/2000 162.00
2/28/2000 159.00
2/29/2000 152.80
3/1/2000 161.50
3/2/2000 167.00
3/3/2000 169.00
3/6/2000 175.00
3/7/2000 173.50
3/8/2000 168.50
3/9/2000 173.00
3/10/2000 173.00
3/13/2000 157.10
3/14/2000 173.20
3/15/2000 158.50
3/16/2000 146.00
3/17/2000 159.00
3/20/2000 170.00
3/21/2000 153.00
3/22/2000 153.70
3/23/2000 139.50
3/24/2000 139.50
3/27/2000 160.00
3/28/2000 160.00
3/29/2000 160.00
3/30/2000 142.00
3/31/2000 133.90
4/3/2000 118.50
4/4/2000 123.20
4/5/2000 118.70
4/6/2000 141.20
4/7/2000 141.00
4/10/2000 144.00
4/11/2000 137.00
4/12/2000 130.00
4/13/2000 131.00
4/14/2000 122.20
4/17/2000 124.30
4/18/2000 123.00
4/19/2000 117.00
4/20/2000 121.40
4/25/2000 120.00
4/26/2000 121.00
4/27/2000 110.00
4/28/2000 118.50
5/2/2000 121.80
5/3/2000 119.50
5/4/2000 123.30
5/5/2000 124.90
5/8/2000 126.80
5/9/2000 126.90
5/10/2000 116.00
5/11/2000 122.50
5/12/2000 121.50
5/15/2000 115.20
5/16/2000 122.40
5/17/2000 118.40
5/18/2000 114.00
5/19/2000 101.80
5/22/2000 100.00
5/23/2000 99.10
5/24/2000 90.00
5/25/2000 102.20
5/26/2000 99.00
5/29/2000 102.40
5/30/2000 106.50
5/31/2000 111.50
6/1/2000 113.10
6/2/2000 111.50
6/5/2000 108.00
6/6/2000 110.80
6/7/2000 106.00
6/8/2000 107.90
6/9/2000 109.00
6/13/2000 107.00
6/14/2000 108.80
6/15/2000 106.50
6/16/2000 106.00
6/19/2000 107.30
6/20/2000 108.50
6/21/2000 104.00
6/22/2000 103.60
6/23/2000 98.80
6/26/2000 100.80
6/27/2000 103.50
6/28/2000 102.00
6/29/2000 99.50
6/30/2000 101.90
7/3/2000 100.40
7/4/2000 99.00
7/5/2000 100.50
7/6/2000 98.70
7/7/2000 99.00
7/10/2000 99.90
7/11/2000 97.00
7/12/2000 92.15
7/13/2000 90.80
7/17/2000 97.05
7/18/2000 99.00
7/19/2000 97.10
7/20/2000 96.50
7/21/2000 97.50
7/24/2000 96.00
7/25/2000 99.10
7/26/2000 101.50
 7/27/2000 101.00
7/28/2000 100.10
7/31/2000 101.00
8/1/2000 100.70
8/2/2000 99.80
8/3/2000 98.00
8/4/2000 98.60
8/7/2000 99.60
8/8/2000 100.20
8/9/2000 104.50
8/10/2000 106.00
8/11/2000 112.50
8/14/2000 115.90
8/15/2000 115.80
8/16/2000 117.50
8/17/2000 116.90
8/18/2000 114.00
8/21/2000 115.50
8/22/2000 115.40
8/23/2000 117.00
8/24/2000 124.00
8/25/2000 130.60
8/28/2000 139.00
8/29/2000 138.30
8/30/2000 136.90
8/31/2000 134.00
9/1/2000 137.00
9/4/2000 136.90
9/5/2000 128.70
9/6/2000 130.60
9/7/2000 129.50
9/8/2000 128.10
9/11/2000 128.30
9/12/2000 126.70
9/13/2000 124.00
9/14/2000 126.00
9/15/2000 125.90
9/18/2000 121.40
9/19/2000 116.00
9/20/2000 117.50
9/21/2000 116.00
9/22/2000 124.70
9/25/2000 135.00
9/26/2000 135.00
9/27/2000 130.20
9/28/2000 124.00
9/29/2000 126.00
10/2/2000 126.50
10/3/2000 125.00
10/4/2000 121.80
10/5/2000 124.00
10/6/2000 127.00
10/9/2000 123.00
10/10/2000 119.90
10/11/2000 113.30
10/12/2000 112.90
10/13/2000 108.90
10/16/2000 119.70
10/17/2000 97.40
10/18/2000 97.00
10/19/2000 100.00
10/20/2000 107.50
10/23/2000 110.60
10/24/2000 111.50
10/25/2000 109.00
10/26/2000 105.80
10/27/2000 105.70
10/30/2000 103.00
10/31/2000 101.00
11/1/2000 102.70
11/2/2000 102.10
11/3/2000 105.00
11/6/2000 103.50
11/7/2000 104.50
11/8/2000 104.40
11/9/2000 101.00
11/10/2000 97.50
11/13/2000 92.00
11/14/2000 99.25
11/15/2000 102.30
11/16/2000 99.00
11/17/2000 97.85
11/20/2000 97.85
11/21/2000 100.30
11/22/2000 100.00
11/23/2000 100.50
11/24/2000 101.70
11/27/2000 105.00
11/28/2000 101.00
11/29/2000 99.90
11/30/2000 98.00
12/1/2000 98.80
12/4/2000 97.60
12/5/2000 103.00
12/6/2000 99.55
12/7/2000 99.70
12/8/2000 99.00
12/11/2000 101.50
12/12/2000 101.10
12/13/2000 102.60
12/14/2000 96.75
12/15/2000 94.00
12/18/2000 93.40
12/19/2000 91.00
12/20/2000 86.55
12/21/2000 82.00
12/22/2000 82.50
12/27/2000 83.00
12/28/2000 82.20
12/29/2000 85.00
1/2/2001 81.15
1/3/2001 77.90
1/4/2001 83.55
1/5/2001 83.85
1/8/2001 81.75
1/9/2001 80.90
1/10/2001 81.00
1/11/2001 85.00
1/12/2001 93.85
1/15/2001 95.00
1/16/2001 96.00
1/17/2001 101.00
1/18/2001 101.90
1/19/2001 105.00
1/22/2001 107.00
1/23/2001 104.50
1/24/2001 115.00
1/25/2001 112.40
1/26/2001 111.60
1/29/2001 114.30
1/30/2001 113.00
1/31/2001 116.40
2/1/2001 113.90
2/2/2001 114.20
2/5/2001 108.00
2/6/2001 108.20
2/7/2001 108.70
2/8/2001 108.50
2/9/2001 108.90
2/12/2001 115.00
2/13/2001 115.00
2/14/2001 112.70
2/15/2001 115.20
2/16/2001 111.40
2/19/2001 112.00
2/20/2001 111.40
2/21/2001 111.70
2/22/2001 112.70
2/23/2001 110.10
2/26/2001 108.60
2/27/2001 108.50
2/28/2001 105.00
3/1/2001 104.50
3/2/2001 100.00
3/5/2001 102.00
3/6/2001 109.10
3/7/2001 115.00
3/8/2001 111.00
3/9/2001 110.00
3/12/2001 105.00
3/13/2001 103.40
3/14/2001 103.40
3/15/2001 103.20
3/16/2001 104.80
3/19/2001 98.50
3/20/2001 100.10
3/21/2001 90.95
3/22/2001 80.15
3/23/2001 88.15
3/26/2001 90.20
3/27/2001 92.00
3/28/2001 89.95
3/29/2001 85.50
3/30/2001 85.00
4/2/2001 88.00
4/3/2001 80.10
4/4/2001 81.10
4/5/2001 87.15
4/6/2001 86.30
4/9/2001 86.30
4/10/2001 89.10
4/11/2001 89.95
4/12/2001 89.00
4/17/2001 87.95
4/18/2001 92.00
4/19/2001 93.70
4/20/2001 97.00
4/23/2001 95.00
4/24/2001 95.30
4/25/2001 95.20
4/26/2001 98.00
4/27/2001 100.90
4/30/2001 101.60
5/2/2001 105.90
5/3/2001 110.10
5/4/2001 105.00
5/7/2001 105.50
5/8/2001 106.70
5/9/2001 104.00
5/10/2001 105.00
5/11/2001 102.00
5/14/2001 103.80
5/15/2001 102.30
5/16/2001 103.70
5/17/2001 101.60
5/18/2001 101.40
5/21/2001 101.00
5/22/2001 99.95
5/23/2001 99.00
5/24/2001 99.50
5/25/2001 100.30
5/28/2001 101.00
5/29/2001 102.80
5/30/2001 102.10
5/31/2001 102.40
6/1/2001 99.15
 6/5/2001 98.10
6/6/2001 99.15
6/7/2001 99.30
6/8/2001 101.00
6/11/2001 98.10
6/12/2001 95.00
6/13/2001 100.70
6/14/2001 95.75
6/15/2001 91.50
6/18/2001 90.75
6/19/2001 91.05
6/20/2001 90.00
6/21/2001 91.45
6/22/2001 92.00
6/25/2001 91.00
6/26/2001 87.20
6/27/2001 88.00
6/28/2001 91.00
6/29/2001 90.00
7/2/2001 90.20
7/3/2001 89.00
7/4/2001 87.60
7/5/2001 83.20
7/6/2001 80.95
7/9/2001 78.00
7/10/2001 79.45
7/11/2001 74.55
7/12/2001 76.30
7/13/2001 74.00
7/16/2001 74.30
7/17/2001 74.00
7/18/2001 73.00
7/19/2001 73.45
7/20/2001 69.50
7/23/2001 69.05
7/24/2001 71.80
7/25/2001 70.00
7/26/2001 71.00
7/27/2001 73.75
7/30/2001 73.55
7/31/2001 75.10
8/1/2001 81.90
8/2/2001 82.40
8/3/2001 82.00
8/6/2001 80.60
8/7/2001 78.40
8/8/2001 79.30
8/9/2001 77.50
8/10/2001 80.40
8/13/2001 81.35
8/14/2001 82.50
8/15/2001 80.85
8/16/2001 80.00
8/17/2001 76.55
 8/20/2001 74.00
8/21/2001 73.90
8/22/2001 74.80
8/23/2001 75.60
8/24/2001 79.50
8/27/2001 78.60
8/28/2001 77.40
8/29/2001 78.00
8/30/2001 77.00
8/31/2001 75.95
9/3/2001 72.30
9/4/2001 70.50
9/5/2001 69.20
9/6/2001 68.00
9/7/2001 66.60
9/10/2001 69.80
9/11/2001 65.00
9/12/2001 63.85
9/13/2001 62.10
9/14/2001 58.20
9/17/2001 61.45
9/18/2001 59.00
9/19/2001 56.20
9/20/2001 53.65
9/21/2001 47.50
9/24/2001 50.30
9/25/2001 52.00
9/26/2001 54.40
9/27/2001 53.50
9/28/2001 53.50
10/1/2001 53.60
10/2/2001 54.80
10/3/2001 52.05
10/4/2001 54.35
10/5/2001 54.00
10/8/2001 58.95
10/9/2001 64.90
10/10/2001 63.65
10/11/2001 63.90
10/12/2001 62.05
10/15/2001 61.50
10/16/2001 62.70
10/17/2001 67.00
10/18/2001 65.00
10/19/2001 63.20
10/22/2001 63.75
10/23/2001 64.30
10/24/2001 64.35
10/25/2001 60.50
10/26/2001 63.50
10/29/2001 63.10
10/30/2001 60.50
10/31/2001 60.50
11/1/2001 60.50
 11/2/2001 60.70
11/5/2001 64.10
11/6/2001 59.95
11/7/2001 61.05
11/8/2001 62.30
11/9/2001 65.00
11/12/2001 67.00
11/13/2001 66.85
11/14/2001 65.40
11/15/2001 68.50
11/16/2001 66.60
11/19/2001 67.60
11/20/2001 66.80
11/21/2001 67.00
11/22/2001 68.60
11/23/2001 69.40
11/26/2001 70.00
11/27/2001 70.05
11/28/2001 68.50
11/29/2001 65.00
11/30/2001 69.00
12/3/2001 69.50
12/4/2001 68.80
12/5/2001 72.00
12/6/2001 73.80
12/7/2001 73.30
12/10/2001 72.70
12/11/2001 72.20
12/12/2001 73.45
12/13/2001 72.50
12/14/2001 72.00
12/17/2001 72.75
12/18/2001 71.90
12/19/2001 69.50
12/20/2001 68.45
12/21/2001 65.40
12/24/2001 67.80
12/27/2001 68.05
12/28/2001 68.35
1/2/2002 70.70
1/3/2002 72.90
1/4/2002 75.00
1/7/2002 74.85
1/8/2002 74.80
1/9/2002 76.85
1/10/2002 76.00
1/11/2002 75.80
1/14/2002 75.00
1/15/2002 75.40
1/16/2002 73.00
1/17/2002 72.25
1/18/2002 71.95
1/21/2002 71.50
1/22/2002 71.00
1/23/2002 70.25
1/24/2002 71.50
1/25/2002 71.85
1/28/2002 71.00
1/29/2002 73.00
1/30/2002 73.00
1/31/2002 74.65
2/1/2002 76.80
2/4/2002 75.50
2/5/2002 74.45
2/6/2002 74.00
2/7/2002 74.80
2/8/2002 74.00
2/11/2002 74.50
2/12/2002 75.10
2/13/2002 75.95
2/14/2002 77.00
2/15/2002 75.50
2/18/2002 75.55
2/19/2002 74.65
2/20/2002 72.40
2/21/2002 74.75
2/22/2002 73.05
2/25/2002 73.00
2/26/2002 73.95
2/27/2002 74.00
2/28/2002 74.00
3/1/2002 74.45
3/4/2002 80.00
3/5/2002 78.90
3/6/2002 79.50
3/7/2002 81.30
3/8/2002 83.30
3/11/2002 83.55
3/12/2002 80.50
3/13/2002 80.40
3/14/2002 80.90
3/15/2002 82.80
3/18/2002 84.60
3/19/2002 84.10
3/20/2002 83.40
3/21/2002 82.10
3/22/2002 83.20
3/25/2002 83.90
3/26/2002 84.25
3/27/2002 88.00
3/28/2002 87.30
4/2/2002 76.50
4/3/2002 73.25
4/4/2002 72.35
4/5/2002 72.00
4/8/2002 70.30
4/9/2002 69.90
4/10/2002 71.65
4/11/2002 70.05
4/12/2002 70.05
4/15/2002 70.40
4/16/2002 72.00
4/17/2002 74.25
4/18/2002 73.95
4/19/2002 76.30
4/22/2002 74.50
4/23/2002 75.20
4/24/2002 75.10
4/25/2002 73.80
4/26/2002 73.85
4/29/2002 71.95
4/30/2002 70.80
5/2/2002 67.00
5/3/2002 66.95
5/6/2002 67.70
5/7/2002 67.50
5/8/2002 70.00
5/9/2002 73.80
5/10/2002 72.40
5/13/2002 68.40
5/14/2002 70.25
5/15/2002 70.85
5/16/2002 70.45
5/17/2002 68.20
5/20/2002 67.95
5/21/2002 66.95
5/22/2002 65.00
5/23/2002 65.00
5/24/2002 61.00
5/27/2002 62.60
5/28/2002 59.15
5/29/2002 57.90
5/30/2002 56.05
5/31/2002 57.00
6/3/2002 56.70
6/4/2002 56.00
6/5/2002 55.30
6/6/2002 54.60
6/7/2002 54.75
6/10/2002 55.65
6/11/2002 55.60
6/12/2002 53.15
6/13/2002 53.00
6/14/2002 49.31
6/17/2002 50.15
6/18/2002 51.55
6/19/2002 49.85
6/20/2002 48.50
6/21/2002 48.00
6/24/2002 44.70
6/25/2002 45.00
6/26/2002 43.00
6/27/2002 43.85
6/28/2002 46.40
7/1/2002 48.90
7/2/2002 46.20
7/3/2002 43.70
7/4/2002 43.40
7/5/2002 46.55
7/8/2002 47.11
7/9/2002 47.13
7/10/2002 45.17
7/11/2002 42.50
7/12/2002 43.00
7/15/2002 42.25
7/16/2002 43.49
7/17/2002 46.78
7/18/2002 43.10
7/19/2002 39.56
7/22/2002 37.00
7/23/2002 36.92
7/24/2002 31.53
7/25/2002 33.30
7/26/2002 33.10
7/29/2002 34.00
7/30/2002 34.75
7/31/2002 33.50
8/1/2002 31.49
8/2/2002 30.50
8/5/2002 29.00
8/6/2002 28.50
8/7/2002 29.00
8/8/2002 29.37
8/9/2002 29.70
8/12/2002 29.99
8/13/2002 29.50
8/14/2002 29.50
8/15/2002 29.60
8/16/2002 29.00
8/19/2002 29.40
8/20/2002 30.20
8/21/2002 32.20
8/22/2002 33.20
8/23/2002 34.88
8/26/2002 34.59
8/27/2002 36.10
8/28/2002 34.06
8/29/2002 33.44
8/30/2002 33.09
9/2/2002 31.16
9/3/2002 30.00
9/4/2002 29.06
9/5/2002 27.80
9/6/2002 27.70
9/9/2002 26.30
9/10/2002 28.10
 9/11/2002 27.25
9/12/2002 25.64
9/13/2002 23.76
9/16/2002 22.30
9/17/2002 21.85
9/18/2002 20.30
9/19/2002 19.74
9/20/2002 18.40
9/23/2002 16.49
9/24/2002 15.50
9/25/2002 17.75
9/26/2002 22.01
9/27/2002 23.20
9/30/2002 20.00
10/1/2002 20.20
10/2/2002 21.50
10/3/2002 20.86
10/4/2002 21.15
10/7/2002 19.90
10/8/2002 19.06
10/9/2002 20.14
10/10/2002 20.40
10/11/2002 22.50
10/14/2002 23.10
10/15/2002 26.80
10/16/2002 27.25
10/17/2002 29.80
10/18/2002 28.40
10/21/2002 30.00
10/22/2002 30.50
10/23/2002 28.80
10/24/2002 30.10
10/25/2002 30.35
10/28/2002 32.00
10/29/2002 30.40
10/30/2002 32.97
10/31/2002 31.70
11/1/2002 33.08
11/4/2002 35.00
11/5/2002 37.00
11/6/2002 35.00
11/7/2002 31.41
11/8/2002 31.35
11/11/2002 30.00
11/12/2002 30.05
11/13/2002 30.50
11/14/2002 31.40
11/15/2002 33.64
11/18/2002 33.25
11/19/2002 31.50
11/20/2002 31.52
11/21/2002 35.00
11/22/2002 34.25
11/25/2002 34.06
11/26/2002 33.73
11/27/2002 33.50
11/28/2002 36.90
11/29/2002 37.00
12/2/2002 39.50
12/3/2002 37.70
12/4/2002 37.45
12/5/2002 38.00
12/6/2002 36.99
12/9/2002 35.50
12/10/2002 35.30
12/11/2002 35.00
12/12/2002 35.00
12/13/2002 34.50
12/16/2002 35.30
12/17/2002 34.50
12/18/2002 33.26
12/19/2002 31.75
12/20/2002 32.54
12/23/2002 32.50
12/24/2002 30.65
12/27/2002 31.20
12/30/2002 31.87
12/31/2002 32.16
1/2/2003 34.50
1/3/2003 35.87
1/6/2003 36.50
1/7/2003 36.20
1/8/2003 31.60
1/9/2003 31.98
1/10/2003 31.90
1/13/2003 32.00
1/14/2003 31.30
1/15/2003 32.00
1/16/2003 31.97
1/17/2003 31.58
1/20/2003 31.20
1/21/2003 31.00
1/22/2003 29.50
1/23/2003 30.20
1/24/2003 28.53
1/27/2003 26.85
1/28/2003 26.30
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