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RIL TATA SBI Infosys Biocon Nifty Portfolio

SD 1.62% 2.12% 2.46% 1.74% 2.54% 1.42% 1.50%

Sys Risk 1.12% 1.07% 1.37% 0.85% 0.21% 1.42% 1.18%Unsys Risk 0.50% 1.06% 1.08% 0.89% 2.33% 0.00% 0.32%

Percenatge of Sys Risk 69.05% 50.14% 55.97% 49.00% 8.23% 100.00% 78.39%

Percenatge of Unsys Ris 30.95% 49.86% 44.03% 51.00% 91.77% 0.00% 21.61%

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RIL TATA SBI Infosys Biocon Nifty

RIL   1.00

TATA   0.52 1.00

SBI   0.64 0.61 1.00

Infosys   0.54 0.41 0.44 1.00

Biocon   0.25 0.19 0.19 0.24 1.00

Nifty   0.83 0.71 0.75 0.70 0.29 1.00

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!60.*$* I1.P15-1"RIL TAT A SBI Info sys B ioco n Nifty Portfo lio

 AM 0.25% -0.25% 0.19% -0.12% 0.15% 0.07% 0.06%SD 1.62% 2.12% 2.46% 1.74% 2.54% 1.42% 1.39%

Variance 0.03% 0 .04% 0.06% 0.03% 0.06% 0.02% 0.02%

Co-efficient of Variation 6.56 -8.59 12.76 -14.50 16.53 19.72 24.62

Beta 0.95 1.06 1.30 0.86 0.51 1.00 0.87

RSQ 69% 50% 56% 49% 8% 100% 78%

Sys Risk 1.12% 1.07% 1.37% 0.85% 0.21% 1.42% 1.08%

Unsys Risk 0.50% 1.06% 1.08% 0.89% 2.33% 0.00% 0.30%

Weight 40.10% 12.41% 0.00% 31.10% 16.39%   100.00%

Mean Variance Ratio 9.470 -5.529 3.217 -3.985 2.406 3.613 2.928

Mean SD Ratio 0.152 -0.116 0.078 -0.069 0.060 0.051 0.041Percenatge of Sys Risk 69.05% 50.14% 55.97% 49.00% 8.23% 100.00% 78.23%

Percenatge of Unsys Ris 30.95% 49.86% 44.03% 51.00% 91.77% 0.00% 21.77%

RIL TATA SBI Infosys Biocon Nifty Portfolio

 AM 0.25% -0.25% 0.19% -0.12% 0.15% 0.07% 0.25%

SD 1.62% 2.12% 2.46% 1.74% 2.54% 1.42% 1.62%

Variance 0.03% 0 .04% 0.06% 0.03% 0.06% 0.02% 0.03%

Co-efficient of Variation 6.56 -8.59 12.76 -14.50 16.53 19.72 6.56

Beta 0.95 1.06 1.30 0.86 0.51 1.00 0.95

RSQ 69% 50% 56% 49% 8% 100% 69%

Sys Risk 1.12% 1.07% 1.37% 0.85% 0.21% 1.42% 1.12%

Unsys Risk 0.50% 1.06% 1.08% 0.89% 2.33% 0.00% 0.50%

Weight 100.00% 0.00% 0.00% 0.00% 0.00%   100.00%

Mean Variance Ratio 9.470 -5.529 3.217 -3.985 2.406 3.613 9.392

Mean SD Ratio 0.152 -0.116 0.078 -0.069 0.060 0.051 0.152

Percenatge of Sys Risk 69.05% 50.14% 55.97% 49.00% 8.23% 100.00% 69.05%

Percenatge of Unsys Ris 30.95% 49.86% 44.03% 51.00% 91.77% 0.00% 30.95%

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Risk Free Rate Beta

Market

Return

Risk

Premium

Expected

Return

Actual

Return

Actual Return -

Expected Return

RIL 5.50% 0.95 19.64% 14.14% 18.98% 85.55% 66.57%

TATA 5.50% 1.06 19.64% 14.14% 20.53% -46.16% -66.69%

SBI 5.50% 1.30 19.64% 14.14% 23.86% 61.70% 37.84%

Infosys 5.50% 0.86 19.64% 14.14% 17.70% -25.98% -43.69%

Biocon 5.50% 0.51 19.64% 14.14% 12.77% 46.69% 33.93%

Nifty 5.50% 1.00 19.64% 14.14% 19.64% 19.64% 0.00%

Portfolio 5.50% 0.94 19.64% 14.14% 18.77% 11.94% -6.82%

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Return Risk Return Risk Market RF Return Risk

0.07% 1.42% 0.01% 0% 0% 100% 0.01% 0.00%

0.07% 1.42% 0.01% 0% 10% 90% 0.02% 0.14%

0.07% 1.42% 0.01% 0% 20% 80% 0.02% 0.28%

0.07% 1.42% 0.01% 0% 30% 70% 0.03% 0.42%

0.07% 1.42% 0.01% 0% 40% 60% 0.03% 0.57%

0.07% 1.42% 0.01% 0% 50% 50% 0.04% 0.71%

0.07% 1.42% 0.01% 0% 60% 40% 0.05% 0.85%

0.07% 1.42% 0.01% 0% 70% 30% 0.05% 0.99%

0.07% 1.42% 0.01% 0% 80% 20% 0.06% 1.13%

0.07% 1.42% 0.01% 0% 90% 10% 0.06% 1.27%

0.07% 1.42% 0.01% 0% 100% 0% 0.07% 1.42%

0.07% 1.42% 0.01% 0% 110% -10% 0.08% 1.56%

0.07% 1.42% 0.01% 0% 120% -20% 0.08% 1.70%

0.07% 1.42% 0.01% 0% 130% -30% 0.09% 1.84%

0.07% 1.42% 0.01% 0% 140% -40% 0.09% 1.98%

0.07% 1.42% 0.01% 0% 150% -50% 0.10% 2.12%

0.07% 1.42% 0.01% 0% 160% -60% 0.11% 2.26%

0.07% 1.42% 0.01% 0% 170% -70% 0.11% 2.41%

0.07% 1.42% 0.01% 0% 180% -80% 0.12% 2.55%

0.07% 1.42% 0.01% 0% 190% -90% 0.12% 2.69%

0.07% 1.42% 0.01% 0% 200% -100% 0.13% 2.83%

Market Risk Free Asset Weighted AssetWeights

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RIL TATA SBI Infosys Biocon Nifty Portfolio

SD 1.624% 2.124% 2.456% 1.745% 2.535% 1.415% 1.500%

Return 0.25% -0.25% 0.19% -0.12% 0.15% 0.07% 0.05%