Stock Mean Standard Amount Invested Weight1 13% 15% 8000000 0.322 8% 20% 12000000 0.483 28% 10% 5000000 0.2

25000000Covar matrix

Stock 1 2 31 0 2.1 -2.52 2.1 0 0.033 -2.5 0.03 0

Portfolio Mean 13.6%Portfolio Variance 0.3428Portfolio STDv 0.585491246732

Initial investments 25000000Confidence level 85%Z value -1.03643338949VAR -11770566.931 month var -64470050.2550 day Var -83230476.981 year var -1019360998.20