Raw ReturnsDate ADM IBM WAG S&P 500 Small Firm Value Firm Gov Bond DP (start)

196501 1.38 9.52 8.40 3.49 7.14 2.43 0.51 2.94196502 -2.37 1.95 9.85 0.38 4.06 -1.00 0.18 2.94196503 2.82 -0.33 -6.76 -1.22 -2.77 0.80 0.36 2.87196504 6.16 6.77 6.87 3.56 5.73 4.86 0.31 2.90196505 -6.77 -1.13 -5.93 -0.31 -2.46 -3.54 0.34 2.94196506 -6.32 -4.18 -6.13 -4.70 -5.00 -5.51 0.48 2.89196507 -5.99 4.59 -2.04 1.45 1.33 -2.27 -0.04 2.94196508 -2.31 4.49 1.42 2.76 2.89 0.22 -0.34 3.08196509 11.98 2.71 0.42 3.34 2.15 7.66 -0.11 3.10196510 8.49 4.00 2.89 2.88 3.26 5.69 -0.32 3.03196511 -4.69 -1.22 4.66 -0.38 1.02 -2.54 -0.09 2.94196512 7.22 -4.95 5.04 1.04 0.37 4.13 -1.01 2.94196601 11.11 -0.60 9.59 0.57 3.19 5.84 -0.43 2.97196602 -0.85 4.13 6.26 -1.28 3.04 -1.06 -1.84 2.94196603 6.17 0.19 -8.63 -2.30 -3.58 1.93 3.03 2.97196604 3.20 8.04 0.35 2.22 3.54 2.71 -0.65 3.04196605 -13.75 -2.10 2.65 -4.92 -1.46 -9.33 -0.16 3.12196606 -0.99 -2.97 -0.69 -1.44 -1.70 -1.21 -1.05 3.10196607 6.00 -2.78 9.48 -1.21 1.83 2.39 0.08 3.27196608 -11.26 -5.62 -12.88 -7.17 -8.56 -9.21 -2.03 3.34196609 -2.87 -0.94 -1.46 -0.63 -1.01 -1.75 2.76 3.45196610 9.23 4.57 5.19 4.84 4.86 7.03 1.81 3.73196611 -2.30 13.58 1.69 1.12 5.47 -0.59 -1.19 3.74196612 0.70 -1.20 -2.80 0.03 -1.32 0.37 4.16 3.57196701 0.00 7.54 9.35 7.92 8.27 3.96 1.67 3.55196702 3.54 7.91 6.51 0.75 5.06 2.15 -1.80 3.61196703 -1.02 4.88 -0.31 4.11 2.90 1.55 2.10 3.34196704 21.23 10.09 14.69 4.34 9.71 12.79 -2.42 3.33196705 4.58 -3.52 6.49 -4.73 -0.59 -0.07 -0.01 3.19196706 -1.91 6.70 13.40 1.93 7.35 0.01 -2.26 3.08196707 28.33 2.06 16.59 4.66 7.77 16.49 0.24 3.24196708 -2.77 -1.36 5.22 -0.68 1.06 -1.73 -0.59 3.18196709 -6.50 9.71 1.30 3.38 4.80 -1.56 -0.14 3.07196710 5.28 8.25 18.38 -2.75 7.96 1.26 -1.93 3.11196711 3.24 3.30 -1.62 0.64 0.78 1.94 -0.78 3.05196712 2.00 2.45 5.40 2.71 3.52 2.35 0.58 3.09196801 -11.11 -5.18 -4.82 -4.20 -4.73 -7.65 2.50 3.09196802 1.77 -2.22 -5.44 -2.70 -3.45 -0.47 0.29 3.05196803 -4.85 5.60 -5.39 0.97 0.40 -1.94 -2.21 3.22196804 20.41 10.61 -1.42 8.42 5.87 14.41 1.66 3.28196805 2.16 5.58 11.48 1.64 6.23 1.90 -1.12 3.32196806 1.67 -0.91 -0.33 0.99 -0.08 1.33 3.42 3.06

196807 -0.62 -4.24 -13.07 -1.75 -6.35 -1.18 2.74 3.03196808 -6.57 -0.92 -7.59 1.65 -2.29 -2.46 0.02 3.05196809 -2.45 0.00 18.03 3.94 7.33 0.75 -0.11 3.10196810 0.91 -8.16 0.69 0.86 -2.20 0.89 -0.82 3.06196811 11.36 8.71 7.59 5.37 7.22 8.36 -1.63 3.02196812 8.79 -5.62 -7.10 -4.08 -5.60 2.35 -2.12 2.95196901 -4.51 -5.95 -3.82 -0.76 -3.51 -2.63 -0.04 2.84196902 -2.91 -0.70 -3.61 -4.24 -2.85 -3.58 -0.60 2.92196903 -1.63 7.03 -6.42 3.50 1.37 0.93 -0.23 2.99196904 -2.08 4.46 -6.05 2.28 0.23 0.10 3.48 3.17196905 -6.10 -2.50 -0.43 0.39 -0.85 -2.86 -2.78 3.07196906 -3.64 5.88 -7.83 -5.44 -2.46 -4.54 -0.63 3.08196907 -16.27 -3.92 -6.13 -5.86 -5.31 -11.07 0.04 3.10196908 -1.07 6.63 5.03 4.57 5.41 1.75 -0.37 3.29196909 22.13 0.07 -6.28 -2.39 -2.87 9.87 -4.10 3.50196910 4.00 4.42 9.79 4.69 6.30 4.35 4.51 3.38196911 2.31 -0.69 2.35 -2.92 -0.42 -0.30 -2.58 3.49196912 -0.22 2.10 -4.17 -1.69 -1.25 -0.96 -4.98 3.34197001 -4.46 -8.03 -2.42 -7.54 -5.99 -6.00 2.88 3.46197002 11.50 1.85 0.50 5.95 2.77 8.72 6.79 3.54197003 -2.11 -0.51 -4.98 0.28 -1.74 -0.91 -0.03 3.81197004 -7.76 -11.97 -19.90 -8.98 -13.61 -8.37 -5.09 3.64197005 -9.81 -6.31 -12.42 -5.47 -8.07 -7.64 -0.65 3.61197006 3.67 -10.07 -3.03 -4.92 -6.01 -0.63 2.14 3.88197007 8.08 1.38 -0.78 7.55 2.72 7.82 2.93 4.14197008 2.80 5.55 20.47 4.98 10.33 3.89 -0.95 4.42197009 26.61 9.58 0.66 3.47 4.57 15.04 2.18 4.07197010 2.90 1.18 0.66 -0.90 0.31 1.00 0.21 3.91197011 -6.34 4.51 9.80 5.48 6.60 -0.43 7.30 3.80197012 -1.52 3.42 13.86 5.87 7.71 2.18 0.30 3.78197101 5.00 2.44 8.47 4.28 5.06 4.64 4.46 3.58197102 21.25 3.78 9.27 1.33 4.79 11.29 -0.05 3.38197103 9.42 6.24 3.60 3.91 4.58 6.67 5.91 3.24197104 -7.78 0.07 9.57 3.70 4.44 -2.04 -3.74 3.21197105 7.23 -8.23 -5.16 -3.72 -5.70 1.76 -2.13 3.10197106 -2.26 -3.06 -6.33 0.24 -3.05 -1.01 -1.24 2.99197107 -10.69 -8.12 -14.87 -4.08 -9.02 -7.39 0.87 3.12197108 0.32 4.82 12.17 4.21 7.07 2.27 4.61 3.05197109 3.25 -0.08 -8.57 -0.50 -3.05 1.37 2.79 3.25197110 -0.94 -1.07 -6.77 -4.01 -3.95 -2.48 1.49 3.13197111 -3.49 2.10 0.00 0.29 0.80 -1.60 1.01 3.11197112 -2.65 10.15 21.47 8.79 13.47 3.07 0.02 3.25197201 -4.42 9.36 -4.19 1.91 2.36 -1.26 -0.99 3.27197202 -6.76 0.50 7.28 3.02 3.60 -1.87 0.28 3.02

197203 2.31 3.73 -14.16 0.73 -3.23 1.52 0.06 2.97197204 14.66 0.98 3.19 0.55 1.57 7.61 0.93 2.89197205 10.82 3.39 -10.83 2.20 -1.74 6.51 0.63 2.84197206 -13.39 -1.45 -9.94 -2.02 -4.47 -7.70 -0.13 2.87197207 12.72 2.23 -5.20 0.32 -0.88 6.52 0.38 2.82197208 -6.10 2.27 -2.74 3.94 1.16 -1.08 -0.45 2.89197209 2.61 -0.49 5.71 -0.33 1.63 1.14 0.07 2.88197210 5.10 -5.17 4.05 1.09 -0.01 3.09 1.81 2.79197211 10.30 1.78 18.83 5.03 8.55 7.67 1.46 2.77197212 -1.11 2.81 -2.76 1.37 0.47 0.13 -0.15 2.84197301 2.24 8.33 -5.68 -1.68 0.33 0.28 -0.48 2.71197302 0.00 -0.60 -10.84 -3.38 -4.94 -1.69 -0.45 2.69197303 2.75 0.00 2.74 -0.11 0.88 1.32 0.67 2.76197304 -2.67 -5.45 -8.00 -4.01 -5.82 -3.34 0.88 2.85197305 32.97 -3.23 -5.80 -1.40 -3.47 15.79 -1.03 2.90197306 -12.86 0.72 3.13 -0.52 1.11 -6.69 0.46 2.99197307 10.95 -0.79 3.03 3.91 2.05 7.43 -3.06 3.06197308 24.89 -3.94 -2.94 -3.16 -3.34 10.87 2.61 3.11197309 17.59 -14.29 7.69 4.22 -0.79 10.90 3.29 3.02197310 10.26 8.62 -7.14 0.03 0.50 5.15 1.16 3.12197311 -19.95 -5.04 -10.77 -10.75 -8.85 -15.35 0.59 3.04197312 14.00 -6.89 -3.51 1.80 -2.87 7.90 -0.47 3.10197401 10.53 -0.61 12.73 -0.81 3.77 4.86 -0.34 3.51197402 -2.91 -2.49 1.61 0.20 -0.22 -1.36 1.32 3.46197403 -4.37 -0.89 -4.03 -2.18 -2.37 -3.28 -1.67 3.53197404 -19.43 -3.61 -2.52 -3.77 -3.30 -11.60 -2.11 3.57197405 -10.99 -5.93 -4.31 -2.69 -4.31 -6.84 1.39 3.68197406 6.40 0.12 -1.84 -1.28 -1.00 2.56 -0.41 3.86197407 3.76 -5.23 -7.48 -7.67 -6.79 -1.96 -1.31 4.01197408 -1.81 -4.03 -13.13 -8.22 -8.46 -5.02 -0.99 4.07197409 -12.59 -17.19 -4.76 -11.75 -11.23 -12.17 3.01 4.50197410 15.25 18.95 8.75 16.97 14.89 16.11 3.47 4.98197411 0.37 -5.49 -5.75 -4.57 -5.27 -2.10 2.32 5.66197412 16.47 -5.22 0.00 -1.80 -2.34 7.33 1.29 4.82197501 4.86 12.05 22.50 12.36 15.64 8.61 0.87 5.12197502 16.23 15.27 -5.10 6.77 5.65 11.50 1.00 5.19197503 0.57 -4.12 3.30 2.40 0.53 1.49 -0.34 4.71197504 21.02 1.57 0.00 4.94 2.17 12.98 -0.92 4.48197505 10.09 3.16 8.51 5.12 5.60 7.61 0.60 4.40197506 13.25 -2.79 0.00 4.62 0.61 8.94 0.15 4.20197507 5.66 -8.97 -2.00 -6.55 -5.84 -0.45 -0.19 4.04197508 -8.39 -1.18 1.02 -1.57 -0.58 -4.98 -0.64 3.91197509 5.47 1.07 -3.09 -3.23 -1.75 1.12 -2.73 4.13197510 14.44 12.75 11.70 6.51 10.32 10.48 1.72 4.24

197511 -7.61 7.48 0.95 3.01 3.81 -2.30 1.15 4.42197512 8.42 -0.94 -5.77 -1.05 -2.59 3.68 3.28 4.09197601 -2.91 14.94 20.41 12.07 15.81 4.58 3.53 4.00197602 -3.80 -0.15 -2.54 -0.58 -1.09 -2.19 -0.03 4.07197603 -6.25 2.49 9.74 3.27 5.17 -1.49 0.39 3.61197604 2.78 -3.29 3.23 -0.96 -0.34 0.91 -0.26 3.68197605 8.32 1.97 -3.13 -0.81 -0.65 3.76 -0.03 3.51197606 11.00 7.84 -6.56 4.40 1.89 7.70 1.46 3.69197607 -10.81 -1.67 11.40 -0.77 2.99 -5.79 0.60 3.76197608 -13.43 1.38 5.51 0.16 2.35 -6.64 0.92 3.55197609 -7.02 2.83 -1.52 2.44 1.25 -2.29 2.15 3.72197610 4.40 -3.42 2.31 -2.02 -1.05 1.19 1.82 3.75197611 -0.36 0.55 0.90 -0.10 0.45 -0.23 2.43 3.62197612 2.42 3.00 8.33 5.44 5.59 3.93 3.80 3.94197701 -11.83 -1.39 -6.29 -4.97 -4.22 -8.40 -2.61 3.97197702 -3.09 1.18 -2.09 -1.56 -0.82 -2.33 0.42 3.79197703 -5.56 0.18 -6.98 -1.25 -2.68 -3.40 0.03 4.09197704 6.62 -6.42 3.33 0.06 -1.01 3.34 -0.46 4.20197705 -1.79 -4.16 0.16 -1.51 -1.84 -1.65 -0.22 4.27197706 -0.70 7.54 6.56 4.78 6.29 2.04 1.40 4.40197707 9.22 1.56 0.00 -1.55 0.01 3.84 -0.49 4.53197708 3.90 1.03 4.00 -1.23 1.27 1.33 1.17 4.30197709 7.90 -2.75 -6.02 -0.08 -2.95 3.91 0.19 4.48197710 -4.88 -1.44 0.00 -4.20 -1.88 -4.54 -0.36 4.61197711 2.82 3.60 5.76 3.68 4.35 3.25 0.74 4.61197712 -10.00 3.60 10.00 0.56 4.72 -4.72 -0.98 4.96197801 -12.50 -2.93 -9.09 -6.06 -6.03 -9.28 -0.33 4.84197802 -10.00 -4.28 8.62 -1.63 0.90 -5.81 0.00 4.85197803 -4.43 -6.27 13.67 2.69 3.36 -0.87 -0.03 5.27197804 12.04 12.95 5.70 8.91 9.19 10.48 0.09 5.43197805 11.07 -1.83 23.59 1.37 7.71 6.22 -0.59 5.31197806 2.99 -0.39 -4.41 -1.66 -2.15 0.66 -0.64 4.94197807 0.73 9.23 18.46 5.70 11.13 3.21 1.18 4.96197808 -1.51 4.90 -1.91 3.37 2.12 0.93 1.79 5.12197809 4.62 -5.10 3.57 -0.52 -0.68 2.05 -0.38 4.88197810 -19.12 -4.60 -15.09 -9.04 -9.58 -14.08 -1.79 4.78197811 -5.09 3.08 -0.20 2.68 1.85 -1.21 1.41 4.91197812 7.69 10.76 2.58 1.66 5.00 4.68 -1.21 5.38197901 18.75 3.43 7.54 4.27 5.08 11.51 2.21 5.33197902 -1.96 -1.72 -8.51 -2.88 -4.37 -2.42 -0.72 5.31197903 6.15 5.17 9.85 5.75 6.92 5.95 1.13 5.17197904 4.35 -0.40 2.83 0.42 0.95 2.38 -0.68 5.39197905 5.83 -2.17 -2.84 -1.69 -2.23 2.07 2.61 5.18197906 23.68 -3.45 -1.91 4.03 -0.45 13.86 2.35 5.24

197907 -2.13 -4.94 14.15 1.21 3.47 -0.46 -0.52 5.40197908 17.20 1.59 5.47 6.19 4.42 11.69 -0.67 5.26197909 -7.81 -3.21 -1.64 0.14 -1.57 -3.83 -0.50 5.29197910 -4.76 -7.93 -11.25 -6.56 -8.58 -5.66 -6.67 5.03197911 25.22 5.99 13.62 5.28 8.29 15.25 4.80 5.08197912 9.78 -1.34 11.30 1.84 3.93 5.81 1.20 5.51198001 18.22 6.60 4.51 6.14 5.75 12.18 -3.75 5.32198002 -3.29 -6.22 -13.67 0.26 -6.54 -1.51 -5.05 5.25198003 -18.79 -12.21 -4.64 -9.75 -8.87 -14.27 4.83 5.04198004 10.04 -1.57 -0.44 4.25 0.75 7.15 8.44 5.11198005 7.70 2.48 8.98 5.56 5.67 6.63 3.85 5.74198006 -1.11 6.10 2.48 2.98 3.85 0.93 2.93 5.50198007 -3.36 11.06 18.15 6.82 12.01 1.73 -4.27 5.31198008 6.72 1.70 4.51 1.35 2.52 4.03 -2.76 5.22198009 3.62 -2.10 5.94 2.79 2.21 3.21 -0.72 4.91198010 9.93 3.90 -7.79 1.78 -0.70 5.86 -2.36 4.95198011 8.11 3.54 9.30 11.02 7.95 9.57 0.98 4.88198012 -7.19 -0.37 -3.75 -3.07 -2.39 -5.13 2.75 4.76198101 -15.83 -5.16 10.71 -4.34 0.41 -10.08 -0.40 4.37198102 -0.24 1.14 8.95 2.13 4.07 0.95 -2.90 4.50198103 -3.01 -2.92 8.15 3.83 3.02 0.41 2.77 4.77198104 -1.24 -6.01 9.30 -2.02 0.42 -1.63 -3.83 4.77198105 -2.34 1.68 1.27 0.66 1.20 -0.84 4.52 4.59198106 -7.10 -1.49 -8.92 -0.83 -3.75 -3.96 -0.70 4.75198107 5.56 -3.02 1.26 0.07 -0.57 2.81 -2.85 4.82198108 -7.25 -0.25 -11.04 -5.56 -5.62 -6.41 -2.26 4.81198109 -12.69 -1.81 1.13 -5.06 -1.92 -8.87 -0.80 4.94198110 7.93 -4.85 5.85 5.25 2.08 6.59 7.43 5.31198111 8.73 7.50 0.00 4.38 3.96 6.56 8.45 5.63198112 12.41 4.36 3.46 -2.71 1.70 4.85 -3.28 5.43198201 -4.55 11.87 -3.60 -1.54 2.24 -3.04 0.29 5.25198202 -12.74 -1.40 -2.40 -5.04 -2.95 -8.89 1.91 5.38198203 -0.78 -3.43 17.13 -0.68 4.34 -0.73 0.56 5.55198204 2.36 7.53 3.77 4.16 5.16 3.26 2.69 5.93198205 -9.79 -2.94 -0.91 -2.95 -2.27 -6.37 2.06 5.93198206 -7.69 -1.42 14.82 -1.58 3.94 -4.64 -2.50 5.86198207 -1.85 8.25 3.23 -2.02 3.15 -1.94 4.15 6.07198208 17.15 8.74 13.28 12.78 11.60 14.96 7.61 6.17198209 13.56 4.08 -2.08 1.05 1.02 7.31 3.95 6.40198210 3.19 8.86 42.55 11.41 20.94 7.30 10.00 5.69198211 12.32 9.37 10.30 4.59 8.09 8.45 -1.01 5.58198212 10.97 11.27 1.81 1.69 4.92 6.33 3.63 5.13198301 1.33 2.73 -4.01 3.53 0.75 2.43 -2.04 4.91198302 2.30 1.00 8.21 2.58 3.93 2.44 4.23 4.91

198303 -6.18 2.78 -7.76 3.55 -0.48 -1.31 -1.12 4.72198304 9.58 14.99 26.17 7.57 16.24 8.58 3.00 4.65198305 12.18 -4.10 -2.52 -0.57 -2.40 5.80 -2.98 4.50198306 -1.46 8.09 -0.76 3.70 3.67 1.12 0.08 4.11198307 -13.86 0.10 12.31 -3.13 3.10 -8.49 -4.40 4.26198308 2.75 0.06 -7.81 1.59 -2.05 2.17 1.28 4.11198309 4.71 6.17 4.10 1.42 3.90 3.06 4.25 4.18198310 6.34 -0.10 2.15 -1.31 0.25 2.51 -1.10 4.26198311 -7.41 -6.65 10.68 2.39 2.14 -2.51 1.61 4.19198312 -8.57 3.94 -2.55 -0.60 0.27 -4.58 -0.03 4.22198401 13.93 -6.46 -6.54 -0.39 -4.46 6.77 1.79 4.28198402 -12.64 -2.56 -2.99 -3.41 -2.99 -8.02 -1.34 4.32198403 -3.15 3.40 -2.54 1.74 0.87 -0.71 -2.11 4.26198404 -6.96 -0.22 2.97 0.68 1.14 -3.14 -0.52 4.51198405 -10.49 -4.44 -13.56 -5.33 -7.78 -7.91 -5.06 4.50198406 10.16 -1.86 16.39 2.30 5.61 6.23 1.49 4.46198407 -8.51 4.73 2.17 -1.38 1.84 -4.95 6.46 4.81198408 20.68 12.73 10.76 11.26 11.58 15.97 1.41 4.80198409 -4.73 0.40 -0.32 -0.01 0.03 -2.37 2.78 4.86198410 -4.77 1.19 9.97 0.34 3.83 -2.22 5.39 4.39198411 8.96 -2.31 -1.24 -0.99 -1.51 3.98 1.81 4.56198412 4.80 1.13 7.14 2.56 3.61 3.68 0.88 4.44198501 10.46 10.76 9.44 7.69 9.30 9.07 3.32 4.56198502 -6.94 -0.94 8.32 1.42 2.93 -2.76 -3.46 4.51198503 7.64 -5.22 2.12 -0.06 -1.06 3.79 2.49 4.23198504 -3.39 -0.39 -7.83 -0.37 -2.87 -1.88 2.40 4.21198505 10.43 2.55 15.44 6.29 8.09 8.36 6.78 4.26198506 7.78 -3.79 -3.91 1.61 -2.03 4.69 0.98 4.31198507 -9.13 6.16 -10.86 -0.33 -1.68 -4.73 -0.95 4.05198508 0.23 -2.78 4.51 -0.65 0.36 -0.21 2.58 4.04198509 -1.79 -2.17 -9.76 -3.35 -5.09 -2.57 0.48 4.08198510 9.26 4.84 7.57 4.52 5.64 6.89 2.64 4.14198511 8.89 8.45 11.06 7.20 8.90 8.05 2.80 4.25198512 6.12 11.27 2.27 4.82 6.12 5.47 4.63 4.16198601 6.25 -2.57 -6.67 0.47 -2.92 3.36 0.39 3.90198602 1.48 0.31 15.24 7.66 7.74 4.57 6.48 3.74198603 6.25 0.41 11.20 5.58 5.73 5.92 5.73 3.77198604 -10.81 3.14 0.37 -1.34 0.72 -6.07 0.66 3.51198605 7.08 -1.78 12.27 5.55 5.35 6.31 -3.80 3.37198606 -3.52 -3.86 4.65 1.58 0.79 -0.97 5.61 3.60198607 0.82 -9.56 -9.21 -5.77 -8.18 -2.47 0.68 3.44198608 19.29 5.55 -0.35 7.46 4.22 13.37 3.36 3.43198609 -14.97 -3.06 -14.79 -8.33 -8.73 -11.65 -2.75 3.64198610 12.11 -8.09 8.68 5.67 2.09 8.89 1.43 3.42

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199403 -6.34 3.31 -1.85 -4.36 -0.96 -5.35 -3.85 2.68199404 -4.17 5.26 4.70 1.29 3.75 -1.44 -0.98 2.74199405 5.00 10.00 -1.69 1.63 3.31 3.32 -0.14 2.88199406 -3.11 -6.75 -11.01 -2.50 -6.75 -2.80 -0.59 2.86199407 5.35 5.32 0.69 3.28 3.10 4.32 1.94 2.82199408 9.90 11.11 3.20 4.13 6.15 7.02 0.30 2.90199409 0.97 1.64 0.00 -2.41 -0.25 -0.72 -2.33 2.81199410 10.19 7.00 9.97 2.27 6.41 6.23 -0.39 2.72199411 -3.49 -4.70 1.08 -3.63 -2.42 -3.56 -0.13 2.82199412 11.99 3.89 4.81 1.50 3.40 6.74 1.12 2.74199501 -2.30 -1.87 8.88 2.60 3.20 0.15 2.29 2.90199502 -6.21 4.68 -0.12 3.93 2.83 -1.14 3.00 2.88199503 -1.33 9.14 1.85 2.94 4.64 0.81 0.72 2.80199504 -2.01 15.22 -2.34 2.95 5.28 0.47 1.70 2.70199505 1.51 -1.45 2.81 4.00 1.78 2.75 5.49 2.65199506 0.68 3.23 4.16 2.42 3.27 1.55 1.13 2.59199507 -11.41 13.41 3.24 3.36 6.67 -4.03 -0.86 2.49199508 5.95 -4.82 -4.94 0.35 -3.14 3.15 1.41 2.47199509 -7.52 -8.59 14.29 4.22 3.31 -1.65 1.30 2.41199510 4.07 2.91 1.79 -0.35 1.45 1.86 1.61 2.40199511 8.13 -0.39 3.02 4.44 2.36 6.28 2.20 2.33199512 4.35 -5.43 2.14 1.78 -0.51 3.06 1.79 2.37199601 5.83 18.74 16.74 3.50 12.99 4.66 0.64 2.27199602 1.32 13.25 -5.06 1.01 3.07 1.16 -2.90 2.26199603 -4.55 -9.28 -1.14 0.96 -3.15 -1.79 -1.02 2.21199604 2.72 -3.15 -1.92 1.53 -1.18 2.12 -1.71 2.20199605 3.58 -0.60 -0.05 2.53 0.63 3.05 -0.59 2.20199606 -1.92 -7.26 5.10 0.41 -0.58 -0.76 1.45 2.18199607 -7.19 8.59 -5.22 -4.45 -0.36 -5.82 0.05 2.13199608 5.28 6.72 3.89 2.20 4.27 3.74 -0.51 2.17199609 8.45 8.85 12.55 5.61 9.00 7.03 2.28 2.26199610 13.64 3.61 2.03 2.70 2.78 8.17 2.97 2.24199611 0.80 23.82 10.91 7.65 14.13 4.23 2.65 2.15199612 0.00 -4.94 -3.59 -1.98 -3.51 -0.99 -2.12 2.09199701 -10.23 3.55 2.17 6.31 4.01 -1.96 -0.01 1.97199702 -6.08 -8.14 4.24 0.78 -1.04 -2.65 -0.21 2.00199703 -3.38 -4.52 -2.05 -4.17 -3.58 -3.77 -1.92 1.88199704 2.80 16.94 9.85 6.03 10.94 4.42 1.90 1.90199705 9.12 8.04 1.89 6.15 5.36 7.63 1.12 2.00199706 17.50 4.34 14.71 4.43 7.82 10.96 1.75 1.88199707 -4.26 17.18 5.36 8.08 10.21 1.91 4.03 1.79199708 1.14 -3.95 -4.43 -5.52 -4.63 -2.19 -2.03 1.73199709 10.69 4.56 -4.87 5.40 1.70 8.05 2.24 1.60199710 -7.05 -7.08 9.76 -3.27 -0.20 -5.16 2.48 1.70

199711 -3.71 11.37 14.67 4.64 10.22 0.46 0.12 1.63199712 1.46 -4.45 -2.52 1.73 -1.75 1.59 1.48 1.68199801 -2.88 -5.62 5.58 1.20 0.39 -0.84 2.11 1.62199802 6.77 5.96 10.94 7.20 8.04 6.98 -0.77 1.60199803 -2.23 -0.54 -3.92 5.14 0.23 1.46 0.25 1.60199804 -1.99 11.55 -2.13 1.13 3.52 -0.43 0.33 1.49199805 -11.69 1.59 2.17 -1.77 0.67 -6.73 1.01 1.44199806 2.31 -2.29 17.41 4.10 6.41 3.21 1.35 1.42199807 -11.61 15.41 4.54 -1.02 6.31 -6.32 0.04 1.46199808 -7.74 -14.83 -11.00 -14.37 -13.40 -11.05 3.69 1.40199809 11.67 14.10 14.82 6.32 11.75 9.00 5.27 1.43199810 -0.37 15.56 10.50 8.17 11.41 3.90 -1.03 1.69199811 10.41 11.34 10.79 6.26 9.46 8.34 -0.66 1.58199812 -6.80 11.66 8.70 5.98 8.78 -0.41 0.97 1.47199901 -11.68 -0.61 6.72 4.33 3.48 -3.67 0.33 1.39199902 0.33 -7.25 2.50 -3.19 -2.65 -1.43 -4.40 1.32199903 -2.89 4.42 -11.72 3.91 -1.13 0.51 0.86 1.27199904 2.13 18.02 -4.87 3.76 5.64 2.94 -0.35 1.33199905 0.33 11.02 -13.37 -2.32 -1.55 -0.99 -2.25 1.27199906 2.92 11.42 26.34 5.46 14.41 4.19 -0.72 1.26199907 -9.72 -2.76 -3.62 -3.03 -3.13 -6.37 -0.42 1.30199908 -1.70 -0.80 -17.99 -0.50 -6.43 -1.10 -0.45 1.24199909 -6.73 -2.86 9.43 -2.81 1.25 -4.77 1.20 1.29199910 1.03 -18.80 -0.74 6.45 -4.36 3.74 -0.61 1.30199911 1.43 5.02 15.77 2.09 7.62 1.76 -0.66 1.34199912 -2.02 4.67 0.43 6.30 3.80 2.14 -1.24 1.26200001 -3.09 4.06 -4.49 -4.96 -1.80 -4.03 -0.98 1.24200002 -13.94 -8.36 -7.49 -1.75 -5.86 -7.84 1.36 1.17200003 2.48 14.84 -0.24 9.85 8.15 6.17 3.48 1.24200004 -3.64 -5.51 9.22 -3.19 0.18 -3.41 -1.00 1.26200005 20.63 -3.58 1.01 -2.25 -1.61 9.19 0.18 1.15200006 -17.80 2.04 13.44 2.64 6.04 -7.58 2.21 1.17200007 -4.46 2.62 -3.11 -1.22 -0.57 -2.84 0.46 1.17200008 -0.77 17.51 5.52 6.41 9.81 2.82 1.66 1.14200009 -2.13 -14.77 15.40 -5.19 -1.52 -3.66 -0.13 1.17200010 27.54 -12.44 20.26 -0.42 2.47 13.56 0.86 1.07200011 16.36 -4.94 -2.25 -7.86 -5.02 4.25 2.56 1.13200012 17.65 -9.09 -6.17 0.57 -4.90 9.11 3.07 1.15200101 -0.13 31.77 -2.09 3.24 10.97 1.55 0.42 1.23200102 0.80 -10.69 8.34 -9.12 -3.82 -4.16 1.16 1.23200103 -12.63 -3.72 -7.94 -6.35 -6.01 -9.49 0.28 1.19200104 -9.43 19.71 4.85 7.80 10.79 -0.82 -2.74 1.28200105 13.77 -2.78 -5.97 0.70 -2.68 7.24 0.14 1.36200106 -3.33 1.07 -14.26 -2.45 -5.21 -2.89 0.22 1.27

200107 2.61 -6.89 -2.21 -0.94 -3.35 0.83 3.05 1.24200108 5.69 -4.87 2.03 -6.36 -3.06 -0.34 1.51 1.28200109 -6.26 -8.23 0.23 -8.06 -5.35 -7.16 2.26 1.29200110 10.64 17.83 -5.95 1.96 4.61 6.30 3.18 1.39200111 10.84 7.09 2.03 7.88 5.67 9.36 -3.52 1.51200112 -6.76 4.65 2.00 0.91 2.52 -2.93 -1.74 1.46200201 -2.86 -10.81 7.78 -1.44 -1.49 -2.15 0.46 1.38200202 -0.29 -8.93 11.02 -1.95 0.05 -1.12 1.20 1.37200203 0.58 5.99 -2.61 3.76 2.38 2.17 -3.68 1.40200204 -4.74 -19.46 -3.62 -6.10 -9.73 -5.42 2.94 1.42200205 10.02 -3.77 1.39 -0.78 -1.05 4.62 0.81 1.36200206 -12.10 -10.50 0.97 -7.14 -5.56 -9.62 2.16 1.44200207 -8.52 -2.22 -8.54 -7.51 -6.09 -8.02 3.08 1.50200208 4.70 7.29 -1.54 0.71 2.15 2.70 3.02 1.61200209 2.63 -22.65 -11.48 -10.91 -15.01 -4.14 4.69 1.71200210 8.87 35.38 9.72 8.86 17.99 8.87 -2.02 1.73200211 -1.69 10.30 -14.59 5.93 0.55 2.12 -2.12 1.96200212 -6.98 -10.84 1.39 -5.89 -5.11 -6.43 3.60 1.80200301 -2.82 0.90 -0.65 -2.66 -0.80 -2.74 -0.83 1.72200302 -9.05 -0.13 -2.84 -1.53 -1.50 -5.29 2.62 1.82200303 -0.92 0.62 4.76 1.03 2.14 0.06 -0.57 1.88200304 2.59 8.25 4.68 8.28 7.07 5.44 -0.01 1.93200305 8.57 3.89 -0.11 5.33 3.04 6.95 4.25 1.93200306 7.52 -6.29 -2.24 1.28 -2.42 4.40 -0.91 1.77200307 2.10 -1.52 -0.60 1.79 -0.11 1.95 -6.68 1.69200308 6.01 1.13 9.00 1.96 4.03 3.99 0.47 1.70200309 -5.48 7.71 -5.93 -1.07 0.24 -3.28 4.68 1.68200310 9.46 1.30 13.64 5.56 6.83 7.51 -2.44 1.65200311 0.00 1.36 5.84 0.93 2.71 0.46 0.17 1.71200312 6.51 2.36 -1.17 5.18 2.13 5.85 1.03 1.64200401 2.89 7.07 -5.03 1.91 1.32 2.40 1.30 1.65200402 10.31 -2.59 3.34 1.44 0.73 5.88 1.75 1.58200403 -1.92 -4.83 -7.60 -1.50 -4.64 -1.71 1.44 1.57200404 4.09 -4.00 4.64 -1.56 -0.31 1.26 -4.91 1.58200405 -4.87 0.68 1.66 1.37 1.24 -1.75 -0.67 1.62200406 0.90 -0.50 3.43 1.95 1.63 1.43 1.01 1.67200407 -8.05 -1.23 0.53 -3.30 -1.33 -5.67 1.21 1.67200408 3.99 -2.53 0.28 0.38 -0.62 2.18 3.22 1.63200409 6.32 1.24 -1.70 1.08 0.21 3.70 0.28 1.73200410 14.08 4.68 0.17 1.50 2.11 7.79 1.11 1.75200411 9.84 5.20 6.53 4.06 5.26 6.95 -1.77 1.72200412 5.24 4.61 0.50 3.40 2.83 4.32 1.34 2.04200604 1.78

E[R] 1.52 1.04 1.78 0.94 1.25 1.23 0.63 3.29 E[e]

Std Dev[R] 8.65 7.27 8.18 4.38 5.27 5.67 2.34 1.20 Std Dev[e]Cov[R,R] Cov[e,e]ADM 74.75 11.44 19.50 17.26 16.07 46.01 2.90 0.81IBM 11.44 52.79 16.74 18.69 29.40 15.06 0.63 0.12WAG 19.50 16.74 66.95 20.27 34.65 19.89 3.43 0.96S&P 500 17.26 18.69 20.27 19.20 19.38 18.23 2.30 0.46Small Firm 16.07 29.40 34.65 19.38 27.81 17.73 2.12 0.51Value Firm 46.01 15.06 19.89 18.23 17.73 32.12 2.60 0.64Gov Bond 2.90 0.63 3.43 2.30 2.12 2.60 5.48 0.23DP (start) 0.81 0.12 0.96 0.46 0.51 0.64 0.23 1.44Cor[R,R] Cor[e,e]ADM 1.00 0.18 0.28 0.46 0.35 0.94 0.14 0.08IBM 0.18 1.00 0.28 0.59 0.77 0.37 0.04 0.01WAG 0.28 0.28 1.00 0.57 0.80 0.43 0.18 0.10S&P 500 0.46 0.59 0.57 1.00 0.84 0.73 0.22 0.09Small Firm 0.35 0.77 0.80 0.84 1.00 0.59 0.17 0.08Value Firm 0.94 0.37 0.43 0.73 0.59 1.00 0.20 0.09Gov Bond 0.14 0.04 0.18 0.22 0.17 0.20 1.00 0.08DP (start) 0.08 0.01 0.10 0.09 0.08 0.09 0.08 1.00Regression CoefficientsIntercept -0.33 0.77 -0.40 -0.11 0.08 -0.22 0.11Slope 0.563 0.081 0.665 0.319 0.355 0.441 0.157Rf 0.39

Unconditional Regression CoefficientsE[R] Std Dev[R] Sh Ratio Intercept Slope

ADM 1.52 8.65 0.13 -0.33 0.563IBM 1.04 7.27 0.09 0.77 0.081WAG 1.78 8.18 0.17 -0.40 0.665S&P 500 0.94 4.38 0.12 -0.11 0.319Small Firm 1.25 5.27 0.16 0.08 0.355Value Firm 1.23 5.67 0.15 -0.22 0.441Gov Bond 0.63 2.34 0.10 0.11 0.157

Small and RfwSmall wRf SD[Rp] E[Rp] E[Rp]-Rf

-0.2 1.2 1.05 0.22 -0.170.0 1.0 0.00 0.39 0.000.2 0.8 1.05 0.56 0.170.4 0.6 2.11 0.73 0.340.6 0.4 3.16 0.91 0.520.8 0.2 4.22 1.08 0.691.0 0.0 5.27 1.25 0.861.2 -0.2 6.33 1.42 1.03

Small and ADMwSmall wADM SD[Rp] E[Rp] E[Rp]-Rf var[Rp]

-0.2 1.2 10.05 1.57 1.18 101.0430.0 1.0 8.65 1.52 1.13 74.7530.2 0.8 7.36 1.47 1.08 54.0970.4 0.6 6.25 1.41 1.02 39.0750.6 0.4 5.45 1.36 0.97 29.6870.8 0.2 5.09 1.31 0.92 25.9331.0 0.0 5.27 1.25 0.86 27.8141.2 -0.2 5.94 1.20 0.81 35.329

Regession ResidualsADM IBM WAG S&P 500 Small Value Gov Bond

0.05 8.52 6.85 2.66 6.01 1.36 -0.07-3.70 0.94 8.29 -0.45 2.93 -2.07 -0.401.53 -1.33 -8.27 -2.03 -3.88 -0.25 -0.214.86 5.77 5.35 2.75 4.62 3.81 -0.26

-8.10 -2.14 -7.48 -1.14 -3.59 -4.62 -0.23-7.61 -5.19 -7.65 -5.51 -6.11 -6.56 -0.08-7.32 3.58 -3.60 0.62 0.20 -3.35 -0.62-3.72 3.47 -0.23 1.88 1.71 -0.92 -0.9410.57 1.69 -1.24 2.46 0.97 6.52 -0.71

7.11 2.99 1.28 2.03 2.10 4.57 -0.91-6.02 -2.23 3.11 -1.21 -0.11 -3.61 -0.675.90 -5.96 3.49 0.21 -0.75 3.05 -1.589.77 -1.61 8.02 -0.27 2.05 4.75 -1.01

-2.17 3.13 4.71 -2.10 1.91 -2.14 -2.414.83 -0.82 -10.20 -3.14 -4.72 0.85 2.451.82 7.03 -1.27 1.36 2.37 1.59 -1.24

-15.17 -3.12 0.97 -5.81 -2.65 -10.49 -0.76-2.40 -3.99 -2.34 -2.32 -2.88 -2.36 -1.654.49 -3.82 7.71 -2.15 0.58 1.17 -0.55

-12.81 -6.66 -14.70 -8.12 -9.83 -10.46 -2.67-4.48 -1.98 -3.35 -1.61 -2.32 -3.04 2.107.46 3.50 3.11 3.76 3.46 5.61 1.11

-4.07 12.51 -0.39 0.04 4.05 -2.02 -1.90-0.98 -2.25 -4.77 -0.99 -2.67 -0.99 3.49-1.67 6.48 7.40 6.90 6.93 2.62 1.001.84 6.85 4.52 -0.29 3.69 0.78 -2.48

-2.57 3.84 -2.13 3.16 1.62 0.30 1.4619.69 9.05 12.88 3.39 8.44 11.54 -3.06

3.11 -4.55 4.76 -5.63 -1.81 -1.26 -0.63-3.31 5.68 11.75 1.06 6.17 -1.13 -2.8626.84 1.03 14.84 3.73 6.53 15.29 -0.38-4.23 -2.39 3.51 -1.59 -0.15 -2.91 -1.20-7.90 8.69 -0.33 2.52 3.62 -2.69 -0.733.86 7.23 16.72 -3.63 6.77 0.11 -2.541.85 2.29 -3.24 -0.22 -0.39 0.82 -1.370.59 1.43 3.74 1.83 2.34 1.21 -0.02

-12.52 -6.20 -6.47 -5.07 -5.91 -8.80 1.900.38 -3.24 -7.07 -3.56 -4.62 -1.59 -0.31

-6.34 4.57 -7.13 0.05 -0.83 -3.14 -2.8318.89 9.58 -3.20 7.48 4.62 13.19 1.03

0.62 4.54 9.68 0.69 4.97 0.66 -1.760.28 -1.93 -1.96 0.13 -1.25 0.20 2.83

-1.99 -5.25 -14.68 -2.60 -7.51 -2.30 2.15-7.96 -1.93 -9.22 0.79 -3.45 -3.58 -0.58-3.86 -1.02 16.38 3.07 6.14 -0.40 -0.71-0.48 -9.18 -0.94 -0.01 -3.38 -0.24 -1.419.99 7.70 5.98 4.51 6.07 7.25 -2.217.46 -6.63 -8.66 -4.91 -6.73 1.27 -2.70

-5.78 -6.95 -5.30 -1.55 -4.60 -3.67 -0.60-4.23 -1.71 -5.15 -5.06 -3.97 -4.64 -1.17-2.99 6.02 -8.00 2.66 0.22 -0.17 -0.82-3.53 3.43 -7.75 1.38 -0.98 -1.07 2.87-7.50 -3.52 -2.06 -0.48 -2.02 -3.99 -3.38-5.04 4.86 -9.47 -6.31 -3.64 -5.67 -1.23

-17.69 -4.94 -7.79 -6.74 -6.49 -12.22 -0.56-2.59 5.59 3.24 3.64 4.16 0.52 -1.0020.49 -0.98 -8.20 -3.40 -4.19 8.54 -4.76

2.43 3.37 7.95 3.72 5.02 3.07 3.870.67 -1.74 0.43 -3.92 -1.74 -1.62 -3.25

-1.78 1.06 -5.99 -2.65 -2.52 -2.21 -5.62-6.08 -9.07 -4.31 -8.53 -7.31 -7.31 2.239.83 0.79 -1.46 4.93 1.42 7.38 6.12

-3.93 -1.59 -7.11 -0.82 -3.17 -2.38 -0.74-9.48 -13.03 -21.91 -10.03 -14.99 -9.75 -5.77

-11.51 -7.37 -14.41 -6.51 -9.43 -9.01 -1.331.81 -11.16 -5.21 -6.04 -7.47 -2.12 1.426.08 0.28 -3.13 6.34 1.16 6.21 2.160.65 4.42 17.93 3.68 8.68 2.16 -1.76

24.65 8.48 -1.64 2.28 3.04 13.46 1.431.03 0.10 -1.54 -2.04 -1.16 -0.50 -0.51

-8.14 3.43 7.68 4.38 5.17 -1.88 6.59-3.31 2.34 11.74 4.77 6.29 0.73 -0.413.31 1.38 6.49 3.25 3.71 3.28 3.79

19.67 2.74 7.42 0.36 3.51 10.02 -0.707.93 5.21 1.85 2.99 3.35 5.46 5.29

-9.26 -0.96 7.83 2.78 3.22 -3.24 -4.365.81 -9.25 -6.82 -4.59 -6.89 0.61 -2.73

-3.61 -4.07 -7.91 -0.60 -4.19 -2.11 -1.82-12.12 -9.14 -16.53 -4.97 -10.21 -8.54 0.27-1.06 3.81 10.54 3.35 5.90 1.14 4.021.75 -1.11 -10.33 -1.43 -4.29 0.16 2.17

-2.37 -2.09 -8.45 -4.90 -5.15 -3.64 0.88-4.91 1.08 -1.67 -0.59 -0.39 -2.75 0.40-4.15 9.11 19.71 7.87 12.23 1.86 -0.60-5.93 8.33 -5.96 0.98 1.11 -2.48 -1.62-8.13 -0.51 5.68 2.17 2.45 -2.98 -0.31

0.97 2.72 -15.73 -0.10 -4.37 0.43 -0.5213.37 -0.02 1.68 -0.26 0.46 6.55 0.37

9.55 2.40 -12.31 1.41 -2.84 5.48 0.07-14.68 -2.45 -11.45 -2.82 -5.57 -8.75 -0.6911.46 1.23 -6.67 -0.46 -1.97 5.50 -0.18-7.40 1.27 -4.26 3.13 0.05 -2.13 -1.011.32 -1.49 4.20 -1.14 0.53 0.09 -0.503.86 -6.16 2.60 0.31 -1.08 2.08 1.259.07 0.78 17.39 4.26 7.48 6.67 0.91

-2.37 1.81 -4.25 0.57 -0.62 -0.90 -0.711.04 7.34 -7.08 -2.43 -0.72 -0.69 -1.02

-1.19 -1.58 -12.23 -4.13 -5.98 -2.66 -0.981.53 -0.99 1.31 -0.88 -0.19 0.32 0.13

-3.95 -6.45 -9.49 -4.80 -6.91 -4.38 0.3231.67 -4.23 -7.32 -2.21 -4.59 14.73 -1.60

-14.22 -0.30 1.54 -1.36 -0.04 -7.79 -0.139.56 -1.81 1.40 3.05 0.88 6.30 -3.65

23.47 -4.96 -4.61 -4.04 -4.53 9.72 2.0016.22 -15.30 6.09 3.37 -1.95 9.79 2.71

8.84 7.60 -8.81 -0.85 -0.69 3.99 0.56-21.33 -6.06 -12.39 -11.60 -10.02 -16.47 0.0012.59 -7.91 -5.17 0.92 -4.05 6.75 -1.07

8.88 -1.66 10.79 -1.82 2.44 3.53 -1.01-4.53 -3.53 -0.29 -0.79 -1.54 -2.66 0.66-6.03 -1.95 -5.98 -3.20 -3.71 -4.62 -2.34

-21.11 -4.66 -4.49 -4.80 -4.65 -12.95 -2.78-12.74 -6.99 -6.36 -3.76 -5.70 -8.25 0.70

4.56 -0.96 -4.00 -2.40 -2.45 1.08 -1.131.83 -6.32 -9.74 -8.84 -8.30 -3.50 -2.06

-3.77 -5.13 -15.43 -9.41 -9.99 -6.59 -1.74-14.79 -18.32 -7.35 -13.08 -12.92 -13.93 2.1912.78 17.78 5.84 15.50 13.04 14.14 2.57-2.49 -6.71 -9.11 -6.27 -7.36 -4.38 1.3214.09 -6.38 -2.80 -3.23 -4.14 5.43 0.42

2.31 10.87 19.50 10.84 13.73 6.57 -0.0513.63 14.08 -8.15 5.22 3.72 9.43 0.07-1.75 -5.27 0.57 1.01 -1.23 -0.37 -1.1918.83 0.44 -2.57 3.62 0.50 11.23 -1.74

7.95 2.03 5.99 3.83 3.95 5.89 -0.2011.21 -3.90 -2.39 3.39 -0.96 7.30 -0.62

3.72 -10.07 -4.28 -7.73 -7.36 -2.00 -0.94-10.26 -2.27 -1.18 -2.70 -2.05 -6.48 -1.36

3.48 -0.03 -5.43 -4.43 -3.30 -0.48 -3.4912.39 11.64 9.28 5.27 8.73 8.83 0.94

-9.76 6.35 -1.58 1.71 2.16 -4.02 0.346.45 -2.04 -8.09 -2.25 -4.12 2.10 2.52

-4.83 13.85 18.15 10.90 14.30 3.03 2.79-5.76 -1.24 -4.84 -1.76 -2.62 -3.76 -0.78-7.95 1.43 7.74 2.23 3.80 -2.86 -0.291.03 -4.36 1.18 -2.02 -1.73 -0.50 -0.956.68 0.92 -5.06 -1.82 -1.99 2.43 -0.709.25 6.77 -8.61 3.33 0.50 6.29 0.77

-12.59 -2.74 9.31 -1.86 1.57 -7.23 -0.10-15.10 0.32 3.55 -0.86 1.00 -7.98 0.24-8.78 1.76 -3.59 1.37 -0.15 -3.71 1.452.62 -4.49 0.22 -3.11 -2.46 -0.24 1.12

-2.07 -0.51 -1.10 -1.15 -0.92 -1.61 1.740.54 1.91 6.12 4.29 4.11 2.41 3.07

-13.74 -2.48 -8.53 -6.12 -5.71 -9.93 -3.35-4.89 0.11 -4.21 -2.66 -2.25 -3.78 -0.29-7.53 -0.92 -9.29 -2.45 -4.22 -4.99 -0.734.58 -7.53 0.94 -1.17 -2.58 1.71 -1.23

-3.86 -5.27 -2.27 -2.76 -3.43 -3.31 -1.00-2.85 6.41 4.03 3.48 4.64 0.32 0.597.00 0.43 -2.61 -2.88 -1.69 2.06 -1.321.80 -0.09 1.54 -2.49 -0.35 -0.34 0.395.71 -3.88 -8.59 -1.40 -4.62 2.15 -0.63

-7.14 -2.58 -2.66 -5.56 -3.60 -6.35 -1.200.55 2.45 3.10 2.32 2.62 1.44 -0.10

-12.46 2.43 7.11 -0.91 2.87 -6.69 -1.88-14.90 -4.09 -11.91 -7.50 -7.83 -11.20 -1.20-12.40 -5.44 5.79 -3.06 -0.90 -7.73 -0.88-7.06 -7.46 10.57 1.12 1.41 -2.97 -0.989.31 11.74 2.49 7.29 7.18 8.30 -0.888.42 -3.03 20.47 -0.21 5.74 4.10 -1.540.53 -1.56 -7.30 -3.12 -3.99 -1.30 -1.53

-1.73 8.06 15.57 4.23 9.29 1.25 0.29-4.06 3.71 -4.90 1.85 0.22 -1.11 0.882.20 -6.26 0.73 -1.96 -2.50 0.12 -1.26

-21.48 -5.76 -17.86 -10.46 -11.36 -15.97 -2.66-7.53 1.91 -3.07 1.22 0.02 -3.15 0.524.99 9.56 -0.60 0.06 3.01 2.53 -2.17

16.08 2.23 4.40 2.68 3.10 9.38 1.26-4.62 -2.92 -11.64 -4.47 -6.34 -4.54 -1.673.58 3.98 6.81 4.21 5.00 3.89 0.211.64 -1.60 -0.35 -1.19 -1.05 0.23 -1.643.25 -3.36 -5.89 -3.23 -4.16 0.01 1.68

21.07 -4.65 -4.99 2.47 -2.39 11.77 1.41

-4.84 -6.15 10.96 -0.40 1.47 -2.62 -1.4814.57 0.40 2.37 4.62 2.46 9.59 -1.61

-10.45 -4.41 -4.75 -1.43 -3.53 -5.94 -1.45-7.26 -9.11 -14.19 -8.05 -10.45 -7.66 -7.5822.69 4.81 10.64 3.77 6.41 13.23 3.89

7.01 -2.56 8.03 0.19 1.89 3.60 0.2215.56 5.40 1.38 4.56 3.78 10.06 -4.70-5.91 -7.41 -16.75 -1.30 -8.49 -3.61 -5.99

-21.30 -13.38 -7.59 -11.25 -10.74 -16.28 3.937.50 -2.75 -3.44 2.73 -1.16 5.11 7.524.80 1.24 5.56 3.84 3.55 4.32 2.83

-3.87 4.88 -0.78 1.33 1.81 -1.27 1.95-6.02 9.86 15.01 5.24 10.04 -0.39 -5.224.11 0.51 1.43 -0.21 0.58 1.95 -3.701.19 -3.27 3.08 1.34 0.38 1.26 -1.617.48 2.73 -10.68 0.31 -2.54 3.90 -3.265.69 2.38 6.46 9.58 6.14 7.63 0.10

-9.54 -1.52 -6.52 -4.48 -4.17 -7.01 1.89-17.96 -6.28 8.21 -5.62 -1.23 -11.79 -1.20-2.44 0.01 6.36 0.81 2.39 -0.82 -3.72-5.37 -4.07 5.38 2.42 1.24 -1.47 1.90-3.60 -7.17 6.53 -3.43 -1.36 -3.51 -4.69-4.59 0.54 -1.38 -0.70 -0.51 -2.65 3.69-9.44 -2.64 -11.68 -2.24 -5.52 -5.84 -1.563.18 -4.18 -1.54 -1.35 -2.36 0.91 -3.72

-9.63 -1.41 -13.84 -6.99 -7.41 -8.31 -3.13-15.14 -2.98 -1.76 -6.53 -3.76 -10.83 -1.69

5.27 -6.05 2.72 3.66 0.11 4.47 6.485.89 6.27 -3.34 2.70 1.88 4.30 7.459.68 3.15 0.25 -4.33 -0.31 2.67 -4.24

-7.17 10.67 -6.69 -3.10 0.30 -5.13 -0.65-15.43 -2.60 -5.57 -6.65 -4.94 -11.04 0.95-3.57 -4.65 13.84 -2.34 2.28 -2.96 -0.42-0.65 6.28 0.23 2.38 2.96 0.87 1.65

-12.79 -4.19 -4.45 -4.73 -4.46 -8.76 1.02-10.66 -2.67 11.32 -3.34 1.77 -7.00 -3.53-4.94 6.99 -0.41 -3.85 0.91 -4.39 3.0814.01 7.47 9.58 10.92 9.32 12.46 6.5210.29 2.79 -5.93 -0.88 -1.34 4.71 2.84

0.32 7.63 39.17 9.71 18.84 5.01 8.999.51 8.15 6.99 2.92 6.02 6.21 -2.008.41 10.09 -1.19 0.16 3.02 4.29 2.71

-1.11 1.56 -6.87 2.08 -1.08 0.48 -2.93-0.13 -0.17 5.35 1.12 2.10 0.49 3.35

-8.50 1.63 -10.49 2.16 -2.23 -3.17 -1.977.29 13.84 23.48 6.20 14.51 6.75 2.169.97 -5.24 -5.11 -1.90 -4.08 4.04 -3.80

-3.44 6.99 -3.09 2.50 2.13 -0.47 -0.68-15.93 -1.01 9.88 -4.38 1.50 -10.15 -5.18

0.76 -1.04 -10.14 0.39 -3.60 0.57 0.522.68 5.06 1.73 0.20 2.33 1.44 3.484.27 -1.21 -0.28 -2.56 -1.35 0.85 -1.88

-9.43 -7.76 8.30 1.16 0.57 -4.14 0.84-10.62 2.83 -4.95 -1.83 -1.32 -6.23 -0.8111.85 -7.57 -8.98 -1.64 -6.06 5.10 1.00

-14.74 -3.68 -5.47 -4.68 -4.61 -9.71 -2.13-5.21 2.29 -4.96 0.49 -0.73 -2.36 -2.89-9.17 -1.35 0.38 -0.65 -0.54 -4.91 -1.34

-12.69 -5.57 -16.15 -6.65 -9.46 -9.67 -5.887.98 -2.99 13.83 0.99 3.94 4.48 0.68

-10.89 3.57 -0.63 -2.81 0.04 -6.85 5.5918.31 11.57 7.97 9.84 9.79 14.07 0.55-7.13 -0.76 -3.15 -1.44 -1.78 -4.29 1.91-6.91 0.06 7.45 -0.96 2.19 -3.93 4.596.72 -3.45 -3.87 -2.33 -3.22 2.19 0.982.63 0.00 4.60 1.25 1.95 1.94 0.078.22 9.62 6.81 6.34 7.59 7.28 2.49

-9.14 -2.07 5.72 0.09 1.25 -4.53 -4.285.59 -6.34 -0.29 -1.30 -2.64 2.15 1.71

-5.43 -1.50 -10.23 -1.60 -4.45 -3.51 1.628.36 1.43 13.01 5.04 6.49 6.70 6.005.68 -4.91 -6.37 0.35 -3.64 3.02 0.19

-11.08 5.06 -13.15 -1.51 -3.20 -6.30 -1.70-1.72 -3.87 2.22 -1.83 -1.16 -1.77 1.83-3.75 -3.27 -12.06 -4.53 -6.62 -4.14 -0.277.26 3.74 5.22 3.31 4.09 5.29 1.886.83 7.34 8.63 5.96 7.31 6.39 2.024.11 10.16 -0.09 3.60 4.56 3.86 3.864.39 -3.66 -8.86 -0.66 -4.39 1.86 -0.34

-0.29 -0.76 13.16 6.58 6.33 3.14 5.784.46 -0.66 9.10 4.49 4.31 4.47 5.02

-12.45 2.08 -1.56 -2.34 -0.61 -7.40 0.005.51 -2.82 10.43 4.58 4.06 5.04 -4.44

-5.22 -4.92 2.66 0.54 -0.57 -2.34 4.93-0.78 -10.60 -11.09 -6.75 -9.48 -3.77 0.0217.69 4.50 -2.23 6.48 2.92 12.08 2.71

-16.69 -4.13 -16.81 -9.38 -10.10 -13.03 -3.4310.52 -9.13 6.81 4.69 0.79 7.60 0.78

5.09 2.64 0.17 1.38 1.40 3.24 0.49-15.30 -6.68 -5.44 -3.84 -5.32 -9.57 -0.60-2.42 6.22 8.38 12.46 9.02 5.02 0.302.44 8.13 2.46 3.09 4.56 2.77 -0.281.73 6.58 -3.50 1.68 1.58 1.71 -2.09

-1.52 5.63 -2.46 -1.84 0.44 -1.68 -4.465.63 -0.42 -0.37 -0.02 -0.27 2.80 -2.03

15.21 0.54 10.54 4.11 5.06 9.66 0.843.12 -1.95 0.40 4.09 0.84 3.60 -1.694.71 4.24 -2.52 3.05 1.59 3.88 -2.251.06 -11.48 -5.80 -3.04 -6.77 -0.99 -3.82

-28.67 -19.75 -25.05 -22.42 -22.41 -25.55 5.11-4.48 -9.71 -14.22 -9.04 -10.99 -6.76 -0.9512.27 3.21 13.90 6.30 7.80 9.28 1.11-9.08 -3.81 -9.29 3.05 -3.35 -3.02 3.653.31 4.45 9.67 3.62 5.91 3.46 0.66

-5.56 -9.50 -1.50 -4.26 -5.09 -4.91 -2.7410.66 4.26 4.06 -0.06 2.75 5.30 -1.97-5.67 -0.89 -7.27 -0.34 -2.83 -3.00 -2.32-8.27 12.13 7.83 3.62 7.86 -2.33 2.49-0.66 -2.37 -11.74 -1.60 -5.23 -1.13 -1.94-6.97 -11.54 -11.81 -4.38 -9.24 -5.67 -0.663.52 2.39 12.07 3.13 5.86 3.32 2.487.13 5.18 -5.72 1.50 0.32 4.32 1.41

-7.82 -3.56 -4.88 -2.61 -3.69 -5.22 -2.752.42 1.75 -4.32 0.68 -0.63 1.55 -0.45

10.64 6.07 24.86 6.00 12.31 8.32 0.83-5.28 -7.26 -11.10 -3.77 -7.38 -4.52 -2.272.57 -11.26 -0.71 1.20 -3.59 1.88 0.22

10.73 3.38 6.21 4.03 4.54 7.38 1.744.76 -3.86 6.36 2.97 1.82 3.86 2.43

-1.84 0.97 -0.35 -1.68 -0.35 -1.76 3.3713.67 1.72 14.73 7.96 8.14 10.82 1.80-3.14 1.83 -7.02 0.93 -1.42 -1.11 -3.100.81 -7.77 -2.43 -1.39 -3.86 -0.29 -0.33

-6.76 -9.29 -9.14 -3.36 -7.26 -5.06 2.675.62 -2.46 1.49 1.07 0.03 3.34 0.206.37 -4.63 3.17 1.28 -0.06 3.83 -0.69

-14.98 3.74 -13.34 -7.73 -5.78 -11.36 -3.093.48 5.52 -3.11 0.40 0.94 1.94 -0.846.64 1.11 2.63 1.63 1.79 4.14 -0.851.74 1.65 -3.13 -3.47 -1.65 -0.87 -2.41

11.12 10.15 9.86 8.74 9.58 9.93 2.62-4.99 -3.14 4.17 -1.71 -0.23 -3.35 1.11

-3.38 -6.14 -1.03 -1.38 -2.85 -2.38 0.56-5.44 -8.59 -10.18 -10.05 -9.61 -7.74 -3.230.61 3.38 -3.21 -5.86 -1.90 -2.63 0.28

-7.05 -2.01 3.25 -1.42 -0.06 -4.23 1.212.19 7.89 4.64 5.33 5.96 3.76 2.29

-3.51 -1.64 -0.23 1.66 -0.07 -0.92 1.21-12.10 11.10 7.66 3.43 7.39 -4.34 0.31

7.48 1.47 9.25 6.11 5.61 6.79 -0.04-2.76 -12.60 5.68 1.43 -1.83 -0.66 -0.242.46 -10.58 -4.38 -0.71 -5.22 0.88 0.32

-3.02 3.18 -2.16 3.39 1.47 0.19 -0.183.53 -9.51 0.58 -5.45 -4.79 -0.96 -1.234.40 3.23 0.97 3.78 2.66 4.09 0.726.76 -4.16 -0.67 1.47 -1.12 4.12 1.97

-1.91 5.95 -8.58 -2.57 -1.73 -2.24 2.515.42 -6.21 2.65 0.47 -1.03 2.95 0.00

-1.33 -5.64 -4.27 -4.92 -4.94 -3.12 0.2319.60 -4.80 15.72 10.53 7.15 15.07 4.84

-11.68 0.09 -2.40 -2.77 -1.69 -7.22 -3.08-2.47 -3.13 -5.15 0.48 -2.60 -1.00 0.32

-11.54 -4.89 -2.58 -2.77 -3.42 -7.15 -1.33-9.40 7.67 -8.19 2.03 0.50 -3.68 -0.194.94 0.32 -1.94 -0.36 -0.66 2.29 1.55

-9.56 6.85 0.35 -2.32 1.63 -5.94 1.4314.01 -4.20 4.34 3.27 1.14 8.64 2.99-6.86 -8.31 5.74 -2.91 -1.82 -4.88 0.400.24 -7.78 -1.84 0.33 -3.10 0.28 1.424.68 -18.19 3.65 -0.36 -4.97 2.16 -2.332.09 2.86 8.45 2.55 4.62 2.32 -0.92

-4.08 -27.20 -2.69 0.51 -9.79 -1.79 1.66-2.22 1.23 -10.09 -0.07 -2.98 -1.15 2.22-0.21 5.63 -3.30 0.56 0.97 0.17 2.11-4.08 -7.43 2.06 1.34 -1.34 -1.37 -0.03-4.17 -5.42 -7.35 -3.24 -5.34 -3.71 0.22-5.63 8.60 11.46 1.87 7.31 -1.88 -0.61-2.32 -7.40 -7.05 -0.45 -4.97 -1.39 2.65-1.77 -10.87 -8.27 -1.24 -6.79 -1.51 -0.111.63 2.38 2.27 2.96 2.54 2.30 1.95

-3.97 -9.19 -5.33 -1.55 -5.36 -2.76 0.241.58 8.53 12.30 1.24 7.36 1.41 -0.14

-4.38 16.67 -5.16 -1.64 3.29 -3.01 -2.351.04 3.88 -1.11 0.51 1.09 0.77 -0.04

15.37 -0.99 -5.71 2.59 -1.37 8.98 1.19-4.52 -6.97 2.84 -3.48 -2.54 -4.00 -3.67

-7.52 2.32 -3.22 -5.10 -2.00 -6.31 -4.38-5.38 4.27 3.28 0.52 2.69 -2.43 -1.523.71 9.00 -3.20 0.82 2.21 2.27 -0.70

-4.39 -7.75 -12.51 -3.30 -7.85 -3.84 -1.154.09 4.32 -0.79 2.49 2.01 3.29 1.398.59 10.11 1.67 3.32 5.03 5.96 -0.27

-0.28 0.65 -1.47 -3.19 -1.34 -1.74 -2.888.99 6.01 8.56 1.51 5.36 5.25 -0.94

-4.75 -5.70 -0.40 -4.41 -3.50 -4.58 -0.6910.78 2.90 3.39 0.74 2.34 5.76 0.58-3.61 -2.87 7.36 1.79 2.09 -0.91 1.72-7.50 3.68 -1.63 3.13 1.73 -2.19 2.44-2.57 8.14 0.40 2.16 3.57 -0.20 0.17-3.20 14.23 -3.73 2.20 4.24 -0.50 1.160.34 -2.44 1.45 3.26 0.76 1.80 4.96

-0.45 2.25 2.84 1.70 2.26 0.62 0.61-12.48 12.44 1.99 2.67 5.70 -4.90 -1.36

4.89 -5.79 -6.18 -0.33 -4.10 2.28 0.91-8.54 -9.55 13.09 3.56 2.37 -2.49 0.813.04 1.95 0.59 -1.00 0.51 1.02 1.127.15 -1.34 1.87 3.81 1.45 5.48 1.723.34 -6.39 0.97 1.14 -1.43 2.24 1.314.88 17.79 15.63 2.88 12.10 3.88 0.170.38 12.30 -6.16 0.40 2.18 0.39 -3.37

-5.46 -10.22 -2.20 0.37 -4.02 -2.55 -1.491.81 -4.09 -2.98 0.93 -2.05 1.37 -2.172.67 -1.55 -1.11 1.94 -0.24 2.30 -1.05

-2.82 -8.21 4.05 -0.17 -1.44 -1.49 1.00-8.06 7.64 -6.24 -5.02 -1.20 -6.54 -0.404.39 5.78 2.85 1.62 3.41 3.00 -0.977.51 7.90 11.45 5.00 8.12 6.25 1.81

12.70 2.66 0.94 2.09 1.90 7.40 2.51-0.08 22.87 9.89 7.08 13.28 3.50 2.20-0.85 -5.88 -4.58 -2.54 -4.33 -1.69 -2.56

-11.00 2.62 1.27 5.80 3.23 -2.60 -0.43-6.87 -9.07 3.32 0.25 -1.84 -3.31 -0.64-4.11 -5.44 -2.90 -4.65 -4.33 -4.38 -2.332.06 16.02 8.99 5.54 10.18 3.80 1.498.32 7.11 0.96 5.62 4.56 6.97 0.69

16.77 3.41 13.86 3.94 7.07 10.36 1.34-4.93 16.26 4.58 7.62 9.49 1.35 3.640.49 -4.86 -5.18 -5.96 -5.33 -2.74 -2.42

10.12 3.66 -5.53 5.00 1.04 7.56 1.88-7.68 -7.98 9.03 -3.70 -0.88 -5.69 2.10

-4.29 10.47 13.99 4.23 9.56 -0.03 -0.250.85 -5.36 -3.24 1.30 -2.43 1.07 1.10

-3.46 -6.51 4.90 0.80 -0.27 -1.33 1.746.19 5.06 10.28 6.80 7.38 6.50 -1.14

-2.80 -1.44 -4.58 4.74 -0.42 0.97 -0.11-2.50 10.66 -2.72 0.77 2.91 -0.87 -0.02

-12.17 0.71 1.62 -2.11 0.07 -7.14 0.671.84 -3.17 16.86 3.76 5.82 2.80 1.02

-12.11 14.52 3.97 -1.37 5.70 -6.74 -0.31-8.20 -15.72 -11.53 -14.70 -13.98 -11.45 3.3611.19 13.21 14.28 5.98 11.16 8.59 4.93-0.99 14.66 9.78 7.74 10.73 3.38 -1.419.85 10.45 10.14 5.87 8.82 7.86 -1.02

-7.30 10.77 8.13 5.62 8.17 -0.84 0.62-12.13 -1.49 6.20 4.00 2.90 -4.07 0.00-0.08 -8.12 2.03 -3.50 -3.20 -1.79 -4.72-3.28 3.55 -12.16 3.61 -1.67 0.17 0.551.71 17.14 -5.35 3.45 5.08 2.58 -0.67

-0.05 10.15 -13.81 -2.61 -2.09 -1.33 -2.572.54 10.55 25.91 5.17 13.88 3.85 -1.03

-10.12 -3.63 -4.08 -3.33 -3.68 -6.73 -0.74-2.07 -1.67 -18.41 -0.78 -6.95 -1.43 -0.76-7.13 -3.73 8.98 -3.11 0.71 -5.12 0.890.63 -19.68 -1.20 6.14 -4.91 3.39 -0.931.01 4.14 15.28 1.77 7.07 1.39 -0.98

-2.40 3.80 -0.01 6.01 3.27 1.80 -1.55-3.46 3.19 -4.91 -5.25 -2.32 -4.35 -1.29

-14.26 -9.22 -7.86 -2.01 -6.36 -8.14 1.062.12 13.97 -0.66 9.57 7.63 5.84 3.17

-4.01 -6.38 8.79 -3.48 -0.36 -3.75 -1.3120.31 -4.44 0.65 -2.51 -2.10 8.90 -0.12

-18.13 1.17 13.06 2.38 5.54 -7.87 1.91-4.79 1.76 -3.49 -1.48 -1.07 -3.14 0.16-1.08 16.65 5.17 6.16 9.33 2.54 1.37-2.46 -15.64 15.03 -5.45 -2.02 -3.96 -0.4327.26 -13.30 19.96 -0.65 2.00 13.31 0.5816.05 -5.80 -2.60 -8.11 -5.51 3.97 2.2717.33 -9.95 -6.53 0.32 -5.39 8.82 2.78-0.49 30.90 -2.50 2.96 10.45 1.23 0.110.44 -11.56 7.93 -9.40 -4.34 -4.48 0.86

-12.96 -4.59 -8.33 -6.62 -6.51 -9.79 -0.03-9.82 18.84 4.40 7.50 10.25 -1.16 -3.0613.33 -3.66 -6.47 0.38 -3.25 6.86 -0.19-3.72 0.20 -14.70 -2.74 -5.74 -3.23 -0.10

2.23 -7.76 -2.63 -1.22 -3.87 0.51 2.745.29 -5.74 1.58 -6.66 -3.60 -0.68 1.19

-6.65 -9.11 -0.22 -8.36 -5.90 -7.51 1.9410.19 16.95 -6.47 1.63 4.03 5.91 2.8510.32 6.20 1.43 7.51 5.05 8.92 -3.87-7.25 3.76 1.43 0.55 1.91 -3.35 -2.08-3.30 -11.69 7.27 -1.76 -2.06 -2.53 0.13-0.73 -9.81 10.51 -2.28 -0.52 -1.50 0.870.12 5.11 -3.14 3.42 1.80 1.77 -4.01

-5.21 -20.35 -4.16 -6.44 -10.32 -5.82 2.609.58 -4.65 0.89 -1.11 -1.62 4.24 0.48

-12.58 -11.39 0.41 -7.49 -6.15 -10.03 1.81-9.04 -3.11 -9.14 -7.88 -6.71 -8.46 2.734.12 6.39 -2.21 0.30 1.49 2.21 2.651.99 -23.55 -12.22 -11.34 -15.70 -4.68 4.318.23 34.47 8.98 8.42 17.29 8.33 -2.41

-2.46 9.37 -15.49 5.41 -0.23 1.47 -2.54-7.66 -11.75 0.60 -6.35 -5.83 -7.00 3.20-3.46 0.00 -1.39 -3.09 -1.50 -3.28 -1.21-9.74 -1.04 -3.65 -2.00 -2.23 -5.87 2.22-1.64 -0.30 3.92 0.54 1.39 -0.55 -0.971.84 7.32 3.80 7.78 6.30 4.81 -0.427.82 2.96 -0.99 4.82 2.27 6.32 3.836.85 -7.20 -3.01 0.83 -3.13 3.84 -1.301.48 -2.42 -1.32 1.37 -0.79 1.42 -7.065.38 0.23 8.27 1.53 3.34 3.46 0.09

-6.10 6.80 -6.64 -1.50 -0.45 -3.80 4.308.86 0.40 12.94 5.14 6.16 7.00 -2.82

-0.63 0.46 5.10 0.49 2.02 -0.07 -0.225.91 1.46 -1.86 4.77 1.46 5.34 0.662.29 6.16 -5.73 1.49 0.64 1.89 0.929.75 -3.49 2.69 1.05 0.08 5.40 1.39

-2.48 -5.73 -8.24 -1.89 -5.29 -2.18 1.073.53 -4.89 3.99 -1.96 -0.95 0.79 -5.27

-5.45 -0.22 0.98 0.97 0.58 -2.24 -1.040.29 -1.40 2.72 1.53 0.95 0.91 0.63

-8.66 -2.13 -0.18 -3.72 -2.01 -6.19 0.833.40 -3.43 -0.40 -0.03 -1.29 1.68 2.855.68 0.33 -2.45 0.64 -0.49 3.16 -0.11

13.42 3.77 -0.59 1.05 1.41 7.24 0.739.20 4.30 5.79 3.62 4.57 6.41 -2.154.42 3.67 -0.45 2.86 2.02 3.64 0.91

0.00 0.00 0.00 0.00 0.00 0.00 0.00

8.62 7.26 8.14 4.36 5.26 5.64 2.33

74.30 11.38 18.96 17.00 15.78 45.65 2.7711.38 52.78 16.66 18.65 29.36 15.01 0.6218.96 16.66 66.32 19.96 34.31 19.46 3.2717.00 18.65 19.96 19.05 19.22 18.03 2.2315.78 29.36 34.31 19.22 27.63 17.50 2.0445.65 15.01 19.46 18.03 17.50 31.84 2.50

2.77 0.62 3.27 2.23 2.04 2.50 5.44

1.00 0.18 0.27 0.45 0.35 0.94 0.140.18 1.00 0.28 0.59 0.77 0.37 0.040.27 0.28 1.00 0.56 0.80 0.42 0.170.45 0.59 0.56 1.00 0.83 0.73 0.220.35 0.77 0.80 0.83 1.00 0.59 0.170.93 0.36 0.42 0.73 0.59 1.00 0.190.14 0.04 0.17 0.22 0.17 0.19 1.00

Conditional on DPE[R] Std Dev[R] Sh Ratio

0.67 8.62 0.030.91 7.26 0.070.78 8.14 0.050.46 4.36 0.010.72 5.26 0.060.56 5.64 0.030.39 2.33 0.00

Small and RfwSmall wRf SD[Rp] E[Rp] E[Rp]-Rf

-0.2 1.2 1.05 0.32 -0.070.0 1.0 0.00 0.39 0.000.2 0.8 1.05 0.46 0.070.4 0.6 2.10 0.52 0.130.6 0.4 3.15 0.59 0.200.8 0.2 4.21 0.65 0.261.0 0.0 5.26 0.72 0.331.2 -0.2 6.31 0.78 0.39

4.64 30 0.996133 0.388168