total investment 100,000

WEIGHT EQUAL INV.

CO. NAME ACBL 1 capital gain dividend return x-x

2001 13.30 -1.70 19.04 130.38 28.03
2002 26.85 13.55 17.90 117.13 14.78
2003 51.50 24.65 19.04 84.83 -17.52
2004 94.00 42.50 17.92 64.28 -38.07

mean 99.15
stan dev.

PORTFOLIO RISK CALCULATION

ACBL 1 CRTM 2 IBFL 3 NISM 4 BAHL 5
ACBL 1 503.16 -9.32 -25.75 -17.17 0.73

CRTM 2 -9.32 9.84 14.35 1.79 -23.22

IBFL 3 -25.75 14.35 102.09 -205.17 -64.12

.
NISM 4 -17.17 33.77 -205.17 977.35 -42.72

BAHL 5 47.65 -23.22 -64.12 -42.72 118.54

MCBL6 -15.44 7.24 73.44 -174.58 -38.46

483.13 32.66 -105.16 539.51 -49.24
TOTAL
 (x-x)2 CRTM 2 capital gain dividend return x-x (x-x)2
785.43 18.00 -1.25 2.80 8.61 -18.62 346.59
218.50 22.00 4.00 2.00 27.27 0.04 0.00
306.79 23.50 1.50 1.00 10.64 -16.59 275.22
1449.61 50.50 27.00 1.00 55.45 28.22 796.23

690.08 25.49 354.51

26.27 18.83

CULATION
MCBL 6 TOTAL
-15.44 436.21

0.38 -6.17

73.44 -105.16

-3.95 742.11
1
-38.46 -2.32 2
3
54.13 -93.66 4
70.11 971.01 5
31.16 6
IBFL 3 capital gain dividend return x-x (x-x)2 NISM 4
10.40 -10.35 1.50 -85.10 -119.72 14332.33 57.41
19.00 8.60 1.50 53.16 18.54 343.60 32.25
29.00 10.00 1.50 39.66 5.03 25.34 18.20
40.00 11.00 1.50 31.25 -3.37 11.37 13.85

9.74 3678.16
60.65

correlation
1 2 3 4 5 6
1 -0.68 -0.58 -0.13 1 -0.48
-0.68 1 0.45 0.34 -0.68 0.31
-0.58 0.45 1 -0.65 -0.58 0.99
-0.13 0.34 -0.65 1 -0.13 -0.76
1 -0.68 -0.58 -0.13 1 -0.48
-0.48 0.31 0.99 -0.76 -0.48 1
capital gain dividend return BAHL 5 capital gain dividend
-12.30 1.50 -18.81 48.55 -1.00 0.42
-25.16 1.00 -74.91 41.50 -7.05 0.40
-14.05 1.50 -68.96 27.25 -14.25 0.12
-4.35 2.00 -16.97 15.50 -11.75 0.15

-44.91
x-x (x-x)2
-63.72 4060.5
-119.82 14357.97
-113.87 12965.48
-61.88 3828.83
35212.77
187.65
return x-x (x-x)2 MCB 6 capital gain dividend return
-1.19 -23.77 565.02 18.8 -13.7 1.98 -62.34
-16.02 -38.60 1489.92 33.35 14.55 2.12 49.99
-51.85 -74.43 5539.63 51.4 18.05 2.77 40.51
-74.84 -97.41 9489.52 58.7 7.3 2.48 16.66

-35.98 4271.02 11.2

65.35
x-x (x-x)2 PORT FOLIO RETURN
-73.54 5408.61 SECURITY RETURN
38.78 1504.06 A 64.28
29.3 858.67 B 55.45
5.46 29.79 C 31.25
D -16.97
1950.28 E -74.84
44.16 F 16.66
WEIGHT P.F. RETURN
0.17 10.71
0.17 9.24
0.17 5.21
0.17 -2.83
0.17 -12.47
0.17 2.78
12.63