Dell Tec

Date Price Ri ri-ri~ (Ri-Ri~)2

4-Dec-18 104.46 0 0 0

3-Dec-18 105.53 0.0102431553 -0.010367538 0.000107486

30-Nov-18 104.46 -0.010139297 0.010014914 0.000100299 Microsoft(ri-ri~)
29-Nov-18 105.53 0.0102431553 -0.010244395 0.000104948
28 nov 218 105.48 -0.000473799 0.000473799 2.244854E-07
27-Nov-18 106 0.0049298445 -0.004929845 2.430337E-05
26-Nov-18 106.6 0.0056603774 -0.005660377 3.203987E-05
23-Nov-18 104.66 -0.018198874 0.018198874 0.000331199
21-Nov-18 105.63 0.0092681062 -0.009268106 8.589779E-05
20-Nov-18 103.92 -0.016188583 0.016188583 0.00026207
19-Nov-18 102.99 -0.008949192 0.008949192 0.000080088
16-Nov-18 102.64 -0.003398388 0.003398388 0.000011549
15-Nov-18 104.47 0.0178293063 -0.017829306 0.000317884
14-Nov-18 105.06 0.0056475543 -0.005647554 3.189487E-05
13-Nov-18 105.69 0.0059965734 -0.005996573 3.595889E-05
12-Nov-18 101.57 -0.038981928 0.038981928 0.001519591
9-Nov-18 98.5 -0.03022546 0.03022546 0.000913578
8-Nov-18 98.05 -0.004568528 0.004568528 2.087145E-05
7-Nov-18 98.92 0.008873024 -0.008873024 7.873055E-05
6-Nov-18 97.86 -0.01071573 0.01071573 0.0001148269
5-Nov-18 92.1 -0.058859595 0.058859595 0.003464452
2-Nov-18 91.71 -0.004234528 0.004234528 1.793122E-05
1-Nov-18 91.18 -0.005779086 0.005779086 3.339784E-05
31-Oct-18 91.16 -0.000219346 0.000219346 4.811282E-08
30-Oct-18 90.39 -0.008446687 0.008446687 7.134652E-05
29-Oct-18 88.68 -0.018918022 0.018918022 0.000357892
26-Oct-18 86.76 -0.02165088 0.02165088 0.000468761
25-Oct-18 90.85 0.0471415399 -0.04714154 0.002222325
24-Oct-18 89.85 -0.0110071547 0.0110071547 0.0001211575
23-Oct-18 92.87 0.0336115748 -0.033611575 0.001129738
-0.003607103 0.008587268
-0.000124383
0%

Estimated Sigma 0.017207925

In percentage 2%
Dell Technologies
Portfolio
Microsoft(ri-ri~) Dell(ri-ri~) Google(ri-ri~) (r1-r1~)(r2-r2~)(r3-r3~)
0.0313877 -0.01649 -0.0509 0.000026345
-0.010721 0.003889 0.012868 -5.36518E-07
-0.006313 -0.01649 0.007624 7.9366884E-07
0.00844 0.000474 0.003925 1.5702198E-08
-0.035817 -0.00493 0.040523 7.1554626E-06
-0.006254 -0.00566 -0.00201 -7.114926E-08
-0.031934 0.018199 0.025615 -1.488659E-05
0.0003881 -0.00927 -0.01139 0.000000041
-0.013578 0.016189 0.01142 -2.510279E-06
0.0286108 0.008949 0.007638 1.9556186E-06
0.0350793 0.003398 -0.03865 -4.607059E-06
-0.009327 -0.01783 -0.00101 -0.000000168
-0.021532 -0.00565 0.021793 2.6512448E-06
0.0187673 -0.006 0.009314 -1.048792E-06
-0.000655 0.038982 -0.00047 0.000000012
0.0252643 0.030225 -0.02447 -1.868562E-05
0.019896 0.004569 -0.01322 -1.201762E-06
0.0018792 -0.00887 -0.00813 1.3551494E-07
-0.037871 0.010716 0.036393 -1.476921E-05
-0.001949 0.05886 0.016912 -1.940113E-06
-0.012557 0.004235 -0.015 7.9768343E-07
-0.002261 0.005779 -0.00952 1.2439136E-07
0.0084026 0.000219 -0.0043 -7.912728E-09
0.0093624 0.008447 0.039691 3.1389307E-06
0.0092756 0.018918 0.017589 3.0864439E-06
0.0091903 0.021651 -0.04836 -9.622633E-06
0.0091066 -0.04714 -0.02047 8.7874665E-06
0.0090245 0.011007 0.042969 4.2682256E-06
0.0089437 -0.03361 -0.0484 1.4548931E-05
3.8016421E-06

Portfolio Return

Weights Microsoft Dell Google

40% 30% 30%

40.1509500% 29.987600% 30.202300%