Financial Engineering Options & Portfolio Questions attached in spreadsheet Student Information You must insert your 10 digit student ID before starting

Financial Engineering Options & Portfolio Questions attached in spreadsheet Student Information

You must insert your 10 digit student ID before starting the assignment. Fall 2021 expected semi-annual rate 0.01499 Base numbers for stock stock prices Stock prices Daily rate of return Summary Statistics Table

Name Tom Frank annual risk free rate 0.02998 Date Stock A Stock B Stock C Stock D Stock E Stock A Stock B Stock C Stock D Stock E Stock A Stock B Stock C Stock D Stock E Stock A Stock B Stock C Stock D Stock E

10 digit student ID # 4529239482 notional amount 23730000 12/11/20 26.82 3.82 19.82 17.82 24.82 27.8 4.8 114.67 19.56 26.57 -0.54 -0.0194244604 -0.1875 -0.0054940263 -0.0260736196 -0.0154309371 Average Daily Rate Return 0.0012743057 0.0089350811 0.0000042462 0.0005809269 0.0005757706

Date 11/27/21 12/14/20 26.28 2.92 19.19 17.31 24.41 27.26 3.9 114.04 19.05 26.16 0.43 0.0157740279 0.0205128205 0.0051736233 0.0089238845 0.0217889908 Std. Dev. 0.0194573411 0.0514533029 0.005360654 0.0250139657 0.0198019628

Class IEE 512 12/15/20 26.71 3 19.78 17.48 24.98 27.69 3.98 114.63 19.22 26.73 -0.0137233658 -0.0653266332 -0.0047108087 -0.0041623309 0 Variance 0.0003785881 0.0026474424 0.0000287366 0.0006256985 0.0003921177

By downloading this assignment you agree to not share this exam with anyone. You also agree to completing this assignment without the assistance or of anyone unless you have received written approval from the instructor. You agree to not collaborate with anyone with this assignment You agree to not use another student’s assignment or materials to aid you with this assignment You understand that not following these rules, or any other rules identified in the ASU Academic Integrity Policy will result in a zero grade for this assignment a violation report to the Dean’s office, and likely suspension from ASU. Please teach each other the Excel functions and financial engineering functions. However, do not provide answers or assist others with their answers. Engineers must learn how to solve problems! This assignment is the property of Daniel R. McCarville and Arizona State University. It is copyright protected. 12/16/20 26.33 2.74 19.24 17.4 24.98 27.31 3.72 114.09 19.14 26.73 -0.0175759795 0.0134408602 -0.0022789026 0.0172413793 -0.0127197905 Semi-annual Avg Return 0.1605625221 1.1258202246 0.0005350244 0.0731967912 0.0725470945

17 12/17/20 25.85 2.79 18.98 17.73 24.64 26.83 3.77 113.83 19.47 26.39 0.0734252702 0.0079575597 -0.0014056048 0.0559835645 0.0068207654 Semi-annual Std Dev 0.2184081119 0.5775618921 0.0601731917 0.280781069 0.2222764808

Instructions: 12/18/20 27.82 2.82 18.82 18.82 24.82 28.8 3.8 113.67 20.56 26.57 -0.040625 -0.0763157895 -0.0023752969 -0.03307393 -0.0368837034

1. You must enter the information requested above. MCCA 12/21/20 26.65 2.53 18.55 18.14 23.84 27.63 3.51 113.4 19.88 25.59 -0.0152008686 -0.0028490028 0.0004409171 -0.0165995976 0.0042985541 Covariance Matrix

2. Include your entire 10 (ten) digit student ID number. Option Type Stock Price IV Strike Price Exp Vol Open Int 12/22/20 26.23 2.52 18.6 17.81 23.95 27.21 3.5 113.45 19.55 25.7 0.0077177508 0.02 0.0057293962 -0.0081841432 0 Stock A Stock B Stock C Stock D Stock E

3. Do not change the questions as I have typed them. Call 21.18 0.3632 20 May, 2021 3051 40421 12/23/20 26.44 2.59 19.25 17.65 23.95 27.42 3.57 114.1 19.39 25.7 -0.0167760759 0.0196078431 -0.0031551271 -0.0046415678 -0.0042801556 Stock A 0.0003770798 0.0002625401 0.0000394717 0.000145333 0.0001093076

4. Fill in all yellow boxes with the requested information and/or answer. Annual interest rate = 0.02998 Trading days per year = 252 12/24/20 25.98 2.66 18.89 17.56 23.84 26.96 3.64 113.74 19.3 25.59 -0.0118694362 -0.0137362637 0.0066819061 0.0259067358 -0.0203204377 Stock B 0.0002625401 0.0026368948 0.0000713178 0.0003279111 0.0003294576

5. To show your cash flow drawings, you must copy the drawings onto the Question Worksheet. 12/25/20 25.66 2.61 19.65 18.06 23.32 26.64 3.59 114.5 19.8 25.07 0.006006006 0.0027855153 0.0019213974 0.0212121212 0.0047865975 Stock C 0.0000394717 0.0000713178 0.0000286221 0.000029015 0.0000255924

6. Please show your Excel work in the same worksheet as the Question. ABCD 12/28/20 25.82 2.62 19.87 18.48 23.44 26.8 3.6 114.72 20.22 25.19 0 0.0055555556 0.0064504881 0.0079129575 0.0067487098 Stock D 0.000145333 0.0003279111 0.000029015 0.0006232057 0.0000810807

7. Data Analysis TookPak results such as Covariance Matrices or Regression Analysis can be inserted in a new worksheet. Option Type Stock Price IV Strike Price Exp Vol Open Int 12/29/20 25.82 2.64 20.61 18.64 23.61 26.8 3.62 115.46 20.38 25.36 -0.0078358209 0.0082872928 -0.0022518621 -0.0078508342 -0.0181388013 Stock E 0.0001093076 0.0003294576 0.0000255924 0.0000810807 0.0003905555

8. I do give some partial credit where enough detail is presented. 25.28 0.41521 24 May, 2021 4892 55057 12/30/20 25.61 2.67 20.35 18.48 23.15 26.59 3.65 115.2 20.22 24.9 0 0.0246575342 -0.0184027778 -0.0168150346 -0.0277108434

Annual interest rate 0.032978 Trading days per year 252 12/31/20 25.61 2.76 18.23 18.14 22.46 26.59 3.74 113.08 19.88 24.21 0.0060172997 -0.013368984 -0.0051291121 0.0211267606 -0.0024783147 Min Variance Markowitz’ Equations

Question Points Actual 1/1/21 25.77 2.71 17.65 18.56 22.4 26.75 3.69 112.5 20.3 24.15 -0.0059813084 -0.0243902439 -0.0026666667 0.0206896552 -0.0140786749 1 2 3 4 5 7 Y Matrix

1a 4 0 1/4/21 25.61 2.62 17.35 18.98 22.06 26.59 3.6 112.2 20.72 23.81 -0.0022564874 0.0222222222 0.0007130125 0.0077220077 -0.0025199496 1 0.0003770798 0.0002625401 0.0000394717 0.000145333 0.0001093076 -1 w1 0

1b 2 0 12/11/20 December 11 2020 1 January 1/5/21 25.55 2.7 17.43 19.14 22 26.53 3.68 112.28 20.88 23.75 0.0143234075 -0.0081521739 0.0030281439 0.0162835249 0.0046315789 2 0.0002625401 0.0026368948 0.0000713178 0.0003279111 0.0003294576 -1 w2 0

1c 2 0 11/27/21 November 27 2021 2 February 1/6/21 25.93 2.67 17.77 19.48 22.11 26.91 3.65 112.62 21.22 23.86 0.0602006689 -0.0246575342 0.0016870893 -0.0513666352 0.0339480302 3 0.0000394717 0.0000713178 0.0000286221 0.000029015 0.0000255924 -1 w3 0

1d 3 0 3 March 1/7/21 27.55 2.58 17.96 18.39 22.92 28.53 3.56 112.81 20.13 24.67 0.0245355766 0.0252808989 -0.0041662973 0.0248385494 0.0048642075 4 0.000145333 0.0003279111 0.000029015 0.0006232057 0.0000810807 -1 w4 0

2a 4 0 4 April 1/8/21 28.25 2.67 17.49 18.89 23.04 29.23 3.65 112.34 20.63 24.79 0.0126582278 0.0054794521 0.0011572014 -0.0038778478 0.0044372731 5 0.0001093076 0.0003294576 0.0000255924 0.0000810807 0.0003905555 -1 w5 0

2b 4 0 5 May 1/11/21 28.62 2.69 17.62 18.81 23.15 29.6 3.67 112.47 20.55 24.9 -0.0016891892 0.0544959128 0.0027562906 0.0082725061 -0.0092369478 7 1 1 1 1 1 0 λ2 1

3a 2 0 6 June 1/12/21 28.57 2.89 17.93 18.98 22.92 29.55 3.87 112.78 20.72 24.67 -0.0182741117 0.007751938 0.0025713779 0.0038610039 -0.014187272

3b 2 0 7 July 1/13/21 28.03 2.92 18.22 19.06 22.57 29.01 3.9 113.07 20.8 24.32 0.0130989314 0.0897435897 -0.0030954276 0.0201923077 0.0193256579 Inverse of Markowitz’ Equations Matrix

3c 2 0 8 August 1/14/21 28.41 3.27 17.87 19.48 23.04 29.39 4.25 112.72 21.22 24.79 -0.0275603947 -0.0447058824 -0.0016855926 -0.0117813384 -0.0258168616 3410.8890074 -141.4511720 -2270.6869684 -498.3724807 -500.3783862 -0.0322877

3d 2 0 9 September 1/15/21 27.6 3.08 17.68 19.23 22.4 28.58 4.06 112.53 20.97 24.15 0.0356892932 0.0049261084 0.0030214165 0.0157367668 0.019047619 -141.4511720 448.9253650 105.2272194 -143.6011948 -269.1002176 -0.0183914

3e 2 0 10 October 1/18/21 28.62 3.1 18.02 19.56 22.86 29.6 4.08 112.87 21.3 24.61 -0.0172297297 0 -0.00141756 -0.0197183099 -0.0231613165 -2270.6869684 105.2272194 5464.0569545 -1124.4357186 -2174.1614869 1.0139980

4a 4 0 11 November 1/19/21 28.11 3.1 17.86 19.14 22.29 29.09 4.08 112.71 20.88 24.04 -0.0192506016 -0.0196078431 -0.0032827611 -0.0038314176 0.0095673877 -498.3724807 -143.6011948 -1124.4357186 1841.5220098 -75.1126156 0.0105872

4b 7 0 12 December 1/20/21 27.55 3.02 17.49 19.06 22.52 28.53 4 112.34 20.8 24.27 -0.0115667718 -0.045 -0.0049848674 0.0442307692 -0.0049443758 -500.3783862 -269.1002176 -2174.1614869 -75.1126156 3018.7527064 0.0260939

5a 4 0 1/21/21 27.22 2.84 16.93 19.98 22.4 28.2 3.82 111.78 21.72 24.15 0.004964539 -0.0078534031 0.0042941492 -0.0078268877 -0.0045548654 0.0322877 0.0183914 -1.0139980 -0.0105872 -0.0260939 0.0000274

5b 6 0 Assume today is November 27, 2021. One year ago, on December 11, 2020, you created a 1/22/21 27.36 2.81 17.41 19.81 22.29 28.34 3.79 112.26 21.55 24.04 0.0112914608 -0.0052770449 0.0021378942 0.003712297 0.0070715474

Total 50 0 minimum variance portfolio based from the five stocks shown to the right. 1/25/21 27.68 2.79 17.65 19.89 22.46 28.66 3.77 112.5 21.63 24.21 0.0083740405 0.0954907162 0.0025777778 -0.0083217753 -0.0037174721 Solution = Matrix Multiplication of Inverse Markowitz’ Euqation Matrix and the single column of Y Matrix

The total value of the portfolio when you satrted on December 11, 2020, was 1/26/21 27.92 3.15 17.94 19.71 22.37 28.9 4.13 112.79 21.45 24.12 0.0114186851 0.0387409201 0.0024824896 -0.0051282051 0.0037313433 Weight Original Zero Neg Balanced

Comments: November 27, 2021, the last day. 1/27/21 28.25 3.31 18.22 19.6 22.46 29.23 4.29 113.07 21.34 24.21 -0.0379746835 0.1701631702 0.0084903157 0.0060918463 0.034283354 w1 -0.0322876747 0.257166651 0.257166651

1/28/21 27.14 4.04 19.18 19.73 23.29 28.12 5.02 114.03 21.47 25.04 -0.0181365576 0.0338645418 0.0045602035 0.0037261295 -0.0135782748 w2 -0.0183913678 0.0553136665 0.0553136665

1/29/21 26.63 4.21 19.7 19.81 22.95 27.61 5.19 114.55 21.55 24.7 0.0039840637 -0.0231213873 0.0158882584 0.0055684455 0.0024291498 w3 1.0139979572 0.0517399004 0.0517399004

Today Year 2021 2/1/21 26.74 4.09 21.52 19.93 23.01 27.72 5.07 116.37 21.67 24.76 0.0057720058 -0.0355029586 -0.0012030592 -0.0323027227 0.0056542811 w4 0.0105871759 0.2021376246 0.2021376246

Expiration 5/21/21 6 Friday verification = 6 2/2/21 26.9 3.91 21.38 19.23 23.15 27.88 4.89 116.23 20.97 24.9 0.0086083214 0.0593047035 0.0019788351 -0.0438721984 0.0116465863 w5 0.0260939093 0.3311896863 0.3311896863

Today 4/29/21 April 29 2021 2/3/21 27.14 4.2 21.61 18.31 23.44 28.12 5.18 116.46 20.05 25.19 -0.0046230441 -0.0212355212 0.0012021295 0.0872817955 0.0194521636 λ2 0.0000274117

Workdays 17 2/4/21 27.01 4.09 21.75 20.06 23.93 27.99 5.07 116.6 21.8 25.68 -0.0114326545 -0.0256410256 0.0008576329 -0.0036697248 0.0101246106

Assume today is April 29, 2021, before the market has opened. 2/5/21 26.69 3.96 21.85 19.98 24.19 27.67 4.94 116.7 21.72 25.94 -0.0050596314 0.0060728745 -0.0011139674 0.0170349908 0.0131071704 w1 -0.0322876747

Good Friday 2/8/21 26.55 3.99 21.72 20.35 24.53 27.53 4.97 116.57 22.09 26.28 -0.0156193244 -0.0060362173 -0.0013725658 -0.0226346763 0.0087519026 w2 -0.0183913678

4/19/19 2/9/21 26.12 3.96 21.56 19.85 24.76 27.1 4.94 116.41 21.59 26.51 0.0247232472 0.1518218623 0.0071299717 0.0037054192 0 w3 1.0139979572

4/10/20 2/10/21 26.79 4.71 22.39 19.93 24.76 27.77 5.69 117.24 21.67 26.51 -0.0165646381 -0.0193321617 0.0037529853 -0.055376096 -0.0203696718 w4 0.0105871759

4/2/21 2/11/21 26.33 4.6 22.83 18.73 24.22 27.31 5.58 117.68 20.47 25.97 -0.0018308312 -0.0268817204 0.0064581917 -0.0083048363 0.0065460146 w5 0.0260939093

4/15/22 2/12/21 26.28 4.45 23.59 18.56 24.39 27.26 5.43 118.44 20.3 26.14 0.0080704329 0.014732965 0.0060790274 -0.0162561576 -0.0153022188

4/7/23 2/15/21 26.5 4.53 24.31 18.23 23.99 27.48 5.51 119.16 19.97 25.74 0.0123726346 0.0090744102 0.000755287 -0.0065097646 0.0054390054 Total Value 1000000

3/29/24 2/16/21 26.84 4.58 24.4 18.1 24.13 27.82 5.56 119.25 19.84 25.88 -0.0607476636 -0.0251798561 -0.0080503145 -0.0040322581 -0.0135239567

4/18/25 2/17/21 25.15 4.44 23.44 18.02 23.78 26.13 5.42 118.29 19.76 25.53 -0.0126291619 -0.036900369 -0.00169076 -0.0313765182 -0.009009009

4/3/26 2/18/21 24.82 4.24 23.24 17.4 23.55 25.8 5.22 118.09 19.14 25.3 -0.0081395349 -0.0076628352 0.0022017106 -0.0047021944 -0.0122529644

3/26/27 2/19/21 24.61 4.2 23.5 17.31 23.24 25.59 5.18 118.35 19.05 24.99 0.0324345447 -0.0135135135 -0.0010139417 0.0545931759 0.0184073629

4/14/28 2/22/21 25.44 4.13 23.38 18.35 23.7 26.42 5.11 118.23 20.09 25.45 -0.0408781226 -0.0176125245 -0.007781443 0.0019910403 -0.0259332024

3/30/29 2/23/21 24.36 4.04 22.46 18.39 23.04 25.34 5.02 117.31 20.13 24.79 0.0599842147 0.1474103586 0.0173898218 0.0248385494 -0.0012101654

2/24/21 25.88 4.78 24.5 18.89 23.01 26.86 5.76 119.35 20.63 24.76 -0.0070737156 -0.0225694444 -0.0042731462 -0.0281143965 -0.0060581583

2/25/21 25.69 4.65 23.99 18.31 22.86 26.67 5.63 118.84 20.05 24.61 -0.0071241095 -0.0017761989 -0.0045439246 0.0354114713 0.0024380333

2/26/21 25.5 4.64 23.45 19.02 22.92 26.48 5.62 118.3 20.76 24.67 -0.0154833837 0.0160142349 -0.004057481 -0.0062620424 -0.0081070126

3/1/21 25.09 4.73 22.97 18.89 22.72 26.07 5.71 117.82 20.63 24.47 -0.0092059839 -0.0122591944 -0.0031403836 -0.0140571983 -0.0155292195

3/2/21 24.85 4.66 22.6 18.6 22.34 25.83 5.64 117.45 20.34 24.09 -0.008517228 0.0531914894 -0.0011919966 -0.0226155359 -0.0178497302

3/3/21 24.63 4.96 22.46 18.14 21.91 25.61 5.94 117.31 19.88 23.66 0.0285044904 0.0050505051 0.0061375842 0.0402414487 -0.0012679628

3/4/21 25.36 4.99 23.18 18.94 21.88 26.34 5.97 118.03 20.68 23.63 -0.0072133637 0.0150753769 -0.0026264509 0.0077369439 -0.0071942446

3/5/21 25.17 5.08 22.87 19.1 21.71 26.15 6.06 117.72 20.84 23.46 0.0126195029 0.0231023102 0.0016989467 0.0182341651 -0.0123614663

3/8/21 25.5 5.22 23.07 19.48 21.42 26.48 6.2 117.92 21.22 23.17 -0.0090634441 0.0725806452 -0.0000848033 -0.0136663525 0.0047475183

3/9/21 25.26 5.67 23.06 19.19 21.53 26.24 6.65 117.91 20.93 23.28 -0.0323932927 0.1488721805 0.0019506403 -0.021978022 -0.0073024055

3/10/21 24.41 6.66 23.29 18.73 21.36 25.39 7.64 118.14 20.47 23.11 0.0074832611 0.0340314136 -0.0005925174 -0.0288226673 0.0125486802

3/11/21 24.6 6.92 23.22 18.14 21.65 25.58 7.9 118.07 19.88 23.4 0.0148553557 -0.0227848101 -0.0020326925 -0.0040241449 0

3/12/21 24.98 6.74 22.98 18.06 21.65 25.96 7.72 117.83 19.8 23.4 0.0053929122 -0.0932642487 -0.0044980056 0.0191919192 -0.0136752137

3/15/21 25.12 6.02 22.45 18.44 21.33 26.1 7 117.3 20.18 23.08 0.0157088123 0.0528571429 0.0077578858 0.0019821606 0.0186308492

3/16/21 25.53 6.39 23.36 18.48 21.76 26.51 7.37 118.21 20.22 23.51 -0.0022632969 0.0040705563 -0.0007613569 0.046983185 0.0161633348

3/17/21 25.47 6.42 23.27 19.43 22.14 26.45 7.4 118.12 21.17 23.89 0.0268431002 0.0378378378 0.0019471724 -0.0018894662 0.0083717036

3/18/21 26.18 6.7 23.5 19.39 22.34 27.16 7.68 118.35 21.13 24.09 -0.0162002946 -0.046875 0.0056611745 -0.0212967345 0.0062266501

3/19/21 25.74 6.34 24.17 18.94 22.49 26.72 7.32 119.02 20.68 24.24 -0.0101047904 0.0136612022 -0.0072256764 -0.0101547389 0

3/22/21 25.47 6.44 23.31 18.73 22.49 26.45 7.42 118.16 20.47 24.24 -0.0173913043 -0.0242587601 -0.0051624915 0 -0.0144389439

3/23/21 25.01 6.26 22.7 18.73 22.14 25.99 7.24 117.55 20.47 23.89 0.0023085802 0.0013812155 -0.0016163335 0.0322423058 -0.0037672666

3/24/21 25.07 6.27 22.51 19.39 22.05 26.05 7.25 117.36 21.13 23.8 0.0030710173 0.0165517241 0.0019597819 0.0236630383 0.0147058824

3/25/21 25.15 6.39 22.74 19.89 22.4 26.13 7.37 117.59 21.63 24.15 0.0110983544 0.0664857531 -0.000340165 0.0097087379 -0.0082815735

3/26/21 25.44 6.88 22.7 20.1 22.2 26.42 7.86 117.55 21.84 23.95 0.0177895534 0.0038167939 0.0004253509 0.005952381 0.0025052192

3/29/21 25.91 6.91 22.75 20.23 22.26 26.89 7.89 117.6 21.97 24.01 0.0141316475 0.0038022814 0.0028911565 0.0318616295 -0.0133277801

3/30/21 26.29 6.94 23.09 20.93 21.94 27.27 7.92 117.94 22.67 23.69 -0.0073340667 -0.0429292929 -0.0034763439 -0.01102779 -0.010975095

3/31/21 26.09 6.6 22.68 20.68 21.68 27.07 7.58 117.53 22.42 23.43 0.0092353158 -0.0277044855 -0.0009359313 -0.0147190009 -0.0162185233

4/1/21 26.34 6.39 22.57 20.35 21.3 27.32 7.37 117.42 22.09 23.05 -0.0029282577 -0.0013568521 -0.0015329586 0.00769579 0.0026030369

4/2/21 26.26 6.38 22.39 20.52 21.36 27.24 7.36 117.24 22.26 23.11 -0.016886931 0.0081521739 -0.0106618901 -0.0058400719 0

4/5/21 25.8 6.44 21.14 20.39 21.36 26.78 7.42 115.99 22.13 23.11 -0.0063480209 -0.0444743935 -0.005517717 0.0641662901 0.0324534833

4/6/21 25.63 6.11 20.5 21.81 22.11 26.61 7.09 115.35 23.55 23.86 0.0135287486 0.0394922426 0.0021673169 0.0106157113 0.0171835708

4/7/21 25.99 6.39 20.75 22.06 22.52 26.97 7.37 115.6 23.8 24.27 0.0018539118 0.0312075984 -0.0024221453 -0.0298319328 -0.0024721879

4/8/21 26.04 6.62 20.47 21.35 22.46 27.02 7.6 115.32 23.09 24.21 -0.022945966 -0.0394736842 -0.0044224766 -0.0290168904 -0.0251961999

4/9/21 25.42 6.32 19.96 20.68 21.85 26.4 7.3 114.81 22.42 23.6 -0.0034090909 -0.0506849315 -0.0039195192 0.0057983943 -0.0012711864

4/12/21 25.33 5.95 19.51 20.81 21.82 26.31 6.93 114.36 22.55 23.57 -0.0193842645 -0.113997114 0.0006995453 -0.0314855876 -0.0280016971

4/13/21 24.82 5.16 19.59 20.1 21.16 25.8 6.14 114.44 21.84 22.91 -0.0104651163 0.0081433225 -0.0095246417 -0.0192307692 -0.0218245308

4/14/21 24.55 5.21 18.5 19.68 20.66 25.53 6.19 113.35 21.42 22.41 0.0148844497 0.0436187399 0.0026466696 0.0312791783 0.0040160643

4/15/21 24.93 5.48 18.8 20.35 20.75 25.91 6.46 113.65 22.09 22.5 0.0270165959 0.0433436533 0.0032556093 0.0113173382 0.0168888889

4/16/21 25.63 5.76 19.17 20.6 21.13 26.61 6.74 114.02 22.34 22.88 0.0187899286 0.0919881306 -0.0055253464 -0.0223813787 0.0087412587

4/19/21 26.13 6.38 18.54 20.1 21.33 27.11 7.36 113.39 21.84 23.08 -0.0051641461 -0.0258152174 0.0032630743 0.0096153846 -0.0264298094

4/20/21 25.99 6.19 18.91 20.31 20.72 26.97 7.17 113.76 22.05 22.47 -0.0022246941 -0.0153417015 -0.0050105485 -0.0172335601 0

4/21/21 25.93 6.08 18.34 19.93 20.72 26.91 7.06 113.19 21.67 22.47 0.0141211446 -0.0467422096 0.0024737168 0.0078449469 0.0195816644

4/22/21 26.31 5.75 18.62 20.1 21.16 27.29 6.73 113.47 21.84 22.91 -0.0348112862 -0.0460624071 -0.0028201287 -0.0283882784 0.0135312091

4/23/21 25.36 5.44 18.3 19.48 21.47 26.34 6.42 113.15 21.22 23.22 0.0258162491 0.0420560748 0.0064516129 0.0037700283 0.0163652024

4/26/21 26.04 5.71 19.03 19.56 21.85 27.02 6.69 113.88 21.3 23.6 0.0566247224 0.1136023916 0.0017562346 0.0450704225 -0.0072033898

4/27/21 27.57 6.47 19.23 20.52 21.68 28.55 7.45 114.08 22.26 23.43 0.0021015762 -0.0187919463 0.0006136045 -0.0017969452 0.0234741784

4/28/21 27.63 6.33 19.3 20.48 22.23 28.61 7.31 114.15 22.22 23.98 0.0171268787 0.0506155951 0.0039421813 -0.004050405 0.0120934112

4/29/21 28.12 6.7 19.75 20.39 22.52 29.1 7.68 114.6 22.13 24.27 0.0103092784 -0.01171875 -0.0013961606 0.0284681428 0.0020601566

4/30/21 28.42 6.61 19.59 21.02 22.57 29.4 7.59 114.44 22.76 24.32 -0.012244898 -0.0724637681 -0.0045438658 -0.0219683656 0.0049342105

5/3/21 28.06 6.06 19.07 20.52 22.69 29.04 7.04 113.92 22.26 24.44 0.0086088154 0.0980113636 0.0072858146 0.0651392633 0.0024549918

5/4/21 28.31 6.75 19.9 21.97 22.75 29.29 7.73 114.75 23.71 24.5 -0.0047797883 -0.0168175938 -0.0073202614 0.0021088148 -0.0012244898

5/5/21 28.17 6.62 19.06 22.02 22.72 29.15 7.6 113.91 23.76 24.47 0.002058319 0.0157894737 0.0009656747 0.0033670034 -0.0106252554

5/6/21 28.23 6.74 19.17 22.1 22.46 29.21 7.72 114.02 23.84 24.21 -0.0020540911 -0.0012953368 -0.0038589721 0.0016778523 -0.0123915737

5/7/21 28.17 6.73 18.73 22.14 22.16 29.15 7.71 113.58 23.88 23.91 0.0096054889 0.0881971466 -0.0023771791 0.0330820771 0

5/10/21 28.45 7.41 18.46 22.93 22.16 29.43 8.39 113.31 24.67 23.91 0.0149507305 -0.0059594756 -0.0019415762 -0.0218889339 -0.008364701

5/11/21 28.89 7.36 18.24 22.39 21.96 29.87 8.34 113.09 24.13 23.71 -0.0120522263 -0.0035971223 -0.0062781855 -0.017405719 -0.0231969633

5/12/21 28.53 7.33 17.53 21.97 21.41 29.51 8.31 112.38 23.71 23.16 -0.0176211454 0.0132370638 -0.0028474818 0.0021088148 0.0073402418

5/13/21 28.01 7.44 17.21 22.02 21.58 28.99 8.42 112.06 23.76 23.33 0.0151776475 -0.0225653207 0.0035695163 0.0382996633 -0.0072867553

5/14/21 28.45 7.25 17.61 22.93 21.41 29.43 8.23 112.46 24.67 23.16 0.0268433571 0.0024301337 -0.0064911969 -0.052290231 -0.0202936097

5/17/21 29.24 7.27 16.88 21.64 20.94 30.22 8.25 111.73 23.38 22.69 -0.0079417604 0.056969697 0.001879531 -0.0124037639 0.0193918026

5/18/21 29 7.74 17.09 21.35 21.38 29.98 8.72 111.94 23.09 23.13 0.0100066711 0.0366972477 0.003126675 -0.0090948463 0.0086467791

5/19/21 29.3 8.06 17.44 21.14 21.58 30.28 9.04 112.29 22.88 23.33 -0.0128797886 0.0088495575 -0.0026716538 -0.0109265734 0

5/20/21 28.91 8.14 17.14 20.89 21.58 29.89 9.12 111.99 22.63 23.33 -0.0143860823 -0.0087719298 0.0000892937 0.0035351304 -0.0085726532

5/21/21 28.48 8.06 17.15 20.97 21.38 29.46 9.04 112 22.71 23.13 0.0176510523 0.0907079646 0.003125 0.024218406 0.0263726762

5/24/21 29 8.88 17.5 21.52 21.99 29.98 9.86 112.35 23.26 23.74 -0.005670447 -0.0223123732 -0.0031152648 0.0232158212 0.0096882898

5/25/21 28.83 8.66 17.15 22.06 22.22 29.81 9.64 112 23.8 23.97 -0.0117410265 -0.0394190871 0.0051785714 -0.0176470588 -0.0025031289

5/26/21 28.48 8.28 17.73 21.64 22.16 29.46 9.26 112.58 23.38 23.91 -0.0010183299 -0.0442764579 0.0040859833 0.0106928999 -0.0020911752

5/27/21 28.45 7.87 18.19 21.89 22.11 29.43 8.85 113.04 23.63 23.86 -0.0149507305 0.0146892655 -0.0030077849 0.0016927634 0.0020955574

5/28/21 28.01 8 17.85 21.93 22.16 28.99 8.98 112.7 23.67 23.91 0.0093135564 -0.0289532294 -0.0026619343 -0.0105618927 -0.043496445

5/31/21 28.28 7.74 17.55 21.68 21.12 29.26 8.72 112.4 23.42 22.87 0.019822283 0.0080275229 0.0080960854 0.0230572161 0.0201136861

6/1/21 28.86 7.81 18.46 22.22 21.58 29.84 8.79 113.31 23.96 23.33 0.0063672922 0.0466439135 0.0029123643 0.0141903172 0.0150021432

6/2/21 29.05 8.22 18.79 22.56 21.93 30.03 9.2 113.64 24.3 23.68 0.001998002 0.0173913043 -0.0032558958 0 -0.0012668919

6/3/21 29.11 8.38 18.42 22.56 21.9 30.09 9.36 113.27 24.3 23.65 -0.0119641077 -0.0224358974 -0.0002648539 0.0065843621 -0.0046511628

6/4/21 28.75 8.17 18.39 22.72 21.79 29.73 9.15 113.24 24.46 23.54 0.0228725193 -0.0415300546 0.0025609325 -0.0134914146 0.020815633

6/7/21 29.43 7.79 18.68 22.39 22.28 30.41 8.77 113.53 24.13 24.03 -0.0052614272 -0.007981756 0.0014974016 0.007045172 -0.0158135664

6/8/21 29.27 7.72 18.85 22.56 21.9 30.25 8.7 113.7 24.3 23.65 0.0046280992 -0.0264367816 0.001055409 0.0065843621 -0.0012684989

6/9/21 29.41 7.49 18.97 22.72 21.87 30.39 8.47 113.82 24.46 23.62 0.0036196117 0.0023612751 0.0032507468 0.0118560916 0.0063505504

6/10/21 29.52 7.51 19.34 23.01 22.02 30.5 8.49 114.19 24.75 23.77 -0.0072131148 0.0482921084 0.0041159471 -0.0016161616 -0.0037862852

6/11/21 29.3 7.92 19.81 22.97 21.93 30.28 8.9 114.66 24.71 23.68 0.0270805812 0.0370786517 0.0043607186 0.018615945 0.0097128378

6/14/21 30.12 8.25 20.31 23.43 22.16 31.1 9.23 115.16 25.17 23.91 0.0096463023 -0.0162513543 0.0069468565 -0.0230433055 0.0184023421

6/15/21 30.42 8.1 21.11 22.85 22.6 31.4 9.08 115.96 24.59 24.35 -0.0105095541 -0.0154185022 0.002587099 0.0203334689 0

6/16/21 30.09 7.96 21.41 23.35 22.6 31.07 8.94 116.26 25.09 24.35 0.0016092694 -0.0201342282 -0.0022363668 -0.0099641291 -0.0012320329

6/17/21 30.14 7.78 21.15 23.1 22.57 31.12 8.76 116 24.84 24.32 0.0125321337 0.0342465753 -0.0005172414 0.0249597424 0.0287828947

6/18/21 30.53 8.08 21.09 23.72 23.27 31.51 9.06 115.94 25.46 25.02 -0.0079339892 0.0066225166 -0.0025012938 0.0082482325 0.0035971223

6/21/21 30.28 8.14 20.8 23.93 23.36 31.26 9.12 115.65 25.67 25.11 0.0115163148 0 -0.0000864678 -0.0112972341 0.0183193947

6/22/21 30.64 8.14 20.79 23.64 23.82 31.62 9.12 115.64 25.38 25.57 -0.0069576218 -0.0054824561 -0.002594258 -0.0228526399 0.0332420806

6/23/21 30.42 8.09 20.49 23.06 24.67 31.4 9.07 115.34 24.8 26.42 0.0060509554 -0.006615215 0.0017340038 0.0318548387 -0.0143830431

6/24/21 30.61 8.03 20.69 23.85 24.29 31.59 9.01 115.54 25.59 26.04 0.0079138968 -0.0011098779 0.0152328198 0.021101993 0.0134408602

6/25/21 30.86 8.02 22.45 24.39 24.64 31.84 9 117.3 26.13 26.39 0.0270100503 -0.0122222222 0.0049445865 -0.0015308075 -0.0011367942

6/28/21 31.72 7.91 23.03 24.35 24.61 32.7 8.89 117.88 26.09 26.36 0.0149847095 -0.0247469066 -0.0037326094 -0.004982752 -0.0178300455

6/29/21 32.21 7.69 22.59 24.22 24.14 33.19 8.67 117.44 25.96 25.89 0.0150647785 0.0034602076 0.0034059946 0.0127118644 0.0135187331

6/30/21 32.71 7.72 22.99 24.55 24.49 33.69 8.7 117.84 26.29 26.24 0.0014841199 0.091954023 -0.0035641548 0.0034233549 0.0266768293

7/1/21 32.76 8.52 22.57 24.64 25.19 33.74 9.5 117.42 26.38 26.94 0.0017783047 0.0631578947 -0.0145631068 0 -0.0051967335

7/2/21 32.82 9.12 20.86 24.64 25.05 33.8 10.1 115.71 26.38 26.8 -0.0156804734 -0.0168316832 0.0024198427 -0.0253980288 0.0052238806

7/5/21 32.29 8.95 21.14 23.97 25.19 33.27 9.93 115.99 25.71 26.94 -0.0138262699 0.0463242699 -0.0229330115 0.0015558149 -0.007423905

7/6/21 31.83 9.41 18.48 24.01 24.99 32.81 10.39 113.33 25.75 26.74 0.021639744 0.0635226179 0.0054707491 0.0178640777 0.0063575168

7/7/21 32.54 10.07 19.1 24.47 25.16 33.52 11.05 113.95 26.21 26.91 0.004176611 0.0823529412 -0.0064940763 -0.0045784052 0.005574136

7/8/21 32.68 10.98 18.36 24.35 25.31 33.66 11.96 113.21 26.09 27.06 0.0237670826 -0.0610367893 0.0028266054 0.0095822154 0.0314116778

7/9/21 33.48 10.25 18.68 24.6 26.16 34.46 11.23 113.53 26.34 27.91 -0.0113174695 0.0151380232 0.0005284947 -0.0129081245 -0.0222142601

7/12/21 33.09 10.42 18.74 24.26 25.54 34.07 11.4 113.59 26 27.29 -0.0032286469 0.0175438596 0.0022889339 -0.0061538462 -0.0278490289

7/13/21 32.98 10.62 19 24.1 24.78 33.96 11.6 113.85 25.84 26.53 0.0023557126 -0.0120689655 -0.002020202 0.0061919505 -0.0086694308

7/14/21 33.06 10.48 18.77 24.26 24.55 34.04 11.46 113.62 26 26.3 -0.0032314924 0.0261780105 0.000528076 0.0111538462 -0.0011406844

7/15/21 32.95 10.78 18.83 24.55 24.52 33.93 11.76 113.68 26.29 26.27 -0.0079575597 -0.0340136054 -0.0041344124 0.0174971472 -0.0167491435

7/16/21 32.68 10.38 18.36 25.01 24.08 33.66 11.36 113.21 26.75 25.83 -0.0041592395 0.0413732394 -0.0014133027 0.0358878505 0.0181958962

7/19/21 32.54 10.85 18.2 25.97 24.55 33.52 11.83 113.05 27.71 26.3 -0.0089498807 0.0152155537 0.0035382574 -0.0241789968 0.0087452471

7/20/21 32.24 11.03 18.6 25.3 24.78 33.22 12.01 113.45 27.04 26.53 -0.0066225166 0.0074937552 0.004583517 -0.0029585799 0.0418394271

7/21/21 32.02 11.12 19.12 25.22 25.89 33 12.1 113.97 26.96 27.64 -0.0157575758 0.0173553719 0.0014916206 0 0.0340086831

7/22/21 31.5 11.33 19.29 25.22 26.83 32.48 12.31 114.14 26.96 28.58 0.0252463054 0.0731112916 -0.002978798 -0.006305638 0.066480056

7/23/21 32.32 …

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