I want a word document within everything is explained there. For example, where the data stocks are...

Question

I want a word document within everything is explained there. For example, where the data stocks are from ? how things are calculated otherwise the rest details is in attachments.

Remise du travail Le travail doit-être remis par voie électronique en format Word accompagnées des fichiers de calculs (Excel ou autres) ainsi que des références utilisées. Partie I : Nous avons couvert dans le cadre du cours différents sujets et modèles. Nous avons principalement couvert les techniques pour déterminer la frontière efficiente par optimisation sous contrainte d’égalité (EGBG, ch.6), par des techniques simplifiées recourant au MEDAF(CAPM) et au modèle de corrélation constante (EGBG, ch.9). En choisissant 10 titres, un Indice boursier adéquat et le taux sans risque (Réserve Fédéral aux États-Unis) : · Obtenir les données mensuelles du rendement total de l'indice pour les marchés boursiers États-uniens ou canadiens, pour la période de 5 ans de janvier 2015 à décembre 2019 ; · Obtenir les données mensuelles du rendement total pour au moins dix actions Etats-Uniennes ou canadiennes, pour la période de 5 ans de janvier 2015 à décembre 2019 : · Obtenir les données mensuelles du rendement des Bons du Trésor Etats-Uniens ou canadien, pour la période de 5 ans de janvier 2015 à décembre 2019 : · Construire le portefeuille optimal selon les techniques présentées en cours (EGBG, ch.6) sans contrainte d’inégalité ; (Utiliser le calcul matriciel sur Excel). Partie II : · Déterminer les coefficients alpha et Béta de chacun des 10 titres selon le modèle à un seul indice (Single index model) ; · Construire le portefeuille optimal selon les techniques présentées en cours (EGBG, ch.9) sans contrainte d’inégalité ; (Utiliser le point de rupture (cut-off rate avec ventes à découvert permise selon la définition de Lintner)) · Construire le portefeuille optimal selon les techniques présentées en cours (EGBG, ch.9) sans contrainte d’inégalité ; (Utiliser le modèle à corrélation constante pour déterminer le cut-off rate, en supposant un coefficient de corrélation de 0.6) ; · Déterminer les coefficients alpha et Béta de chacun des 10 titres selon le modèle du MédAF (CAPM) ; · Effectuer des tests de significativité statistiques des coefficients alpha et beta ; · Déterminer les coefficients alpha et Béta de chacun des 10 titres selon le modèle de Fama-French à trois Facteur ; · Effectuer des tests de significativité statistiques des coefficients alpha et beta ; N.B. : Pour effectuer une régression simple sur Excel, allez dans : Fichier|Options|Complémets|Atteindre|Analysis Toolpack Submission of the work : (ENGLISH VERSION) The work must be submitted electronically in Word format together with the calculation files (Excel or other) and the references used. Part I: In the course we have covered different topics and models. We have mainly covered techniques for determining the efficient frontier by equality constrained optimization (EGBG, ch.6), by simplified techniques using CAPM and the constant correlation model (EGBG, ch.9). By choosing 10 stocks, a suitable stock index and the risk-free rate (Federal Reserve in the US): - Obtain monthly data on the total return of the index for the US or Canadian stock markets, for the 5-year period from January 2015 to December 2019; - Obtain monthly total return data for at least ten US or Canadian stocks, for the 5-year period January 2015 to December 2019: - Obtain monthly total return data for at least ten U.S. or Canadian Treasury Bills, for the 5-year period from January 2015 to December 2019: - Construct the optimal portfolio according to the techniques presented in class (EGBG, ch.6) without inequality constraint; (Use matrix calculation on Excel). Part II: - Determine the alpha and beta coefficients of each of the 10 stocks according to the single index model; - Construct the optimal portfolio according to the techniques presented in class (EGBG, ch.9) without inequality constraint; (Use the cut-off rate with short sales allowed according to Lintner's definition) - Construct the optimal portfolio according to the techniques presented in class (EGBG, ch.9) without inequality constraints; (Use the constant correlation model to determine the cut-off rate, assuming a correlation coefficient of 0.6); - Determine the alpha and beta coefficients for each of the 10 stocks using the CAPM; - Perform statistical significance tests of the alpha and beta coefficients; - Determine the alpha and beta coefficients of each of the 10 stocks according to the Fama-French three-factor model; - Perform statistical significance tests of the alpha and beta coefficients; N.B: To perform a simple regression in Excel, go to : File|Options|Complete|Attach|Analysis Toolpack

travail-de-session-theorie-v4pu1urd.docx

Himanshu · Accepted Answer

Efficient Portfolio
	Date	GILD	Walmart	Apple	Amazon	MSFT	TSLA	NFLX	NVIDIA	AliBABA	GM	S&P	Riskfree	Monthly Returns	GILD	Walmart	Apple	Amazon	MSFT	TSLA	NFLX	NVIDIA	AliBABA	GM	S&P
	12/1/19	61.167389	115.882935	72.675339	1847.839966	155.688324	83.666	323.570007	234.912384	212.100006	35.775085	3230.78	1.92%		-3.4%	-0.2%	10.2%	2.6%	4.5%	26.8%	2.8%	8.6%	6.1%	1.7%	2.9%
	11/1/19	63.294785	116.126724	65.943619	1800.800049	148.942123	65.987999	314.660004	216.223419	200	35.18861	3140.98	1.77%		5.5%	1.6%	7.4%	1.4%	5.6%	4.8%	9.5%	7.8%	13.2%	-3.1%	3.4%																	Sources Yahoo Finance																																															Part 2
	10/1/19	59.971909	114.342262	61.381241	1776.660034	141.061111	62.984001	287.410004	200.540878	176.669998	36.322464	3037.56	1.69%		1.5%	-1.2%	11.1%	2.3%	3.1%	30.7%	7.4%	15.5%	5.6%	0.1%	2.0%				GILD	Walmart	Apple	Amazon	MSFT	TSLA	NFLX	NVIDIA	AliBABA	GM	S&P	Risk Free
	9/1/19	59.109177	115.726929	55.264339	1735.910034	136.791	48.174	267.619995	173.655121	167.229996	36.271202	2976.74	1.67%		-0.3%	4.4%	7.7%	-2.3%	1.2%	6.8%	-8.9%	4.0%	-4.5%	1.1%	1.7%			Returns	-0.4%	0.9%	2.0%	3.2%	2.7%	2.0%	3.5%	5.2%	2.0%	0.8%	0.9%			Monthly Return																																																	GILD	Walmart	Apple	Amazon	MSFT	TSLA	NFLX	NVIDIA	AliBABA	GM
	8/1/19	59.258392	110.871162	51.311405	1776.290039	135.189682	45.122002	293.75	166.94548	175.029999	35.89378	2926.46	1.50%		-3.0%	3.5%	-2.0%	-4.8%	1.2%	-6.6%	-9.1%	-0.7%	1.1%	-8.1%	-1.8%			Annualized	-4%	12%	27%	45%	37%	26%	51%	83%	27%	10%	11%	2.24%		(1+rate)^12-1																																																Alpha	-17.62%	5.97%	13.20%	28.84%	24.98%	18.54%	35.53%	62.86%	5.48%	-4.56%
	7/1/19	61.104969	107.106216	52.368397	1866.780029	133.630493	48.321999	322.98999	168.151382	173.110001	39.03896	2980.38	2.01%		-2.1%	-0.1%	7.6%	-1.4%	1.7%	8.1%	-12.1%	2.7%	2.2%	5.8%	1.3%			Risks	7%	5%	8%	8%	6%	12%	12%	12%	11%	7%	3%																																																			Beta	1.23	0.37	1.29	1.60	1.16	0.61	1.47	2.02	2.21	1.41
	6/1/19	62.41309	107.212967	48.65168	1893.630005	131.365234	44.692001	367.320007	163.676529	169.449997	36.891991	2941.76	2.01%		8.5%	9.5%	13.5%	6.7%	8.7%	20.7%	7.0%	21.4%	13.5%	15.6%	6.9%			Annualized	23%	18%	26%	28%	20%	42%	41%	43%	37%	26%	12%
	5/1/19	57.507626	97.911255	42.869724	1775.069946	120.837059	37.032001	343.279999	134.849594	149.259995	31.922632	2752.06	2.13%		-4.3%	-1.4%	-12.8%	-7.9%	-5.3%	-22.4%	-7.4%	-25.2%	-19.6%	-14.4%	-6.6%			Beta	1.23	0.37	1.29	1.60	1.16	0.61	1.47	2.02	2.21	1.41				Slope Function				Second Portfolio
	4/1/19	60.085079	99.262558	49.138439	1926.52002	127.598007	47.737999	370.540009	180.184357	185.570007	37.29414	2945.83	2.50%		1.0%	6.0%	5.6%	8.2%	10.7%	-14.7%	3.9%	0.8%	1.7%	6.0%	3.9%			E(Return)	13.14%	5.53%	13.66%	16.39%	12.48%	7.60%	15.20%	20.12%	21.73%	14.67%				CAPM
	3/1/19	59.481907	93.633453	46.513416	1780.75	115.228996	55.972	356.559998	178.750839	182.449997	35.17371	2834.4	2.41%		-0.0%	-1.5%	10.2%	8.6%	5.7%	-12.5%	-0.4%	16.5%	-0.3%	-6.0%	1.8%
	2/1/19	59.491051	95.035126	42.218506	1639.829956	108.989388	63.976002	358.100006	153.406769	183.029999	37.430138	2784.49	2.72%		-7.1%	3.3%	4.0%	-4.6%	7.3%	4.2%	5.5%	7.3%	8.6%	1.2%	3.0%																			1	2	3	4	5	6	7	8	9	10
	1/1/19	64.05674	92.001373	40.582428	1718.72998	101.595657	61.403999	339.5	142.95488	168.490005	36.994022	2704.1	2.63%		12.9%	3.4%	5.5%	14.4%	2.8%	-7.7%	26.8%	7.7%	22.9%	17.9%	7.9%		Part 1																Inverse	GILD	Walmart	Apple	Amazon	MSFT	TSLA	NFLX	NVIDIA	AliBABA	GM
	12/1/18	56.752338	88.943085	38.46114	1501.969971	98.813278	66.559998	267.660004	132.761597	137.070007	31.383244	2506.85	2.69%		-13.1%	-4.6%	-11.4%	-11.1%	-8.0%	-5.0%	-6.5%	-18.2%	-14.8%	-11.9%	-9.2%				1	2	3	4	5	6	7	8	9	10				1	GILD	37.921103902	-3.5732435975	1.5597895472	-6.7687505954	5.1937593232	-1.6662340023	-3.5309879408	1.8969599008	-14.4520069258	1.9754126887
	11/1/18	65.272011	93.239861	43.391079	1690.170044	107.41629	70.096001	286.130005	162.363571	160.860001	35.605202	2760.17	2.99%		5.5%	-2.6%	-18.4%	5.8%	3.8%	3.9%	-5.2%	-22.5%	13.1%	3.7%	1.8%			Covariance	GILD	Walmart	Apple	Amazon	MSFT	TSLA	NFLX	NVIDIA	AliBABA	GM				2	Walmart	-3.5732435975	33.341786633	-1.8573173386	-0.9575892926	-6.3373475259	-1.0109879251	3.00744861	-1.1926217306	4.2661587238	-0.2387696569
	10/1/18	61.860504	95.751068	53.178249	1598.01001	103.464081	67.463997	301.779999	209.4543	142.279999	34.329227	2711.74	3.15%		-11.0%	6.8%	-3.0%	-20.2%	-6.6%	27.4%	-19.3%	-25.0%	-13.6%	9.9%	-6.9%		1	GILD	0.0537180609	0.0010587028	0.0130908609	0.0334229787	0.0165867439	0.0167716829	0.0413304297	0.0227270614	0.056850124	0.0196257502				3	Apple	1.5597895472	-1.8573173386	25.05026748	1.5893635778	-9.1164009946	-2.3173342751	0.2002992989	-5.5601918075	-1.9706767158	-2.1744274147
	9/1/18	69.513733	89.668762	54.849937	2003	110.787262	52.953999	374.130005	279.186279	164.759995	31.249489	2913.98	3.07%		2.0%	-1.5%	-0.5%	-0.5%	2.2%	-12.2%	1.8%	0.2%	-5.9%	-6.6%	0.4%		2	Walmart	0.0010587028	0.0326938699	0.0065872397	0.0030744105	0.0052757203	0.0061118679	-0.0029399445	0.0089249598	-0.00271991	0.0017084113				4	Amazon	-6.7687505954	-0.9575892926	1.5893635778	29.3034858819	-13.5913017387	1.1204626681	-5.6872919575	-2.6386255384	-2.7718444729	1.2051289512
	8/1/18	68.181236	91.002144	55.115868	2012.709961	108.394028	60.332001	367.679993	278.696014	175.009995	33.458393	2901.52	2.86%		-2.7%	7.4%	19.6%	13.2%	5.9%	1.2%	9.0%	14.6%	-6.5%	-4.9%	3.0%		3	Apple	0.0130908609	0.0065872397	0.0698180334	0.0259568891	0.0274147227	0.0279587843	0.0338826779	0.0639045243	0.0385569485	0.0272109647				5	MSFT	5.1937593232	-6.3373475259	-9.1164009946	-13.5913017387	53.6228361908	1.1504274212	-4.6464745825	-1.1313947033	-5.732026732	-3.2502372078
	7/1/18	70.071922	84.70813	46.07476	1777.439941	102.363037	59.627998	337.450012	243.129242	187.229996	35.184685	2816.29	2.96%		10.8%	4.2%	2.8%	4.6%	7.6%	-13.1%	-13.8%	3.4%	0.9%	-2.9%	3.6%		4	Amazon	0.0334229787	0.0030744105	0.0259568891	0.0806741433	0.0366790511	0.0105220513	0.0717564863	0.0571914208	0.0570470082	0.0230232847				6	TSLA	-1.6662340023	-1.0109879251	-2.3173342751	1.1204626681	1.1504274212	6.3756154377	-1.4576745071	0.3865875117	0.9011479652	-2.15623898
	6/1/18	63.268726	81.309555	44.820538	1699.800049	95.154778	68.589996	391.429993	235.225494	185.529999	36.251255	2718.37	2.86%		5.1%	4.4%	-0.6%	4.3%	0.2%	20.4%	11.3%	-6.0%	-6.3%	-7.7%	0.5%		5	MSFT	0.0165867439	0.0052757203	0.0274147227	0.0366790511	0.0416378069	0.0100452394	0.0434035047	0.0435358874	0.0398293328	0.0213323168				7	NFLX	-3.5309879408	3.00744861	0.2002992989	-5.6872919575	-4.6464745825	-1.4576745071	10.6251486036	-1.633866844	0.7268893216	1.6377872766
	5/1/18	60.196384	77.866592	45.072868	1629.619995	94.965103	56.945999	351.600006	250.252655	198.009995	39.287521	2705.27	2.86%		-6.7%	-6.7%	13.1%	4.1%	5.7%	-3.1%	12.5%	12.1%	10.9%	16.2%	2.2%		6	TSLA	0.0167716829	0.0061118679	0.0279587843	0.0105220513	0.0100452394	0.1810217636	0.0366238582	0.0239686251	0.020900282	0.0247055945				8	NVIDIA	1.8969599008	-1.1926217306	-5.5601918075	-2.6386255384	-1.1313947033	0.3865875117	-1.633866844	9.259089491	-0.5222841817	-2.0681542244
	4/1/18	64.510178	83.451408	39.860565	1566.130005	89.853653	58.779999	312.459991	223.172302	178.539993	33.803837	2648.05	2.96%		-3.5%	0.0%	-1.5%	8.2%	2.5%	10.4%	5.8%	-2.9%	-2.7%	2.1%	0.3%		7	NFLX	0.0413304297	-0.0029399445	0.0338826779	0.0717564863	0.0434035047	0.0366238582	0.1742986695	0.0750299114	0.0609891097	0.0228714832				9	AliBABA	-14.4520069258	4.2661587238	-1.9706767158	-2.7718444729	-5.732026732	0.9011479652	0.7268893216	-0.5222841817	20.0839872199	-9.6673800876
	3/1/18	66.859207	83.435097	40.468391	1447.339966	87.691879	53.226002	295.350006	229.810913	183.539993	33.09914	2640.87	2.74%		-4.2%	-1.2%	-5.4%	-4.3%	-2.2%	-22.4%	1.4%	-4.2%	-1.4%	-7.6%	-2.7%		8	NVIDIA	0.0227270614	0.0089249598	0.0639045243	0.0571914208	0.0435358874	0.0239686251	0.0750299114	0.1898790904	0.0628897289	0.0429958558				10	GM	1.9754126887	-0.2387696569	-2.1744274147	1.2051289512	-3.2502372078	-2.15623898	1.6377872766	-2.0681542244	-9.6673800876	25.543102787
	2/1/18	69.821266	84.410393	42.78793	1512.449951	89.672646	68.612	291.380005	239.99176	186.139999	35.840702	2713.83	2.86%		-6.1%	-15.6%	6.4%	4.2%	-1.3%	-3.2%	7.8%	-1.5%	-8.9%	-7.2%	-3.9%		9	AliBABA	0.056850124	-0.00271991	0.0385569485	0.0570470082	0.0398293328	0.020900282	0.0609891097	0.0628897289	0.1403779808	0.0573119467
	1/1/18	74.317566	99.968307	40.21999	1450.890015	90.858444	70.862	270.299988	243.760269	204.289993	38.627808	2823.81	2.71%		17.8%	8.5%	-1.1%	24.1%	11.1%	13.8%	40.8%	27.0%	18.5%	4.4%	5.6%		10	GM	0.0196257502	0.0017084113	0.0272109647	0.0230232847	0.0213323168	0.0247055945	0.0228714832	0.0429958558	0.0573119467	0.0673836409
	12/1/17	63.102116	92.121178	40.652374	1169.469971	81.802261	62.27	191.960007	191.894287	172.429993	36.99786	2673.61	2.41%		-4.2%	1.6%	-1.2%	-0.6%	2.1%	0.8%	2.3%	-3.5%	-2.6%	-4.9%	1.0%																		e-vector	1	1	1	1	1	1	1	1	1	1
	11/1/17	65.867905	90.703224	41.133884	1176.75	80.08989	61.77	187.580002	198.90625	177.080002	38.893333	2647.58	2.42%		-0.2%	11.4%	1.7%	6.5%	1.2%	-6.8%	-4.5%	-2.9%	-4.2%	0.3%	2.8%			Without short sale												1st Portfolio			r-vector	13.14%	5.53%	13.66%	16.39%	12.48%	7.60%	15.20%	20.12%	21.73%	14.67%
	10/1/17	66.026443	81.449112	40.461285	1105.280029	79.147881	66.306	196.429993	204.951401	184.889999	38.794048	2575.26	2.38%		-6.9%	11.7%	9.7%	15.0%	11.7%	-2.8%	8.3%	15.7%	7.1%	7.5%	2.2%			Portfolio	GILD	Walmart	Apple	Amazon	MSFT	TSLA	NFLX	NVIDIA	AliBABA	GM	Total
	9/1/17	70.920776	72.894676	36.890041	961.349976	70.879135	68.220001	181.350006	177.163422	172.710007	36.079601	2519.36	2.34%		-3.2%	0.7%	-5.7%	-2.0%	0.2%	-4.2%	3.8%	5.6%	0.6%	10.5%	1.9%			Weight	22%	20%	11%	11%	15%	0%	0%	2%	1%	19%	100%	Solver Function			h-vector	18.5558023003	25.4475168994	5.4033713576	0.8030374835	16.1618394502	1.3257713143	-0.7587227212	-3.2045021265	-9.1380358854	10.806224132
	8/1/17	73.275467	72.374138	39.101368	980.599976	70.768509	71.18	174.710007	167.769592	171.740005	32.648556	2471.65	2.12%		10.0%	-2.4%	10.3%	-0.7%	2.8%	10.0%	-3.8%	4.3%	10.8%	1.6%	0.1%																		g-vector	1.4043449977	1.2063283969	0.6351613363	0.6461614351	0.9823487336	-0.0439337468	-0.2091142941	0.0774123349	-0.0814792849	1.0563859761
	7/1/17	66.605301	74.154053	35.460644	987.780029	68.809288	64.694	181.660004	160.907867	154.949997	32.148197	2470.3	2.30%		8.4%	5.7%	3.3%	2.0%	5.5%	-10.5%	21.6%	12.4%	10.0%	4.2%	1.9%
	6/1/17	61.462681	70.158508	34.337669	968	65.241043	72.321999	149.410004	143.134842	140.899994	30.865555	2423.41	2.30%		9.1%	-3.1%	-5.3%	-2.7%	-0.7%	6.0%	-8.4%	0.3%	15.1%	2.9%	0.5%			Return	12.41%
	5/1/17	56.34803	72.381096	36.27177	994.619995	65.725601	68.202003	163.070007	142.776566	122.459999	29.981922	2411.8	2.21%		-5.3%	4.5%	6.3%	7.5%	2.0%	8.6%	7.1%	38.4%	6.0%	-2.0%	1.2%			Risk	15.09%														alpha 	65.40
	4/1/17	59.526226	69.231682	34.108673	924.98999	64.42691	62.813999	152.199997	103.163094	115.5	30.609301	2384.2	2.29%		1.7%	5.1%	-0.0%	4.3%	3.9%	12.9%	3.0%	-4.3%	7.1%	-1.0%	0.9%																		beta	5.67
	3/1/17	58.528805	65.892448	34.111042	886.539978	61.980083	55.66	147.809998	107.74263	107.830002	30.929071	2362.72	2.39%		-3.6%	1.6%	5.3%	4.9%	3.6%	11.3%	4.0%	7.5%	4.8%	-4.0%	-0.0%			Theta	5														gamma	0.6843426376
	2/1/17	60.734848	64.841156	32.386887	845.039978	59.848015	49.998001	142.130005	100.247314	102.900002	32.223614	2363.64	2.40%		-2.7%	6.3%	12.9%	2.6%	-1.0%	-0.8%	1.0%	-7.1%	1.6%	0.6%	3.7%			Utility	6.7%														delta	12.5676667916
	1/1/17	62.432468	61.010853	28.689308	823.47998	60.474731	50.386002	140.710007	107.853775	101.309998	32.022434	2278.87	2.47%		1.8%	-2.8%	4.8%	9.8%	4.0%	17.9%	13.7%	2.3%	15.4%	6.2%	1.8%
	12/1/16	61.313839	62.737526	27.381918	749.869995	58.126839	42.737999	123.800003	105.443413	87.809998	30.147202	2238.83	2.45%		-2.8%	-1.9%	5.3%	-0.1%	3.8%	12.8%	5.8%	15.9%	-6.6%	0.9%	1.8%
	11/1/16	63.103329	63.926575	25.995438	750.570007	55.990009	37.880001	117	90.943855	94.019997	29.878952	2198.81	2.39%		0.1%	0.6%	-2.7%	-5.0%	0.6%	-4.2%	-6.3%	29.6%	-7.5%	9.3%	3.4%																			GILD	Walmart	Apple	Amazon	MSFT	TSLA	NFLX	NVIDIA	AliBABA	GM
	10/1/16	63.0434	63.55442	26.705769	789.820007	55.674103	39.546001	124.870003	70.190536	101.690002	27.343615	2126.15	1.83%		-6.4%	-2.9%	0.4%	-5.7%	4.0%	-3.1%	26.7%	3.9%	-3.9%	0.7%	-1.9%																		MVP	28%	39%	8%	1%	25%	2%	-1%	-5%	-14%	17%
	9/1/16	67.336151	65.46051	26.590519	837.309998	53.518501	40.806	98.550003	67.586494	105.790001	27.16548	2168.27	1.60%		0.9%	1.6%	7.1%	8.9%	0.9%	-3.8%	1.1%	11.9%	8.8%	-0.5%	-0.1%
	8/1/16	66.706367	64.402435	24.821346	769.159973	53.057735	42.402	97.449997	60.393021	97.190002	27.293745	2170.95	1.58%		-1.4%	-2.1%	1.8%	1.4%	1.4%	-9.7%	6.8%	7.4%	17.8%	1.2%	-0.1%																		MVP Returns	8.67%	8.67%
	7/1/16	67.634003	65.7817	24.379189	758.809998	52.337479	46.958	91.25	56.218475	82.480003	26.968822	2173.6	1.45%		-4.2%	-0.1%	9.0%	6.0%	10.8%	10.6%	-0.3%	21.5%	3.7%	12.9%	3.6%																		Risk	12.37%	12.37%
	6/1/16	70.598389	65.826782	22.364946	715.619995	47.24963	42.456001	91.480003	46.284256	79.529999	23.894218	2098.86	1.48%		-4.2%	3.9%	-3.7%	-1.0%	-2.8%	-4.9%	-10.8%	0.9%	-3.0%	-9.5%	0.1%
	5/1/16	73.678925	63.34367	23.220165	722.789978	48.599503	44.646	102.57	45.879593	82	26.410284	2096.95	1.85%		-1.3%	5.8%	6.5%	9.6%	6.3%	-7.3%	13.9%	31.5%	6.6%	-1.6%	1.5%																		EPF function	Risk 	Return
	4/1/16	74.652184	59.844471	21.7971	659.590027	45.729378	48.152	90.029999	34.890881	76.940002	26.849333	2065.3	1.84%		-3.5%	-1.6%	-14.0%	11.1%	-9.7%	4.8%	-11.9%	-0.3%	-2.6%	2.4%	0.3%																			23%	0.00%
	3/1/16	77.368286	60.843842	25.343138	593.640015	50.644352	45.953999	102.230003	34.989075	79.029999	26.208254	2059.74	1.77%		5.3%	3.2%	13.3%	7.4%	9.3%	19.7%	9.4%	14.0%	14.9%	6.8%	6.6%																			23%	0.10%
	2/1/16	73.485558	58.933849	22.361717	552.52002	46.322926	38.386002	93.410004	30.684101	68.809998	24.548864	1932.23	1.74%		5.1%	-0.0%	-0.7%	-5.9%	-7.6%	0.4%	1.7%	7.1%	2.7%	-0.7%	-0.4%																			23%	0.20%
	1/1/16	69.906029	58.951626	22.512041	587	50.155861	38.240002	91.839996	28.658714	67.029999	24.715639	1940.24	1.92%		-17.6%	9.2%	-7.5%	-13.2%	-0.7%	-20.3%	-19.7%	-11.1%	-17.5%	-11.9%	-5.1%																			23%	0.20%
	12/1/15	84.860062	54.004169	24.343718	675.890015	50.510929	48.001999	114.379997	32.249615	81.269997	28.064034	2043.94	2.27%		-4.5%	4.2%	-10.6%	1.7%	2.8%	4.2%	-7.3%	4.3%	-3.3%	-6.0%	-1.8%																			23%	0.40%
	11/1/15	88.86026	51.83696	27.242897	664.799988	49.150852	46.051998	123.330002	30.918934	84.080002	29.871151	2080.41	2.21%		-2.0%	2.8%	-1.0%	6.2%	3.2%	11.3%	13.8%	11.8%	0.3%	3.7%	0.1%																			22%	0.50%
	10/1/15	90.680069	50.427387	27.519243	625.900024	47.604427	41.386002	108.379997	27.653534	83.830002	28.806684	2079.36	2.15%		10.6%	-11.7%	8.3%	22.3%	18.9%	-16.7%	5.0%	15.1%	42.2%	17.7%	8.3%																			22%	0.60%
	9/1/15	82.021202	57.122845	25.4006	511.890015	40.026062	49.68	103.260002	24.027483	58.970001	24.470526	1920.03	2.04%		-6.5%	0.9%	-1.7%	-0.2%	2.4%	-0.3%	-10.2%	10.1%	-10.8%	2.0%	-2.6%																			22%	0.70%
	8/1/15	87.768295	56.639194	25.850096	512.890015	39.099014	49.812	115.029999	21.820477	66.120003	23.997747	1972.18	2.21%		-10.9%	-10.1%	-7.0%	-4.3%	-6.8%	-6.4%	0.6%	12.7%	-15.6%	-6.6%	-6.3%																			22%	0.80%
	7/1/15	98.452171	62.983002	27.807886	536.150024	41.95599	53.23	114.309998	19.364702	78.339996	25.685095	2103.84	2.19%		1.0%	1.5%	-3.3%	23.5%	5.8%	-0.8%	21.8%	-0.8%	-4.8%	-4.5%	2.0%																			22%	0.90%
	6/1/15	97.447601	62.064224	28.754684	434.089996	39.665024	53.652	93.848572	19.520008	82.269997	26.89015	2063.11	2.35%		4.3%	-3.9%	-3.3%	1.1%	-5.2%	7.0%	5.3%	-8.7%	-7.9%	-7.3%	-2.1%																			21%	1.00%
	5/1/15	93.444191	64.579178	29.742304	429.230011	41.827892	50.16	89.151428	21.381771	89.32	29.020061	2107.39	2.12%		11.7%	-4.8%	4.1%	1.8%	-3.7%	10.9%	12.1%	-0.3%	9.9%	2.6%	1.0%																			21%	1.10%
	4/1/15	83.656136	67.865967	28.571152	421.779999	43.416737	45.209999	79.5	21.449404	81.290001	28.285892	2085.51	2.04%		2.4%	-4.5%	0.6%	13.4%	19.6%	19.7%	33.6%	6.1%	-2.3%	-5.7%	0.9%																			21%	1.20%
	3/1/15	81.675194	71.090927	28.406776	372.100006	36.293682	37.754002	59.527142	20.222349	83.239998	30.008076	2067.89	1.93%		-5.2%	-2.0%	-2.8%	-2.1%	-6.6%	-7.2%	-12.3%	-4.8%	-2.2%	0.5%	-1.7%																			21%	1.30%
	2/1/15	86.169708	72.543022	29.211523	380.160004	38.864536	40.667999	67.844284	21.23238	85.120003	29.856035	2104.5	2.00%		-1.2%	-1.2%	9.6%	7.2%	8.5%	-0.1%	7.5%	14.9%	-4.4%	14.4%	5.5%																			21%	1.40%
	1/1/15	87.251724	73.450569	26.641926	354.529999	35.806782	40.720001	63.114285	18.479681	89.080002	26.103025	1994.99	1.64%																															21%	1.50%
																																												20%	1.60%
																																												20%	1.70%
																																												20%	1.80%
																																												20%	1.90%
																																												20%	2.00%
																																												19%	2.10%
																																												19%	2.20%
																																												19%	2.30%
																																												19%	2.40%
																																												19%	2.50%
																																												19%	2.60%
																																												18%	2.70%
																																												18%	2.80%
																																												18%	2.90%
																																												18%	3.00%
																																												18%	3.10%
																																												18%	3.20%
																																												17%	3.30%
																																												17%	3.40%
																																												17%	3.50%
																																												17%	3.60%
																																												17%	3.70%
																																												17%	3.80%
																																												16%	3.90%
																																												16%	4.00%
																																												16%	4.10%
																																												16%	4.20%
																																												16%	4.30%
																																												16%	4.40%
																																												16%	4.50%
																																												15%	4.60%
																																												15%	4.70%
																																												15%	4.80%
																																												15%	4.90%
																																												15%	5.00%
																																												15%	5.10%
																																												15%	5.20%
																																												15%	5.30%
																																												14%	5.40%
																																												14%	5.50%
																																												14%	5.60%
																																												14%	5.70%
																																												14%	5.80%
																																												14%	5.90%
																																												14%	6.00%
																																												14%	6.10%
																																												14%	6.20%
																																												14%	6.30%
																																												13%	6.40%
																																												13%	6.50%
																																												13%	6.60%
																																												13%	6.70%
																																												13%	6.80%
																																												13%	6.90%
																																												13%	7.00%
																																												13%	7.10%
																																												13%	7.20%
																																												13%	7.30%
																																												13%	7.40%
																																												13%	7.50%
																																												13%	7.60%
																																												13%	7.70%
																																												13%	7.80%
																																												12%	7.90%
																																												12%	8.00%
																																												12%	8.10%
																																												12%	8.20%
																																												12%	8.30%
																																												12%	8.40%
																																												12%	8.50%
																																												12%	8.60%
																																												12%	8.70%
																																												12%	8.80%
																																												12%	8.90%
																																												12%	9.00%
																																												12%	9.10%
																																												12%	9.20%
																																												12%	9.30%
																																												12%	9.40%
																																												13%	9.50%
																																												13%	9.60%
																																												13%	9.70%
																																												13%	9.80%
																																												13%	9.90%
																																												13%	10.00%
																																												13%	10.10%
																																												13%	10.20%
																																												13%	10.30%
																																												13%	10.40%
																																												13%	10.50%
																																												13%	10.60%
																																												13%	10.70%
																																												13%	10.80%
																																												13%	10.90%
																																												13%	11.00%
																																												14%	11.10%
																																												14%	11.20%
																																												14%	11.30%
																																												14%	11.40%
																																												14%	11.50%
																																												14%	11.60%
																																												14%	11.70%
																																												14%	11.80%
																																												14%	11.90%
																																												15%	12.00%
																																												15%	12.10%
																																												15%	12.20%
																																												15%	12.30%
																																												15%	12.40%
																																												15%	12.50%
																																												15%	12.60%
																																												15%	12.70%
																																												16%	12.80%
																																												16%	12.90%
																																												16%	13.00%
																																												16%	13.10%
																																												16%	13.20%
																																												16%	13.30%
																																												16%	13.40%
																																												17%	13.50%
																																												17%	13.60%
																																												17%	13.70%
																																												17%	13.80%
																																												17%	13.90%
																																												17%	14.

Remise du travail Le travail doit-être remis par voie électronique en format Word accompagnées des fichiers de calculs (Excel ou autres) ainsi que des références utilisées. Partie I : Nous avons...

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