Investmennt assignment see attachedDailyRetDutchStocks Date 3. RDSA 1. AH 2. PHIL 4.AGN Values...

Question

Investmennt assignment see attachedDailyRetDutchStocks 	Date	3. RDSA	1. AH	2. PHIL	4.AGN			Values simulation		 Percentile 	VaR historical data	VaR historical Simulation	ES historical data	ES historical Simulation 	4/1/96	-0.0012826719	0.05520609	-0.0149749562	0.0346151564	0.0341519306	Average returnns	0.00335737428171		0.01	0.0402341214	0.0577846274	0.0411110952	0.0623889799 	4/2/96	0.013264698	-0.02140299	0.0016862841	-0.0024795126		Std	0.0249170031		0.05	0.0239263883	0.0366314321	0.0317750406	0.0484597999 	4/3/96	0.0054906654	0.00121566	0	-0.0111800664					0.10	0.0145756812	0.0299926237	0.0253118622	0.040554082 	4/4/96	0.0079790754	0.00728240	-0.0050577686	0.0100495835 	4/5/96	0	0.00000000	0	0 	4/8/96	0	0.00000000	0	0 	4/9/96	0.0112499449	0.02409475	-0.0118626975	0.0074635661 	4/10/96	0.0131850391	0.03764716	0.0068606031	0.0160489931 	4/11/96	-0.0040659769	-0.01814189	0.006813856	-0.0060756009			  	4/12/96	0.0065328424	-0.01847455	0.0016928676	-0.0012230867			   	4/15/96	0.0020284864	0.01529375	0.0168926213	0.0146896191			  	4/16/96	0	0.00695331	0.0116262044	-0.0132701019			  	4/17/96	-0.0105260622	-0.02531604	-0.0016428323	-0.0061127395 	4/18/96	-0.0130933177	-0.01298809	0.0032910713	0 	4/19/96	-0.0020730586	0.00598113	0.0065569388	0.0036918273 	4/22/96	0.001661709	0.00000000	-0.0016294536	0.0049016298 	4/23/96	0.0033179046	0.00237927	-0.0130497147	-0.0121956463 	4/24/96	0.0049613098	0.01423392	0.0231407788	0.0148138273 	4/25/96	-0.000823105	0.00117016	-0.0016162911	-0.0109488562 	4/26/96	-0.000823783	-0.00934774	0.0039879449	0.0036918273 	4/29/96	0.0057685114	-0.00353686	-0.0032928653	0 	4/30/96	0	0.00000000	0	0 	5/1/96	-0.0012286975	-0.00118401	0.0181833414	0.0049016298 	5/2/96	-0.0135359156	0.01777331	-0.0048724819	0.0109755442 	5/3/96	0	-0.00232685	0	-0.0144769581 	5/6/96	-0.0037421851	0.01400139	0.0048963392	0.0306011253 	5/7/96	-0.0008342094	-0.00690530	-0.0129897077	0.0071241065 	5/8/96	-0.0071008423	-0.02433276	-0.0065785181	-0.0035368563 	5/9/96	0.0479587182	0.00831233	0	0.0059174221 	5/10/96	0.007627618	0.00471112	0.0016564325	-0.0070596532 	5/13/96	-0.0027884403	0.00586193	-0.0066111307	0.0225123371 	5/14/96	0.0203757312	0.01864937	0.0049904298	0.0115880004 	5/15/96	0.0324973791	0.00090065	-0.0033092166	-0.0080196895 	5/16/96	0	0.00000000	0	0 	5/17/96	0.0138064111	0.00000000	0.0016582716	0.016820494 	5/20/96	0.0019608707	0.00231339	0.0099514306	0.0095005535 	5/21/96	0.0109581787	0.00346589	0	-0.0023540819 	5/22/96	0.0023231548	0.00690530	0.0065677107	0.0040176717 	5/23/96	0.0146777933	0.03085695	0	-0.0035269715 	5/24/96	-0.0049484934	0.00886858	-0.0048927443	-0.0035368563 	5/27/96	0	0.00000000	0	0 	5/28/96	0.004208464	0.01648423	0	0.0035494101 	5/29/96	-0.0087619515	-0.00324481	-0.0147540154	-0.0070737127	-0.0084819388 	5/30/96	-0.0103765787	-0.01735244	-0.0016646989	-0.0190037243	-0.0184006919 	5/31/96	0.0062131788	0.01103801	0.0100011753	-0.009684597	0.0037894384 	6/3/96	-0.0084907939	0.01091509	-0.0132040685	0.0085589129	-0.0305213498 	6/4/96	0	0.01188006	-0.0016693691	0.0024227433	0.0404600242 	6/5/96	0.00895295	0.02241105	0.0066997161	0.0060462167	0.0020681134	  	6/6/96	0.0030862151	-0.00626149	0.003325731	-0.0036048683	-0.0087445585 	6/7/96	-0.0065390887	-0.02521071	-0.0066330689	-0.0024137124	0.0035702111 	6/10/96	0.0147118921	0.01724023	0.0033405196	0.0012097763	0.0193055157 	6/11/96	0.0091578895	0.00105984	-0.0099845264	0.0012083145	-0.021173015 	6/12/96	0.0049139803	-0.00105871	-0.0033629754	-0.0132701019	-0.0215650173 	6/13/96	-0.012791144	-0.04025277	-0.003370607	-0.0207816979	-0.0301456226 	6/14/96	-0.011051306	-0.01434843	-0.0033857352	-0.0062424686	0.0148855223 	6/17/96	0.0007702368	0.05822924	-0.0016948772	0.0012568901	0.0185869316 	6/18/96	0.0050056557	-0.01375629	-0.0102052672	-0.0012553123	-0.0119422881 	6/19/96	-0.0084298266	-0.02682285	-0.0189019311	-0.0025137801	-0.0141992619 	6/20/96	0.0007740241	0.00110064	0.0035043302	-0.0163724219	0.0078859092 	6/21/96	0.007721492	0.00660871	-0.0296674051	-0.0153639088	-0.0049903576 	6/24/96	0.002298276	0.01641210	-0.0251801413	-0.003900194	0.0246496481 	6/25/96	-0.0003816061	0.00861083	0.0036877564	0.0274140094	0.0412735391 	6/26/96	0.0030590704	-0.01921015	0.0165440581	0.0025425271	-0.0015324954 	6/27/96	-0.0003814277	0.00652960	-0.0090420021	-0.0088734837	0.0418744656 	6/28/96	0.0053395035	0.00000000	0.0127759168	0.0051147508	-0.0060224078 	7/1/96	-0.0060694019	-0.00108160	0.0036013786	-0.0038158415	-0.0155214291 	7/2/96	0.0030523911	-0.00432872	-0.005384661	0.0127719456	0.0227893507 	7/3/96	0.0049474522	-0.00326245	0.0036118603	0.0226984727	0.0305210601 	7/4/96	0.0064367386	0.00872593	-0.0053982925	0.0135619104	0.0352569531 	7/5/96	-0.008652345	-0.00108160	-0.0144656093	-0.0121659915	0.0145758767 	7/8/96	-0.0094880786	-0.00324594	0.0036715054	-0.0135452372	0.0002046123 	7/9/96	0.0061298619	0.00434281	0.0237653998	0.0099868493	-0.0428976372 	7/10/96	0.003047097	-0.00756885	-0.0196444945	0.0061807425	-0.0018819898 	7/11/96	0.0034160017	-0.00108985	-0.0127486202	-0.0061427755	-0.0184887167 	7/12/96	0.0007579169	-0.01853810	-0.0313642259	-0.0024706626	-0.034308131 	7/15/96	-0.0064286661	-0.01444410	-0.0323839906	-0.0198279087	-0.0249951121 	7/16/96	-0.0323429205	-0.04171397	-0.0098429637	-0.0202262217	-0.0314052039 	7/17/96	-0.0117967387	0.34554544	0.0238596983	-0.0051609418	-0.0259941735 	7/18/96	0.0127338098	0.00234597	-0.0097091533	-0.0064853586	-0.0590271231 	7/19/96	-0.0011793525	-0.00468353	0.007842612	-0.0078338071	-0.0301788884 	7/22/96	-0.0106215036	0.00117704	-0.0330728039	-0.0328961676	0.0066496899 	7/23/96	0.0067592137	0.00117566	-0.0020130449	0.0013612051	-0.0161765199 	7/24/96	-0.017377288	-0.02230091	-0.024191936	-0.0339659024	-0.0139097081 	7/25/96	0.000402124	0.00720108	0.0599144015	0.0337529987	0.0136140843 	7/26/96	-0.0188833769	0.00000000	-0.0153095023	0.0040836152	0.0446879319 	7/29/96	0.0131040464	0.00357742	0.0059391078	0.002708352	-0.0045665934 	7/30/96	0	-0.00356467	0.0413413153	-0.0027010366	-0.0046844741 	7/31/96	0.0048510135	0.00119247	0.0359133514	0.0270984502	0.0053295252 	8/1/96	-0.0112632059	0.00238211	0	0.0184699025	0.010932868 	8/2/96	0.0040685248	0.00950055	0.0018257055	0.0401549449	-0.0218987075 	8/5/96	0.018637772	0.00000000	-0.0018223783	0	-0.0579107828 	8/6/96	-0.0011930193	0.00000000	-0.0127718954	0.0037378048	-0.0143827656 	8/7/96	0.0047786548	0.00000000	0.0147864519	0.0111661886	0.0145413562 	8/8/96	-0.0099084014	-0.00117704	0.0036447566	-0.009815294	0.0011941104 	8/9/96	-0.0052040373	0.00117843	-0.0072590418	-0.0086755634	0.0295472594 	8/12/96	0.0012069412	0.00235408	-0.0018290374	-0.0037490634	-0.0063986138 	8/13/96	0.000402124	0.01056332	-0.0018323889	-0.0025106245	-0.021148576 	8/14/96	-0.001606964	0.01045290	0.0018357527	0	0.018089169 	8/15/96	0.0116694631	0.01953955	0.0109902972	-0.0062895871	-0.0017169325 	8/16/96	0.0067627803	0.01127445	0.0036209464	-0.003796522	0.0067048227 	8/19/96	0.007901487	0.02118214	0.0072197427	0.0127070354	0.0377236113 	8/20/96	0.0094083154	0.00436652	0.0071679917	0.0313662166	0.027236706 	8/21/96	-0.0097091616	-0.00760998	-0.0071169772	-0.0231148477	0.0518441341 	8/22/96	0.0074511359	0.00219164	0.0322579371	0.0386075168	0.0357985482 	8/23/96	-0.007006582	-0.00327787	-0.0156249402	-0.0014600417	0.0002203572 	8/26/96	-0.0109762239	0.00109460	-0.0105793784	-0.0084555399	-0.0159902723 	8/27/96	-0.0051524736	0.02957270	0.0124758908	0.025580253	0.0121349183 	8/28/96	0.0055777585	-0.00106200	0.0035228344	0.0095005535	-0.0225710228 	8/29/96	-0.0059432082	-0.00745600	-0.0070209352	-0.0164707956	-0.0019404509 	8/30/96	-0.0115578454	-0.00429156	-0.0088304346	-0.0310997469	0.0405551808 	9/2/96	0.0157254249	0.00646627	0.0017794643	0.0086407191	0.0585394751 	9/3/96	0.0035728283	-0.01070710	-0.0142339545	-0.0012218872	0.0461049439 	9/4/96	0.0150310856	0.00649427	-0.0018059301	0.0122527243	0.0312601799 	9/5/96	-0.0058450754	0.00322500	-0.0036144098	-0.0024198153	0.0222563012 	9/6/96	-0.0066638274	0.00428696	0	0	-0.021957844 	9/9/96	0.0146006667	0.01892086	0.0090748021	0.0218445369	-0.0366567541 	9/10/96	0.0093359893	-0.00526894	-0.0017994308	0.0035620533	0.0253749293 	9/11/96	0.0046239682	0.00000000	0.0126107811	-0.0059174221	-0.0293806282 	9/12/96	0.006904451	0.00000000	-0.0106735052	0.0083347544	0.0000047959 	9/13/96	0.0121905047	0.01165353	0	0.034242049	0.0387367111 	9/16/96	0.0277599457	0.01047166	0.0017954673	0.0094111425	-0.0257184424 	9/17/96	-0.0079662989	0.00207126	0.0323198354	-0.0058277663	0.0077509134 	9/18/96	-0.0034416649	-0.00620321	0.0052160782	-0.0105509541	0.0038214982 	9/19/96	0.0030696351	0.00832410	0.0017309415	-0.0011827985	-0.0310312603 	9/20/96	0.008034187	-0.00309520	0.0241760835	0.0047446391	0.0110781456 	9/23/96	-0.0087286978	-0.00517621	0.0067486464	-0.0106256765	-0.0067756577 	9/24/96	0.0057421322	-0.00104109	0.0150752841	0	0.0171327482 	9/25/96	0.0072327361	0.00208205	0.0346520432	0.0071581095	0.0022549505 	9/26/96	-0.0007562243	0.00104001	-0.0127583298	-0.002368208	-0.0165803431 	9/27/96	0.0003792318	-0.00103893	-0.0032325821	0.0023738298	-0.0067626123 	9/30/96	0.0113418132	0.00727775	0.0016215328	0.0011854095	-0.0089919185 	10/1/96	0.0014952276	0.00722289	-0.0016189077	0.0082854341	0.0315883876 	10/2/96	0.0164237705	0.00614827	-0.0064825596	0.0023459667	0.0309677231 	10/3/96	-0.0029377417	0.00611070	-0.0065248574	-0.0035120043	-0.0174203376 	10/4/96	0.005525104	0.01214494	0.0049248784	0.0305515489	0.042992657 	10/7/96	0.0216108878	-0.00299925	0.0163406106	-0.0034198987	-0.0394632155 	10/8/96	0.0161355318	-0.00501526	0.0096474415	-0.0011447187	-0.0213310537 	10/9/96	-0.0134088847	0.00000000	0.020700134	0.006873659	0.0352052697 	10/10/96	-0.0125176451	0.00100855	-0.0015608186	-0.0022764138	0.0152776097 	10/11/96	0.0061561817	0.00000000	0.0124991822	-0.0011408038	-0.0095807493 	10/14/96	0.0161994288	0.00805585	-0.0354906835	0.0102739295	-0.0030698013 	10/15/96	0.0113354894	0.01398618	-0.0096011114	0.0124304336	-0.0245896004 	10/16/96	-0.0035020092	0.00098570	-0.0096941863	-0.0078138258	0.0032932255 	10/17/96	0.0024600989	0.00196729	-0.0048927443	0.0011254059	0.017788689 	10/18/96	0.0108686497	0.02063003	-0.0032802757	0.0134847374	0.0187046454 	10/21/96	0.0097129976	-0.01155091	-0.0246721615	0.0099777675	0.0082675949 	10/22/96	0.0109920557	-0.01168375	-0.0050577686	0.0032922587	-0.0201993654 	10/23/96	-0.0078144539	0.00196923	-0.0406790423	-0.0131282323	0.0072961825 	10/24/96	-0.0068488602	-0.00589823	0.030038273	-0.0033275512	-0.0228803412		  	10/25/96	-0.0082768285	0.01087904	0.0668937155	0.0011128869	0.0176908239		  	10/28/96	0.0128652004	0.00097895	-0.0144693907	0	0.0193814584 	10/29/96	-0.0151044626	-0.01759522	-0.0342563999	-0.0166674012	-0.0228686284 	10/30/96	-0.0031369657	-0.00597085	0	-0.0239237036	-0.0131873166 	10/31/96	-0.0202795322	-0.00900897	0.0101325948	0	-0.0038772745 	11/1/96	-0.0124908375	0.00808028	0.0150501179	0.0115880004	-0.0242461636 	11/4/96	-0.0159022308	0.01402825	-0.0065893612	0.0034355673	-0.0492207862 	11/5/96	0.0007348401	0.02272742	-0.004973888	0.0137002498	-0.0031468919 	11/6/96	-0.003669885	0.01352675	0	0.0191434818	0.0302131318 	11/7/96	-0.0018417013	-0.01239247	0.0133324518	-0.0066306119	-0.0053814133 	11/8/96	0.0084863191	0.01544512	-0.0016455357	0	0.0025185185 	11/11/96	0.0164653518	0.00760405	0.0032964958	0.0077877573	0.0251909146 	11/12/96	-0.0028787879	0.00849052	0.0114962077	0.0066232898	-0.006423921 	11/13/96	-0.0018051331	0.01122470	-0.0032483213	0.0383764087	-0.0217491877 	11/14/96	0.0065091153	0.00092552	0.0048847718	0.0010564773	-0.0061566307 	11/15/96	0.0140141218	0.00184932	0.014586652	-0.0158234616	0.0253526519 	11/18/96	0.0219707364	-0.01845098	-0.00319292	0.007985878	-0.0177192475 	11/19/96	-0.0038144665	-0.00657799	0.0192294788	0.001064346	0.0017793623 	11/20/96	-0.0045247793	-0.00946114	-0.0110046985	-0.009564246	-0.0152741848 	11/21/96	-0.0094412823	0.00859594	0.0063588716	0.0053650428	0.0208072499 	11/22/96	0.0137675624	-0.00094743	0.0205366188	0.0042686598	0.0211913779 	11/25/96	0.0107929595	0.01327031	0.0201233532	0.0201917065	-0.0126117829 	11/26/96	0.0082675244	-0.00561338	0.0500767453	-0.0062507317	0.0411398293 	11/27/96	-0.0181070219	-0.03198388	-0.0231230256	-0.0094339187	0.0087974144 	11/28/96	-0.0066111317	0.04761854	0.0147935649	0.0105824794	0.0257202618 	11/29/96	0.0185636591	0.00092809	0.0160363388	0.0167528152	0.0524903922 	12/2/96	0	-0.02687749	-0.0114801524	-0.0053494083	0.032675929 	12/3/96	0.0127243875	0.02000130	0.0275768101	0.0124625277	-0.0674828576 	12/4/96	-0.0200346757	-0.01307204	-0.0112986964	-0.0061545625	-0.0464650529 	12/5/96	-0.0010400051	-0.01040768	-0.0114278159	0.0020627091	0.0037593616 	12/6/96	-0.0104055274	-0.01529746	-0.0231230256	-0.0236848078	0.0103039252 	12/9/96	0.009464451	0.01747780	0.0221903473	0.0284808361	0.0135654163 	12/10/96	-0.0065981221	-0.00190932	-0.0072362085	0	0.0242959567 	12/11/96	-0.0108344682	-0.01434097	-0.0349863312	-0.0184614272	0.0038484077 	12/12/96	0.0173143082	-0.00775895	0.0181290404	-0.0073157589	0.0354489667 	12/13/96	-0.0027793235	-0.01466340	-0.0059343203	-0.0168409918	0.0311952864 	12/16/96	0.0048771801	0.03472377	0.0164159812	0.0117759201	-0.0076805441 	12/17/96	-0.0003467883	0.00095712	-0.0014691416	-0.0042325254	0.0040219971 	12/18/96	0.0107488183	0.01053729	0.0147065496	0.0053137302	0.0172469457 	12/19/96	0.0072038277	0.01706152	0.0130434227	0.0147993366	-0.019911207 	12/20/96	0.0071530543	0.00932007	-0.0014313097	0.0281248494	-0.0331467831 	12/23/96	0.0043962415	-0.00276939	0	0.0144638409	0.0065478572 	12/24/96	-0.0016835754	-0.00462983	-0.0014302041	-0.0109899303	0.0041102549 	12/25/96	0	0.00000000	0	0	0.0079661392 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