Monthly data on stock returns can be found on the University of Chicago Center for Research in Security Prides (CRSP) database from 1926. Let us create a portfolio for GE, D, and IBM using five years of monthly CRSP data from 2002 to 2006, where stock HE GE 0.229 D 0.138 IBM 0.052 9 M Khaltoum C= [0.05612 0.1182 0.05312 32 --0.5305 .1787 0.08252 10 M K Karaman 50.05612 -0.1182 -0.5305 0.05312 1787 032 0.0825 11 P MKancheya 50.05612 0.1182 0.03312 32 -0.6305 1787 0.08232 12 R Ghot Monthly data on stock returns can be found on the University of Chicago Center for Research in Security Prides (CRSP) database from 1926. Let us create a portfolio for GE, D, and IBM using five years of monthly CRSP data from 2002 to 2006, where stock HE GE 0.229 D 0.138 IBM 0.052 9 M Khaltoum C= [0.05612 0.1182 0.05312 32 --0.5305 .1787 0.08252 10 M K Karaman 50.05612 -0.1182 -0.5305 0.05312 1787 032 0.0825 11 P MKancheya 50.05612 0.1182 0.03312 32 -0.6305 1787 0.08232 12 R Ghot