Question: Q#1:[EXCEL BASED QUESTION]Using the excel example that is discussed in Chapter 7, answer the following questions by first choosing any six assets of your choice.

Q#1:[EXCEL BASED QUESTION]Using the excel example that is discussed in Chapter 7, answer the following questions by first choosing any six assets of your choice. And for your computation in this question, assume the risk-free rate is 0.2% Blackrock, Goldman Sachs, Morgan Stanley, Tesla, Google, Microsoft

a. Get their monthly price data from yahoo finance for the sample period of 10/1/2011 10/1/2021and compute the realized returns and excess returns.

b. Calculate their average monthly returns, monthly variance and standard deviation.

c. Calculate their average annual returns, annual variance and standard deviation.

d. Compute the variance-covariance matrix of these six assets.

e. Find the minimum variance efficient portfolio.

f. Find the optimal risky (tangent) portfolio.

g. Give an interpretation of your findings in (e)and (f).

Q#1:[EXCEL BASED QUESTION]Using the excel example that is discussed in Chapter 7,

STOCK PRICES MSFT EXCESS RETURNS MSFT ATT A FOUR-ASSET PORTFOLIO PROBLEM Variance-covariance, s Dete GOOGL RETURNS MSFT ATT AAP GOOGL ATT AAP. GOOG. AAPL 20.987902 21.050669 22.949341 Risk free rete Mean returns Ein 20 16.771433 17.500625 17.020287 29% Equaly-Weighted Portfolios 295 AAPE GOOG 1.00 1.00 MSST Sum 11/1/2017 299.994999 12/1/2018 323.273289 1/1/2012 290.149337 2/1/2012 309.434448 3/1/2012 320.940949 4/1/2012 302.727723 5/1/2012) 290.720714 6/1/2012/ 290.325317 7/1/2012 316.801783 3/1/2012) 342.887878 9/1/2012) 377.627625 10/1/2012) 340,490479 11/1/2012 349.534345 12/1/2012 394,044017 1/1/2018 378.223235 2/1/2018 401.001007 3/1/2013 397.492493 4/1/2013 412.697693 9/1/2013| 436.046053 6/1/2013 440.62564 7/1/2013| 444.319305 3/1/2018 423.873971 9/1/2013| 433.393402 23.787604 26 331478 26.139914 23.825657 23.182214 24212042 23.321177 24.612272 23.603308 22.01542: 22.271368 22.888399 23. 180229 24.093117 27.827999 29.341303 29.242262 26.996289 28.277113 28.37405 17.962179 18.338999 19.329939 20 349044 21 236374 22.982268 22.091785 22.730846 20.893707 20.817263 20.961089 21.21982 22 183047 22.556929 23 14262 21 879993 22 131924 22.090646 21.419373 21.413049 11.720:13 12.419272 13.997898 16.533852 18.389:22 17.907673 17.714011 17.908283 18.728032 20.399902 20544352 18.333797 18.024988 16.469842 14.091983 13.599676 13.774472 13.778205 13.994472 12.420694 14.174809 15.26.42 15.032055 Expected Return Standard Deviation Sharp Ratic Optimal Risky Portfolio GOOG MSFT Sum Portfolio E(rp) and Sp 10/1/2018 515.805785 11/1/2018 530.325317 12/1/2018 960.915994 1/1/2014 191.07605 2/1/2014 603.433411 3/1/2014 357.812805 4/1/2014 534.830003 9/1/2014 371.650024 6/1/2014 384.669983 7/1/2014 379.549983 8/1/2014 982.399985 9/1/2014 583.409973 10/1/2014 357.869999 11/1/2014 549.080017 12/1/2014 380.699973 1/1/2018 937.349933 2/1/2015 552.63000 3/1/2015 554.700012 4/1/2018 548.77002 5/1/2012 549.320007 6/1/2018 540.039978 7/1/2015 697.9 8/1/20191 47.820007 9/1/2015| 639.369999 10/1/2019 737.390049 11/1/2013 752.849975 12/1/2018 773.01001 1/1/2016 761.349975 2/1/2016| 717.2.1997 3/1/2018 752.900024 Expected Return Standard Deviation Sharp Ratio 30 19005: 32.909106 32 13713 32.905911 32.910273 33.476374 34.959945 33.433315 36 345699 37.618237 39.995764 40.699729 41 177177 41.931439 40.999602 33.696033 33.700922 36 140884 43.233943 41 651791 39.49802 41.779339 38.934405 39.897344 47.404007 48.94392 90.298267 49.944705 46 127907 30.431133 GOOGL MSFT ATT AAPL 0.07799598) 0.02249745 0.04347828 0.09955453 0.09715241 -0.0013557 0.03324235 0.03554588 GOOG. 0.0470 0.0194 0.0054 0.0209 -0.10183791 0.13791924 -0.027447 0.12711099 -0.1223011 0.1126951 -0.0326323 0.1030022 MSFT 0.0194 0.0893 0.0061 0.0253 0.06974623 0.0748391: 0.03939789 0.1833107 0.04530303 0.05097497 0.05016251 0.1642025 ATT 0.0064 0.0051 0.0274 0.0097 0.03718598 0.02307418 0.0209219: 0.10928349 0.0167424 -0.00079 0.01568593 0.08117969 AAPL 0.0209 0.0259 0.0097 0.0737 -0.0367499 -0.0074393 0.09379443 -0.0299692 -0.0771925 -0.0313037 0.04859903 -0.030077 -0.0395627 -0.0883329 0.03295133 -0.0107029 -0.0501058 -0.1122456 0.04772994 -0.0343107 | Portfolio x 0.20 0.25 0.40 -0.0043501 0.05483824 0.04850364 0.01083312 -0.02 18033 0.0309741 0.03337026 -0.0132347|Portfolio y 0.20 0.10 0.10 0.60 0.09.19987 -0.0365132 0.06337683 0.04922221 0.07073269 -0.0604774 0.05814144 0.0217144 0.08234195 0.04980923 -0.021722 0.0892002 0.06189831 0.02194509 -0.0269974 0.0630924 Portfolio x and y statistics: Mean variance, covariance, correlation 0.10131518 -0.0279969 0.02892982 0.0071012 0.000872 -0.0318607 0.02369444 -0.0170065 Mean, Erx) 22.255 Mean, -0.0983433 -0.0409943 -0.0824931 -0.1075998 -0.1187555 -0.0548939 -0.037728: -0.1347074 variance 0.027333673 Verience of 0.04029255 0.02695188 -0.0672729 -0.0018433 -0.0168699 0.0061187 -0.0911181 -0.007077 -0.040972: Covariance(x,y) 0.032499374 0.01290142/ 0.0116258: -0.0123058 -0.0859898 -0.0073418 -0.0122333 -0.0175412 -0.1105978 Correlation de 0.9781 =515/SORT|514614) 0.06229438 0.02770512 0.02 203779 -0.144088 0.047891151 0.00324099 0.02680236 -0.1681968 0.05022305 0.01275013 0.04549705 -0.0309339 0.03977991 -0.011114 0.04029167 -0.0590417 Calculating returns of combinations of Portfolio x and Portfolio y -0.0087494 0.03765744 0.021721031 0.00859939 -0.0291926 0.0137933 0.01548554 -0.0194084 Proportion of x 0.0382928 93328 0.02093548 0.00027101 0.01790952 0.13307413 0.01575109 -0.0233368 Mean portfolio return, tro) 24.713=519'513+(1-519)"V13 0.03697497 0.03438078 -0.034749 0.01559631 0.03513179 0.03051554 -0.0599844 -0.008411 Portfolio variance of 0.0253 =519*2*514-(1-519)^2V14+2 519-519'513 0.01090294 -0.0033739 0.01471767 -0.1124971 -0.0099406 -0.0272396 0.00548229 -0.1363649|Portfolio standard deviation, 18.93% SORT(521) 0.00938277] -0.0781703 -0.0035724 0.14222912 -0.0120604 -0.1020345 -0.0089078 0.11711722 -0.0460192 0.048999 -0.028628: 0.07659797 -0.0554584 0.02513086 -0.0333535 0.05259017 Table of returns (using Data Table) 0.03423437| 0.00342346 -0.0002993 -0.0430284 0.04331119 -0.0204337 -0.00353091 -0.0391362 Standard 0.176382 0.0640028 0.07037237 0.09633157 0.19513832 0.04013316 0.05513599 0.07227377 deviation Mean 0.028149221 0.0768147 -0.0143022 0.06334174 0.00770504 0.05299057 -0.0195376 0.03978394 Proportion of 18.93) 24.7156 0.03768266 -0.0114422 -0.0014198 0.01479207 0.03723943 -0.0393063 -0.00669921 -0.0093137 -25 0.310453725 0.34503103 0.033769481 0.01149449 -0.0923321 -0.1076956 0.0333253 -0.0123696 -0.0579679 -0.1318044 0.303758303 0.34159137 0.0293697 0.01242027 -0.0289362 0.03121832 0.00892292 -0.0114439 -0.0341715 0.02711102 0.301079387 0.33309.7 -0.0831998 0.07797875 0.09834009 0.02503783 -0.1036414 0.05411469 0.0931047 0.00195004 0.296418354 0.33495202 -0.041112 -0.0148934 0.01795428 0.09989644 -0.0519992 -0.0382573 0.01272835 0.07928364 0.291775473 0.33109239 0.25 0.06874443 0.01336641 0.0055042 0.07271757 0.04830125 -0.0104977 0.00126832 0.04860978 -2.0 0.287151804 0.32739253 0.022775 0.02374924 -0.0031011 0.03340192 0.00233292 0.00198508 -0.0083355 0.00929413 -29 0.282948301 0.324033 -0.008757 0.03301218 0.00650447 0.02873124 -0.0292002 0.01114804 0.00126909 0.00462349 -13 0.277959969 0.32055333 0.004943981 0.05299489 -0.0049948 0.07217581 -0.0159946 0.02878073 -0.0102302] 0.04805804 -1.7 0.273405851 0.31703355 0.25 0.01039974 0.02684474 0.00800999 -0.012:34 -0.0100944 0.00298061 0.0027742] -0.0362918 -1.5 0.26836912 0.31355393 -0.0349076 0.0127263 -0.011292 0.07496043 -0.0393902 -0.0112378 -0.0165864 0.04789261 -13 0.254396949 0.21003431 -0.0230889 0.01831738 0.0283997 0.10120345 -0.0539317 -0.0095468 0.02366032 0.07709955 -1.4 0.299870616 0.30655463 -0.0335471 -0.0223122 -0.0309936 -0.0678655 -0.0539903 -0.0461823 -0.0998289 -0.09:9744 0.253411494 0.30303495 0.01298386 -0.1302474 -0.0199463 0.06142434 -0.0074993 -0.1541115 -0.02513171 0.03731694 -12 0.250981029 0.29955529 0.04663616 0.0838939 0.06471098 0.09544943 0.02521298 0.05138175 0.05947599 0.07234165 0.246580757 0.29503551 -0.0140949 -0.065145 -0.0992663 -0.0275489 -0.0349177 -0.0900132 -0.0505017 -0.0915967 -1.0 0.242212393 0.29255994 -0.0105904 0.1962513 0.060949371 0.00378627 -0.0311335 0.17239736 0.05571415 -0.0183219 0.237877342 0.28903627 -0.0062868 -0.0269932) 0.01144928 0.04099086 -0.02673 -0.0604994 0.0062139 0.01683306 0.233378203 0.23559659 -0.0095824 -0.051705 0.0283727 -0.033206 -0.0301296 -0.0795731 0.02313731 -0.0373130 -0.7 0.229315335 0.28209692 0.21790246 0.03773774 -0.02.1998 -0.0229250 0.19709928 0.08389357 -0.0271947 -0.0370346 0.223094055 0.27855724 -0.0147224 -0.0680942 -0.0316054 -0.0704041 -0.0391696 -0.0919583 -0.0368407 -0.0945118 -03 0.220913553 0.27903797 o -0.0149874 0.02371008 -0.0186746 -0.0173835 -0.0390305 -0.0001544 -0.0239099 -0.04449641 -0.4 0.21577759 0.2715979 0.15911384 0.18933588 0.0283491 0.09340908 0.13457056 0.15547174 0.02330971 0.09930128 0.21253831 0.26303822 0.03492713 0.032434871 0.01915477 -0.0100419 0.01408393 0.00362072 0.01391938 -0.03414971 0.209543701 0.26499859 0.01987289 0.0275714 0.02117821 -0.1054193 -0.0005703 0.003807271 0.01574232] -0.1305278 0.204651651 0.26103833 -0.0214136 -0.0070293 0.04795107 -0.0792423 -0.0418958 -0.0308934 0.04271569 -0.0993303 0.200730322 0.2979992 -0.0379528 -0.0754205 0.03910055 -0.0055775 -0.073405 -0.1002846 0.03336517 -0.0307834 0.196653021 0.25403953 0.063690441 0.09928899 0.06008101 0.13332721 0.043247251 0.05942436 0.054349630.10921942 0.193048311 0.29055989 22.919939 22 592129 22 560093 21 379433 20.760801 22.30242 23.212049 23.369349 23 292837 23.444899 22.327295 23.914137 23 247227 23.918972 22.708826 22 255863 23.596053 22.336473 23.790919 24.02283 24.704443 24.161991 23.398304 22 96115 23.516735 24.069159 24999156 23.777654 26.789989 28.39489 16.480879 17333047 17.792397 13.876216 16.5893771 17.124256 18.826397 20.199354 20.869928 21.469947 23.019429 22.733563 24.374947 26.841776 23.020415 26.996999 29.118354 28.316:39 28.48003 29.547491 28.562979 27.7492 25.767656 29.319992 27.431477 27.196012 24 2660B 22.440247 22.290401 20.262318 0.25 STOCK PRICES MSFT EXCESS RETURNS MSFT ATT A FOUR-ASSET PORTFOLIO PROBLEM Variance-covariance, s Dete GOOGL RETURNS MSFT ATT AAP GOOGL ATT AAP. GOOG. AAPL 20.987902 21.050669 22.949341 Risk free rete Mean returns Ein 20 16.771433 17.500625 17.020287 29% Equaly-Weighted Portfolios 295 AAPE GOOG 1.00 1.00 MSST Sum 11/1/2017 299.994999 12/1/2018 323.273289 1/1/2012 290.149337 2/1/2012 309.434448 3/1/2012 320.940949 4/1/2012 302.727723 5/1/2012) 290.720714 6/1/2012/ 290.325317 7/1/2012 316.801783 3/1/2012) 342.887878 9/1/2012) 377.627625 10/1/2012) 340,490479 11/1/2012 349.534345 12/1/2012 394,044017 1/1/2018 378.223235 2/1/2018 401.001007 3/1/2013 397.492493 4/1/2013 412.697693 9/1/2013| 436.046053 6/1/2013 440.62564 7/1/2013| 444.319305 3/1/2018 423.873971 9/1/2013| 433.393402 23.787604 26 331478 26.139914 23.825657 23.182214 24212042 23.321177 24.612272 23.603308 22.01542: 22.271368 22.888399 23. 180229 24.093117 27.827999 29.341303 29.242262 26.996289 28.277113 28.37405 17.962179 18.338999 19.329939 20 349044 21 236374 22.982268 22.091785 22.730846 20.893707 20.817263 20.961089 21.21982 22 183047 22.556929 23 14262 21 879993 22 131924 22.090646 21.419373 21.413049 11.720:13 12.419272 13.997898 16.533852 18.389:22 17.907673 17.714011 17.908283 18.728032 20.399902 20544352 18.333797 18.024988 16.469842 14.091983 13.599676 13.774472 13.778205 13.994472 12.420694 14.174809 15.26.42 15.032055 Expected Return Standard Deviation Sharp Ratic Optimal Risky Portfolio GOOG MSFT Sum Portfolio E(rp) and Sp 10/1/2018 515.805785 11/1/2018 530.325317 12/1/2018 960.915994 1/1/2014 191.07605 2/1/2014 603.433411 3/1/2014 357.812805 4/1/2014 534.830003 9/1/2014 371.650024 6/1/2014 384.669983 7/1/2014 379.549983 8/1/2014 982.399985 9/1/2014 583.409973 10/1/2014 357.869999 11/1/2014 549.080017 12/1/2014 380.699973 1/1/2018 937.349933 2/1/2015 552.63000 3/1/2015 554.700012 4/1/2018 548.77002 5/1/2012 549.320007 6/1/2018 540.039978 7/1/2015 697.9 8/1/20191 47.820007 9/1/2015| 639.369999 10/1/2019 737.390049 11/1/2013 752.849975 12/1/2018 773.01001 1/1/2016 761.349975 2/1/2016| 717.2.1997 3/1/2018 752.900024 Expected Return Standard Deviation Sharp Ratio 30 19005: 32.909106 32 13713 32.905911 32.910273 33.476374 34.959945 33.433315 36 345699 37.618237 39.995764 40.699729 41 177177 41.931439 40.999602 33.696033 33.700922 36 140884 43.233943 41 651791 39.49802 41.779339 38.934405 39.897344 47.404007 48.94392 90.298267 49.944705 46 127907 30.431133 GOOGL MSFT ATT AAPL 0.07799598) 0.02249745 0.04347828 0.09955453 0.09715241 -0.0013557 0.03324235 0.03554588 GOOG. 0.0470 0.0194 0.0054 0.0209 -0.10183791 0.13791924 -0.027447 0.12711099 -0.1223011 0.1126951 -0.0326323 0.1030022 MSFT 0.0194 0.0893 0.0061 0.0253 0.06974623 0.0748391: 0.03939789 0.1833107 0.04530303 0.05097497 0.05016251 0.1642025 ATT 0.0064 0.0051 0.0274 0.0097 0.03718598 0.02307418 0.0209219: 0.10928349 0.0167424 -0.00079 0.01568593 0.08117969 AAPL 0.0209 0.0259 0.0097 0.0737 -0.0367499 -0.0074393 0.09379443 -0.0299692 -0.0771925 -0.0313037 0.04859903 -0.030077 -0.0395627 -0.0883329 0.03295133 -0.0107029 -0.0501058 -0.1122456 0.04772994 -0.0343107 | Portfolio x 0.20 0.25 0.40 -0.0043501 0.05483824 0.04850364 0.01083312 -0.02 18033 0.0309741 0.03337026 -0.0132347|Portfolio y 0.20 0.10 0.10 0.60 0.09.19987 -0.0365132 0.06337683 0.04922221 0.07073269 -0.0604774 0.05814144 0.0217144 0.08234195 0.04980923 -0.021722 0.0892002 0.06189831 0.02194509 -0.0269974 0.0630924 Portfolio x and y statistics: Mean variance, covariance, correlation 0.10131518 -0.0279969 0.02892982 0.0071012 0.000872 -0.0318607 0.02369444 -0.0170065 Mean, Erx) 22.255 Mean, -0.0983433 -0.0409943 -0.0824931 -0.1075998 -0.1187555 -0.0548939 -0.037728: -0.1347074 variance 0.027333673 Verience of 0.04029255 0.02695188 -0.0672729 -0.0018433 -0.0168699 0.0061187 -0.0911181 -0.007077 -0.040972: Covariance(x,y) 0.032499374 0.01290142/ 0.0116258: -0.0123058 -0.0859898 -0.0073418 -0.0122333 -0.0175412 -0.1105978 Correlation de 0.9781 =515/SORT|514614) 0.06229438 0.02770512 0.02 203779 -0.144088 0.047891151 0.00324099 0.02680236 -0.1681968 0.05022305 0.01275013 0.04549705 -0.0309339 0.03977991 -0.011114 0.04029167 -0.0590417 Calculating returns of combinations of Portfolio x and Portfolio y -0.0087494 0.03765744 0.021721031 0.00859939 -0.0291926 0.0137933 0.01548554 -0.0194084 Proportion of x 0.0382928 93328 0.02093548 0.00027101 0.01790952 0.13307413 0.01575109 -0.0233368 Mean portfolio return, tro) 24.713=519'513+(1-519)"V13 0.03697497 0.03438078 -0.034749 0.01559631 0.03513179 0.03051554 -0.0599844 -0.008411 Portfolio variance of 0.0253 =519*2*514-(1-519)^2V14+2 519-519'513 0.01090294 -0.0033739 0.01471767 -0.1124971 -0.0099406 -0.0272396 0.00548229 -0.1363649|Portfolio standard deviation, 18.93% SORT(521) 0.00938277] -0.0781703 -0.0035724 0.14222912 -0.0120604 -0.1020345 -0.0089078 0.11711722 -0.0460192 0.048999 -0.028628: 0.07659797 -0.0554584 0.02513086 -0.0333535 0.05259017 Table of returns (using Data Table) 0.03423437| 0.00342346 -0.0002993 -0.0430284 0.04331119 -0.0204337 -0.00353091 -0.0391362 Standard 0.176382 0.0640028 0.07037237 0.09633157 0.19513832 0.04013316 0.05513599 0.07227377 deviation Mean 0.028149221 0.0768147 -0.0143022 0.06334174 0.00770504 0.05299057 -0.0195376 0.03978394 Proportion of 18.93) 24.7156 0.03768266 -0.0114422 -0.0014198 0.01479207 0.03723943 -0.0393063 -0.00669921 -0.0093137 -25 0.310453725 0.34503103 0.033769481 0.01149449 -0.0923321 -0.1076956 0.0333253 -0.0123696 -0.0579679 -0.1318044 0.303758303 0.34159137 0.0293697 0.01242027 -0.0289362 0.03121832 0.00892292 -0.0114439 -0.0341715 0.02711102 0.301079387 0.33309.7 -0.0831998 0.07797875 0.09834009 0.02503783 -0.1036414 0.05411469 0.0931047 0.00195004 0.296418354 0.33495202 -0.041112 -0.0148934 0.01795428 0.09989644 -0.0519992 -0.0382573 0.01272835 0.07928364 0.291775473 0.33109239 0.25 0.06874443 0.01336641 0.0055042 0.07271757 0.04830125 -0.0104977 0.00126832 0.04860978 -2.0 0.287151804 0.32739253 0.022775 0.02374924 -0.0031011 0.03340192 0.00233292 0.00198508 -0.0083355 0.00929413 -29 0.282948301 0.324033 -0.008757 0.03301218 0.00650447 0.02873124 -0.0292002 0.01114804 0.00126909 0.00462349 -13 0.277959969 0.32055333 0.004943981 0.05299489 -0.0049948 0.07217581 -0.0159946 0.02878073 -0.0102302] 0.04805804 -1.7 0.273405851 0.31703355 0.25 0.01039974 0.02684474 0.00800999 -0.012:34 -0.0100944 0.00298061 0.0027742] -0.0362918 -1.5 0.26836912 0.31355393 -0.0349076 0.0127263 -0.011292 0.07496043 -0.0393902 -0.0112378 -0.0165864 0.04789261 -13 0.254396949 0.21003431 -0.0230889 0.01831738 0.0283997 0.10120345 -0.0539317 -0.0095468 0.02366032 0.07709955 -1.4 0.299870616 0.30655463 -0.0335471 -0.0223122 -0.0309936 -0.0678655 -0.0539903 -0.0461823 -0.0998289 -0.09:9744 0.253411494 0.30303495 0.01298386 -0.1302474 -0.0199463 0.06142434 -0.0074993 -0.1541115 -0.02513171 0.03731694 -12 0.250981029 0.29955529 0.04663616 0.0838939 0.06471098 0.09544943 0.02521298 0.05138175 0.05947599 0.07234165 0.246580757 0.29503551 -0.0140949 -0.065145 -0.0992663 -0.0275489 -0.0349177 -0.0900132 -0.0505017 -0.0915967 -1.0 0.242212393 0.29255994 -0.0105904 0.1962513 0.060949371 0.00378627 -0.0311335 0.17239736 0.05571415 -0.0183219 0.237877342 0.28903627 -0.0062868 -0.0269932) 0.01144928 0.04099086 -0.02673 -0.0604994 0.0062139 0.01683306 0.233378203 0.23559659 -0.0095824 -0.051705 0.0283727 -0.033206 -0.0301296 -0.0795731 0.02313731 -0.0373130 -0.7 0.229315335 0.28209692 0.21790246 0.03773774 -0.02.1998 -0.0229250 0.19709928 0.08389357 -0.0271947 -0.0370346 0.223094055 0.27855724 -0.0147224 -0.0680942 -0.0316054 -0.0704041 -0.0391696 -0.0919583 -0.0368407 -0.0945118 -03 0.220913553 0.27903797 o -0.0149874 0.02371008 -0.0186746 -0.0173835 -0.0390305 -0.0001544 -0.0239099 -0.04449641 -0.4 0.21577759 0.2715979 0.15911384 0.18933588 0.0283491 0.09340908 0.13457056 0.15547174 0.02330971 0.09930128 0.21253831 0.26303822 0.03492713 0.032434871 0.01915477 -0.0100419 0.01408393 0.00362072 0.01391938 -0.03414971 0.209543701 0.26499859 0.01987289 0.0275714 0.02117821 -0.1054193 -0.0005703 0.003807271 0.01574232] -0.1305278 0.204651651 0.26103833 -0.0214136 -0.0070293 0.04795107 -0.0792423 -0.0418958 -0.0308934 0.04271569 -0.0993303 0.200730322 0.2979992 -0.0379528 -0.0754205 0.03910055 -0.0055775 -0.073405 -0.1002846 0.03336517 -0.0307834 0.196653021 0.25403953 0.063690441 0.09928899 0.06008101 0.13332721 0.043247251 0.05942436 0.054349630.10921942 0.193048311 0.29055989 22.919939 22 592129 22 560093 21 379433 20.760801 22.30242 23.212049 23.369349 23 292837 23.444899 22.327295 23.914137 23 247227 23.918972 22.708826 22 255863 23.596053 22.336473 23.790919 24.02283 24.704443 24.161991 23.398304 22 96115 23.516735 24.069159 24999156 23.777654 26.789989 28.39489 16.480879 17333047 17.792397 13.876216 16.5893771 17.124256 18.826397 20.199354 20.869928 21.469947 23.019429 22.733563 24.374947 26.841776 23.020415 26.996999 29.118354 28.316:39 28.48003 29.547491 28.562979 27.7492 25.767656 29.319992 27.431477 27.196012 24 2660B 22.440247 22.290401 20.262318 0.25

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