US Dollars (USD) to 1 Euro (EUR)

Date
EUR/US % Change
3/26/2012
1.33559 0.006587029
3/25/2012
1.32685
0
3/24/2012
1.32685 -0.000105502
3/23/2012
1.32699 0.005386853
3/22/2012
1.31988 -0.001074699
3/21/2012
1.3213 -0.000907372
3/20/2012
1.3225 -0.000921645
3/19/2012
1.32372 0.004073273
3/18/2012
1.31835 0.000607188
3/17/2012
1.31755 3.79507E-05
3/16/2012
1.3175 0.007332309
3/15/2012
1.30791 0.003760524
3/14/2012
1.30301 -0.003967283
3/13/2012
1.3082 -0.005027342
3/12/2012
1.31481 0.002753203
3/11/2012
1.3112 -0.000876291
3/10/2012
1.31235
3.8101E-05
3/9/2012
1.3123 -0.011628783
3/8/2012
1.32774 0.009611436
3/7/2012
1.3151 0.002706721
3/6/2012
1.31155 -0.007566872
3/5/2012
1.32155 0.001477721
3/4/2012
1.3196 -0.000454477
3/3/2012
1.3202 0.000113632
3/2/2012
1.32005 -0.008710998
3/1/2012
1.33165 -0.000600398
2/29/2012
1.33245 -0.010008024
2/28/2012
1.34592 0.004822839
2/27/2012
1.33946 -0.005376105
2/26/2012
1.3467 0.001301164
2/25/2012
1.34495 -7.43467E-05
2/24/2012
1.34505 0.005705014
2/23/2012
1.33742 0.009487867
2/22/2012
1.32485 0.001209144
2/21/2012
1.32325 -0.00015112
2/20/2012
1.32345 0.002325088
2/19/2012
1.32038 0.004664257
2/18/2012
1.31425 0.000114147
2/17/2012
1.3141 0.000723451
2/16/2012
1.31315 0.005474732
2/15/2012
1.306 -0.005217656

US Dollars (USD) to 1 British Pound (GBP)

Date
GBP/US % Change
3/26/2012
1.59663 0.005929
3/25/2012
1.58722 0.00017
3/24/2012
1.58695 -0.00014
3/23/2012
1.58718 0.00356
3/22/2012
1.58155 -0.00321
3/21/2012
1.58665 0.000536
3/20/2012
1.5858 -0.00195
3/19/2012
1.5889 0.002524
3/18/2012
1.5849 0.000341
3/17/2012
1.58436 0.000101
3/16/2012
1.5842 0.00821
3/15/2012
1.5713 0.002943
3/14/2012
1.56669 -0.00257
3/13/2012
1.57073 0.004528
3/12/2012
1.56365 -0.00223
3/11/2012
1.56715 6.38E-05
3/10/2012
1.56705 -0.00016
3/9/2012
1.5673 -0.00984
3/8/2012
1.58288 0.00545
3/7/2012
1.5743 0.001909
3/6/2012
1.5713 -0.00939
3/5/2012
1.5862 0.001895
3/4/2012
1.5832 -3.8E-05
3/3/2012
1.58326 -0.00015
3/2/2012
1.5835 -0.00752
3/1/2012
1.5955 0.002136
2/29/2012
1.5921 0.001195
2/28/2012
1.5902 0.005183
2/27/2012
1.582 -0.00467
2/26/2012
1.58942 0.001304
2/25/2012
1.58735 -9.4E-05
2/24/2012
1.5875 0.00818
2/23/2012
1.57462 0.004927
2/22/2012
1.5669 -0.00703
2/21/2012
1.578 -0.00372
2/20/2012
1.5839 -0.00151
2/19/2012
1.5863 0.00192
2/18/2012
1.58326 0.000569
2/17/2012
1.58236 0.001177
2/16/2012
1.5805 0.007426
2/15/2012
1.56885 -0.00013

2/14/2012
2/13/2012
2/12/2012
2/11/2012
2/10/2012
2/9/2012
2/8/2012
2/7/2012
2/6/2012
2/5/2012
2/4/2012
2/3/2012
2/2/2012
2/1/2012
1/31/2012
1/30/2012
1/29/2012
1/28/2012
1/27/2012
1/26/2012
1/25/2012
1/24/2012
1/23/2012
1/22/2012
1/21/2012
1/20/2012
1/19/2012
1/18/2012
1/17/2012
1/16/2012
1/15/2012
1/14/2012
1/13/2012
1/12/2012
1/11/2012
1/10/2012
1/9/2012
1/8/2012
1/7/2012
1/6/2012
1/5/2012
1/4/2012
1/3/2012
1/2/2012
1/1/2012
12/31/2011
12/30/2011

1.31285
1.31743
1.32398
1.31975
1.3198
1.32855
1.32512
1.32615
1.31238
1.3127
1.31565
1.3159
1.3146
1.31708
1.30902
1.31415
1.32169
1.3191
1.3219
1.3105
1.3101
1.30322
1.30137
1.28809
1.2947
1.2931
1.29668
1.28545
1.27415
1.26495
1.26411
1.2681
1.2681
1.2815
1.27086
1.2772
1.2769
1.2692
1.2723
1.27165
1.27891
1.29375
1.30515
1.29343
1.29465
1.2959
1.29605

-0.003476466
-0.004947205
0.003205152
-3.78845E-05
-0.006586128
0.002588445
-0.000776684
0.010492388
-0.000243772
-0.002242238
-0.000189984
0.000988894
-0.001882953
0.006157278
-0.003903664
-0.005704817
0.00196346
-0.002118163
0.00869897
0.00030532
0.005279231
0.001421579
0.010309839
-0.00510543
0.001237337
-0.002760897
0.00873624
0.008868658
0.007273015
0.000664499
-0.00314644
0
-0.010456496
0.008372283
-0.004963984
0.000234944
0.006066814
-0.002436532
0.000511147
-0.005676709
-0.011470531
-0.008734628
0.009061178
-0.00094234
-0.000964581
-0.000115736
0.000849454

2/14/2012
2/13/2012
2/12/2012
2/11/2012
2/10/2012
2/9/2012
2/8/2012
2/7/2012
2/6/2012
2/5/2012
2/4/2012
2/3/2012
2/2/2012
2/1/2012
1/31/2012
1/30/2012
1/29/2012
1/28/2012
1/27/2012
1/26/2012
1/25/2012
1/24/2012
1/23/2012
1/22/2012
1/21/2012
1/20/2012
1/19/2012
1/18/2012
1/17/2012
1/16/2012
1/15/2012
1/14/2012
1/13/2012
1/12/2012
1/11/2012
1/10/2012
1/9/2012
1/8/2012
1/7/2012
1/6/2012
1/5/2012
1/4/2012
1/3/2012
1/2/2012
1/1/2012
12/31/2011
12/30/2011

1.56905
1.57507
1.5792
1.57426
1.5755
1.5816
1.58132
1.59015
1.5819
1.58199
1.57786
1.58218
1.5807
1.5846
1.5766
1.57095
1.57274
1.57176
1.57266
1.56885
1.56558
1.56218
1.55655
1.55418
1.55405
1.5572
1.5489
1.5429
1.53351
1.53107
1.52962
1.52995
1.53189
1.5337
1.53279
1.5485
1.54609
1.54149
1.54295
1.54233
1.54952
1.56105
1.56452
1.55138
1.55235
1.55235
1.55235

-0.00382
-0.00262
0.003138
-0.00079
-0.00386
0.000177
-0.00555
0.005215
-5.7E-05
0.002617
-0.00273
0.000936
-0.00246
0.005074
0.003597
-0.00114
0.000624
-0.00057
0.002429
0.002089
0.002176
0.003617
0.001525
8.37E-05
-0.00202
0.005359
0.003889
0.006123
0.001594
0.000948
-0.00022
-0.00127
-0.00118
0.000594
-0.01015
0.001559
0.002984
-0.00095
0.000402
-0.00464
-0.00739
-0.00222
0.00847
-0.00062
0
0
0.007561

12/29/2011
12/28/2011
12/27/2011
12/26/2011
12/25/2011
12/24/2011
12/23/2011
12/22/2011
12/21/2011
12/20/2011
12/19/2011
12/18/2011
12/17/2011
12/16/2011
12/15/2011
12/14/2011
12/13/2011
12/12/2011
12/11/2011
12/10/2011
12/9/2011
12/8/2011
12/7/2011
12/6/2011
12/5/2011
12/4/2011
12/3/2011
12/2/2011
12/1/2011
11/30/2011
11/29/2011
11/28/2011
11/27/2011
11/26/2011
11/25/2011
11/24/2011
11/23/2011
11/22/2011
11/21/2011
11/20/2011
11/19/2011
11/18/2011
11/17/2011
11/16/2011
11/15/2011
11/14/2011
11/13/2011

1.29495
1.29382
1.3068
1.3055
1.3043
1.3041
1.3047
1.30505
1.30443
1.30811
1.2997
1.30338
1.3046
1.30455
1.30211
1.29835
1.30345
1.31678
1.33625
1.3367
1.33855
1.3347
1.34159
1.34025
1.33939
1.3408
1.34047
1.33925
1.34605
1.344
1.33335
1.33129
1.33121
1.3243
1.3239
1.33411
1.33475
1.35175
1.3481
1.35261
1.352
1.3525
1.347
1.34552
1.3525
1.36223
1.37787

0.000873383
-0.00993266
0.000995787
0.000920034
0.000153362
-0.000459876
-0.000268189
0.000475303
-0.002813219
0.006470724
-0.002823428
-0.000935153
3.83274E-05
0.001873882
0.002895983
-0.003912693
-0.010123179
-0.014570627
-0.00033665
-0.001382093
0.002884543
-0.005135697
0.000999813
0.000642083
-0.001051611
0.000246182
0.000910958
-0.005051818
0.001525298
0.0079874
0.001547371
6.00957E-05
0.005217851
0.000302138
-0.007653042
-0.000479491
-0.01257629
0.002707514
-0.003334294
0.000451183
-0.000369686
0.004083148
0.001099946
-0.005160813
-0.0071427
-0.011350853
-2.17723E-05

12/29/2011
12/28/2011
12/27/2011
12/26/2011
12/25/2011
12/24/2011
12/23/2011
12/22/2011
12/21/2011
12/20/2011
12/19/2011
12/18/2011
12/17/2011
12/16/2011
12/15/2011
12/14/2011
12/13/2011
12/12/2011
12/11/2011
12/10/2011
12/9/2011
12/8/2011
12/7/2011
12/6/2011
12/5/2011
12/4/2011
12/3/2011
12/2/2011
12/1/2011
11/30/2011
11/29/2011
11/28/2011
11/27/2011
11/26/2011
11/25/2011
11/24/2011
11/23/2011
11/22/2011
11/21/2011
11/20/2011
11/19/2011
11/18/2011
11/17/2011
11/16/2011
11/15/2011
11/14/2011
11/13/2011

1.5407
1.5457
1.56691
1.56195
1.5591
1.56135
1.5586
1.56769
1.56741
1.56659
1.54989
1.55278
1.55469
1.5546
1.5515
1.5469
1.54866
1.558
1.56442
1.56395
1.56702
1.5624
1.57092
1.5596
1.5647
1.5599
1.56001
1.5596
1.5689
1.5699
1.5601
1.5506
1.54948
1.54654
1.5439
1.54932
1.5528
1.56426
1.56385
1.57948
1.57816
1.58065
1.57602
1.5726
1.58135
1.5899
1.60748

-0.00323
-0.01354
0.003176
0.001828
-0.00144
0.001764
-0.0058
0.000179
0.000523
0.010775
-0.00186
-0.00123
5.79E-05
0.001998
0.002974
-0.00114
-0.00599
-0.0041
0.000301
-0.00196
0.002957
-0.00542
0.007258
-0.00326
0.003077
-7.1E-05
0.000263
-0.00593
-0.00064
0.006282
0.006127
0.000723
0.001901
0.00171
-0.0035
-0.00224
-0.00733
0.000262
-0.0099
0.000836
-0.00158
0.002938
0.002175
-0.00553
-0.00538
-0.01094
-0.00023

11/12/2011
1.3779
11/11/2011
1.375
11/10/2011
1.36092
11/9/2011
1.35235
11/8/2011
1.38282
11/7/2011
1.37661
11/6/2011
1.38189
11/5/2011
1.3748
11/4/2011
1.37925
11/3/2011
1.38135
11/2/2011
1.375
11/1/2011
1.36971
10/31/2011
1.3858
10/30/2011
1.41515
10/29/2011
1.41475
10/28/2011
1.4148
10/27/2011
1.41835
10/26/2011
1.38956
10/25/2011
1.3912
10/24/2011
1.3932
10/23/2011
1.38709
10/22/2011
1.3874
10/21/2011
1.3896
10/20/2011
1.37765
10/19/2011
1.37601
10/18/2011
1.37349
10/17/2011
1.37365
10/16/2011
1.38797
10/15/2011
1.386
10/14/2011
1.3882
10/13/2011
1.3773
10/12/2011
1.37789
10/11/2011
1.3651
10/10/2011
1.3635
10/9/2011
1.33872
10/8/2011
1.33875
10/7/2011
1.33775
10/6/2011
1.34285
10/5/2011
1.3351
10/4/2011
1.33381
10/3/2011
1.31899
10/2/2011
1.33422
10/1/2011
1.33893
9/30/2011
1.3387
9/29/2011
1.3583
min = 1.2641 (January 15)
avg = 1.3300

0.002109091
0.010345942
0.006337117
-0.022034683
0.004511082
-0.003820854
0.005157114
-0.003226391
-0.001520252
0.004618182
0.003862131
-0.011610622
-0.020739851
0.000282735
-3.53407E-05
-0.002502908
0.020718789
-0.001178838
-0.001435544
0.004404905
-0.00022344
-0.001583189
0.008674192
0.001191852
0.001834742
-0.000116478
-0.010317226
0.001421356
-0.001584786
0.007914035
-0.000428191
0.009369277
0.001173451
0.018510219
-2.2409E-05
0.000747524
-0.003797893
0.005804809
0.000967154
0.01123587
-0.011414909
-0.003517734
0.000171808
-0.014429802

11/12/2011
1.60785
11/11/2011
1.60655
11/10/2011
1.59378
11/9/2011
1.5903
11/8/2011
1.60939
11/7/2011
1.60562
11/6/2011
1.6057
11/5/2011
1.60185
11/4/2011
1.60295
11/3/2011
1.60338
11/2/2011
1.5952
11/1/2011
1.59482
10/31/2011
1.60822
10/30/2011
1.61326
10/29/2011
1.61341
10/28/2011
1.6132
10/27/2011
1.6101
10/26/2011
1.59623
10/25/2011
1.6006
10/24/2011
1.59952
10/23/2011
1.59455
10/22/2011
1.59455
10/21/2011
1.59541
10/20/2011
1.5787
10/19/2011
1.57729
10/18/2011
1.57039
10/17/2011
1.57432
10/16/2011
1.58238
10/15/2011
1.58075
10/14/2011
1.5819
10/13/2011
1.5763
10/12/2011
1.57458
10/11/2011
1.55919
10/10/2011
1.5656
10/9/2011
1.5555
10/8/2011
1.5549
10/7/2011
1.556
10/6/2011
1.5434
10/5/2011
1.54633
10/4/2011
1.54789
10/3/2011
1.54392
10/2/2011
1.55744
10/1/2011
1.5588
9/30/2011
1.55835
9/29/2011
1.5605
min = 1.5296 (January 15)
avg = 1.5713

0.000809
0.008012
0.002188
-0.01186
0.002348
-5E-05
0.002403
-0.00069
-0.00027
0.005128
0.000238
-0.00833
-0.00312
-9.3E-05
0.00013
0.001925
0.008689
-0.00273
0.000675
0.003117
0
-0.00054
0.010585
0.000894
0.004394
-0.0025
-0.00509
0.001031
-0.00073
0.003553
0.001092
0.009871
-0.00409
0.006493
0.000386
-0.00071
0.008164
-0.00189
-0.00101
0.002571
-0.00868
-0.00087
0.000289
-0.00138

max = 1.4184 (October 27)

max = 1.6134 (October 29)

Weights
Euro
GBP

Pound (GBP)
Standard Deviation EUR/US
0.005997
Standard Deviation GBP/US
0.004301

Standard Deviation of the Portfolio

0.007021

75%
25%
Variance
3.596E-05
Variance
1.84948E-05

Correlation
0.721397