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Measures of the association between the fund and the benchmark return series give us an understanding as to how much benchmark relative risk was exhibited by the portfolio. Benchmark-relative risk statistics are based on the concept of measuring how closely periodic fund returns vary from the returns of the comparison benchmark. We can get a sense of how funds vary together using a line graph that plots the sequence of monthly returns, such as Exhibit 11.1. Here we have a benchmark and two alternative portfolios. The benchmark and Fund 1 are the sample fund and benchmark that we have been working with from Exhibit 8.1. We have added a second fund, Fund 2, for comparison. We can see that the returns for Fund 1 generally move up and down with the benchmark. The returns of Fund 2 do not move close to the benchmark, as a matter of fact, Fund 2 sometimes moves in opposite directions than the benchmark returns. We are interested in quantifying this degree of covariability, or covariance. Covariance is a statistical measure of the tendency for two data series to move together and is calculated using the series of fund and benchmark returns. It measures the direction and degree of association of the fund and benchmark returns, as well as the magnitude of the variability in the fund and benchmark returns. EXHIBIT 11.1

The commissions and other trading costs reduce the return They are incorporated into the TWR calculation when we add the cash ow to the prior night s market value in the denominator of the subperiod return formula..

On Linux, the command is as follows:

N Use your keyboard to type it. N Use Excel s macro-recorder feature to record your actions and convert

Reagents and Conditions: (a) LDA; (b) F3CSO2Cl; (c) (E)-1-lithio-2-methyl-1, 3-butadiene; (d) lithium isopropenyl acetylide; (e) LAH; (f) KH, 18-crown-6, THF, rt.

Once you create a pivot table, you can create two types of formulas for further analysis:

>>> MyError= Incorrect input >>> raise MyError Traceback (most recent call last): File <interactive input> , line 1, in Incorrect input

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The CRB peak in mid-1988 helped launch the rallies in bonds and utilities that lasted for a year. Finally, the CRB bottom in the autumn of 1989 began the topping process in bonds and utilities. We've established that utilities are positively linked to bonds, and that bonds are negatively linked to commodities. It follows, then, that the Dow Utilities are also negatively linked to commodities. Any significant rally in the commodity markets will push interest rates higher and bond prices lower, which is bearish for the utilities. Downtrending commodity markets will be bullish for bonds and eventually for utilities as well. BONDS, UTILITIES, AND THE DOW INDUSTRIALS The final comparison links bonds, the Dow Utilities, and the Dow Industrials. Figure 10.10 shows all three markets over the last five years. The upper chart overlays Treasury bonds and the Dow Jones Utility Average. The bottom chart plots the Dow Jones Industrial Average. The chart shows that the utilities are closely linked to bonds,

The following sections describe how to install and set up the LTSP software to allow your computer to run as an LTSP server. In general, you will be doing the following on the server: Installing LTSP software Setting up the software needed by LTSP client workstations Configuring services on the server so that clients can get what they need from the server The way your LTSP server is configured will be based on how your thin clients are configured to boot up and how the server verifies that each client is allowed to access the server. There are many ways to configure thin client access to the server. The example in this chapter manually assigns just a few computers specifically to be thin clients, based on the MAC address of each computer s network card and the type of boot each does (such as Etherboot or PXE boot). This makes sure that only computers with specific network interface cards are allowed to use the LTSP server. Figure 11-2 shows an example of a network configuration consisting of one LTSP server and four thin clients.

To calculate segment returns, each security held in a portfolio must be accounted for, or classi ed, in one segment grouping. Many times, we calculate segment level returns using the same segment scheme used to classify securities within the fund s benchmark. Each of the major benchmark index vendors has a scheme for classifying the securities within the index. To facilitate fund-to-benchmark comparisons, we classify each of the securities held by the fund using the same scheme. While this process is usually straightforward, there is a problem to consider when calculating segment level returns, which are securities whose classi cation changed during the period.

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as the first matching entry of the template would not take us there, because according to the root, the relative path to LineItem would be PurchaseOrder\Order\LineItem. The apply-templates construct tells the processor to match the elements defined in the select attribute or if nothing is specified to match any element relative to the current path with any template defined within the XSL stylesheet: