*Glen Bradford
*IE 335

set Date /"6/1/2007","3/1/2007","12/1/2006","9/1/2006","6/1/2006","3/1/2006","12/1/2005","9/1/2005","6/1/2005","3/1/2005","12/1/2004","9/1/2004","6/1/2004","3/1/2004","12/1/2003","9/2/2003","6/2/2003","3/3/2003","12/2/2002","9/3/2002","6/3/2002","3/1/2002","12/3/2001","9/4/2001","6/1/2001","3/1/2001","12/1/2000","9/1/2000","6/1/2000","3/1/2000"/;
set Stock /"MMM","AA","MO","AXP","AIG","T","BA","CAT","C","DD","XOM","GE","GM","HPQ","HON","INTC","IBM","JNJ","JPM","MCD","MRK","MSFT","PFE","KO","HD","PG","UTX","VZ","WMT","DIS"/;

Parameter qtyOwnedMax /10/;
parameter qtyTotal /30/;

Parameters SlopeOverPrice(Date,Stock) /"6/1/2007"."AA" 0.011143, "6/1/2007"."MO" 0.005789, "6/1/2007"."AXP" 0.006154, "6/1/2007"."AIG" 0.005114, "6/1/2007"."T" 0.020043, "6/1/2007"."BA" 0.014259, "6/1/2007"."CAT" 0.007852, "6/1/2007"."C" 0.007752, "6/1/2007"."DD" 0.009947, "6/1/2007"."XOM" 0.013291, "6/1/2007"."GE" 0.003773, "6/1/2007"."GM" 0.007314, "6/1/2007"."HPQ" 0.01821, "6/1/2007"."HON" 0.012756, "6/1/2007"."INTC" -0.00779, "6/1/2007"."IBM" 0.009527, "6/1/2007"."JNJ" 0.002107, "6/1/2007"."JPM" 0.015639, "6/1/2007"."MCD" 0.016084, "6/1/2007"."MRK" 0.020796, "6/1/2007"."MSFT" 0.006217, "6/1/2007"."PFE" 0.004403, "6/1/2007"."KO" 0.008097, "6/1/2007"."HD" -0.00377, "6/1/2007"."PG" 0.006128, "6/1/2007"."UTX" 0.011715, "6/1/2007"."VZ" 0.009679, "6/1/2007"."WMT" 0.001218, "6/1/2007"."DIS" 0.015974,
"3/1/2007"."AA" 0.007549, "3/1/2007"."MO" 0.010388, "3/1/2007"."AXP" 0.003754, "3/1/2007"."AIG" 0.007302, "3/1/2007"."T" 0.017343, "3/1/2007"."BA" 0.013946, "3/1/2007"."CAT" -0.00714, "3/1/2007"."C" 0.00645, "3/1/2007"."DD" 0.004875, "3/1/2007"."XOM" 0.011599, "3/1/2007"."GE" 0.000652, "3/1/2007"."GM" 0.003186, "3/1/2007"."HPQ" 0.021054, "3/1/2007"."HON" 0.009135, "3/1/2007"."INTC" -0.0167, "3/1/2007"."IBM" 0.00776, "3/1/2007"."JNJ" -0.00023, "3/1/2007"."JPM" 0.015333, "3/1/2007"."MCD" 0.01469, "3/1/2007"."MRK" 0.01728, "3/1/2007"."MSFT" 0.004831, "3/1/2007"."PFE" 0.000709, "3/1/2007"."KO" 0.004645, "3/1/2007"."HD" -0.00272, "3/1/2007"."PG" 0.006761, "3/1/2007"."UTX" -0.00329, "3/1/2007"."VZ" 0.004866, "3/1/2007"."WMT" 0.000293, "3/1/2007"."DIS" 0.013423,
"12/1/2006"."AA" 0.003116, "12/1/2006"."MO" 0.009605, "12/1/2006"."AXP" 0.002714, "12/1/2006"."AIG" 0.005257, "12/1/2006"."T" 0.013698, "12/1/2006"."BA" 0.015369, "12/1/2006"."CAT" -0.01683, "12/1/2006"."C" 0.004136, "12/1/2006"."DD" -0.00343, "12/1/2006"."XOM" 0.009244, "12/1/2006"."GE" -0.00093, "12/1/2006"."GM" -0.00487, "12/1/2006"."HPQ" 0.020921, "12/1/2006"."HON" 0.006657, "12/1/2006"."INTC" -0.01374, "12/1/2006"."IBM" 0.00098, "12/1/2006"."JNJ" -0.0015, "12/1/2006"."JPM" 0.013019, "12/1/2006"."MCD" 0.010452, "12/1/2006"."MRK" 0.014605, "12/1/2006"."MSFT" 0.00303, "12/1/2006"."PFE" 0.000889, "12/1/2006"."KO" 0.003365, "12/1/2006"."HD" -0.00309, "12/1/2006"."PG" 0.006304, "12/1/2006"."UTX" -0.02152, "12/1/2006"."VZ" 0.000644, "12/1/2006"."WMT" -0.00289, "12/1/2006"."DIS" 0.007714,
"9/1/2006"."AA" -0.00113, "9/1/2006"."MO" 0.012062, "9/1/2006"."AXP" -0.0007, "9/1/2006"."AIG" 0.002235, "9/1/2006"."T" 0.007981, "9/1/2006"."BA" 0.017654, "9/1/2006"."CAT" -0.01783, "9/1/2006"."C" 0.00293, "9/1/2006"."DD" -0.00785, "9/1/2006"."XOM" 0.008591, "9/1/2006"."GE" -0.00261, "9/1/2006"."GM" -0.01516, "9/1/2006"."HPQ" 0.021261, "9/1/2006"."HON" 0.006416, "9/1/2006"."INTC" -0.01131, "9/1/2006"."IBM" -0.00675, "9/1/2006"."JNJ" -0.0021, "9/1/2006"."JPM" 0.009098, "9/1/2006"."MCD" 0.006942, "9/1/2006"."MRK" 0.009595, "9/1/2006"."MSFT" -0.0019, "9/1/2006"."PFE" -0.00282, "9/1/2006"."KO" 0.002385, "9/1/2006"."HD" -0.00497, "9/1/2006"."PG" 0.004991, "9/1/2006"."UTX" -0.03239, "9/1/2006"."VZ" -0.00605, "9/1/2006"."WMT" -0.00557, "9/1/2006"."DIS" 0.004079,
"6/1/2006"."AA" -0.00283, "6/1/2006"."MO" 0.015591, "6/1/2006"."AXP" 0.000735, "6/1/2006"."AIG" -0.00181, "6/1/2006"."T" 0.002473, "6/1/2006"."BA" 0.017948, "6/1/2006"."CAT" -0.01242, "6/1/2006"."C" 0.002734, "6/1/2006"."DD" -0.00516, "6/1/2006"."XOM" 0.010134, "6/1/2006"."GE" -0.00099, "6/1/2006"."GM" -0.03001, "6/1/2006"."HPQ" 0.023051, "6/1/2006"."HON" 0.006179, "6/1/2006"."INTC" -0.00547, "6/1/2006"."IBM" -0.00644, "6/1/2006"."JNJ" -0.00046, "6/1/2006"."JPM" 0.004498, "6/1/2006"."MCD" 0.00824, "6/1/2006"."MRK" -0.00331, "6/1/2006"."MSFT" -0.00443, "6/1/2006"."PFE" -0.01294, "6/1/2006"."KO" 0.00053, "6/1/2006"."HD" 0.00171, "6/1/2006"."PG" 0.004072, "6/1/2006"."UTX" -0.03685, "6/1/2006"."VZ" -0.01126, "6/1/2006"."WMT" -0.00711, "6/1/2006"."DIS" 0.00484,
"3/1/2006"."AA" -0.00744, "3/1/2006"."MO" 0.01786, "3/1/2006"."AXP" 0.00185, "3/1/2006"."AIG" -0.0044, "3/1/2006"."T" 0.001174, "3/1/2006"."BA" 0.016551, "3/1/2006"."CAT" -0.01272, "3/1/2006"."C" 0.000591, "3/1/2006"."DD" -0.00388, "3/1/2006"."XOM" 0.013214, "3/1/2006"."GE" 0.00244, "3/1/2006"."GM" -0.05367, "3/1/2006"."HPQ" 0.01869, "3/1/2006"."HON" 0.00455, "3/1/2006"."INTC" -0.00417, "3/1/2006"."IBM" -0.00528, "3/1/2006"."JNJ" 0.003718, "3/1/2006"."JPM" 0.000603, "3/1/2006"."MCD" 0.010046, "3/1/2006"."MRK" -0.01651, "3/1/2006"."MSFT" -0.00096, "3/1/2006"."PFE" -0.0189, "3/1/2006"."KO" -0.00552, "3/1/2006"."HD" 0.005722, "3/1/2006"."PG" -0.01331, "3/1/2006"."UTX" -0.03817, "3/1/2006"."VZ" -0.00947, "3/1/2006"."WMT" -0.00961, "3/1/2006"."DIS" 0.003363,
"12/1/2005"."AA" -0.01349, "12/1/2005"."MO" 0.015203, "12/1/2005"."AXP" 0.001934, "12/1/2005"."AIG" -0.00785, "12/1/2005"."T" -0.00164, "12/1/2005"."BA" 0.018198, "12/1/2005"."CAT" -0.01324, "12/1/2005"."C" -0.00208, "12/1/2005"."DD" -0.00101, "12/1/2005"."XOM" 0.016405, "12/1/2005"."GE" 0.004564, "12/1/2005"."GM" -0.05735, "12/1/2005"."HPQ" 0.011683, "12/1/2005"."HON" 0.002727, "12/1/2005"."INTC" -0.00376, "12/1/2005"."IBM" -0.00713, "12/1/2005"."JNJ" 0.009111, "12/1/2005"."JPM" -0.00445, "12/1/2005"."MCD" 0.008849, "12/1/2005"."MRK" -0.02938, "12/1/2005"."MSFT" -0.00196, "12/1/2005"."PFE" -0.02706, "12/1/2005"."KO" -0.00872, "12/1/2005"."HD" 0.006, "12/1/2005"."PG" -0.03325, "12/1/2005"."UTX" -0.0331, "12/1/2005"."VZ" -0.00961, "12/1/2005"."WMT" -0.01133, "12/1/2005"."DIS" 0.002118,
"9/1/2005"."AA" -0.01543, "9/1/2005"."MO" 0.012694, "9/1/2005"."AXP" 0.005543, "9/1/2005"."AIG" -0.00791, "9/1/2005"."T" -0.0014, "9/1/2005"."BA" 0.018891, "9/1/2005"."CAT" -0.00046, "9/1/2005"."C" -0.00345, "9/1/2005"."DD" 0.002053, "9/1/2005"."XOM" 0.017855, "9/1/2005"."GE" 0.007527, "9/1/2005"."GM" -0.02752, "9/1/2005"."HPQ" 0.004439, "9/1/2005"."HON" 0.006364, "9/1/2005"."INTC" -0.01253, "9/1/2005"."IBM" -0.00726, "9/1/2005"."JNJ" 0.012373, "9/1/2005"."JPM" -0.00481, "9/1/2005"."MCD" 0.009416, "9/1/2005"."MRK" -0.03434, "9/1/2005"."MSFT" -0.00201, "9/1/2005"."PFE" -0.02048, "9/1/2005"."KO" -0.00826, "9/1/2005"."HD" 0.005759, "9/1/2005"."PG" -0.04284, "9/1/2005"."UTX" -0.01882, "9/1/2005"."VZ" -0.00178, "9/1/2005"."WMT" -0.01193, "9/1/2005"."DIS" 0.006103,
"6/1/2005"."AA" -0.00359, "6/1/2005"."MO" 0.014383, "6/1/2005"."AXP" 0.007313, "6/1/2005"."AIG" -0.00412, "6/1/2005"."T" 0.0012, "6/1/2005"."BA" 0.018558, "6/1/2005"."CAT" 0.011456, "6/1/2005"."C" -0.00021, "6/1/2005"."DD" 0.005989, "6/1/2005"."XOM" 0.018956, "6/1/2005"."GE" 0.010044, "6/1/2005"."GM" -0.0178, "6/1/2005"."HPQ" -0.00066, "6/1/2005"."HON" 0.009498, "6/1/2005"."INTC" -0.01245, "6/1/2005"."IBM" -0.00304, "6/1/2005"."JNJ" 0.013207, "6/1/2005"."JPM" 0.000348, "6/1/2005"."MCD" 0.012767, "6/1/2005"."MRK" -0.03314, "6/1/2005"."MSFT" -0.00228, "6/1/2005"."PFE" -0.01336, "6/1/2005"."KO" -0.0065, "6/1/2005"."HD" 0.007983, "6/1/2005"."PG" -0.04929, "6/1/2005"."UTX" 0.010964, "6/1/2005"."VZ" 0.003138, "6/1/2005"."WMT" -0.00866, "6/1/2005"."DIS" 0.010757,
"3/1/2005"."AA" 0.00829, "3/1/2005"."MO" 0.014599, "3/1/2005"."AXP" 0.011452, "3/1/2005"."AIG" 0.00547, "3/1/2005"."T" 0.001785, "3/1/2005"."BA" 0.019959, "3/1/2005"."CAT" 0.016044, "3/1/2005"."C" 0.003412, "3/1/2005"."DD" 0.005855, "3/1/2005"."XOM" 0.017041, "3/1/2005"."GE" 0.009673, "3/1/2005"."GM" -0.00393, "3/1/2005"."HPQ" -2.9E-05, "3/1/2005"."HON" 0.013883, "3/1/2005"."INTC" -0.00565, "3/1/2005"."IBM" 0.003485, "3/1/2005"."JNJ" 0.009039, "3/1/2005"."JPM" 0.006268, "3/1/2005"."MCD" 0.017186, "3/1/2005"."MRK" -0.03737, "3/1/2005"."MSFT" 0.000845, "3/1/2005"."PFE" -0.01011, "3/1/2005"."KO" -0.00413, "3/1/2005"."HD" 0.011482, "3/1/2005"."PG" -0.04388, "3/1/2005"."UTX" 0.01371, "3/1/2005"."VZ" 0.003, "3/1/2005"."WMT" -0.00419, "3/1/2005"."DIS" 0.012464,
"12/1/2004"."AA" 0.018315, "12/1/2004"."MO" 0.014309, "12/1/2004"."AXP" 0.015396, "12/1/2004"."AIG" 0.011587, "12/1/2004"."T" 0.005253, "12/1/2004"."BA" 0.02345, "12/1/2004"."CAT" 0.017944, "12/1/2004"."C" 0.009257, "12/1/2004"."DD" 0.005029, "12/1/2004"."XOM" 0.014943, "12/1/2004"."GE" 0.011671, "12/1/2004"."GM" 0.008601, "12/1/2004"."HPQ" 0.005193, "12/1/2004"."HON" 0.018043, "12/1/2004"."INTC" 0.008447, "12/1/2004"."IBM" 0.005379, "12/1/2004"."JNJ" 0.004456, "12/1/2004"."JPM" 0.015744, "12/1/2004"."MCD" 0.021032, "12/1/2004"."MRK" -0.03246, "12/1/2004"."MSFT" -0.0036, "12/1/2004"."PFE" -0.00076, "12/1/2004"."KO" 0.001798, "12/1/2004"."HD" 0.015896, "12/1/2004"."PG" -0.02907, "12/1/2004"."UTX" 0.016511, "12/1/2004"."VZ" 0.004098, "12/1/2004"."WMT" 0.001074, "12/1/2004"."DIS" 0.013438,
"9/1/2004"."AA" 0.019348, "9/1/2004"."MO" 0.016426, "9/1/2004"."AXP" 0.016457, "9/1/2004"."AIG" 0.011752, "9/1/2004"."T" 0.000614, "9/1/2004"."BA" 0.020438, "9/1/2004"."CAT" 0.022006, "9/1/2004"."C" 0.013544, "9/1/2004"."DD" 0.003015, "9/1/2004"."XOM" 0.012425, "9/1/2004"."GE" 0.011537, "9/1/2004"."GM" 0.013451, "9/1/2004"."HPQ" 0.009754, "9/1/2004"."HON" 0.019069, "9/1/2004"."INTC" 0.022348, "9/1/2004"."IBM" 0.005579, "9/1/2004"."JNJ" -0.00018, "9/1/2004"."JPM" 0.020861, "9/1/2004"."MCD" 0.022338, "9/1/2004"."MRK" -0.0226, "9/1/2004"."MSFT" -0.02997, "9/1/2004"."PFE" 0.005258, "9/1/2004"."KO" 0.005547, "9/1/2004"."HD" 0.015515, "9/1/2004"."PG" -0.01218, "9/1/2004"."UTX" 0.018637, "9/1/2004"."VZ" -0.00061, "9/1/2004"."WMT" 0.002879, "9/1/2004"."DIS" 0.015565,
"6/1/2004"."AA" 0.019141, "6/1/2004"."MO" 0.013621, "6/1/2004"."AXP" 0.017804, "6/1/2004"."AIG" 0.008839, "6/1/2004"."T" -0.00117, "6/1/2004"."BA" 0.011692, "6/1/2004"."CAT" 0.025751, "6/1/2004"."C" 0.018263, "6/1/2004"."DD" 0.004226, "6/1/2004"."XOM" 0.009599, "6/1/2004"."GE" 0.007695, "6/1/2004"."GM" 0.009493, "6/1/2004"."HPQ" 0.018671, "6/1/2004"."HON" 0.013442, "6/1/2004"."INTC" 0.026482, "6/1/2004"."IBM" 0.011079, "6/1/2004"."JNJ" -0.00186, "6/1/2004"."JPM" 0.023092, "6/1/2004"."MCD" 0.017711, "6/1/2004"."MRK" -0.00817, "6/1/2004"."MSFT" -0.04107, "6/1/2004"."PFE" 0.006555, "6/1/2004"."KO" 0.004183, "6/1/2004"."HD" 0.014346, "6/1/2004"."PG" 0.008122, "6/1/2004"."UTX" 0.018033, "6/1/2004"."VZ" 0.001752, "6/1/2004"."WMT" 0.005778, "6/1/2004"."DIS" 0.017117,
"3/1/2004"."AA" 0.008775, "3/1/2004"."MO" 0.004898, "3/1/2004"."AXP" 0.013551, "3/1/2004"."AIG" 0.001521, "3/1/2004"."T" -0.00983, "3/1/2004"."BA" 0.000696, "3/1/2004"."CAT" 0.021725, "3/1/2004"."C" 0.012761, "3/1/2004"."DD" 0.001002, "3/1/2004"."XOM" 0.003142, "3/1/2004"."GE" 0.003597, "3/1/2004"."GM" -0.00515, "3/1/2004"."HPQ" 0.016822, "3/1/2004"."HON" 0.001321, "3/1/2004"."INTC" 0.019907, "3/1/2004"."IBM" 0.010392, "3/1/2004"."JNJ" -0.00655, "3/1/2004"."JPM" 0.013597, "3/1/2004"."MCD" 0.003705, "3/1/2004"."MRK" -0.00787, "3/1/2004"."MSFT" -0.0598, "3/1/2004"."PFE" 0.00183, "3/1/2004"."KO" -0.00384, "3/1/2004"."HD" 0.001874, "3/1/2004"."PG" 0.00573, "3/1/2004"."UTX" 0.015462, "3/1/2004"."VZ" -0.00269, "3/1/2004"."WMT" 0.004101, "3/1/2004"."DIS" 0.010833,
"12/1/2003"."AA" -0.00567, "12/1/2003"."MO" -0.00556, "12/1/2003"."AXP" 0.008467, "12/1/2003"."AIG" -0.00869, "12/1/2003"."T" -0.02153, "12/1/2003"."BA" -0.00984, "12/1/2003"."CAT" 0.013661, "12/1/2003"."C" 0.003185, "12/1/2003"."DD" -0.0027, "12/1/2003"."XOM" -0.00358, "12/1/2003"."GE" -0.00837, "12/1/2003"."GM" -0.01371, "12/1/2003"."HPQ" 0.007912, "12/1/2003"."HON" -0.01103, "12/1/2003"."INTC" 0.003277, "12/1/2003"."IBM" -0.00075, "12/1/2003"."JNJ" -0.00921, "12/1/2003"."JPM" 0.004853, "12/1/2003"."MCD" -0.00868, "12/1/2003"."MRK" -0.00806, "12/1/2003"."MSFT" -0.06617, "12/1/2003"."PFE" -0.00792, "12/1/2003"."KO" -0.00597, "12/1/2003"."HD" -0.01586, "12/1/2003"."PG" 0.003632, "12/1/2003"."UTX" 0.007134, "12/1/2003"."VZ" -0.01158, "12/1/2003"."WMT" -0.00153, "12/1/2003"."DIS" 0.001394,
"9/2/2003"."AA" -0.02434, "9/2/2003"."MO" -0.01369, "9/2/2003"."AXP" 0.007309, "9/2/2003"."AIG" -0.01874, "9/2/2003"."T" -0.03557, "9/2/2003"."BA" -0.01438, "9/2/2003"."CAT" 0.007756, "9/2/2003"."C" -0.00632, "9/2/2003"."DD" -0.00335, "9/2/2003"."XOM" -0.00637, "9/2/2003"."GE" -0.01713, "9/2/2003"."GM" -0.02157, "9/2/2003"."HPQ" -0.00023, "9/2/2003"."HON" -0.01968, "9/2/2003"."INTC" -0.01422, "9/2/2003"."IBM" -0.01325, "9/2/2003"."JNJ" -0.00826, "9/2/2003"."JPM" -0.00599, "9/2/2003"."MCD" -0.01868, "9/2/2003"."MRK" -0.0062, "9/2/2003"."MSFT" -0.06883, "9/2/2003"."PFE" -0.01727, "9/2/2003"."KO" -0.00833, "9/2/2003"."HD" -0.03021, "9/2/2003"."PG" 0.00423, "9/2/2003"."UTX" 0.003837, "9/2/2003"."VZ" -0.01764, "9/2/2003"."WMT" -0.00227, "9/2/2003"."DIS" -0.00417,
"6/2/2003"."AA" -0.03274, "6/2/2003"."MO" -0.01341, "6/2/2003"."AXP" 0.003109, "6/2/2003"."AIG" -0.02513, "6/2/2003"."T" -0.03978, "6/2/2003"."BA" -0.02328, "6/2/2003"."CAT" -0.00126, "6/2/2003"."C" -0.01316, "6/2/2003"."DD" -0.00255, "6/2/2003"."XOM" -0.00873, "6/2/2003"."GE" -0.02622, "6/2/2003"."GM" -0.02832, "6/2/2003"."HPQ" -0.00864, "6/2/2003"."HON" -0.02189, "6/2/2003"."INTC" -0.03032, "6/2/2003"."IBM" -0.01729, "6/2/2003"."JNJ" -0.00295, "6/2/2003"."JPM" -0.01782, "6/2/2003"."MCD" -0.02916, "6/2/2003"."MRK" -0.0078, "6/2/2003"."MSFT" -0.06393, "6/2/2003"."PFE" -0.01666, "6/2/2003"."KO" -0.00536, "6/2/2003"."HD" -0.03439, "6/2/2003"."PG" 0.007546, "6/2/2003"."UTX" -0.00058, "6/2/2003"."VZ" -0.01935, "6/2/2003"."WMT" -0.0026, "6/2/2003"."DIS" -0.01278,
"3/3/2003"."AA" -0.05159, "3/3/2003"."MO" -0.01971, "3/3/2003"."AXP" -0.00445, "3/3/2003"."AIG" -0.03013, "3/3/2003"."T" -0.05344, "3/3/2003"."BA" -0.04724, "3/3/2003"."CAT" -0.00609, "3/3/2003"."C" -0.02469, "3/3/2003"."DD" -0.00602, "3/3/2003"."XOM" -0.04704, "3/3/2003"."GE" -0.04366, "3/3/2003"."GM" -0.03008, "3/3/2003"."HPQ" -0.03332, "3/3/2003"."HON" -0.03873, "3/3/2003"."INTC" -0.04341, "3/3/2003"."IBM" -0.02536, "3/3/2003"."JNJ" -0.01353, "3/3/2003"."JPM" -0.0472, "3/3/2003"."MCD" -0.04569, "3/3/2003"."MRK" -0.0158, "3/3/2003"."MSFT" -0.05651, "3/3/2003"."PFE" -0.02052, "3/3/2003"."KO" -0.00307, "3/3/2003"."HD" -0.05216, "3/3/2003"."PG" 0.011998, "3/3/2003"."UTX" -0.00919, "3/3/2003"."VZ" -0.02834, "3/3/2003"."WMT" -0.00161, "3/3/2003"."DIS" -0.03115,
"12/2/2002"."AA" -0.03176, "12/2/2002"."MO" -0.00561, "12/2/2002"."AXP" -0.00779, "12/2/2002"."AIG" -0.0204, "12/2/2002"."T" -0.03822, "12/2/2002"."BA" -0.0362, "12/2/2002"."CAT" -0.00192, "12/2/2002"."C" -0.02258, "12/2/2002"."DD" -0.00177, "12/2/2002"."XOM" -0.06715, "12/2/2002"."GE" -0.04306, "12/2/2002"."GM" -0.01713, "12/2/2002"."HPQ" -0.04462, "12/2/2002"."HON" -0.03502, "12/2/2002"."INTC" -0.0407, "12/2/2002"."IBM" -0.02327, "12/2/2002"."JNJ" -0.02806, "12/2/2002"."JPM" -0.05189, "12/2/2002"."MCD" -0.02656, "12/2/2002"."MRK" -0.02206, "12/2/2002"."MSFT" -0.01248, "12/2/2002"."PFE" -0.02029, "12/2/2002"."KO" -0.00039, "12/2/2002"."HD" -0.03712, "12/2/2002"."PG" 0.014522, "12/2/2002"."UTX" -0.00959, "12/2/2002"."VZ" -0.02447, "12/2/2002"."WMT" 0.001234, "12/2/2002"."DIS" -0.03914,
"9/3/2002"."AA" -0.01434, "9/3/2002"."MO" 0.00674, "9/3/2002"."AXP" -0.02457, "9/3/2002"."AIG" -0.02606, "9/3/2002"."T" -0.05878, "9/3/2002"."BA" -0.03988, "9/3/2002"."CAT" 0.006185, "9/3/2002"."C" -0.02492, "9/3/2002"."DD" -0.0033, "9/3/2002"."XOM" -0.08907, "9/3/2002"."GE" -0.04194, "9/3/2002"."GM" -0.00583, "9/3/2002"."HPQ" -0.09233, "9/3/2002"."HON" -0.04079, "9/3/2002"."INTC" -0.05028, "9/3/2002"."IBM" -0.02131, "9/3/2002"."JNJ" -0.03977, "9/3/2002"."JPM" -0.05246, "9/3/2002"."MCD" -0.01709, "9/3/2002"."MRK" -0.04074, "9/3/2002"."MSFT" -0.01135, "9/3/2002"."PFE" -0.01865, "9/3/2002"."KO" -0.00484, "9/3/2002"."HD" -0.01529, "9/3/2002"."PG" 0.012339, "9/3/2002"."UTX" -0.00958, "9/3/2002"."VZ" -0.03628, "9/3/2002"."WMT" 0.003951, "9/3/2002"."DIS" -0.04619,
"6/3/2002"."AA" 0.006719, "6/3/2002"."MO" 0.020176, "6/3/2002"."AXP" -0.02908, "6/3/2002"."AIG" -0.01668, "6/3/2002"."T" -0.02478, "6/3/2002"."BA" -0.02413, "6/3/2002"."CAT" 0.016676, "6/3/2002"."C" -0.01743, "6/3/2002"."DD" 0.000421, "6/3/2002"."XOM" -0.06819, "6/3/2002"."GE" -0.03683, "6/3/2002"."GM" -0.00378, "6/3/2002"."HPQ" -0.19973, "6/3/2002"."HON" -0.01283, "6/3/2002"."INTC" -0.06581, "6/3/2002"."IBM" -0.01168, "6/3/2002"."JNJ" -0.04231, "6/3/2002"."JPM" -0.02405, "6/3/2002"."MCD" -0.00606, "6/3/2002"."MRK" -0.02681, "6/3/2002"."MSFT" -0.00606, "6/3/2002"."PFE" -0.00988, "6/3/2002"."KO" -0.00615, "6/3/2002"."HD" -0.00362, "6/3/2002"."PG" 0.012643, "6/3/2002"."UTX" -0.00169, "6/3/2002"."VZ" -0.00899, "6/3/2002"."WMT" 0.006553, "6/3/2002"."DIS" -0.04219,
"3/1/2002"."AA" -0.00545, "3/1/2002"."MO" 0.023212, "3/1/2002"."AXP" -0.05292, "3/1/2002"."AIG" -0.02085, "3/1/2002"."T" -0.0115, "3/1/2002"."BA" -0.01022, "3/1/2002"."CAT" 0.015696, "3/1/2002"."C" -0.01411, "3/1/2002"."DD" -0.00197, "3/1/2002"."XOM" -0.05617, "3/1/2002"."GE" -0.05121, "3/1/2002"."GM" -0.01458, "3/1/2002"."HPQ" -0.27333, "3/1/2002"."HON" -0.0165, "3/1/2002"."INTC" -0.11392, "3/1/2002"."IBM" -0.00154, "3/1/2002"."JNJ" -0.03208, "3/1/2002"."JPM" -0.03442, "3/1/2002"."MCD" -0.01315, "3/1/2002"."MRK" -0.01564, "3/1/2002"."MSFT" -0.00521, "3/1/2002"."PFE" -0.00544, "3/1/2002"."KO" -0.00966, "3/1/2002"."HD" -0.00287, "3/1/2002"."PG" 0.010373, "3/1/2002"."UTX" 0.00173, "3/1/2002"."VZ" -0.00475, "3/1/2002"."WMT" 0.003269, "3/1/2002"."DIS" -0.04317,
"12/3/2001"."AA" -0.03071, "12/3/2001"."MO" 0.031683, "12/3/2001"."AXP" -0.12721, "12/3/2001"."AIG" -0.01716, "12/3/2001"."T" -0.00338, "12/3/2001"."BA" 0.000846, "12/3/2001"."CAT" 0.013696, "12/3/2001"."C" -0.01311, "12/3/2001"."DD" -0.01027, "12/3/2001"."XOM" -0.04682, "12/3/2001"."GE" -0.09757, "12/3/2001"."GM" -0.02908, "12/3/2001"."HPQ" -0.28844, "12/3/2001"."HON" -0.02168, "12/3/2001"."INTC" -0.15103, "12/3/2001"."IBM" -0.00124, "12/3/2001"."JNJ" -0.02377, "12/3/2001"."JPM" -0.04983, "12/3/2001"."MCD" -0.01628, "12/3/2001"."MRK" -0.00565, "12/3/2001"."MSFT" -0.01781, "12/3/2001"."PFE" 0.001579, "12/3/2001"."KO" -0.00826, "12/3/2001"."HD" -0.01083, "12/3/2001"."PG" 0.000585, "12/3/2001"."UTX" 0.005218, "12/3/2001"."VZ" -0.0048, "12/3/2001"."WMT" -0.00113, "12/3/2001"."DIS" -0.04551,
"9/4/2001"."AA" -0.05348, "9/4/2001"."MO" 0.030979, "9/4/2001"."AXP" -0.20825, "9/4/2001"."AIG" -0.01744, "9/4/2001"."T" -0.00256, "9/4/2001"."BA" 0.02316, "9/4/2001"."CAT" 0.007547, "9/4/2001"."C" -0.01324, "9/4/2001"."DD" -0.02202, "9/4/2001"."XOM" -0.02022, "9/4/2001"."GE" -0.13744, "9/4/2001"."GM" -0.02912, "9/4/2001"."HPQ" -0.32793, "9/4/2001"."HON" -0.03085, "9/4/2001"."INTC" -0.21394, "9/4/2001"."IBM" -0.00301, "9/4/2001"."JNJ" -0.02121, "9/4/2001"."JPM" -0.06138, "9/4/2001"."MCD" -0.02217, "9/4/2001"."MRK" -0.00074, "9/4/2001"."MSFT" -0.03691, "9/4/2001"."PFE" 0.005558, "9/4/2001"."KO" -0.01075, "9/4/2001"."HD" -0.0306, "9/4/2001"."PG" -0.01674, "9/4/2001"."UTX" 0.01525, "9/4/2001"."VZ" -0.00697, "9/4/2001"."WMT" -0.0075, "9/4/2001"."DIS" -0.0233,
"6/1/2001"."AA" -0.04448, "6/1/2001"."MO" 0.021194, "6/1/2001"."AXP" -0.15621, "6/1/2001"."AIG" -0.0118, "6/1/2001"."T" -0.00609, "6/1/2001"."BA" 0.020239, "6/1/2001"."CAT" -0.00536, "6/1/2001"."C" 0.00039, "6/1/2001"."DD" -0.02174, "6/1/2001"."XOM" 0.005536, "6/1/2001"."GE" -0.09919, "6/1/2001"."GM" -0.01353, "6/1/2001"."HPQ" -0.14939, "6/1/2001"."HON" -0.02394, "6/1/2001"."INTC" -0.11537, "6/1/2001"."IBM" -0.00432, "6/1/2001"."JNJ" -0.00601, "6/1/2001"."JPM" -0.04611, "6/1/2001"."MCD" -0.02644, "6/1/2001"."MRK" 0.007138, "6/1/2001"."MSFT" -0.02533, "6/1/2001"."PFE" 0.010554, "6/1/2001"."KO" -0.00783, "6/1/2001"."HD" -0.02645, "6/1/2001"."PG" -0.02728, "6/1/2001"."UTX" 0.012382, "6/1/2001"."VZ" -0.011, "6/1/2001"."WMT" -0.00106, "6/1/2001"."DIS" 0.001333,
"3/1/2001"."AA" -0.05083, "3/1/2001"."MO" 0.007747, "3/1/2001"."AXP" -0.12841, "3/1/2001"."AIG" -0.01319, "3/1/2001"."T" -0.00613, "3/1/2001"."BA" 0.019087, "3/1/2001"."CAT" -0.0218, "3/1/2001"."C" -0.0038, "3/1/2001"."DD" -0.03367, "3/1/2001"."XOM" 0.003939, "3/1/2001"."GE" -0.09933, "3/1/2001"."GM" -0.01825, "3/1/2001"."HPQ" -0.08495, "3/1/2001"."HON" -0.02296, "3/1/2001"."INTC" -0.06257, "3/1/2001"."IBM" -0.01931, "3/1/2001"."JNJ" -0.00049, "3/1/2001"."JPM" -0.04526, "3/1/2001"."MCD" -0.02531, "3/1/2001"."MRK" 0.00938, "3/1/2001"."MSFT" -0.03365, "3/1/2001"."PFE" -0.03743, "3/1/2001"."KO" -0.00828, "3/1/2001"."HD" -0.02703, "3/1/2001"."PG" -0.02675, "3/1/2001"."UTX" -0.00407, "3/1/2001"."VZ" -0.01277, "3/1/2001"."WMT" 0.003963, "3/1/2001"."DIS" 0.007017,
"12/1/2000"."AA" -0.04341, "12/1/2000"."MO" -0.00825, "12/1/2000"."AXP" -0.06333, "12/1/2000"."AIG" -0.00739, "12/1/2000"."T" -0.00619, "12/1/2000"."BA" 0.016741, "12/1/2000"."CAT" -0.01916, "12/1/2000"."C" -0.00195, "12/1/2000"."DD" -0.02011, "12/1/2000"."XOM" 0.007049, "12/1/2000"."GE" -0.05879, "12/1/2000"."GM" -0.01941, "12/1/2000"."HPQ" -0.00448, "12/1/2000"."HON" -0.01029, "12/1/2000"."INTC" -0.05411, "12/1/2000"."IBM" -0.03721, "12/1/2000"."JNJ" 0.001111, "12/1/2000"."JPM" -0.03904, "12/1/2000"."MCD" -0.03995, "12/1/2000"."MRK" -0.00302, "12/1/2000"."MSFT" -0.06604, "12/1/2000"."PFE" -0.07869, "12/1/2000"."KO" -0.00591, "12/1/2000"."HD" -0.0193, "12/1/2000"."PG" -0.0202, "12/1/2000"."UTX" -0.02703, "12/1/2000"."VZ" -0.00905, "12/1/2000"."WMT" -0.01516, "12/1/2000"."DIS" 0.010509,
"9/1/2000"."AA" -0.05003, "9/1/2000"."MO" -0.04239, "9/1/2000"."AXP" -0.02029, "9/1/2000"."AIG" -0.00157, "9/1/2000"."T" -0.00882, "9/1/2000"."BA" 0.009052, "9/1/2000"."CAT" -0.02569, "9/1/2000"."C" 0.005255, "9/1/2000"."DD" -0.01662, "9/1/2000"."XOM" 0.005412, "9/1/2000"."GE" -0.0152, "9/1/2000"."GM" -0.00455, "9/1/2000"."HPQ" 0.028314, "9/1/2000"."HON" -0.00592, "9/1/2000"."INTC" -0.01128, "9/1/2000"."IBM" -0.02837, "9/1/2000"."JNJ" 0.001613, "9/1/2000"."JPM" -0.01368, "9/1/2000"."MCD" -0.06191, "9/1/2000"."MRK" -0.03576, "9/1/2000"."MSFT" -0.04384, "9/1/2000"."PFE" -0.10088, "9/1/2000"."KO" -0.01306, "9/1/2000"."HD" -0.00265, "9/1/2000"."PG" -0.02173, "9/1/2000"."UTX" -0.04133, "9/1/2000"."VZ" -0.00598, "9/1/2000"."WMT" -0.02303, "9/1/2000"."DIS" 0.012815,
"6/1/2000"."AA" -0.01492, "6/1/2000"."MO" -0.05094, "6/1/2000"."AXP" 0.027395, "6/1/2000"."AIG" 0.002305, "6/1/2000"."T" -0.00238, "6/1/2000"."BA" 0.006965, "6/1/2000"."CAT" -0.01022, "6/1/2000"."C" 0.004474, "6/1/2000"."DD" -0.00674, "6/1/2000"."XOM" 0.006402, "6/1/2000"."GE" 0.027503, "6/1/2000"."GM" 0.005151, "6/1/2000"."HPQ" 0.028805, "6/1/2000"."HON" 0.017848, "6/1/2000"."INTC" 0.007884, "6/1/2000"."IBM" -0.02281, "6/1/2000"."JNJ" 0.004709, "6/1/2000"."JPM" 0.011696, "6/1/2000"."MCD" -0.05287, "6/1/2000"."MRK" -0.04294, "6/1/2000"."MSFT" -0.02306, "6/1/2000"."PFE" -0.09503, "6/1/2000"."KO" -0.01484, "6/1/2000"."HD" 0.013659, "6/1/2000"."PG" -0.00704, "6/1/2000"."UTX" -0.04165, "6/1/2000"."VZ" 0.007693, "6/1/2000"."WMT" -0.01348, "6/1/2000"."DIS" 0.010464,
"3/1/2000"."AA" -0.00218, "3/1/2000"."MO" -0.05098, "3/1/2000"."AXP" 0.020408, "3/1/2000"."AIG" -0.0073, "3/1/2000"."T" 0.006277, "3/1/2000"."BA" 0.001064, "3/1/2000"."CAT" -0.00491, "3/1/2000"."C" -0.00193, "3/1/2000"."DD" -0.00637, "3/1/2000"."XOM" 0.005991, "3/1/2000"."GE" 0.018678, "3/1/2000"."GM" 0.004633, "3/1/2000"."HPQ" 0.022606, "3/1/2000"."HON" 0.016529, "3/1/2000"."INTC" 0.003482, "3/1/2000"."IBM" -0.01004, "3/1/2000"."JNJ" 0.011409, "3/1/2000"."JPM" -0.00414, "3/1/2000"."MCD" -0.04445, "3/1/2000"."MRK" -0.05781, "3/1/2000"."MSFT" -0.00557, "3/1/2000"."PFE" -0.11878, "3/1/2000"."KO" -0.02312, "3/1/2000"."HD" 0.005984, "3/1/2000"."PG" 0.00967, "3/1/2000"."UTX" -0.0338, "3/1/2000"."VZ" -0.00175, "3/1/2000"."WMT" -0.00895, "3/1/2000"."DIS" -0.05322/;

Parameters STD(Date,Stock) /"6/1/2007"."AA" 4.152745, "6/1/2007"."MO" 6.333902, "6/1/2007"."AXP" 3.737109, "6/1/2007"."AIG" 3.873814, "6/1/2007"."T" 6.080183, "6/1/2007"."BA" 10.3466, "6/1/2007"."CAT" 7.73738, "6/1/2007"."C" 3.267597, "6/1/2007"."DD" 4.266817, "6/1/2007"."XOM" 8.584113, "6/1/2007"."GE" 1.522207, "6/1/2007"."GM" 5.161966, "6/1/2007"."HPQ" 5.965204, "6/1/2007"."HON" 6.083034, "6/1/2007"."INTC" 2.638006, "6/1/2007"."IBM" 9.116516, "6/1/2007"."JNJ" 2.815722, "6/1/2007"."JPM" 5.593295, "6/1/2007"."MCD" 6.211211, "6/1/2007"."MRK" 7.606558, "6/1/2007"."MSFT" 2.287099, "6/1/2007"."PFE" 1.754781, "6/1/2007"."KO" 3.542783, "6/1/2007"."HD" 2.422991, "6/1/2007"."PG" 3.417635, "6/1/2007"."UTX" 6.176595, "6/1/2007"."VZ" 3.31597, "6/1/2007"."WMT" 1.633901, "6/1/2007"."DIS" 4.016359,
"3/1/2007"."AA" 2.716643, "3/1/2007"."MO" 7.042435, "3/1/2007"."AXP" 2.705901, "3/1/2007"."AIG" 4.941039, "3/1/2007"."T" 5.150714, "3/1/2007"."BA" 9.384192, "3/1/2007"."CAT" 11.53758, "3/1/2007"."C" 2.942641, "3/1/2007"."DD" 3.57126, "3/1/2007"."XOM" 6.95565, "3/1/2007"."GE" 1.211822, "3/1/2007"."GM" 4.962078, "3/1/2007"."HPQ" 6.200141, "3/1/2007"."HON" 3.485381, "3/1/2007"."INTC" 2.969704, "3/1/2007"."IBM" 7.085376, "3/1/2007"."JNJ" 3.220243, "3/1/2007"."JPM" 5.451977, "3/1/2007"."MCD" 5.070048, "3/1/2007"."MRK" 6.051447, "3/1/2007"."MSFT" 2.06462, "3/1/2007"."PFE" 1.851243, "3/1/2007"."KO" 2.251756, "3/1/2007"."HD" 2.528798, "3/1/2007"."PG" 3.669714, "3/1/2007"."UTX" 13.79125, "3/1/2007"."VZ" 2.323307, "3/1/2007"."WMT" 1.620716, "3/1/2007"."DIS" 3.64208,
"12/1/2006"."AA" 2.402004, "12/1/2006"."MO" 6.433097, "12/1/2006"."AXP" 2.568917, "12/1/2006"."AIG" 5.086035, "12/1/2006"."T" 3.879988, "12/1/2006"."BA" 10.29384, "12/1/2006"."CAT" 13.97131, "12/1/2006"."C" 2.525878, "12/1/2006"."DD" 3.84759, "12/1/2006"."XOM" 6.32275, "12/1/2006"."GE" 1.244892, "12/1/2006"."GM" 5.299164, "12/1/2006"."HPQ" 6.259238, "12/1/2006"."HON" 2.777242, "12/1/2006"."INTC" 2.875954, "12/1/2006"."IBM" 6.434708, "12/1/2006"."JNJ" 3.244701, "12/1/2006"."JPM" 4.842672, "12/1/2006"."MCD" 3.972493, "12/1/2006"."MRK" 5.444669, "12/1/2006"."MSFT" 1.849113, "12/1/2006"."PFE" 1.87551, "12/1/2006"."KO" 1.915607, "12/1/2006"."HD" 2.512309, "12/1/2006"."PG" 3.515738, "12/1/2006"."UTX" 18.7967, "12/1/2006"."VZ" 1.964608, "12/1/2006"."WMT" 2.228677, "12/1/2006"."DIS" 2.854086,
"9/1/2006"."AA" 2.672129, "9/1/2006"."MO" 7.44226, "9/1/2006"."AXP" 1.805689, "9/1/2006"."AIG" 4.445695, "9/1/2006"."T" 2.483461, "9/1/2006"."BA" 10.42303, "9/1/2006"."CAT" 14.83402, "9/1/2006"."C" 1.916008, "9/1/2006"."DD" 3.801939, "9/1/2006"."XOM" 5.115458, "9/1/2006"."GE" 1.193731, "9/1/2006"."GM" 6.208721, "9/1/2006"."HPQ" 5.691298, "9/1/2006"."HON" 2.493746, "9/1/2006"."INTC" 2.821885, "9/1/2006"."IBM" 6.589661, "9/1/2006"."JNJ" 3.162719, "9/1/2006"."JPM" 3.990761, "9/1/2006"."MCD" 2.473567, "9/1/2006"."MRK" 4.017337, "9/1/2006"."MSFT" 1.476482, "9/1/2006"."PFE" 2.015027, "9/1/2006"."KO" 1.474465, "9/1/2006"."HD" 2.636889, "9/1/2006"."PG" 2.906497, "9/1/2006"."UTX" 21.36057, "9/1/2006"."VZ" 2.805044, "9/1/2006"."WMT" 2.860858, "9/1/2006"."DIS" 2.121583,
"6/1/2006"."AA" 2.848097, "6/1/2006"."MO" 9.151405, "6/1/2006"."AXP" 1.97421, "6/1/2006"."AIG" 5.091366, "6/1/2006"."T" 1.292197, "6/1/2006"."BA" 10.80262, "6/1/2006"."CAT" 14.60001, "6/1/2006"."C" 1.894074, "6/1/2006"."DD" 3.64037, "6/1/2006"."XOM" 5.474646, "6/1/2006"."GE" 1.223762, "6/1/2006"."GM" 7.457824, "6/1/2006"."HPQ" 5.373437, "6/1/2006"."HON" 2.457624, "6/1/2006"."INTC" 2.613079, "6/1/2006"."IBM" 6.446314, "6/1/2006"."JNJ" 3.668261, "6/1/2006"."JPM" 2.97582, "6/1/2006"."MCD" 2.469408, "6/1/2006"."MRK" 4.559341, "6/1/2006"."MSFT" 1.548163, "6/1/2006"."PFE" 2.847911, "6/1/2006"."KO" 1.45208, "6/1/2006"."HD" 2.473986, "6/1/2006"."PG" 2.41589, "6/1/2006"."UTX" 22.19709, "6/1/2006"."VZ" 3.153815, "6/1/2006"."WMT" 3.055976, "6/1/2006"."DIS" 2.258741,
"3/1/2006"."AA" 2.757179, "3/1/2006"."MO" 9.819493, "3/1/2006"."AXP" 2.191871, "3/1/2006"."AIG" 5.772626, "3/1/2006"."T" 1.119923, "3/1/2006"."BA" 9.465795, "3/1/2006"."CAT" 14.60274, "3/1/2006"."C" 1.632063, "3/1/2006"."DD" 3.60751, "3/1/2006"."XOM" 6.608148, "3/1/2006"."GE" 1.698262, "3/1/2006"."GM" 8.640965, "3/1/2006"."HPQ" 4.827435, "3/1/2006"."HON" 2.142608, "3/1/2006"."INTC" 2.493742, "3/1/2006"."IBM" 6.239428, "3/1/2006"."JNJ" 4.248302, "3/1/2006"."JPM" 2.177207, "3/1/2006"."MCD" 2.855567, "3/1/2006"."MRK" 6.679688, "3/1/2006"."MSFT" 1.182644, "3/1/2006"."PFE" 3.966253, "3/1/2006"."KO" 3.202117, "3/1/2006"."HD" 2.75948, "3/1/2006"."PG" 14.73595, "3/1/2006"."UTX" 21.94357, "3/1/2006"."VZ" 3.031965, "3/1/2006"."WMT" 3.59555, "3/1/2006"."DIS" 1.977345,
"12/1/2005"."AA" 3.370706, "12/1/2005"."MO" 9.381691, "12/1/2005"."AXP" 2.196979, "12/1/2005"."AIG" 6.286352, "12/1/2005"."T" 0.779208, "12/1/2005"."BA" 9.346984, "12/1/2005"."CAT" 14.44378, "12/1/2005"."C" 2.189114, "12/1/2005"."DD" 3.363723, "12/1/2005"."XOM" 7.265427, "12/1/2005"."GE" 1.843788, "12/1/2005"."GM" 8.452383, "12/1/2005"."HPQ" 3.551291, "12/1/2005"."HON" 1.487626, "12/1/2005"."INTC" 2.606889, "12/1/2005"."IBM" 6.977036, "12/1/2005"."JNJ" 5.074672, "12/1/2005"."JPM" 2.163844, "12/1/2005"."MCD" 2.618488, "12/1/2005"."MRK" 7.880659, "12/1/2005"."MSFT" 1.191993, "12/1/2005"."PFE" 4.770057, "12/1/2005"."KO" 3.788199, "12/1/2005"."HD" 2.761699, "12/1/2005"."PG" 20.73256, "12/1/2005"."UTX" 20.79741, "12/1/2005"."VZ" 2.919443, "12/1/2005"."WMT" 4.203772, "12/1/2005"."DIS" 1.876901,
"9/1/2005"."AA" 3.338254, "9/1/2005"."MO" 8.321929, "9/1/2005"."AXP" 2.910403, "9/1/2005"."AIG" 6.459214, "9/1/2005"."T" 0.874644, "9/1/2005"."BA" 9.375067, "9/1/2005"."CAT" 12.02551, "9/1/2005"."C" 2.152595, "9/1/2005"."DD" 3.448388, "9/1/2005"."XOM" 8.350978, "9/1/2005"."GE" 2.350624, "9/1/2005"."GM" 6.9609, "9/1/2005"."HPQ" 2.66199, "9/1/2005"."HON" 2.245103, "9/1/2005"."INTC" 3.680511, "9/1/2005"."IBM" 6.892716, "9/1/2005"."JNJ" 6.035504, "9/1/2005"."JPM" 2.157782, "9/1/2005"."MCD" 2.712273, "9/1/2005"."MRK" 7.901575, "9/1/2005"."MSFT" 1.179524, "9/1/2005"."PFE" 4.164374, "9/1/2005"."KO" 3.870963, "9/1/2005"."HD" 2.686517, "9/1/2005"."PG" 23.16746, "9/1/2005"."UTX" 17.57393, "9/1/2005"."VZ" 2.457799, "9/1/2005"."WMT" 4.234572, "9/1/2005"."DIS" 2.017887,
"6/1/2005"."AA" 3.117156, "6/1/2005"."MO" 8.259162, "6/1/2005"."AXP" 3.418415, "6/1/2005"."AIG" 6.518126, "6/1/2005"."T" 1.083621, "6/1/2005"."BA" 8.970137, "6/1/2005"."CAT" 9.066256, "6/1/2005"."C" 2.110676, "6/1/2005"."DD" 3.214863, "6/1/2005"."XOM" 8.06795, "6/1/2005"."GE" 2.710544, "6/1/2005"."GM" 6.504847, "6/1/2005"."HPQ" 1.609285, "6/1/2005"."HON" 3.148004, "6/1/2005"."INTC" 3.717628, "6/1/2005"."IBM" 6.710822, "6/1/2005"."JNJ" 6.387839, "6/1/2005"."JPM" 2.115245, "6/1/2005"."MCD" 2.974841, "6/1/2005"."MRK" 8.428192, "6/1/2005"."MSFT" 1.172661, "6/1/2005"."PFE" 3.774303, "6/1/2005"."KO" 3.873345, "6/1/2005"."HD" 3.128426, "6/1/2005"."PG" 23.33192, "6/1/2005"."UTX" 11.74734, "6/1/2005"."VZ" 2.337002, "6/1/2005"."WMT" 3.593503, "6/1/2005"."DIS" 2.494327,
"3/1/2005"."AA" 3.746674, "3/1/2005"."MO" 8.620429, "3/1/2005"."AXP" 4.749994, "3/1/2005"."AIG" 6.044899, "3/1/2005"."T" 1.116517, "3/1/2005"."BA" 8.526273, "3/1/2005"."CAT" 11.94928, "3/1/2005"."C" 2.91953, "3/1/2005"."DD" 3.239541, "3/1/2005"."XOM" 7.654917, "3/1/2005"."GE" 2.698708, "3/1/2005"."GM" 5.537912, "3/1/2005"."HPQ" 1.763626, "3/1/2005"."HON" 4.18907, "3/1/2005"."INTC" 4.257431, "3/1/2005"."IBM" 4.841007, "3/1/2005"."JNJ" 5.258942, "3/1/2005"."JPM" 2.800061, "3/1/2005"."MCD" 4.063434, "3/1/2005"."MRK" 9.597711, "3/1/2005"."MSFT" 1.181804, "3/1/2005"."PFE" 3.563194, "3/1/2005"."KO" 3.925885, "3/1/2005"."HD" 3.678365, "3/1/2005"."PG" 22.42768, "3/1/2005"."UTX" 11.04821, "3/1/2005"."VZ" 2.364027, "3/1/2005"."WMT" 2.711284, "3/1/2005"."DIS" 2.936493,
"12/1/2004"."AA" 5.33848, "12/1/2004"."MO" 8.208786, "12/1/2004"."AXP" 6.669917, "12/1/2004"."AIG" 7.482622, "12/1/2004"."T" 1.598854, "12/1/2004"."BA" 8.88327, "12/1/2004"."CAT" 13.975, "12/1/2004"."C" 4.904666, "12/1/2004"."DD" 2.668836, "12/1/2004"."XOM" 5.600775, "12/1/2004"."GE" 3.316623, "12/1/2004"."GM" 5.319839, "12/1/2004"."HPQ" 2.280895, "12/1/2004"."HON" 5.010284, "12/1/2004"."INTC" 5.242945, "12/1/2004"."IBM" 5.984971, "12/1/2004"."JNJ" 3.612282, "12/1/2004"."JPM" 5.378481, "12/1/2004"."MCD" 5.180736, "12/1/2004"."MRK" 8.662309, "12/1/2004"."MSFT" 4.474131, "12/1/2004"."PFE" 2.757548, "12/1/2004"."KO" 4.125207, "12/1/2004"."HD" 5.492883, "12/1/2004"."PG" 20.16951, "12/1/2004"."UTX" 13.30204, "12/1/2004"."VZ" 2.411558, "12/1/2004"."WMT" 3.159532, "12/1/2004"."DIS" 3.059738,
"9/1/2004"."AA" 5.607119, "9/1/2004"."MO" 7.609945, "9/1/2004"."AXP" 6.573675, "9/1/2004"."AIG" 7.544173, "9/1/2004"."T" 1.889269, "9/1/2004"."BA" 8.127236, "9/1/2004"."CAT" 14.01432, "9/1/2004"."C" 5.44786, "9/1/2004"."DD" 2.263718, "9/1/2004"."XOM" 4.497667, "9/1/2004"."GE" 3.098235, "9/1/2004"."GM" 5.608432, "9/1/2004"."HPQ" 2.471208, "9/1/2004"."HON" 5.20606, "9/1/2004"."INTC" 5.754523, "9/1/2004"."IBM" 5.833063, "9/1/2004"."JNJ" 2.840788, "9/1/2004"."JPM" 6.5347, "9/1/2004"."MCD" 4.94061, "9/1/2004"."MRK" 6.543909, "9/1/2004"."MSFT" 10.17381, "9/1/2004"."PFE" 2.230367, "9/1/2004"."KO" 3.749446, "9/1/2004"."HD" 5.139154, "9/1/2004"."PG" 16.62267, "9/1/2004"."UTX" 13.45185, "9/1/2004"."VZ" 2.338837, "9/1/2004"."WMT" 3.212993, "9/1/2004"."DIS" 2.963677,
"6/1/2004"."AA" 5.695643, "6/1/2004"."MO" 7.720125, "6/1/2004"."AXP" 6.979713, "6/1/2004"."AIG" 7.238989, "6/1/2004"."T" 2.141826, "6/1/2004"."BA" 6.404014, "6/1/2004"."CAT" 15.38332, "6/1/2004"."C" 6.605355, "6/1/2004"."DD" 2.599988, "6/1/2004"."XOM" 3.477047, "6/1/2004"."GE" 2.934348, "6/1/2004"."GM" 5.874243, "6/1/2004"."HPQ" 3.361551, "6/1/2004"."HON" 4.82288, "6/1/2004"."INTC" 6.296816, "6/1/2004"."IBM" 8.846282, "6/1/2004"."JNJ" 2.614093, "6/1/2004"."JPM" 6.9735, "6/1/2004"."MCD" 4.695912, "6/1/2004"."MRK" 5.304595, "6/1/2004"."MSFT" 11.46093, "6/1/2004"."PFE" 2.314442, "6/1/2004"."KO" 3.752863, "6/1/2004"."HD" 4.925821, "6/1/2004"."PG" 10.74782, "6/1/2004"."UTX" 13.20872, "6/1/2004"."VZ" 3.076834, "6/1/2004"."WMT" 3.507538, "6/1/2004"."DIS" 3.361449,
"3/1/2004"."AA" 5.965451, "3/1/2004"."MO" 7.99412, "3/1/2004"."AXP" 6.368895, "3/1/2004"."AIG" 6.616948, "3/1/2004"."T" 3.422956, "3/1/2004"."BA" 5.819007, "3/1/2004"."CAT" 14.23929, "3/1/2004"."C" 6.327755, "3/1/2004"."DD" 2.764487, "3/1/2004"."XOM" 2.87667, "3/1/2004"."GE" 2.882911, "3/1/2004"."GM" 8.669492, "3/1/2004"."HPQ" 3.383886, "3/1/2004"."HON" 5.219508, "3/1/2004"."INTC" 6.361495, "3/1/2004"."IBM" 8.998442, "3/1/2004"."JNJ" 3.689872, "3/1/2004"."JPM" 6.703977, "3/1/2004"."MCD" 5.061784, "3/1/2004"."MRK" 5.273188, "3/1/2004"."MSFT" 12.86414, "3/1/2004"."PFE" 2.346563, "3/1/2004"."KO" 4.724055, "3/1/2004"."HD" 6.100654, "3/1/2004"."PG" 5.983097, "3/1/2004"."UTX" 12.23535, "3/1/2004"."VZ" 3.581459, "3/1/2004"."WMT" 3.446713, "3/1/2004"."DIS" 3.177434,
"12/1/2003"."AA" 6.236709, "12/1/2003"."MO" 7.363434, "12/1/2003"."AXP" 4.793781, "12/1/2003"."AIG" 6.971448, "12/1/2003"."T" 5.377265, "12/1/2003"."BA" 6.368818, "12/1/2003"."CAT" 12.08619, "12/1/2003"."C" 5.815837, "12/1/2003"."DD" 3.055558, "12/1/2003"."XOM" 2.930244, "12/1/2003"."GE" 4.07439, "12/1/2003"."GM" 9.522511, "12/1/2003"."HPQ" 3.042349, "12/1/2003"."HON" 5.535634, "12/1/2003"."INTC" 6.74368, "12/1/2003"."IBM" 10.6705, "12/1/2003"."JNJ" 4.464008, "12/1/2003"."JPM" 5.766779, "12/1/2003"."MCD" 4.976905, "12/1/2003"."MRK" 5.397623, "12/1/2003"."MSFT" 14.55287, "12/1/2003"."PFE" 3.495498, "12/1/2003"."KO" 4.78448, "12/1/2003"."HD" 8.474027, "12/1/2003"."PG" 4.425955, "12/1/2003"."UTX" 9.715707, "12/1/2003"."VZ" 4.953918, "12/1/2003"."WMT" 3.945097, "12/1/2003"."DIS" 2.699225,
"9/2/2003"."AA" 6.41132, "9/2/2003"."MO" 6.896591, "9/2/2003"."AXP" 4.328799, "9/2/2003"."AIG" 9.270127, "9/2/2003"."T" 6.477744, "9/2/2003"."BA" 6.292555, "9/2/2003"."CAT" 8.488731, "9/2/2003"."C" 5.905995, "9/2/2003"."DD" 3.000614, "9/2/2003"."XOM" 2.889901, "9/2/2003"."GE" 5.099666, "9/2/2003"."GM" 9.451788, "9/2/2003"."HPQ" 2.797959, "9/2/2003"."HON" 5.599414, "9/2/2003"."INTC" 6.336618, "9/2/2003"."IBM" 15.10328, "9/2/2003"."JNJ" 4.196971, "9/2/2003"."JPM" 5.838261, "9/2/2003"."MCD" 5.098015, "9/2/2003"."MRK" 4.985718, "9/2/2003"."MSFT" 15.15766, "9/2/2003"."PFE" 4.511842, "9/2/2003"."KO" 4.717924, "9/2/2003"."HD" 9.519274, "9/2/2003"."PG" 4.723917, "9/2/2003"."UTX" 6.972364, "9/2/2003"."VZ" 5.854217, "9/2/2003"."WMT" 3.919481, "9/2/2003"."DIS" 2.423481,
"6/2/2003"."AA" 7.04373, "6/2/2003"."MO" 6.899862, "6/2/2003"."AXP" 3.754809, "6/2/2003"."AIG" 10.50684, "6/2/2003"."T" 7.959264, "6/2/2003"."BA" 8.28534, "6/2/2003"."CAT" 5.088734, "6/2/2003"."C" 6.155106, "6/2/2003"."DD" 3.061732, "6/2/2003"."XOM" 3.099862, "6/2/2003"."GE" 6.151483, "6/2/2003"."GM" 10.24962, "6/2/2003"."HPQ" 3.230474, "6/2/2003"."HON" 5.994998, "6/2/2003"."INTC" 6.4102, "6/2/2003"."IBM" 15.6781, "6/2/2003"."JNJ" 3.694044, "6/2/2003"."JPM" 6.571914, "6/2/2003"."MCD" 5.568159, "6/2/2003"."MRK" 5.83922, "6/2/2003"."MSFT" 14.03972, "6/2/2003"."PFE" 4.678955, "6/2/2003"."KO" 4.610715, "6/2/2003"."HD" 10.14384, "6/2/2003"."PG" 6.433792, "6/2/2003"."UTX" 6.822688, "6/2/2003"."VZ" 7.031652, "6/2/2003"."WMT" 4.04966, "6/2/2003"."DIS" 3.019603,
"3/3/2003"."AA" 7.826296, "3/3/2003"."MO" 6.419732, "3/3/2003"."AXP" 3.844598, "3/3/2003"."AIG" 11.05201, "3/3/2003"."T" 8.189588, "3/3/2003"."BA" 10.7031, "3/3/2003"."CAT" 4.915437, "3/3/2003"."C" 7.067719, "3/3/2003"."DD" 3.46799, "3/3/2003"."XOM" 17.31394, "3/3/2003"."GE" 8.239551, "3/3/2003"."GM" 10.35519, "3/3/2003"."HPQ" 4.826922, "3/3/2003"."HON" 7.648002, "3/3/2003"."INTC" 6.631409, "3/3/2003"."IBM" 17.6591, "3/3/2003"."JNJ" 11.97155, "3/3/2003"."JPM" 8.645213, "3/3/2003"."MCD" 5.584776, "3/3/2003"."MRK" 7.574675, "3/3/2003"."MSFT" 12.16933, "3/3/2003"."PFE" 4.958704, "3/3/2003"."KO" 4.396956, "3/3/2003"."HD" 10.54553, "3/3/2003"."PG" 9.311724, "3/3/2003"."UTX" 8.322982, "3/3/2003"."VZ" 8.083671, "3/3/2003"."WMT" 4.139406, "3/3/2003"."DIS" 4.664735,
"12/2/2002"."AA" 6.517766, "12/2/2002"."MO" 4.835934, "12/2/2002"."AXP" 4.534119, "12/2/2002"."AIG" 9.021066, "12/2/2002"."T" 7.952834, "12/2/2002"."BA" 10.78368, "12/2/2002"."CAT" 5.174268, "12/2/2002"."C" 6.945207, "12/2/2002"."DD" 2.976984, "12/2/2002"."XOM" 20.94843, "12/2/2002"."GE" 7.892553, "12/2/2002"."GM" 8.836088, "12/2/2002"."HPQ" 6.450902, "12/2/2002"."HON" 7.767553, "12/2/2002"."INTC" 6.462521, "12/2/2002"."IBM" 17.2473, "12/2/2002"."JNJ" 16.06416, "12/2/2002"."JPM" 9.473225, "12/2/2002"."MCD" 4.158863, "12/2/2002"."MRK" 9.884605, "12/2/2002"."MSFT" 7.411604, "12/2/2002"."PFE" 4.872583, "12/2/2002"."KO" 4.150452, "12/2/2002"."HD" 8.766333, "12/2/2002"."PG" 10.06951, "12/2/2002"."UTX" 8.553371, "12/2/2002"."VZ" 7.897598, "12/2/2002"."WMT" 3.978546, "12/2/2002"."DIS" 5.254075,
"9/3/2002"."AA" 5.534631, "9/3/2002"."MO" 4.956851, "9/3/2002"."AXP" 7.815802, "9/3/2002"."AIG" 10.84788, "9/3/2002"."T" 8.958187, "9/3/2002"."BA" 11.83176, "9/3/2002"."CAT" 5.89511, "9/3/2002"."C" 6.695892, "9/3/2002"."DD" 3.143334, "9/3/2002"."XOM" 23.42618, "9/3/2002"."GE" 7.819622, "9/3/2002"."GM" 7.12178, "9/3/2002"."HPQ" 8.403856, "9/3/2002"."HON" 8.072076, "9/3/2002"."INTC" 7.097764, "9/3/2002"."IBM" 16.50999, "9/3/2002"."JNJ" 19.4449, "9/3/2002"."JPM" 8.435503, "9/3/2002"."MCD" 3.152068, "9/3/2002"."MRK" 13.70821, "9/3/2002"."MSFT" 8.166015, "9/3/2002"."PFE" 4.440302, "9/3/2002"."KO" 5.629657, "9/3/2002"."HD" 6.668931, "9/3/2002"."PG" 9.738506, "9/3/2002"."UTX" 8.548321, "9/3/2002"."VZ" 8.118435, "9/3/2002"."WMT" 4.280229, "9/3/2002"."DIS" 5.638264,
"6/3/2002"."AA" 4.314997, "6/3/2002"."MO" 8.062865, "6/3/2002"."AXP" 9.558972, "6/3/2002"."AIG" 9.090581, "6/3/2002"."T" 6.733851, "6/3/2002"."BA" 11.18825, "6/3/2002"."CAT" 7.296738, "6/3/2002"."C" 6.463454, "6/3/2002"."DD" 2.6801, "6/3/2002"."XOM" 23.28606, "6/3/2002"."GE" 8.153456, "6/3/2002"."GM" 7.179301, "6/3/2002"."HPQ" 29.46164, "6/3/2002"."HON" 6.972374, "6/3/2002"."INTC" 12.90333, "6/3/2002"."IBM" 13.9306, "6/3/2002"."JNJ" 19.69623, "6/3/2002"."JPM" 7.190629, "6/3/2002"."MCD" 2.075396, "6/3/2002"."MRK" 11.79796, "6/3/2002"."MSFT" 7.394713, "6/3/2002"."PFE" 3.094349, "6/3/2002"."KO" 6.021783, "6/3/2002"."HD" 4.602768, "6/3/2002"."PG" 9.950048, "6/3/2002"."UTX" 8.306274, "6/3/2002"."VZ" 4.951646, "6/3/2002"."WMT" 4.425435, "6/3/2002"."DIS" 6.400864,
"3/1/2002"."AA" 8.835305, "3/1/2002"."MO" 9.895994, "3/1/2002"."AXP" 23.54717, "3/1/2002"."AIG" 12.4119, "3/1/2002"."T" 5.377771, "3/1/2002"."BA" 11.61101, "3/1/2002"."CAT" 7.612621, "3/1/2002"."C" 6.606459, "3/1/2002"."DD" 2.922407, "3/1/2002"."XOM" 22.11382, "3/1/2002"."GE" 23.71536, "3/1/2002"."GM" 10.76582, "3/1/2002"."HPQ" 41.40517, "3/1/2002"."HON" 8.327462, "3/1/2002"."INTC" 33.88407, "3/1/2002"."IBM" 10.25345, "3/1/2002"."JNJ" 19.48305, "3/1/2002"."JPM" 11.00001, "3/1/2002"."MCD" 3.169103, "3/1/2002"."MRK" 10.14736, "3/1/2002"."MSFT" 7.762331, "3/1/2002"."PFE" 2.311724, "3/1/2002"."KO" 6.036149, "3/1/2002"."HD" 4.582705, "3/1/2002"."PG" 8.837351, "3/1/2002"."UTX" 8.817225, "3/1/2002"."VZ" 4.228832, "3/1/2002"."WMT" 4.576665, "3/1/2002"."DIS" 7.580017,
"12/3/2001"."AA" 14.05802, "12/3/2001"."MO" 11.31271, "12/3/2001"."AXP" 40.84523, "12/3/2001"."AIG" 12.20856, "12/3/2001"."T" 5.041586, "12/3/2001"."BA" 12.12381, "12/3/2001"."CAT" 6.885755, "12/3/2001"."C" 6.587625, "12/3/2001"."DD" 4.615077, "12/3/2001"."XOM" 19.79222, "12/3/2001"."GE" 37.96235, "12/3/2001"."GM" 13.01689, "12/3/2001"."HPQ" 46.80198, "12/3/2001"."HON" 8.652057, "12/3/2001"."INTC" 40.35461, "12/3/2001"."IBM" 10.41049, "12/3/2001"."JNJ" 18.47367, "12/3/2001"."JPM" 15.58541, "12/3/2001"."MCD" 3.635797, "12/3/2001"."MRK" 9.553837, "12/3/2001"."MSFT" 14.17945, "12/3/2001"."PFE" 3.53807, "12/3/2001"."KO" 5.987788, "12/3/2001"."HD" 6.331002, "12/3/2001"."PG" 10.43117, "12/3/2001"."UTX" 9.729473, "12/3/2001"."VZ" 4.78141, "12/3/2001"."WMT" 3.699796, "12/3/2001"."DIS" 7.442179,
"9/4/2001"."AA" 17.0873, "9/4/2001"."MO" 11.50248, "9/4/2001"."AXP" 49.59456, "9/4/2001"."AIG" 12.22825, "9/4/2001"."T" 4.991873, "9/4/2001"."BA" 11.14755, "9/4/2001"."CAT" 7.106336, "9/4/2001"."C" 6.275131, "9/4/2001"."DD" 7.474207, "9/4/2001"."XOM" 14.93141, "9/4/2001"."GE" 44.39635, "9/4/2001"."GM" 12.24032, "9/4/2001"."HPQ" 45.03628, "9/4/2001"."HON" 9.115383, "9/4/2001"."INTC" 39.36693, "9/4/2001"."IBM" 10.03369, "9/4/2001"."JNJ" 17.39166, "9/4/2001"."JPM" 17.21495, "9/4/2001"."MCD" 5.022951, "9/4/2001"."MRK" 8.9211, "9/4/2001"."MSFT" 18.15852, "9/4/2001"."PFE" 4.138869, "9/4/2001"."KO" 6.69366, "9/4/2001"."HD" 10.61053, "9/4/2001"."PG" 16.44007, "9/4/2001"."UTX" 9.590785, "9/4/2001"."VZ" 5.693453, "9/4/2001"."WMT" 5.0383, "9/4/2001"."DIS" 6.212706,
"6/1/2001"."AA" 17.45916, "6/1/2001"."MO" 10.61104, "6/1/2001"."AXP" 49.66444, "6/1/2001"."AIG" 11.83193, "6/1/2001"."T" 5.445258, "6/1/2001"."BA" 10.70636, "6/1/2001"."CAT" 8.102431, "6/1/2001"."C" 6.324989, "6/1/2001"."DD" 8.996256, "6/1/2001"."XOM" 4.70574, "6/1/2001"."GE" 43.58788, "6/1/2001"."GM" 11.24891, "6/1/2001"."HPQ" 41.29027, "6/1/2001"."HON" 9.131281, "6/1/2001"."INTC" 36.73952, "6/1/2001"."IBM" 10.95962, "6/1/2001"."JNJ" 12.49847, "6/1/2001"."JPM" 17.021, "6/1/2001"."MCD" 5.623214, "6/1/2001"."MRK" 8.924521, "6/1/2001"."MSFT" 17.967, "6/1/2001"."PFE" 4.537254, "6/1/2001"."KO" 6.487966, "6/1/2001"."HD" 10.85821, "6/1/2001"."PG" 17.87235, "6/1/2001"."UTX" 8.642266, "6/1/2001"."VZ" 6.551792, "6/1/2001"."WMT" 5.72682, "6/1/2001"."DIS" 5.481829,
"3/1/2001"."AA" 17.59993, "3/1/2001"."MO" 8.810823, "3/1/2001"."AXP" 46.87954, "3/1/2001"."AIG" 12.14998, "3/1/2001"."T" 5.687171, "3/1/2001"."BA" 10.40666, "3/1/2001"."CAT" 9.547156, "3/1/2001"."C" 8.050922, "3/1/2001"."DD" 10.47588, "3/1/2001"."XOM" 4.167486, "3/1/2001"."GE" 41.65346, "3/1/2001"."GM" 11.88113, "3/1/2001"."HPQ" 36.05531, "3/1/2001"."HON" 9.288428, "3/1/2001"."INTC" 33.77063, "3/1/2001"."IBM" 23.37865, "3/1/2001"."JNJ" 8.954283, "3/1/2001"."JPM" 17.09304, "3/1/2001"."MCD" 5.423884, "3/1/2001"."MRK" 8.799112, "3/1/2001"."MSFT" 18.00904, "3/1/2001"."PFE" 24.0308, "3/1/2001"."KO" 6.673676, "3/1/2001"."HD" 10.72358, "3/1/2001"."PG" 17.63182, "3/1/2001"."UTX" 17.91078, "3/1/2001"."VZ" 6.816721, "3/1/2001"."WMT" 6.207671, "3/1/2001"."DIS" 5.462244,
"12/1/2000"."AA" 18.17534, "12/1/2000"."MO" 7.868391, "12/1/2000"."AXP" 41.32844, "12/1/2000"."AIG" 10.71285, "12/1/2000"."T" 5.790013, "12/1/2000"."BA" 10.55506, "12/1/2000"."CAT" 9.525508, "12/1/2000"."C" 7.831556, "12/1/2000"."DD" 9.655804, "12/1/2000"."XOM" 5.761829, "12/1/2000"."GE" 37.4348, "12/1/2000"."GM" 12.16858, "12/1/2000"."HPQ" 29.95979, "12/1/2000"."HON" 9.527814, "12/1/2000"."INTC" 33.75323, "12/1/2000"."IBM" 30.82229, "12/1/2000"."JNJ" 9.104262, "12/1/2000"."JPM" 16.09141, "12/1/2000"."MCD" 13.50114, "12/1/2000"."MRK" 17.15682, "12/1/2000"."MSFT" 28.45525, "12/1/2000"."PFE" 36.89591, "12/1/2000"."KO" 6.400331, "12/1/2000"."HD" 9.775989, "12/1/2000"."PG" 17.39947, "12/1/2000"."UTX" 26.76982, "12/1/2000"."VZ" 6.580757, "12/1/2000"."WMT" 13.75859, "12/1/2000"."DIS" 5.359634,
"9/1/2000"."AA" 17.11081, "9/1/2000"."MO" 10.59076, "9/1/2000"."AXP" 36.58517, "9/1/2000"."AIG" 11.47364, "9/1/2000"."T" 5.454408, "9/1/2000"."BA" 6.808244, "9/1/2000"."CAT" 9.205166, "9/1/2000"."C" 8.055, "9/1/2000"."DD" 8.904944, "9/1/2000"."XOM" 5.008146, "9/1/2000"."GE" 32.63401, "9/1/2000"."GM" 10.30253, "9/1/2000"."HPQ" 23.83792, "9/1/2000"."HON" 9.945105, "9/1/2000"."INTC" 28.96947, "9/1/2000"."IBM" 31.57608, "9/1/2000"."JNJ" 9.080862, "9/1/2000"."JPM" 12.71378, "9/1/2000"."MCD" 16.37677, "9/1/2000"."MRK" 28.94825, "9/1/2000"."MSFT" 27.79138, "9/1/2000"."PFE" 40.48657, "9/1/2000"."KO" 7.167648, "9/1/2000"."HD" 8.640644, "9/1/2000"."PG" 17.14925, "9/1/2000"."UTX" 28.54118, "9/1/2000"."VZ" 6.503894, "9/1/2000"."WMT" 14.93733, "9/1/2000"."DIS" 5.393125,
"6/1/2000"."AA" 12.9014, "6/1/2000"."MO" 10.90375, "6/1/2000"."AXP" 32.15625, "6/1/2000"."AIG" 16.16408, "6/1/2000"."T" 5.829244, "6/1/2000"."BA" 4.250389, "6/1/2000"."CAT" 8.010624, "6/1/2000"."C" 8.917536, "6/1/2000"."DD" 7.443882, "6/1/2000"."XOM" 5.053225, "6/1/2000"."GE" 28.32777, "6/1/2000"."GM" 10.74759, "6/1/2000"."HPQ" 27.49287, "6/1/2000"."HON" 9.758605, "6/1/2000"."INTC" 26.40845, "6/1/2000"."IBM" 31.29365, "6/1/2000"."JNJ" 10.46077, "6/1/2000"."JPM" 12.31711, "6/1/2000"."MCD" 15.93235, "6/1/2000"."MRK" 31.23701, "6/1/2000"."MSFT" 25.45775, "6/1/2000"."PFE" 40.64389, "6/1/2000"."KO" 8.188591, "6/1/2000"."HD" 10.60777, "6/1/2000"."PG" 15.23648, "6/1/2000"."UTX" 28.14289, "6/1/2000"."VZ" 6.552975, "6/1/2000"."WMT" 14.53299, "6/1/2000"."DIS" 5.292778,
"3/1/2000"."AA" 10.77148, "3/1/2000"."MO" 10.10919, "3/1/2000"."AXP" 25.21018, "3/1/2000"."AIG" 19.05413, "3/1/2000"."T" 6.314491, "3/1/2000"."BA" 5.094125, "3/1/2000"."CAT" 7.252966, "3/1/2000"."C" 8.954096, "3/1/2000"."DD" 7.793039, "3/1/2000"."XOM" 4.873461, "3/1/2000"."GE" 22.22929, "3/1/2000"."GM" 9.440499, "3/1/2000"."HPQ" 24.61578, "3/1/2000"."HON" 9.290924, "3/1/2000"."INTC" 23.85289, "3/1/2000"."IBM" 30.7087, "3/1/2000"."JNJ" 11.3713, "3/1/2000"."JPM" 20.73223, "3/1/2000"."MCD" 15.67674, "3/1/2000"."MRK" 32.33638, "3/1/2000"."MSFT" 23.06204, "3/1/2000"."PFE" 39.89761, "3/1/2000"."KO" 9.659946, "3/1/2000"."HD" 12.17097, "3/1/2000"."PG" 11.63513, "3/1/2000"."UTX" 27.32686, "3/1/2000"."VZ" 12.17456, "3/1/2000"."WMT" 14.6583, "3/1/2000"."DIS" 28.64481/;

Parameters QTRCHNG(Date,Stock) /"6/1/2007"."MMM" 0.078235, "6/1/2007"."AA" -0.03479, "6/1/2007"."MO" -0.0087, "6/1/2007"."AXP" -0.02958, "6/1/2007"."AIG" -0.03399, "6/1/2007"."T" 0.019518, "6/1/2007"."BA" 0.091826, "6/1/2007"."CAT" 0.00166, "6/1/2007"."C" -0.09008, "6/1/2007"."DD" -0.02518, "6/1/2007"."XOM" 0.103481, "6/1/2007"."GE" 0.081505, "6/1/2007"."GM" -0.0291, "6/1/2007"."HPQ" 0.115867, "6/1/2007"."HON" 0.056681, "6/1/2007"."INTC" 0.089301, "6/1/2007"."IBM" 0.11924, "6/1/2007"."JNJ" 0.066212, "6/1/2007"."JPM" -0.05428, "6/1/2007"."MCD" 0.073089, "6/1/2007"."MRK" 0.037952, "6/1/2007"."MSFT" -0.00034, "6/1/2007"."PFE" -0.04458, "6/1/2007"."KO" 0.098643, "6/1/2007"."HD" -0.1756, "6/1/2007"."PG" 0.149534, "6/1/2007"."UTX" 0.13464, "6/1/2007"."VZ" 0.07554, "6/1/2007"."WMT" -0.0927, "6/1/2007"."DIS" 0.007323,
"3/1/2007"."MMM" 0.135549, "3/1/2007"."AA" 0.195575, "3/1/2007"."MO" -0.20123, "3/1/2007"."AXP" 0.084752, "3/1/2007"."AIG" 0.041803, "3/1/2007"."T" 0.052498, "3/1/2007"."BA" 0.081543, "3/1/2007"."CAT" 0.168134, "3/1/2007"."C" -0.00097, "3/1/2007"."DD" 0.028525, "3/1/2007"."XOM" 0.11173, "3/1/2007"."GE" 0.082579, "3/1/2007"."GM" 0.233681, "3/1/2007"."HPQ" 0.111609, "3/1/2007"."HON" 0.221884, "3/1/2007"."INTC" 0.240983, "3/1/2007"."IBM" 0.116592, "3/1/2007"."JNJ" 0.022569, "3/1/2007"."JPM" 0.001447, "3/1/2007"."MCD" 0.126748, "3/1/2007"."MRK" 0.127462, "3/1/2007"."MSFT" 0.057409, "3/1/2007"."PFE" 0.012272, "3/1/2007"."KO" 0.089792, "3/1/2007"."HD" 0.07104, "3/1/2007"."PG" -0.03119, "3/1/2007"."UTX" 0.091231, "3/1/2007"."VZ" 0.085707, "3/1/2007"."WMT" 0.024707, "3/1/2007"."DIS" -0.00842,
"12/1/2006"."MMM" -0.01925, "12/1/2006"."AA" 0.129623, "12/1/2006"."MO" 0.023188, "12/1/2006"."AXP" -0.07038, "12/1/2006"."AIG" -0.06196, "12/1/2006"."T" 0.102937, "12/1/2006"."BA" 0.000788, "12/1/2006"."CAT" 0.09294, "12/1/2006"."C" -0.07828, "12/1/2006"."DD" 0.014781, "12/1/2006"."XOM" -0.0154, "12/1/2006"."GE" -0.04972, "12/1/2006"."GM" -0.0026, "12/1/2006"."HPQ" -0.02549, "12/1/2006"."HON" 0.018126, "12/1/2006"."INTC" -0.05531, "12/1/2006"."IBM" -0.02975, "12/1/2006"."JNJ" -0.08725, "12/1/2006"."JPM" 0.001656, "12/1/2006"."MCD" 0.016242, "12/1/2006"."MRK" 0.013073, "12/1/2006"."MSFT" -0.06664, "12/1/2006"."PFE" -0.02471, "12/1/2006"."KO" -0.00518, "12/1/2006"."HD" -0.08516, "12/1/2006"."PG" -0.01727, "12/1/2006"."UTX" 0.039667, "12/1/2006"."VZ" 0.01826, "12/1/2006"."WMT" 0.016674, "12/1/2006"."DIS" 0.004669,
"9/1/2006"."MMM" 0.047165, "9/1/2006"."AA" 0.070257, "9/1/2006"."MO" 0.121097, "9/1/2006"."AXP" 0.081847, "9/1/2006"."AIG" 0.081497, "9/1/2006"."T" 0.097973, "9/1/2006"."BA" 0.126696, "9/1/2006"."CAT" -0.06793, "9/1/2006"."C" 0.121401, "9/1/2006"."DD" 0.137021, "9/1/2006"."XOM" 0.142027, "9/1/2006"."GE" 0.054108, "9/1/2006"."GM" -0.07637, "9/1/2006"."HPQ" 0.122649, "9/1/2006"."HON" 0.106112, "9/1/2006"."INTC" -0.01556, "9/1/2006"."IBM" 0.185624, "9/1/2006"."JNJ" 0.016631, "9/1/2006"."JPM" 0.028535, "9/1/2006"."MCD" 0.13318, "9/1/2006"."MRK" 0.040573, "9/1/2006"."MSFT" 0.091773, "9/1/2006"."PFE" -0.08674, "9/1/2006"."KO" 0.079902, "9/1/2006"."HD" 0.107251, "9/1/2006"."PG" 0.036947, "9/1/2006"."UTX" -0.0131, "9/1/2006"."VZ" 0.002963, "9/1/2006"."WMT" -0.06367, "9/1/2006"."DIS" 0.108703,
"6/1/2006"."MMM" -0.07862, "6/1/2006"."AA" -0.1335, "6/1/2006"."MO" 0.042489, "6/1/2006"."AXP" 0.053739, "6/1/2006"."AIG" 0.1221, "6/1/2006"."T" 0.167444, "6/1/2006"."BA" -0.03736, "6/1/2006"."CAT" -0.11654, "6/1/2006"."C" 0.02943, "6/1/2006"."DD" 0.029808, "6/1/2006"."XOM" 0.093725, "6/1/2006"."GE" 0.070995, "6/1/2006"."GM" 0.116482, "6/1/2006"."HPQ" 0.158144, "6/1/2006"."HON" 0.014888, "6/1/2006"."INTC" 0.082632, "6/1/2006"."IBM" 0.066649, "6/1/2006"."JNJ" 0.083778, "6/1/2006"."JPM" 0.118095, "6/1/2006"."MCD" 0.164286, "6/1/2006"."MRK" 0.150151, "6/1/2006"."MSFT" 0.17382, "6/1/2006"."PFE" 0.208351, "6/1/2006"."KO" 0.038587, "6/1/2006"."HD" 0.013412, "6/1/2006"."PG" 0.114748, "6/1/2006"."UTX" -0.0011, "6/1/2006"."VZ" 0.108689, "6/1/2006"."WMT" 0.023874, "6/1/2006"."DIS" 0.030333,
"3/1/2006"."MMM" 0.067116, "3/1/2006"."AA" 0.058901, "3/1/2006"."MO" 0.036269, "3/1/2006"."AXP" 0.01275, "3/1/2006"."AIG" -0.10652, "3/1/2006"."T" 0.031435, "3/1/2006"."BA" 0.051071, "3/1/2006"."CAT" 0.037181, "3/1/2006"."C" 0.021596, "3/1/2006"."DD" -0.01445, "3/1/2006"."XOM" 0.008051, "3/1/2006"."GE" -0.05233, "3/1/2006"."GM" 0.400564, "3/1/2006"."HPQ" -0.03708, "3/1/2006"."HON" -0.05775, "3/1/2006"."INTC" -0.02364, "3/1/2006"."IBM" -0.06851, "3/1/2006"."JNJ" 0.01182, "3/1/2006"."JPM" 0.008646, "3/1/2006"."MCD" -0.02212, "3/1/2006"."MRK" 0.034062, "3/1/2006"."MSFT" -0.1437, "3/1/2006"."PFE" -0.05819, "3/1/2006"."KO" 0.027466, "3/1/2006"."HD" -0.1539, "3/1/2006"."PG" -0.03522, "3/1/2006"."UTX" 0.094014, "3/1/2006"."VZ" -0.01674, "3/1/2006"."WMT" 0.019687, "3/1/2006"."DIS" 0.075654,
"12/1/2005"."MMM" -0.02335, "12/1/2005"."AA" 0.03348, "12/1/2005"."MO" -0.05166, "12/1/2005"."AXP" 0.021182, "12/1/2005"."AIG" -0.03136, "12/1/2005"."T" 0.104124, "12/1/2005"."BA" 0.109482, "12/1/2005"."CAT" 0.243033, "12/1/2005"."C" -0.02679, "12/1/2005"."DD" -0.00682, "12/1/2005"."XOM" 0.083497, "12/1/2005"."GE" -0.0077, "12/1/2005"."GM" 0.095263, "12/1/2005"."HPQ" 0.149144, "12/1/2005"."HON" 0.148188, "12/1/2005"."INTC" -0.22035, "12/1/2005"."IBM" 0.003285, "12/1/2005"."JNJ" -0.01464, "12/1/2005"."JPM" 0.049131, "12/1/2005"."MCD" 0.01898, "12/1/2005"."MRK" 0.107513, "12/1/2005"."MSFT" 0.040535, "12/1/2005"."PFE" 0.068611, "12/1/2005"."KO" 0.0387, "12/1/2005"."HD" 0.04496, "12/1/2005"."PG" -0.00432, "12/1/2005"."UTX" 0.036845, "12/1/2005"."VZ" 0.13081, "12/1/2005"."WMT" 0.009402, "12/1/2005"."DIS" 0.163538,
"9/1/2005"."MMM" 0.056434, "9/1/2005"."AA" 0.210893, "9/1/2005"."MO" 0.013702, "9/1/2005"."AXP" -0.10411, "9/1/2005"."AIG" 0.101194, "9/1/2005"."T" 0.021694, "9/1/2005"."BA" 0.033701, "9/1/2005"."CAT" -0.01668, "9/1/2005"."C" 0.066125, "9/1/2005"."DD" 0.085014, "9/1/2005"."XOM" -0.11599, "9/1/2005"."GE" 0.040986, "9/1/2005"."GM" -0.36557, "9/1/2005"."HPQ" -0.01952, "9/1/2005"."HON" -0.00667, "9/1/2005"."INTC" 0.012576, "9/1/2005"."IBM" 0.024682, "9/1/2005"."JNJ" -0.05025, "9/1/2005"."JPM" 0.169761, "9/1/2005"."MCD" 0.006868, "9/1/2005"."MRK" 0.169055, "9/1/2005"."MSFT" 0.016323, "9/1/2005"."PFE" -0.06608, "9/1/2005"."KO" -0.06668, "9/1/2005"."HD" 0.061353, "9/1/2005"."PG" -0.02657, "9/1/2005"."UTX" 0.078511, "9/1/2005"."VZ" -0.07862, "9/1/2005"."WMT" 0.068005, "9/1/2005"."DIS" -0.00663,
"6/1/2005"."MMM" 0.014661, "6/1/2005"."AA" -0.06544, "6/1/2005"."MO" 0.139963, "6/1/2005"."AXP" 0.079091, "6/1/2005"."AIG" 0.066437, "6/1/2005"."T" 0.009263, "6/1/2005"."BA" 0.029545, "6/1/2005"."CAT" -0.38359, "6/1/2005"."C" -0.01536, "6/1/2005"."DD" -0.08928, "6/1/2005"."XOM" 0.10562, "6/1/2005"."GE" -0.02828, "6/1/2005"."GM" -0.09971, "6/1/2005"."HPQ" 0.242025, "6/1/2005"."HON" 0.023751, "6/1/2005"."INTC" -0.05265, "6/1/2005"."IBM" 0.081132, "6/1/2005"."JNJ" -0.02646, "6/1/2005"."JPM" -0.03935, "6/1/2005"."MCD" 0.206847, "6/1/2005"."MRK" -0.11656, "6/1/2005"."MSFT" 0.035829, "6/1/2005"."PFE" -0.09463, "6/1/2005"."KO" 0.034491, "6/1/2005"."HD" -0.01954, "6/1/2005"."PG" 0.127204, "6/1/2005"."UTX" 0.009542, "6/1/2005"."VZ" -0.05384, "6/1/2005"."WMT" -0.09087, "6/1/2005"."DIS" -0.0417,
"3/1/2005"."MMM" -0.15626, "3/1/2005"."AA" -0.14018, "3/1/2005"."MO" -0.01116, "3/1/2005"."AXP" 0.036208, "3/1/2005"."AIG" 0.048547, "3/1/2005"."T" 0.002533, "3/1/2005"."BA" 0.128977, "3/1/2005"."CAT" 0.042323, "3/1/2005"."C" 0.028705, "3/1/2005"."DD" -0.16062, "3/1/2005"."XOM" -0.03574, "3/1/2005"."GE" -0.0391, "3/1/2005"."GM" 0.156856, "3/1/2005"."HPQ" 0.071559, "3/1/2005"."HON" -0.01559, "3/1/2005"."INTC" 0.120103, "3/1/2005"."IBM" -0.18801, "3/1/2005"."JNJ" -0.03216, "3/1/2005"."JPM" 0.020809, "3/1/2005"."MCD" -0.10886, "3/1/2005"."MRK" -0.0485, "3/1/2005"."MSFT" 0.02772, "3/1/2005"."PFE" 0.049867, "3/1/2005"."KO" 0.00192, "3/1/2005"."HD" 0.017259, "3/1/2005"."PG" -0.00472, "3/1/2005"."UTX" -0.49488, "3/1/2005"."VZ" -0.02676, "3/1/2005"."WMT" -0.03812, "3/1/2005"."DIS" -0.12356,
"12/1/2004"."MMM" 0.044109, "12/1/2004"."AA" -0.03247, "12/1/2004"."MO" 0.070213, "12/1/2004"."AXP" -0.0887, "12/1/2004"."AIG" -0.15624, "12/1/2004"."T" -0.08071, "12/1/2004"."BA" 0.129225, "12/1/2004"."CAT" -0.06225, "12/1/2004"."C" -0.06725, "12/1/2004"."DD" 0.044648, "12/1/2004"."XOM" 0.1627, "12/1/2004"."GE" -0.01205, "12/1/2004"."GM" -0.26635, "12/1/2004"."HPQ" 0.046257, "12/1/2004"."HON" 0.050833, "12/1/2004"."INTC" -0.00684, "12/1/2004"."IBM" -0.07304, "12/1/2004"."JNJ" 0.058972, "12/1/2004"."JPM" -0.11305, "12/1/2004"."MCD" -0.0287, "12/1/2004"."MRK" 0.007156, "12/1/2004"."MSFT" -0.09543, "12/1/2004"."PFE" -0.02306, "12/1/2004"."KO" 0.00072, "12/1/2004"."HD" -0.10529, "12/1/2004"."PG" -0.03776, "12/1/2004"."UTX" -0.01635, "12/1/2004"."VZ" -0.12367, "12/1/2004"."WMT" -0.05131, "12/1/2004"."DIS" 0.033453,
"9/1/2004"."MMM" 0.02626, "9/1/2004"."AA" -0.0649, "9/1/2004"."MO" 0.298895, "9/1/2004"."AXP" 0.095414, "9/1/2004"."AIG" -0.03412, "9/1/2004"."T" -0.00694, "9/1/2004"."BA" 0.002906, "9/1/2004"."CAT" 0.212057, "9/1/2004"."C" 0.092022, "9/1/2004"."DD" 0.146028, "9/1/2004"."XOM" 0.060625, "9/1/2004"."GE" 0.086957, "9/1/2004"."GM" -0.05697, "9/1/2004"."HPQ" 0.1184, "9/1/2004"."HON" -0.01255, "9/1/2004"."INTC" 0.166002, "9/1/2004"."IBM" 0.149755, "9/1/2004"."JNJ" 0.125865, "9/1/2004"."JPM" -0.01812, "9/1/2004"."MCD" 0.143775, "9/1/2004"."MRK" -0.02606, "9/1/2004"."MSFT" -0.03363, "9/1/2004"."PFE" -0.12124, "9/1/2004"."KO" 0.0397, "9/1/2004"."HD" 0.090306, "9/1/2004"."PG" 0.017738, "9/1/2004"."UTX" 0.106768, "9/1/2004"."VZ" 0.028695, "9/1/2004"."WMT" -0.00714, "9/1/2004"."DIS" 0.232816,
"6/1/2004"."MMM" -0.11154, "6/1/2004"."AA" 0.016954, "6/1/2004"."MO" -0.06014, "6/1/2004"."AXP" 0.001557, "6/1/2004"."AIG" -0.04616, "6/1/2004"."T" 0.070103, "6/1/2004"."BA" 0.010374, "6/1/2004"."CAT" 0.012714, "6/1/2004"."C" -0.05118, "6/1/2004"."DD" -0.03647, "6/1/2004"."XOM" 0.088268, "6/1/2004"."GE" 0.03642, "6/1/2004"."GM" -0.08822, "6/1/2004"."HPQ" -0.11137, "6/1/2004"."HON" -0.02102, "6/1/2004"."INTC" -0.27319, "6/1/2004"."IBM" -0.02734, "6/1/2004"."JNJ" 0.011311, "6/1/2004"."JPM" 0.024761, "6/1/2004"."MCD" 0.078077, "6/1/2004"."MRK" -0.30526, "6/1/2004"."MSFT" -0.03186, "6/1/2004"."PFE" -0.10735, "6/1/2004"."KO" -0.20662, "6/1/2004"."HD" 0.113636, "6/1/2004"."PG" -0.00588, "6/1/2004"."UTX" 0.02077, "6/1/2004"."VZ" 0.088146, "6/1/2004"."WMT" 0.013333, "6/1/2004"."DIS" -0.11534,
"3/1/2004"."MMM" 0.099426, "3/1/2004"."AA" -0.04785, "3/1/2004"."MO" -0.08081, "3/1/2004"."AXP" -0.00906, "3/1/2004"."AIG" -0.00098, "3/1/2004"."T" -0.01182, "3/1/2004"."BA" 0.243974, "3/1/2004"."CAT" 0.004679, "3/1/2004"."C" -0.10058, "3/1/2004"."DD" 0.052108, "3/1/2004"."XOM" 0.067805, "3/1/2004"."GE" 0.061599, "3/1/2004"."GM" -0.01397, "3/1/2004"."HPQ" -0.07618, "3/1/2004"."HON" 0.082127, "3/1/2004"."INTC" 0.014706, "3/1/2004"."IBM" -0.04018, "3/1/2004"."JNJ" 0.098186, "3/1/2004"."JPM" -0.0758, "3/1/2004"."MCD" -0.08995, "3/1/2004"."MRK" 0.074904, "3/1/2004"."MSFT" 0.145608, "3/1/2004"."PFE" -0.02197, "3/1/2004"."KO" 0.003579, "3/1/2004"."HD" -0.05782, "3/1/2004"."PG" -0.48093, "3/1/2004"."UTX" 0.060023, "3/1/2004"."VZ" -0.00958, "3/1/2004"."WMT" -0.12046, "3/1/2004"."DIS" 0.020008,
"12/1/2003"."MMM" -0.03716, "12/1/2003"."AA" -0.08711, "12/1/2003"."MO" 0.000551, "12/1/2003"."AXP" 0.075057, "12/1/2003"."AIG" 0.076494, "12/1/2003"."T" -0.05869, "12/1/2003"."BA" -0.02539, "12/1/2003"."CAT" -0.04758, "12/1/2003"."C" 0.065101, "12/1/2003"."DD" -0.07997, "12/1/2003"."XOM" 0.01439, "12/1/2003"."GE" -0.01485, "12/1/2003"."GM" -0.11517, "12/1/2003"."HPQ" -0.00566, "12/1/2003"."HON" 0.012564, "12/1/2003"."INTC" -0.15133, "12/1/2003"."IBM" -0.00906, "12/1/2003"."JNJ" -0.0182, "12/1/2003"."JPM" 0.142118, "12/1/2003"."MCD" 0.150624, "12/1/2003"."MRK" -0.04351, "12/1/2003"."MSFT" -0.08915, "12/1/2003"."PFE" -0.00793, "12/1/2003"."KO" -0.00887, "12/1/2003"."HD" 0.052691, "12/1/2003"."PG" 0.05006, "12/1/2003"."UTX" -0.08937, "12/1/2003"."VZ" 0.041619, "12/1/2003"."WMT" 0.125165, "12/1/2003"."DIS" 0.071153,
"9/2/2003"."MMM" 0.23107, "9/2/2003"."AA" 0.452599, "9/2/2003"."MO" 0.242466, "9/2/2003"."AXP" 0.070351, "9/2/2003"."AIG" 0.1487, "9/2/2003"."T" 0.171685, "9/2/2003"."BA" 0.227498, "9/2/2003"."CAT" 0.205985, "9/2/2003"."C" 0.066579, "9/2/2003"."DD" 0.146963, "9/2/2003"."XOM" 0.120219, "9/2/2003"."GE" 0.039249, "9/2/2003"."GM" 0.304667, "9/2/2003"."HPQ" 0.186467, "9/2/2003"."HON" 0.268691, "9/2/2003"."INTC" 0.164608, "9/2/2003"."IBM" 0.049247, "9/2/2003"."JNJ" 0.043215, "9/2/2003"."JPM" 0.06991, "9/2/2003"."MCD" 0.0548, "9/2/2003"."MRK" -0.08732, "9/2/2003"."MSFT" -0.01547, "9/2/2003"."PFE" 0.162936, "9/2/2003"."KO" 0.181331, "9/2/2003"."HD" 0.114286, "9/2/2003"."PG" 0.076061, "9/2/2003"."UTX" 0.22632, "9/2/2003"."VZ" 0.081381, "9/2/2003"."WMT" -0.05013, "9/2/2003"."DIS" 0.156668,
"6/2/2003"."MMM" -0.46449, "6/2/2003"."AA" 0.025882, "6/2/2003"."MO" -0.03609, "6/2/2003"."AXP" 0.077733, "6/2/2003"."AIG" 0.045669, "6/2/2003"."T" -0.12916, "6/2/2003"."BA" 0.000291, "6/2/2003"."CAT" 0.236795, "6/2/2003"."C" 0.063318, "6/2/2003"."DD" -0.03915, "6/2/2003"."XOM" 0.019215, "6/2/2003"."GE" 0.0394, "6/2/2003"."GM" 0.136944, "6/2/2003"."HPQ" -0.09108, "6/2/2003"."HON" -0.01862, "6/2/2003"."INTC" 0.322441, "6/2/2003"."IBM" 0.070667, "6/2/2003"."JNJ" -0.04217, "6/2/2003"."JPM" 0.004389, "6/2/2003"."MCD" 0.06709, "6/2/2003"."MRK" -0.164, "6/2/2003"."MSFT" 0.084243, "6/2/2003"."PFE" -0.1104, "6/2/2003"."KO" -0.07434, "6/2/2003"."HD" -0.03835, "6/2/2003"."PG" 0.040816, "6/2/2003"."UTX" 0.091063, "6/2/2003"."VZ" -0.17769, "6/2/2003"."WMT" 0.040619, "6/2/2003"."DIS" 0.021266,
"3/3/2003"."MMM" -0.00808, "3/3/2003"."AA" 0.315789, "3/3/2003"."MO" 0.516689, "3/3/2003"."AXP" 0.2582, "3/3/2003"."AIG" 0.115875, "3/3/2003"."T" 0.273679, "3/3/2003"."BA" 0.369513, "3/3/2003"."CAT" 0.131301, "3/3/2003"."C" 0.24238, "3/3/2003"."DD" 0.071539, "3/3/2003"."XOM" 0.027468, "3/3/2003"."GE" 0.124706, "3/3/2003"."GM" 0.070791, "3/3/2003"."HPQ" 0.369775, "3/3/2003"."HON" 0.257022, "3/3/2003"."INTC" 0.278256, "3/3/2003"."IBM" 0.051893, "3/3/2003"."JNJ" -0.10662, "3/3/2003"."JPM" 0.441586, "3/3/2003"."MCD" 0.525588, "3/3/2003"."MRK" 0.10533, "3/3/2003"."MSFT" 0.059067, "3/3/2003"."PFE" 0.095956, "3/3/2003"."KO" 0.146492, "3/3/2003"."HD" 0.359606, "3/3/2003"."PG" 0.00146, "3/3/2003"."UTX" 0.225857, "3/3/2003"."VZ" 0.115983, "3/3/2003"."WMT" 0.03152, "3/3/2003"."DIS" 0.1604,
"12/2/2002"."MMM" 0.054582, "12/2/2002"."AA" -0.14925, "12/2/2002"."MO" -0.26079, "12/2/2002"."AXP" -0.05997, "12/2/2002"."AIG" -0.1452, "12/2/2002"."T" -0.26005, "12/2/2002"."BA" -0.24038, "12/2/2002"."CAT" 0.076115, "12/2/2002"."C" -0.02103, "12/2/2002"."DD" -0.08349, "12/2/2002"."XOM" 0.000286, "12/2/2002"."GE" 0.047228, "12/2/2002"."GM" -0.0879, "12/2/2002"."HPQ" -0.10426, "12/2/2002"."HON" -0.11, "12/2/2002"."INTC" 0.045601, "12/2/2002"."IBM" 0.012, "12/2/2002"."JNJ" 0.077453, "12/2/2002"."JPM" -0.01208, "12/2/2002"."MCD" -0.10075, "12/2/2002"."MRK" -0.03233, "12/2/2002"."MSFT" -0.53172, "12/2/2002"."PFE" 0.0193, "12/2/2002"."KO" -0.07664, "12/2/2002"."HD" 0.014155, "12/2/2002"."PG" 0.036188, "12/2/2002"."UTX" -0.06716, "12/2/2002"."VZ" -0.08774, "12/2/2002"."WMT" 0.030093, "12/2/2002"."DIS" 0.043532,
"9/3/2002"."MMM" 0.121215, "9/3/2002"."AA" 0.180311, "9/3/2002"."MO" 0.044588, "9/3/2002"."AXP" 0.13374, "9/3/2002"."AIG" 0.057587, "9/3/2002"."T" 0.348756, "9/3/2002"."BA" -0.0334, "9/3/2002"."CAT" 0.228372, "9/3/2002"."C" 0.186847, "9/3/2002"."DD" 0.175492, "9/3/2002"."XOM" 0.095298, "9/3/2002"."GE" -0.01217, "9/3/2002"."GM" -0.05244, "9/3/2002"."HPQ" 0.487575, "9/3/2002"."HON" 0.108033, "9/3/2002"."INTC" 0.12095, "9/3/2002"."IBM" 0.329103, "9/3/2002"."JNJ" -0.00684, "9/3/2002"."JPM" 0.263823, "9/3/2002"."MCD" -0.08947, "9/3/2002"."MRK" 0.23846, "9/3/2002"."MSFT" 0.181984, "9/3/2002"."PFE" 0.053411, "9/3/2002"."KO" -0.0859, "9/3/2002"."HD" -0.07969, "9/3/2002"."PG" -0.03849, "9/3/2002"."UTX" 0.096477, "9/3/2002"."VZ" 0.412172, "9/3/2002"."WMT" 0.025792, "9/3/2002"."DIS" 0.077279,
"6/3/2002"."MMM" -0.10593, "6/3/2002"."AA" -0.4178, "6/3/2002"."MO" -0.11172, "6/3/2002"."AXP" -0.14152, "6/3/2002"."AIG" -0.1983, "6/3/2002"."T" -0.34098, "6/3/2002"."BA" -0.24156, "6/3/2002"."CAT" -0.23963, "6/3/2002"."C" -0.23484, "6/3/2002"."DD" -0.18761, "6/3/2002"."XOM" -0.22043, "6/3/2002"."GE" -0.15146, "6/3/2002"."GM" -0.27222, "6/3/2002"."HPQ" -0.23626, "6/3/2002"."HON" -0.38518, "6/3/2002"."INTC" -0.23974, "6/3/2002"."IBM" -0.19014, "6/3/2002"."JNJ" 0.034826, "6/3/2002"."JPM" -0.44015, "6/3/2002"."MCD" -0.37926, "6/3/2002"."MRK" -0.09735, "6/3/2002"."MSFT" -0.20037, "6/3/2002"."PFE" -0.17086, "6/3/2002"."KO" -0.14357, "6/3/2002"."HD" -0.28941, "6/3/2002"."PG" 0.000896, "6/3/2002"."UTX" -0.16804, "6/3/2002"."VZ" -0.31656, "6/3/2002"."WMT" -0.10489, "6/3/2002"."DIS" -0.19894,
"3/1/2002"."MMM" 0.069472, "3/1/2002"."AA" -0.12162, "3/1/2002"."MO" -0.17069, "3/1/2002"."AXP" -0.11328, "3/1/2002"."AIG" -0.0542, "3/1/2002"."T" -0.18536, "3/1/2002"."BA" -0.06736, "3/1/2002"."CAT" -0.13896, "3/1/2002"."C" -0.21749, "3/1/2002"."DD" -0.05832, "3/1/2002"."XOM" -0.06639, "3/1/2002"."GE" -0.22326, "3/1/2002"."GM" -0.1158, "3/1/2002"."HPQ" -0.14827, "3/1/2002"."HON" -0.07944, "3/1/2002"."INTC" -0.39921, "3/1/2002"."IBM" -0.30769, "3/1/2002"."JNJ" -0.19538, "3/1/2002"."JPM" -0.04853, "3/1/2002"."MCD" 0.025225, "3/1/2002"."MRK" -0.12053, "3/1/2002"."MSFT" -0.09302, "3/1/2002"."PFE" -0.11928, "3/1/2002"."KO" 0.071565, "3/1/2002"."HD" -0.24439, "3/1/2002"."PG" -0.00877, "3/1/2002"."UTX" -0.08491, "3/1/2002"."VZ" -0.12907, "3/1/2002"."WMT" -0.10261, "3/1/2002"."DIS" -0.18111,
"12/3/2001"."MMM" -0.02707, "12/3/2001"."AA" 0.061603, "12/3/2001"."MO" 0.148746, "12/3/2001"."AXP" 0.14766, "12/3/2001"."AIG" -0.09144, "12/3/2001"."T" -0.04417, "12/3/2001"."BA" 0.244198, "12/3/2001"."CAT" 0.088038, "12/3/2001"."C" -0.01902, "12/3/2001"."DD" 0.109151, "12/3/2001"."XOM" 0.115267, "12/3/2001"."GE" -0.06687, "12/3/2001"."GM" 0.243827, "12/3/2001"."HPQ" -0.12658, "12/3/2001"."HON" 0.131579, "12/3/2001"."INTC" -0.03307, "12/3/2001"."IBM" -0.14021, "12/3/2001"."JNJ" 0.098985, "12/3/2001"."JPM" -0.01926, "12/3/2001"."MCD" 0.048357, "12/3/2001"."MRK" -0.02075, "12/3/2001"."MSFT" -0.08966, "12/3/2001"."PFE" -0.00276, "12/3/2001"."KO" 0.108378, "12/3/2001"."HD" -0.04705, "12/3/2001"."PG" 0.138506, "12/3/2001"."UTX" 0.148074, "12/3/2001"."VZ" -0.02866, "12/3/2001"."WMT" 0.065161, "12/3/2001"."DIS" 0.1139,
"9/4/2001"."MMM" 0.201321, "9/4/2001"."AA" 0.146404, "9/4/2001"."MO" -0.05053, "9/4/2001"."AXP" 0.228149, "9/4/2001"."AIG" 0.017949, "9/4/2001"."T" -0.16872, "9/4/2001"."BA" 0.157612, "9/4/2001"."CAT" 0.166295, "9/4/2001"."C" 0.24642, "9/4/2001"."DD" 0.132996, "9/4/2001"."XOM" -0.00254, "9/4/2001"."GE" 0.077419, "9/4/2001"."GM" 0.132867, "9/4/2001"."HPQ" 0.279751, "9/4/2001"."HON" 0.281061, "9/4/2001"."INTC" 0.53865, "9/4/2001"."IBM" 0.318796, "9/4/2001"."JNJ" 0.066787, "9/4/2001"."JPM" 0.064422, "9/4/2001"."MCD" -0.02469, "9/4/2001"."MRK" -0.11712, "9/4/2001"."MSFT" 0.294704, "9/4/2001"."PFE" -0.00623, "9/4/2001"."KO" 0.006403, "9/4/2001"."HD" 0.329424, "9/4/2001"."PG" 0.0871, "9/4/2001"."UTX" 0.389892, "9/4/2001"."VZ" -0.1229, "9/4/2001"."WMT" 0.162626, "9/4/2001"."DIS" 0.112782,
"6/1/2001"."MMM" -0.1376, "6/1/2001"."AA" -0.22475, "6/1/2001"."MO" -0.02444, "6/1/2001"."AXP" -0.25103, "6/1/2001"."AIG" -0.08246, "6/1/2001"."T" 0.176236, "6/1/2001"."BA" -0.39748, "6/1/2001"."CAT" -0.1049, "6/1/2001"."C" -0.23354, "6/1/2001"."DD" -0.22222, "6/1/2001"."XOM" -0.54894, "6/1/2001"."GE" -0.24082, "6/1/2001"."GM" -0.33333, "6/1/2001"."HPQ" -0.43881, "6/1/2001"."HON" -0.24355, "6/1/2001"."INTC" -0.3012, "6/1/2001"."IBM" -0.19189, "6/1/2001"."JNJ" 0.108887, "6/1/2001"."JPM" -0.23207, "6/1/2001"."MCD" 0.002956, "6/1/2001"."MRK" 0.04209, "6/1/2001"."MSFT" -0.29904, "6/1/2001"."PFE" 0.001248, "6/1/2001"."KO" 0.041111, "6/1/2001"."HD" -0.18776, "6/1/2001"."PG" 0.140909, "6/1/2001"."UTX" -0.36527, "6/1/2001"."VZ" 0.011402, "6/1/2001"."WMT" 0.014344, "6/1/2001"."DIS" -0.35549,
"3/1/2001"."MMM" 0.098171, "3/1/2001"."AA" 0.112656, "3/1/2001"."MO" 0.043203, "3/1/2001"."AXP" -0.06053, "3/1/2001"."AIG" 0.056025, "3/1/2001"."T" -0.1024, "3/1/2001"."BA" -0.00197, "3/1/2001"."CAT" 0.12776, "3/1/2001"."C" 0.174744, "3/1/2001"."DD" 0.185258, "3/1/2001"."XOM" 0.078395, "3/1/2001"."GE" 0.170569, "3/1/2001"."GM" 0.24108, "3/1/2001"."HPQ" -0.08539, "3/1/2001"."HON" -0.14461, "3/1/2001"."INTC" 0.111745, "3/1/2001"."IBM" 0.180079, "3/1/2001"."JNJ" -0.42883, "3/1/2001"."JPM" -0.00958, "3/1/2001"."MCD" 0.019209, "3/1/2001"."MRK" -0.15797, "3/1/2001"."MSFT" 0.334796, "3/1/2001"."PFE" -0.02198, "3/1/2001"."KO" -0.00354, "3/1/2001"."HD" 0.096056, "3/1/2001"."PG" 0.019169, "3/1/2001"."UTX" -0.00055, "3/1/2001"."VZ" 0.085193, "3/1/2001"."WMT" -0.03366, "3/1/2001"."DIS" 0.01014,
"12/1/2000"."MMM" -0.13776, "12/1/2000"."AA" 0.073134, "12/1/2000"."MO" 0.078409, "12/1/2000"."AXP" -0.24827, "12/1/2000"."AIG" -0.18324, "12/1/2000"."T" -0.06534, "12/1/2000"."BA" -0.15591, "12/1/2000"."CAT" -0.06193, "12/1/2000"."C" -0.11908, "12/1/2000"."DD" -0.15752, "12/1/2000"."XOM" -0.06832, "12/1/2000"."GE" -0.12683, "12/1/2000"."GM" 0.017864, "12/1/2000"."HPQ" -0.00919, "12/1/2000"."HON" -0.1376, "12/1/2000"."INTC" -0.12475, "12/1/2000"."IBM" 0.131529, "12/1/2000"."JNJ" -0.16743, "12/1/2000"."JPM" -0.01188, "12/1/2000"."MCD" -0.21912, "12/1/2000"."MRK" -0.18928, "12/1/2000"."MSFT" 0.260719, "12/1/2000"."PFE" -0.10978, "12/1/2000"."KO" -0.25894, "12/1/2000"."HD" -0.05669, "12/1/2000"."PG" -0.20194, "12/1/2000"."UTX" -0.06767, "12/1/2000"."VZ" -0.01656, "12/1/2000"."WMT" -0.0495, "12/1/2000"."DIS" -0.01175,
"9/1/2000"."MMM" 0.322432, "9/1/2000"."AA" 0.323588, "9/1/2000"."MO" 0.494565, "9/1/2000"."AXP" -0.09564, "9/1/2000"."AIG" 0.029993, "9/1/2000"."T" -0.0427, "9/1/2000"."BA" 0.023256, "9/1/2000"."CAT" 0.526129, "9/1/2000"."C" -0.05549, "9/1/2000"."DD" 0.181751, "9/1/2000"."XOM" -0.02435, "9/1/2000"."GE" -0.17073, "9/1/2000"."GM" -0.21631, "9/1/2000"."HPQ" -0.67464, "9/1/2000"."HON" 0.327814, "9/1/2000"."INTC" -0.27671, "9/1/2000"."IBM" -0.24525, "9/1/2000"."JNJ" 0.118373, "9/1/2000"."JPM" -0.01624, "9/1/2000"."MCD" 0.126201, "9/1/2000"."MRK" 0.257657, "9/1/2000"."MSFT" -0.28072, "9/1/2000"."PFE" 0.024043, "9/1/2000"."KO" 0.105387, "9/1/2000"."HD" -0.13695, "9/1/2000"."PG" 0.170746, "9/1/2000"."UTX" 0.133343, "9/1/2000"."VZ" 0.034889, "9/1/2000"."WMT" 0.103885, "9/1/2000"."DIS" -0.2434,
"6/1/2000"."MMM" 0.097831, "6/1/2000"."AA" -0.12724, "6/1/2000"."MO" 0.108434, "6/1/2000"."AXP" 0.165356, "6/1/2000"."AIG" -0.18562, "6/1/2000"."T" 0.133636, "6/1/2000"."BA" 0.542693, "6/1/2000"."CAT" -0.08501, "6/1/2000"."C" -0.10274, "6/1/2000"."DD" -0.0656, "6/1/2000"."XOM" 0.135159, "6/1/2000"."GE" 0.090755, "6/1/2000"."GM" 0.119532, "6/1/2000"."HPQ" -0.22319, "6/1/2000"."HON" 0.057584, "6/1/2000"."INTC" -0.68913, "6/1/2000"."IBM" 0.02793, "6/1/2000"."JNJ" -0.07784, "6/1/2000"."JPM" 0.002822, "6/1/2000"."MCD" -0.08349, "6/1/2000"."MRK" -0.02845, "6/1/2000"."MSFT" -0.24613, "6/1/2000"."PFE" -0.06417, "6/1/2000"."KO" -0.04022, "6/1/2000"."HD" 0.060072, "6/1/2000"."PG" 0.180617, "6/1/2000"."UTX" 0.178159, "6/1/2000"."VZ" -0.04664, "6/1/2000"."WMT" -0.16484, "6/1/2000"."DIS" -0.01443,
"3/1/2000"."MMM" -0.06278, "3/1/2000"."AA" -0.58719, "3/1/2000"."MO" 0.28, "3/1/2000"."AXP" -0.64999, "3/1/2000"."AIG" 0.073059, "3/1/2000"."T" 0.044386, "3/1/2000"."BA" 0.105792, "3/1/2000"."CAT" -0.14097, "3/1/2000"."C" 0.006179, "3/1/2000"."DD" -0.17359, "3/1/2000"."XOM" 0.00641, "3/1/2000"."GE" -0.65945, "3/1/2000"."GM" -0.29888, "3/1/2000"."HPQ" -0.05801, "3/1/2000"."HON" -0.3606, "3/1/2000"."INTC" 0.013264, "3/1/2000"."IBM" -0.07443, "3/1/2000"."JNJ" 0.450107, "3/1/2000"."JPM" -0.47173, "3/1/2000"."MCD" -0.11878, "3/1/2000"."MRK" 0.233221, "3/1/2000"."MSFT" -0.24706, "3/1/2000"."PFE" 0.31291, "3/1/2000"."KO" 0.22369, "3/1/2000"."HD" -0.22574, "3/1/2000"."PG" 0, "3/1/2000"."UTX" -0.06821, "3/1/2000"."VZ" -0.16882, "3/1/2000"."WMT" 0.02, "3/1/2000"."DIS" -0.05915/;

*This is the quantity of stocks owned for each quarter

*This is the indicator variable for which stocks are owned during which period
binary variable own(Date,Stock);

*This is the average Standard Deviation for a Quarter
positive variable averageSTD(Date);

*This is the variable that we want to maximize, it's the sum of the slopes
free variable slope;

*This variable gives the profit using the algorithm that we designed to maximize profits
free variable rotationprofit;

*This variable is the average profit of the entire system, ideally rotation profit is greater than the average profit
free variable averageprofit;


equations
calcAvgSTD(Date),
MaxSTD(Date),
calcRotationProfit,
calcAverageProfit,
calcqtyMax(Date),
calcSlope;

*This equation calculates the slope that we are trying to maximize
calcSlope..
slope =e= sum((Date,Stock),own(Date,Stock) * SlopeOverPrice(Date,Stock) / qtyOwnedMax);

*This equation calculates the rotation profit
calcRotationProfit..
rotationprofit =e= sum((Date,Stock),own(Date,Stock) * QTRCHNG(Date,Stock) / qtyOwnedMax);

*This equation keeps the maximum quantity owned within its bounds
calcqtyMax(Date)..
qtyOwnedMax =g= sum(Stock,own(Date,Stock));

*This equation calculates the average profit
calcAverageProfit..
averageprofit =e= sum((Date,Stock), QTRCHNG(Date,Stock) / qtyTotal);

*This calculates the average standard deviation (or risk)
calcAvgSTD(Date)..
averagestd(Date) =e= sum(Stock, STD(Date,Stock) / qtyTotal);

*This keeps the STD of the basket of stocks chosen below the average
MaxSTD(Date)..
sum(Stock,own(Date,Stock) * STD(Date,Stock)) / qtyOwnedMax =l= averageSTD(Date);

model finalproject /all/;
solve finalproject using mip maximizing slope;