DATASET 2: DAILY SP500 RETURNS Period: January 5th 2009 to September 24th 2009 Source: http://finance.yahoo.com Month/Day/Year Returns 1/5/09 -0.00466838377334178 1/6/09 0.00781713299908349 1/7/09 -0.03000962875789030 1/8/09 0.00339712127061165 1/9/09 -0.02130302397414620 1/12/09 -0.02256416016173420 1/13/09 0.00175809528186965 1/14/09 -0.03345989286410710 1/15/09 0.00132918753411970 1/16/09 0.00756157110010203 1/20/09 -0.05281607302498470 1/21/09 0.04349121979086460 1/22/09 -0.01516233457107500 1/23/09 0.00537764350453185 1/26/09 0.00555321834244848 1/27/09 0.01092556510513170 1/28/09 0.03355760248785030 1/29/09 -0.03312015925133570 1/30/09 -0.02278912369548240 2/2/09 -0.00053276505061262 2/3/09 0.01583397945338240 2/4/09 -0.00748947537894595 2/5/09 0.01636566814462360 2/6/09 0.02689602175326590 2/9/09 0.00148514851485149 2/10/09 -0.04912115324926150 2/11/09 0.00795493012234649 2/12/09 0.00173915129416846 2/13/09 -0.00999772506854735 2/17/09 -0.04555899569445120 2/18/09 -0.00095036557395745 2/19/09 -0.01202404809619230 2/20/09 -0.01141294579813600 2/23/09 -0.03469904551652480 2/24/09 0.04010331884896350 2/25/09 -0.01065783687301140 2/26/09 -0.01577984050202630 2/27/09 -0.02356441693343780 3/2/09 -0.04662014175135010 3/3/09 -0.00640678062840672 3/4/09 0.02375310556776240 3/5/09 -0.04253229901665110 3/6/09 0.00121602812980748 3/9/09 -0.01002370569814750 3/10/09 0.06366310437083360 3/11/09 0.00244580322401333 3/12/09 0.04072862371076850 3/13/09 0.00773903082292127 3/16/09 -0.00351596061066684 3/17/09 0.03213996736924480 3/18/09 0.02085796535238790 3/19/09 -0.01297916535532210 3/20/09 -0.01976939952043270 3/23/09 0.07075754027116350 3/24/09 -0.02041510717931260 3/25/09 0.00962635835855696 3/26/09 0.02332039121246380 3/27/09 -0.02031553922628050 3/30/09 -0.03481873667181420 3/31/09 0.01312965855269010 4/1/09 0.01655658189930700 4/2/09 0.02872712925975240 4/3/09 0.00973177688822835 4/6/09 -0.00833234421364981 4/7/09 -0.02385455067745490 4/8/09 0.01178345901538850 4/9/09 0.03805322604101020 4/13/09 0.00253338937143943 4/14/09 -0.02006451387514120 4/15/09 0.01254901960784300 4/16/09 0.01553881182076380 4/17/09 0.00496937478331216 4/20/09 -0.04278978840846370 4/21/09 0.02125205732889630 4/22/09 -0.00768162996423871 4/23/09 0.00992235196491031 4/24/09 0.01679735186402480 4/27/09 -0.01006661048451340 4/28/09 -0.00274049282224120 4/29/09 0.02160999111277430 4/30/09 -0.00095004807472188 5/1/09 0.00539636346971273 5/4/09 0.03386817394475350 5/5/09 -0.00379171994180161 5/6/09 0.01740429298517370 5/7/09 -0.01320239687666520 5/8/09 0.02406903316104430 5/11/09 -0.02151243502685020 5/12/09 -0.00097883947032684 5/13/09 -0.02689491935927790 5/14/09 0.01035161553081740 5/15/09 -0.01141007983696700 5/18/09 0.03038918086263150 5/19/09 -0.00173681722746810 5/20/09 -0.00513142391507815 5/21/09 -0.01675761231695570 5/22/09 -0.00149719135906701 5/26/09 0.02630214205186030 5/27/09 -0.01897114233300020 5/28/09 0.01541889682664110 5/29/09 0.01357476042918740 6/1/09 0.02581761211567350 6/2/09 0.00198330628824750 6/3/09 -0.01373922984101450 6/4/09 0.01148364385678710 6/5/09 -0.00251469558389750 6/8/09 -0.00101054154389479 6/9/09 0.00350320505994839 6/10/09 -0.00348036458941248 6/11/09 0.00611190970558484 6/12/09 0.00139698800918642 6/15/09 -0.02376850804789630 6/16/09 -0.01272030485428490 6/17/09 -0.00138162439553935 6/18/09 0.00841101997342730 6/19/09 0.00311421322560634 6/22/09 -0.03060039295290000 6/23/09 0.00230672758219130 6/24/09 0.00652441068037102 6/25/09 0.02144426931871160 6/26/09 -0.00147784321822098 6/29/09 0.00906518663619549 6/30/09 -0.00853078524206508 7/1/09 0.00436191967976329 7/2/09 -0.02914450954696600 7/6/09 0.00256576158497146 7/7/09 -0.01968354993768920 7/8/09 -0.00166850164012577 7/9/09 0.00354722815953434 7/10/09 -0.00402184257035387 7/13/09 0.02493374131243380 7/14/09 0.00531602019865729 7/15/09 0.02962995672524940 7/16/09 0.00864176352017854 7/17/09 -0.00038267746667520 7/20/09 0.01143154894829750 7/21/09 0.00362726441180494 7/22/09 -0.00053426637893106 7/23/09 0.02328969572463220 7/24/09 0.00304212887564148 7/27/09 0.00298184343279617 7/28/09 -0.00260644688346323 7/29/09 -0.00456299381392788 7/30/09 0.01189560580423520 7/31/09 0.00073980238155569 8/3/09 0.01534208287762780 8/4/09 0.00301207823424399 8/5/09 -0.00291353850743292 8/6/09 -0.00562470081378652 8/7/09 0.01343924258835800 8/10/09 -0.00334494497664473 8/11/09 -0.01266011319630620 8/12/09 0.01152511691054460 8/13/09 0.00688002704288104 8/14/09 -0.00853139533735547 8/17/09 -0.02426077343664410 8/18/09 0.01014565237361300 8/19/09 0.00686087281619141 8/20/09 0.01094875860546330 8/21/09 0.01862275033006760 8/24/09 -0.00054573981854167 8/25/09 0.00236941408192526 8/26/09 0.00011673151750968 8/27/09 0.00278177644632938 8/28/09 -0.00198839938699102 8/31/09 -0.00807635116091476 9/1/09 -0.02212380709764660 9/2/09 -0.00329646106368475 9/3/09 0.00853480774063842 9/4/09 0.01311749930226070 9/8/09 0.00884494293585214 9/9/09 0.00778240474356084 9/10/09 0.01042221082477730 9/11/09 -0.00135039362537603 9/14/09 0.00633912901709932 9/15/09 0.00313530409590812 9/16/09 0.01532352298528440 9/17/09 -0.00305962049477893 9/18/09 0.00263728425419285 9/21/09 -0.00340728259852086 9/22/09 0.00657486897225401 9/23/09 -0.01006849187242240 9/24/09 -0.00951106167579430