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Year End 2004 2005 2006 2007 2008 Stock XStock Y Realized Realized Return -14.6% 42% -58.1% Return 20.1% 727% 257% 569% 67% Stock Z Realized Return 0.2% -32% 27.9% 2009 05% -11.3%

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46 47 48 49 50 51 52 53 54 Stock X Stock Y 20.1% 727% 25.7% 56.9% 14.5% 43% 58.1% 2005 200 2008 17.3% 0.9% 17.9% 56 Correlation 0.69

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