USD_SE={name:"US:S&P 100",beta:1.26,USDvol:0.103,GBPvol:0.142,JPYvol:0.149,EURvol:0.135,CHFvol:0.151,CADvol:0.148,AUDvol:0.159,SEKvol:0.15,TWDvol:0.116,HKDvol:0.102,KRWvol:0.119,ZARvol:0.171,SGDvol:0.106,DKKvol:0.135}
GBP_SE={name:"GB: FTSE 100",beta:0.75,USDvol:0.117,GBPvol:0.089,JPYvol:0.11,EURvol:0.095,CHFvol:0.109,CADvol:0.138,AUDvol:0.12,SEKvol:0.103,TWDvol:0.128,HKDvol:0.117,KRWvol:0.126,ZARvol:0.153,SGDvol:0.1,DKKvol:0.095}
JPY_SE={name:"Japan: Nikkei 225",beta:0.37,USDvol:0.197,GBPvol:0.191,JPYvol:0.156,EURvol:0.189,CHFvol:0.198,CADvol:0.208,AUDvol:0.184,SEKvol:0.198,TWDvol:0.189,HKDvol:0.195,KRWvol:0.2,ZARvol:0.217,SGDvol:0.183,DKKvol:0.19}
FRF_SE={name:"France: CAC 40",beta:1.04,USDvol:0.153,GBPvol:0.15,JPYvol:0.143,EURvol:0.126,CHFvol:0.136,CADvol:0.167,AUDvol:0.143,SEKvol:0.136,TWDvol:0.151,HKDvol:0.152,KRWvol:0.149,ZARvol:0.162,SGDvol:0.134,DKKvol:0.126}
CHF_SE={name:"Switzerland: SMI",beta:0.79,USDvol:0.146,GBPvol:0.135,JPYvol:0.131,EURvol:0.109,CHFvol:0.114,CADvol:0.159,AUDvol:0.132,SEKvol:0.117,TWDvol:0.153,HKDvol:0.146,KRWvol:0.152,ZARvol:0.16,SGDvol:0.128,DKKvol:0.11}
DEM_SE={name:"Germany: DAX",beta:1.06,USDvol:0.148,GBPvol:0.141,JPYvol:0.138,EURvol:0.125,CHFvol:0.136,CADvol:0.165,AUDvol:0.144,SEKvol:0.131,TWDvol:0.147,HKDvol:0.147,KRWvol:0.147,ZARvol:0.16,SGDvol:0.129,DKKvol:0.125}
NLG_SE={name:"Netherlands: AEX MC 80",beta:1.03,USDvol:0.133,GBPvol:0.128,JPYvol:0.127,EURvol:0.113,CHFvol:0.126,CADvol:0.153,AUDvol:0.135,SEKvol:0.123,TWDvol:0.134,HKDvol:0.132,KRWvol:0.135,ZARvol:0.153,SGDvol:0.116,DKKvol:0.113}
CAD_SE={name:"Canada: TSE 100",beta:0.48,USDvol:0.134,GBPvol:0.128,JPYvol:0.123,EURvol:0.116,CHFvol:0.126,CADvol:0.078,AUDvol:0.111,SEKvol:0.128,TWDvol:0.134,HKDvol:0.132,KRWvol:0.14,ZARvol:0.166,SGDvol:0.117,DKKvol:0.116}
ITL_SE={name:"Italy: MIB 30",beta:0.68,USDvol:0.123,GBPvol:0.112,JPYvol:0.116,EURvol:0.083,CHFvol:0.097,CADvol:0.137,AUDvol:0.12,SEKvol:0.1,TWDvol:0.127,HKDvol:0.122,KRWvol:0.13,ZARvol:0.141,SGDvol:0.104,DKKvol:0.084}
AUD_SE={name:"Australia: All Ordinaries",beta:0.22,USDvol:0.153,GBPvol:0.143,JPYvol:0.12,EURvol:0.126,CHFvol:0.132,CADvol:0.14,AUDvol:0.074,SEKvol:0.129,TWDvol:0.144,HKDvol:0.152,KRWvol:0.141,ZARvol:0.159,SGDvol:0.131,DKKvol:0.126}
SEK_SE={name:"Sweden: OMX",beta:0.83,USDvol:0.164,GBPvol:0.154,JPYvol:0.151,EURvol:0.137,CHFvol:0.144,CADvol:0.175,AUDvol:0.149,SEKvol:0.128,TWDvol:0.168,HKDvol:0.164,KRWvol:0.158,ZARvol:0.168,SGDvol:0.145,DKKvol:0.137}
ESP_SE={name:"Spain: IBEX 35",beta:0.84,USDvol:0.128,GBPvol:0.12,JPYvol:0.116,EURvol:0.094,CHFvol:0.104,CADvol:0.142,AUDvol:0.122,SEKvol:0.111,TWDvol:0.127,HKDvol:0.128,KRWvol:0.128,ZARvol:0.146,SGDvol:0.11,DKKvol:0.094}
FIM_SE={name:"Finland: HEX General",beta:0.51,USDvol:0.165,GBPvol:0.167,JPYvol:0.155,EURvol:0.137,CHFvol:0.144,CADvol:0.174,AUDvol:0.153,SEKvol:0.146,TWDvol:0.162,HKDvol:0.165,KRWvol:0.16,ZARvol:0.172,SGDvol:0.147,DKKvol:0.137}
TWD_SE={name:"Taiwan: TSE",beta:0.35,USDvol:0.181,GBPvol:0.2,JPYvol:0.188,EURvol:0.199,CHFvol:0.205,CADvol:0.203,AUDvol:0.201,SEKvol:0.217,TWDvol:0.158,HKDvol:0.18,KRWvol:0.178,ZARvol:0.24,SGDvol:0.179,DKKvol:0.198}
HKD_SE={name:"Hong Kong: Hang Seng",beta:0.20,USDvol:0.128,GBPvol:0.142,JPYvol:0.155,EURvol:0.143,CHFvol:0.155,CADvol:0.167,AUDvol:0.156,SEKvol:0.154,TWDvol:0.13,HKDvol:0.129,KRWvol:0.13,ZARvol:0.179,SGDvol:0.122,DKKvol:0.142}
KRW_SE={name:"Korea: KOPSI",beta:0.77,USDvol:0.207,GBPvol:0.217,JPYvol:0.21,EURvol:0.22,CHFvol:0.228,CADvol:0.232,AUDvol:0.227,SEKvol:0.232,TWDvol:0.194,HKDvol:0.208,KRWvol:0.198,ZARvol:0.25,SGDvol:0.202,DKKvol:0.22}
ZAR_SE={name:"South Africa: JSE",beta:0.48,USDvol:0.169,GBPvol:0.153,JPYvol:0.143,EURvol:0.137,CHFvol:0.145,CADvol:0.168,AUDvol:0.135,SEKvol:0.136,TWDvol:0.168,HKDvol:0.167,KRWvol:0.159,ZARvol:0.114,SGDvol:0.147,DKKvol:0.137}
SGD_SE={name:"Singapore: All Share",beta:0.34,USDvol:0.107,GBPvol:0.116,JPYvol:0.118,EURvol:0.119,CHFvol:0.131,CADvol:0.13,AUDvol:0.125,SEKvol:0.137,TWDvol:0.113,HKDvol:0.105,KRWvol:0.133,ZARvol:0.164,SGDvol:0.094,DKKvol:0.119}
DKK_SE={name:"Denmark: KFX",beta:0.54,USDvol:0.152,GBPvol:0.144,JPYvol:0.131,EURvol:0.11,CHFvol:0.119,CADvol:0.15,AUDvol:0.128,SEKvol:0.121,TWDvol:0.153,HKDvol:0.152,KRWvol:0.16,ZARvol:0.162,SGDvol:0.13,DKKvol:0.11}
MXN_SE={name:"Mexico: IPC",beta:1.00,USDvol:0.135,GBPvol:0.151,JPYvol:0.161,EURvol:0.141,CHFvol:0.157,CADvol:0.161,AUDvol:0.155,SEKvol:0.151,TWDvol:0.145,HKDvol:0.136,KRWvol:0.139,ZARvol:0.165,SGDvol:0.129,DKKvol:0.141}
BEF_SE={name:"Belgium: BEL20",beta:0.60,USDvol:0.119,GBPvol:0.11,JPYvol:0.11,EURvol:0.084,CHFvol:0.097,CADvol:0.13,AUDvol:0.114,SEKvol:0.098,TWDvol:0.122,HKDvol:0.119,KRWvol:0.126,ZARvol:0.142,SGDvol:0.099,DKKvol:0.084}
Global={name:"Global Index",beta:1.00,USDvol:0.086,GBPvol:0.104,JPYvol:0.11,EURvol:0.096,CHFvol:0.112,CADvol:0.122,AUDvol:0.125,SEKvol:0.115,TWDvol:0.101,HKDvol:0.086,KRWvol:0.106,ZARvol:0.149,SGDvol:0.08,DKKvol:0.096}

OHP={name:"Optimally Hedged Portfolio",beta:1.00,USDvol:0.076,GBPvol:0.075,JPYvol:0.076,EURvol:0.076,CHFvol:0.076,CADvol:0.076,AUDvol:0.076,SEKvol:0.075,TWDvol:0.076,HKDvol:0.076,KRWvol:0.076,ZARvol:0.076,SGDvol:0.076,DKKvol:0.076}

EHP={name:"EHP",beta:1.00,XXXvol:0.062}

DatasetDate= "December 31, 2004"

MarketList=new Array(USD_SE,GBP_SE,JPY_SE,FRF_SE,CHF_SE,DEM_SE,NLG_SE,CAD_SE,ITL_SE,AUD_SE,SEK_SE,ESP_SE,FIM_SE,TWD_SE,HKD_SE,KRW_SE,ZAR_SE,SGD_SE,DKK_SE,MXN_SE,BEF_SE)
RefList=new Array("USD","GBP","JPY","EUR","CHF","CAD","AUD","SEK","TWD","HKD","KRW","ZAR","SGD","DKK")