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	Hull 19.9

	Asset A			Asset A
	Daily Volatility	1.60%		New EWMA Variance Est	0
	Yesterday's Close	$20.00		New EWMA Volatility Est	1.66%
	Today's Close	$20.50
	Simple return	2.50%

	Asset B			Asset A
	Daily Volatility	2.50%		New EWMA Variance Est	0
	Yesterday's Close	$40.00		New EWMA Volatility Est	2.45%
	Today's Close	$40.50
	Simple return	1.25%

	Correlation	0.25		New Correlation Est	0.27226
	Lambda param	0.95

	Covariance	0.00010
	New Covar Est	0.0001106

Hull_19_09

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