The portfolio holdings are fixed, and there is no cash.

equity	shares
JHL	48000
TYR	547200
QRT	600900
ARF	894500
JKL	52400
YTI	324600

what is the standard deviation of daily return?

date	JHL	TYR	QRT	ARF	JKL	YTI
2-Jan-07	24.67	43.12	16.78	35.45	27.79	19.89
3-Jan-07	24.39	41.62	17.05	37.02	27.19	19.54
4-Jan-07	25.08	40.69	16.33	35.28	28.04	20.35
5-Jan-07	25.81	39.01	15.92	34.49	27.41	20.88
8-Jan-07	24.70	38.88	16.06	33.08	27.85	20.83
9-Jan-07	24.65	37.11	16.10	31.66	27.46	20.36
10-Jan-07	24.82	38.34	16.55	32.75	28.41	20.39
11-Jan-07	23.62	38.94	16.93	32.68	27.48	21.42
12-Jan-07	23.75	37.15	17.11	33.15	27.31	21.46
15-Jan-07	22.88	37.03	16.58	34.45	26.17	21.35
16-Jan-07	23.89	38.62	16.25	32.87	25.96	20.62
17-Jan-07	23.27	37.39	15.59	33.00	25.86	21.29
18-Jan-07	22.14	38.25	15.59	33.40	26.85	20.38
19-Jan-07	21.95	39.25	15.70	34.50	25.72	20.75
22-Jan-07	21.71	38.57	16.40	34.88	26.01	19.96
23-Jan-07	21.09	39.00	15.95	33.71	26.71	19.82
24-Jan-07	21.77	39.14	15.43	32.61	26.89	19.67
25-Jan-07	21.80	38.72	15.11	34.18	27.59	20.61
26-Jan-07	21.09	37.84	15.68	34.42	27.97	20.55
29-Jan-07	21.77	36.31	15.61	34.50	26.94	21.52
30-Jan-07	22.40	34.73	15.98	33.55	26.57	22.01
31-Jan-07	23.37	36.51	15.87	35.06	26.07	21.07
1-Feb-07	22.51	35.59	15.55	36.42	26.23	20.94
2-Feb-07	22.52	35.38	15.57	35.98	26.12	21.77
5-Feb-07	22.99	37.17	16.18	36.97	25.15	21.96
6-Feb-07	23.40	37.32	15.82	38.27	24.84	20.91
7-Feb-07	24.47	37.54	16.48	38.64	24.38	21.02
8-Feb-07	24.06	35.72	17.23	36.90	24.05	21.29
9-Feb-07	24.15	34.82	17.54	37.93	24.40	21.27
12-Feb-07	23.26	34.53	17.48	39.05	23.59	21.37
13-Feb-07	23.93	36.24	16.87	38.41	23.33	21.35
14-Feb-07	25.12	36.88	17.64	36.97	23.47	20.63
15-Feb-07	25.55	36.02	17.70	38.04	24.00	19.95
16-Feb-07	25.89	34.58	16.99	36.45	25.19	19.23
19-Feb-07	25.67	34.58	17.54	35.65	24.83	19.06
20-Feb-07	26.19	35.02	18.32	35.60	24.65	18.58
21-Feb-07	27.30	34.96	18.28	36.06	24.18	19.07
22-Feb-07	28.25	34.79	17.56	37.84	24.10	19.70
23-Feb-07	28.60	33.46	16.99	37.62	23.54	18.84
26-Feb-07	27.31	34.55	17.46	39.35	22.48	19.77
27-Feb-07	26.35	33.81	17.12	40.72	23.31	20.11
28-Feb-07	26.81	34.70	17.92	40.60	22.61	20.43
1-Mar-07	27.51	33.29	17.23	38.90	23.23	20.43
2-Mar-07	28.46	31.82	16.45	37.31	24.31	19.85
5-Mar-07	28.60	30.36	16.48	37.28	24.48	19.40
6-Mar-07	27.97	31.37	16.73	37.69	24.32	18.69
7-Mar-07	26.73	32.50	16.14	37.37	23.92	19.26
8-Mar-07	25.89	31.44	16.96	36.77	22.87	18.40
9-Mar-07	24.76	30.65	16.22	37.60	23.04	18.59
12-Mar-07	25.51	31.57	16.43	37.41	22.39	18.61
13-Mar-07	24.78	31.48	15.63	36.10	22.42	19.54
14-Mar-07	25.41	30.78	16.01	36.33	22.67	18.71
15-Mar-07	24.74	31.65	15.76	37.81	23.29	18.66
16-Mar-07	23.66	30.55	15.12	38.46	22.89	19.41
19-Mar-07	23.84	29.82	15.58	38.09	22.27	19.81
20-Mar-07	23.52	30.78	15.92	39.61	21.27	19.61
21-Mar-07	23.59	30.43	16.48	40.13	22.04	19.41
22-Mar-07	22.87	28.96	16.48	39.26	22.53	19.84
23-Mar-07	23.58	28.54	16.13	40.79	23.09	19.83
26-Mar-07	23.20	28.69	15.96	41.42	22.58	19.42
27-Mar-07	22.62	29.77	15.72	43.37	21.50	20.22
28-Mar-07	22.34	29.13	16.19	43.95	20.49	19.74
29-Mar-07	22.34	28.32	15.89	41.90	20.58	19.75
30-Mar-07	23.26	28.03	16.12	42.27	20.24	20.46
2-Apr-07	23.86	29.35	16.67	42.51	21.27	21.45
3-Apr-07	23.41	29.27	17.08	40.65	21.29	20.76
4-Apr-07	23.80	28.19	17.66	40.20	22.07	20.02
5-Apr-07	24.19	29.26	17.69	39.77	21.28	20.62
6-Apr-07	24.69	27.94	18.34	39.51	21.48	21.23
9-Apr-07	24.69	27.18	18.58	41.35	22.30	21.39
10-Apr-07	25.07	28.21	18.70	39.56	22.76	20.56
11-Apr-07	24.06	29.30	18.46	38.22	22.41	19.66
12-Apr-07	25.13	28.37	19.03	38.06	22.19	20.10
13-Apr-07	25.69	29.25	18.42	39.97	23.02	20.95
16-Apr-07	25.01	28.33	19.00	40.02	23.02	20.62
17-Apr-07	24.33	28.34	18.16	41.07	22.58	20.48
18-Apr-07	23.29	27.79	18.27	42.87	23.21	20.93
19-Apr-07	22.22	26.69	18.00	43.22	22.99	21.96
20-Apr-07	22.15	25.95	18.44	44.02	22.54	22.98
23-Apr-07	21.79	25.53	18.62	43.35	22.13	22.64
24-Apr-07	21.07	26.63	18.83	41.97	21.14	22.97
25-Apr-07	21.98	26.58	19.25	43.36	21.18	23.82
26-Apr-07	21.87	27.19	19.02	42.36	21.72	24.79
27-Apr-07	22.46	27.68	19.05	42.87	21.95	23.61
30-Apr-07	22.78	28.32	18.81	43.07	21.46	24.74
1-May-07	23.63	28.38	18.47	44.73	22.46	24.97
2-May-07	22.74	27.51	17.80	42.83	21.83	26.08
3-May-07	22.13	27.90	17.01	41.94	21.04	26.89
4-May-07	22.91	28.13	16.97	43.11	20.15	27.78
7-May-07	23.97	27.84	16.32	44.06	21.18	28.61
8-May-07	24.38	28.84	16.00	43.54	21.67	27.69
9-May-07	25.33	28.92	15.36	45.00	21.76	26.60
10-May-07	25.38	27.90	15.07	44.86	21.69	27.71
11-May-07	25.58	27.61	15.43	45.50	22.72	29.04
14-May-07	26.11	26.69	15.96	47.78	23.43	28.70
15-May-07	24.95	26.20	15.20	50.05	23.96	27.70
16-May-07	24.84	25.79	15.52	49.53	24.81	27.10
17-May-07	24.55	26.38	15.25	50.89	25.53	27.11
18-May-07	24.97	27.60	15.34	51.33	24.62	26.57
21-May-07	24.96	28.29	15.70	52.74	24.91	26.00
22-May-07	25.93	28.44	15.41	53.31	23.70	25.21
23-May-07	26.60	28.88	15.19	55.63	24.47	24.89
24-May-07	26.30	27.86	15.31	53.90	24.10	24.84
25-May-07	26.80	27.04	15.79	56.46	24.07	24.66
28-May-07	27.88	27.93	16.12	54.34	23.17	24.83
29-May-07	29.04	29.08	15.89	54.95	23.42	26.09
30-May-07	30.22	27.72	15.94	55.46	23.05	27.41
31-May-07	31.43	27.25	16.22	56.12	22.90	26.90
1-Jun-07	31.64	26.37	15.80	55.57	23.39	27.22
4-Jun-07	31.08	25.52	15.59	55.79	24.15	26.28
5-Jun-07	29.65	26.63	15.08	54.63	23.60	26.73
6-Jun-07	28.77	26.76	14.51	55.98	23.47	27.31
7-Jun-07	27.70	27.32	14.84	54.32	23.57	27.16
8-Jun-07	27.81	26.40	14.65	52.41	23.22	27.57
11-Jun-07	26.81	27.02	14.22	53.07	23.32	28.22
12-Jun-07	26.90	27.56	14.50	51.32	23.06	29.61
13-Jun-07	27.27	27.13	13.86	52.75	22.97	28.85
14-Jun-07	26.71	25.85	13.28	50.19	23.44	27.70
15-Jun-07	27.22	25.63	12.69	50.64	22.88	28.01
18-Jun-07	27.68	26.85	12.80	48.63	22.12	26.94
19-Jun-07	28.49	28.02	13.17	49.12	22.19	27.81
20-Jun-07	28.20	28.50	13.07	46.89	22.97	27.00
21-Jun-07	28.87	27.21	12.79	45.89	23.87	26.64
22-Jun-07	29.76	26.18	12.77	45.85	22.86	27.73
25-Jun-07	31.24	25.85	12.96	47.39	23.11	26.64
26-Jun-07	29.99	26.54	13.09	48.06	22.48	25.84
27-Jun-07	29.59	26.89	13.57	47.86	21.75	25.98
28-Jun-07	29.06	27.87	13.48	50.02	21.73	25.06
29-Jun-07	28.50	27.69	13.42	47.83	22.54	25.71
2-Jul-07	27.36	26.88	12.89	47.63	23.08	25.29
3-Jul-07	28.39	27.75	12.84	46.26	24.15	26.14
4-Jul-07	27.65	29.10	12.32	45.45	25.30	25.88
5-Jul-07	28.23	28.68	12.74	44.95	26.52	26.10
6-Jul-07	28.01	28.31	13.24	46.75	27.76	26.42
9-Jul-07	28.54	29.49	12.88	47.55	26.68	25.76
10-Jul-07	29.42	30.91	12.79	48.34	27.03	26.74
11-Jul-07	29.63	31.30	12.85	48.50	26.06	26.39
12-Jul-07	30.28	31.41	12.85	50.73	26.59	25.12
13-Jul-07	31.09	32.39	12.72	49.20	27.67	25.98
16-Jul-07	29.81	31.33	13.05	48.49	27.97	26.77
17-Jul-07	29.09	30.81	13.08	46.57	27.77	27.41
18-Jul-07	29.00	29.54	13.04	45.78	26.45	27.58
19-Jul-07	28.83	28.71	12.41	48.03	26.25	27.65
20-Jul-07	28.13	27.56	11.92	48.33	25.06	27.19
23-Jul-07	28.53	26.66	11.58	47.16	24.70	28.26
24-Jul-07	28.32	27.43	11.86	45.71	24.09	29.17
25-Jul-07	27.19	27.44	12.00	46.53	23.33	29.59
26-Jul-07	27.51	27.14	12.21	47.44	23.27	30.35
27-Jul-07	27.40	26.76	12.65	45.99	22.99	29.88
30-Jul-07	28.39	27.36	12.04	44.21	23.98	28.79
31-Jul-07	28.86	28.52	12.23	43.45	23.94	29.36
1-Aug-07	29.34	28.18	12.44	44.88	23.64	29.50
2-Aug-07	29.39	27.94	12.42	43.57	22.75	29.70
3-Aug-07	29.80	26.65	12.59	44.42	23.22	30.40
6-Aug-07	30.34	27.66	12.21	45.38	24.22	29.08
7-Aug-07	29.02	27.70	12.07	45.85	24.72	30.39
8-Aug-07	29.46	27.29	12.65	45.35	24.55	30.08
9-Aug-07	30.50	26.71	12.46	47.25	23.78	30.34
10-Aug-07	30.00	26.50	12.29	46.28	24.77	30.49
13-Aug-07	30.92	27.74	12.72	44.83	24.85	30.17
14-Aug-07	32.42	28.72	13.02	45.47	23.96	30.25
15-Aug-07	31.79	27.64	13.25	43.87	23.46	29.22
16-Aug-07	33.36	28.96	13.16	44.21	22.79	28.61
17-Aug-07	34.98	28.68	13.21	45.48	22.73	28.13
20-Aug-07	35.33	28.31	13.00	46.15	22.12	28.56
21-Aug-07	34.45	29.51	12.70	44.80	21.26	29.47
22-Aug-07	33.34	28.66	12.10	43.54	21.69	28.49
23-Aug-07	34.38	29.17	11.99	45.36	20.80	29.30
24-Aug-07	35.05	28.83	11.94	44.37	21.67	30.47
27-Aug-07	34.38	28.48	12.22	45.90	20.63	29.71
28-Aug-07	34.91	29.91	11.70	45.15	21.60	30.23
29-Aug-07	34.91	30.85	11.93	46.78	22.07	29.00
30-Aug-07	35.28	30.97	12.28	47.95	22.35	28.39
31-Aug-07	36.16	30.03	12.27	50.32	22.02	27.97
3-Sep-07	35.44	28.57	11.75	48.05	21.16	28.42
4-Sep-07	36.24	27.29	12.17	46.28	21.66	28.77
5-Sep-07	37.84	28.19	12.16	45.74	21.63	28.25
6-Sep-07	38.92	29.00	12.37	44.58	21.04	29.34
7-Sep-07	37.33	28.10	12.80	43.44	20.55	30.27
10-Sep-07	35.70	27.20	12.89	42.28	20.13	31.14
11-Sep-07	34.94	27.33	13.40	41.44	19.42	32.45
12-Sep-07	33.35	27.30	12.86	41.58	18.69	31.07
13-Sep-07	34.38	26.64	12.31	42.16	17.82	29.93
14-Sep-07	35.89	25.62	11.77	40.66	18.34	31.25
17-Sep-07	34.61	25.46	11.46	42.00	19.00	32.33
18-Sep-07	34.09	26.54	11.56	40.14	19.69	33.51
19-Sep-07	34.51	25.66	11.82	40.83	19.87	34.38
20-Sep-07	34.35	25.83	11.67	41.38	20.07	34.85
21-Sep-07	35.79	25.55	11.69	41.52	19.81	33.77
24-Sep-07	34.31	25.40	11.38	43.41	19.46	34.76
25-Sep-07	33.00	24.79	11.94	42.03	19.46	34.82
26-Sep-07	31.51	24.28	11.90	43.36	19.02	34.94
27-Sep-07	32.11	23.90	11.69	43.69	19.32	35.12
28-Sep-07	31.21	22.82	11.70	42.85	20.08	34.70
1-Oct-07	32.55	23.94	11.36	43.73	19.72	36.38
2-Oct-07	33.00	24.26	10.85	42.43	19.59	35.79
3-Oct-07	31.55	24.71	10.91	40.90	19.39	35.14
4-Oct-07	30.37	24.39	11.45	42.27	19.12	34.26
5-Oct-07	30.69	24.37	10.96	41.38	18.50	32.76
8-Oct-07	31.18	24.53	11.51	39.60	19.36	32.26
9-Oct-07	30.70	25.78	11.77	39.12	18.97	33.02
10-Oct-07	29.22	25.15	12.36	40.64	18.73	32.64
11-Oct-07	27.99	24.57	12.60	39.84	18.13	32.59
12-Oct-07	28.37	25.35	12.70	39.49	17.68	32.03
15-Oct-07	27.49	25.37	13.21	41.30	18.29	30.58
16-Oct-07	28.22	25.83	13.69	39.33	18.33	30.26
17-Oct-07	28.72	26.75	14.35	38.78	18.86	29.50
18-Oct-07	28.76	27.63	15.07	38.10	18.09	29.94
19-Oct-07	29.17	26.36	15.56	39.61	18.33	28.88
22-Oct-07	29.55	26.43	15.33	38.55	19.09	27.64
23-Oct-07	28.78	27.65	15.03	39.57	18.51	28.20
24-Oct-07	27.64	28.38	14.72	39.00	18.19	28.31
25-Oct-07	26.61	28.74	14.25	39.21	18.99	27.99
26-Oct-07	26.31	28.80	14.22	37.71	19.06	27.67
29-Oct-07	25.58	27.66	13.82	38.72	19.22	26.67
30-Oct-07	25.96	27.25	14.36	38.73	19.52	26.23
31-Oct-07	27.29	28.03	14.73	40.17	19.36	27.23
1-Nov-07	27.71	28.13	14.56	38.57	20.28	28.23
2-Nov-07	28.15	27.00	14.37	37.58	20.74	28.61
5-Nov-07	27.39	26.21	14.40	36.42	20.07	29.54
6-Nov-07	27.63	25.06	13.90	37.79	19.33	30.24
7-Nov-07	28.62	25.89	14.54	38.49	19.13	30.31
8-Nov-07	28.23	25.69	14.48	37.55	19.18	29.01
9-Nov-07	28.84	26.24	14.94	35.77	19.84	30.46
12-Nov-07	30.24	27.45	14.63	36.29	20.46	30.63
13-Nov-07	30.83	27.23	14.60	37.71	19.82	29.53
14-Nov-07	31.02	27.98	14.78	38.42	20.21	28.84
15-Nov-07	29.98	29.32	15.29	37.18	20.56	28.95
16-Nov-07	29.08	28.98	15.88	38.06	20.94	29.80
19-Nov-07	30.32	29.64	15.32	38.63	20.83	30.54
20-Nov-07	30.61	29.96	15.80	37.12	20.92	29.96
21-Nov-07	30.60	29.50	15.55	37.59	20.17	31.44
22-Nov-07	29.77	29.76	15.26	37.63	19.41	31.66
23-Nov-07	31.03	30.60	15.53	38.73	19.25	31.26
26-Nov-07	31.15	30.30	16.02	36.95	20.14	31.26
27-Nov-07	31.29	29.89	16.68	38.68	20.80	32.36
28-Nov-07	31.15	29.11	15.90	39.86	20.41	31.97
29-Nov-07	31.96	28.90	16.29	40.32	21.05	31.50
30-Nov-07	32.23	29.37	16.76	41.76	20.19	30.22
3-Dec-07	33.57	30.14	17.55	40.81	20.83	30.18
4-Dec-07	34.68	31.43	17.26	41.55	21.49	29.61
5-Dec-07	33.96	31.46	17.08	40.03	21.79	29.15
6-Dec-07	34.83	30.14	16.29	41.41	22.03	29.60
7-Dec-07	34.60	30.16	15.74	40.83	21.71	30.03
10-Dec-07	36.37	29.36	16.40	40.09	21.11	29.00
11-Dec-07	36.77	30.33	16.15	42.05	20.90	28.55
12-Dec-07	35.32	29.87	16.48	42.72	20.56	29.78
13-Dec-07	34.98	30.22	15.68	40.74	21.27	29.49
14-Dec-07	36.62	28.94	16.44	40.69	22.07	30.84
17-Dec-07	37.51	28.25	16.06	40.27	21.83	30.10
18-Dec-07	36.34	27.05	15.48	40.47	22.11	29.39
19-Dec-07	37.50	25.92	15.79	39.09	21.65	30.73
20-Dec-07	37.76	26.20	15.65	37.60	22.29	32.13
21-Dec-07	37.85	26.12	15.33	39.08	21.80	30.90
24-Dec-07	36.98	27.15	15.05	40.92	20.98	30.15
25-Dec-07	38.53	28.24	14.54	41.79	21.64	30.99
26-Dec-07	39.39	28.05	15.22	42.99	21.75	31.07
27-Dec-07	39.07	28.47	15.81	42.27	22.27	31.93
28-Dec-07	37.72	27.35	15.22	42.54	22.39	31.15
31-Dec-07	37.86	26.50	14.72	42.25	23.34	30.13