Part III
Part III
Part III
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Comparison of Results<br />
Weekly P&L 2007-07-13 to 2008-03-14<br />
Total Standard Deviation<br />
No Hedging $ (49,385,593) $<br />
4,578,505<br />
Delta $ (37,317,437) $<br />
3,957,001<br />
Delta-Rho $ (13,828,580) $<br />
2,015,162<br />
Delta-Rho-Vega $ (9,177,679) $<br />
1,122,716<br />
20