Portfolio 2

Capital Asset Pricing Model

Name	Number	Cur.Value	P/L	Return
AIRTEL AFRICA PLC	-	-	-31	0.00%
ANTOFAGASTA PLC	-	-	+2,136	0.00%
ASSOCIATED BRITISH FOODS PLC	-	-	+1,849	0.00%
B & M EUROP.VALUE RETAIL S.A.	-	-	-149	0.00%
BARCLAYS PLC	-	-	+1,530	0.00%
BERKELEY GROUP HOLDINGS PLC	-	-	+645	0.00%
IMI PLC	-	-	-126	0.00%
INFORMA PLC	-	-	+203	0.00%
MARKS & SPENCER GROUP PLC	-	-	+368	0.00%
NEXT PLC	-	-	+731	0.00%
PERSIMMON PLC	-	-	-290	0.00%
TAYLOR WIMPEY PLC	-	-	-273	0.00%
WHITBREAD PLC	-	-	-90	0.00%