diff -r c2d36d8ee2a7 -r 2e13dedd922e templates1/drumb.scala
--- a/templates1/drumb.scala	Wed Nov 07 12:08:01 2018 +0000
+++ b/templates1/drumb.scala	Thu Nov 08 23:42:03 2018 +0000
@@ -1,20 +1,18 @@
-// Advanced Part 3 about a really dumb investment strategy
-//==========================================================
-
-object CW6c {
+// Part 2 and 3 about a really dumb investment strategy
+//======================================================
 
 
 //two test portfolios
 
 val blchip_portfolio = List("GOOG", "AAPL", "MSFT", "IBM", "FB", "AMZN", "BIDU")
 val rstate_portfolio = List("PLD", "PSA", "AMT", "AIV", "AVB", "BXP", "CCI", 
-                            "DLR", "EQIX", "EQR", "ESS", "EXR", "FRT", "GGP", "HCP") 
+                            "DLR", "EQIX", "EQR", "ESS", "EXR", "FRT", "HCP") 
 
 
-// (1.a) The function below takes a stock symbol and a year as arguments.
-//       It should read the corresponding CSV-file and read the January 
-//       data from the given year. The data should be collected in a list of
-//       strings for each line in the CSV-file.
+// (1) The function below takes a stock symbol and a year as arguments.
+//     It should read the corresponding CSV-file and reads the January 
+//     data from the given year. The data should be collected in a list of
+//     strings for each line in the CSV-file.
 
 import io.Source
 import scala.util._
@@ -22,55 +20,71 @@
 //def get_january_data(symbol: String, year: Int) : List[String] = ...
 
 
-// (1.b) From the output of the get_january_data function, the next function 
-//       should extract the first line (if it exists) and the corresponding
-//       first trading price in that year as Option[Double]. If no line is 
-//       generated by get_january_data then the result is None
+// (2) From the output of the get_january_data function, the next function 
+//     should extract the first line (if it exists) and the corresponding
+//     first trading price in that year with type Option[Double]. If no line 
+//     is generated by get_january_data then the result is None; Some if 
+//     there is a price.
 
 
 //def get_first_price(symbol: String, year: Int) : Option[Double] = ...
 
 
-// (1.c) Complete the function below that obtains all first prices
-//       for the stock symbols from a portfolio (list of strings) and 
-//       for the given range of years. The inner lists are for the
-//       stock symbols and the outer list for the years.
+// (3) Complete the function below that obtains all first prices
+//     for the stock symbols from a portfolio (list of strings) and 
+//     for the given range of years. The inner lists are for the
+//     stock symbols and the outer list for the years.
 
 
 //def get_prices(portfolio: List[String], years: Range) : List[List[Option[Double]]] = ...
 
 
 
-// (2) The first function below calculates the change factor (delta) between
-//     a price in year n and a price in year n + 1. The second function calculates
-//     all change factors for all prices (from a portfolio). The input to this
-//     function are the nested lists created by get_prices above.
+
+//==============================================
+// Do not change anything below, unless you want 
+// to submit the file for the advanced part 3!
+//==============================================
+
+
+// (4) The function below calculates the change factor (delta) between
+//     a price in year n and a price in year n + 1. 
 
 //def get_delta(price_old: Option[Double], price_new: Option[Double]) : Option[Double] = ...
 
+
+
+// (5) The next function calculates all change factors for all prices (from a 
+//     portfolio). The input to this function are the nested lists created by 
+//     get_prices above.
+
 //def get_deltas(data: List[List[Option[Double]]]) :  List[List[Option[Double]]] = ...
 
 
 
-// (3) Write a function that given change factors, a starting balance and a year
-//     calculates the yearly yield, i.e. new balance, according to our dump investment 
-//     strategy. Another function calculates given the same data calculates the
-//     compound yield up to a given year. Finally a function combines all 
-//     calculations by taking a portfolio, a range of years and a start balance
-//     as arguments.
+// (6) Write a function that given change factors, a starting balance and an index,
+//     calculates the yearly yield, i.e. new balance, according to our dumb investment 
+//     strategy. Index points to a year in the data list.
+
+//def yearly_yield(data: List[List[Option[Double]]], balance: Long, index: Int) : Long = ... 
 
 
-//def yearly_yield(data: List[List[Option[Double]]], balance: Long, year: Int) : Long = ... 
+// (7) Write a function compound_yield that calculates the overall balance for a 
+//     range of years where in each year the yearly profit is compounded to the new 
+//     balances and then re-invested into our portfolio. For this use the function and 
+//     results generated under (6). The function investment calls compound_yield
+//     with the appropriate deltas and the first index.
 
-//def compound_yield(data: List[List[Option[Double]]], balance: Long, year: Int) : Long = ... 
+//def compound_yield(data: List[List[Option[Double]]], balance: Long, index: Int) : Long = ... 
 
 //def investment(portfolio: List[String], years: Range, start_balance: Long) : Long = ...
 
 
 
-//test cases for the two portfolios given above
+
+//Test cases for the two portfolios given above
 
-//investment(rstate_portfolio, 1978 to 2017, 100)
-//investment(blchip_portfolio, 1978 to 2017, 100)
+//println("Real data: " + investment(rstate_portfolio, 1978 to 2018, 100))
+//println("Blue data: " + investment(blchip_portfolio, 1978 to 2018, 100))
 
-}
+