TUGAS REMIDI QUIZ

MANAJEMEN KEUANGAN
DOSEN : Dr. Bandi, M.Si., Ak., CTA

NAMA : ARTTIKA RAHMA SARI

NIM : S431908003
KELAS : MAKSI – A

1. PROBLEM 2-1 :
Diketahui :
Demand for Probability Rate of Product
the of This Return if ri - ȓ (ri - ȓ)2 (ri - ȓ)2 x Pi
Company’s Demand This
Products Occurring Demand
(Pi) Occurs
(ri)
(1) (2) (3) (2) x (3) (3) - ȓ (5)2 = (6) (6) x Pi = (7)
= (4) = (5)
Weak 0,1 -50% -5% -61,4 3769,96 376,996
Below 0,2 -5 -1 -16,4 268,96 53,792
average
Average 0,4 16 6,4 4,6 21,16 8,464
Above 0,2 25 5 13,6 184,96 36,992
average
Strong 0,1 60 6 48,6 2361,96 236,196
Total 1,0 ȓ= σ2 = 712,44
11,4%
%

Ditanyakan : Expected return (ȓ), Standard deviation (σ), dan Coefficient of variation (CV) ???

JAWABAN :

Jadi, :
Expected return (ȓ) = 11,4%
Standard deviation (σ) = 26,69%
Coefficient of variation (CV) =
2. PROBLEM 2-5 :
Diketahui :
Probability rM rJ
0,3 15% 20%
0,4 9 5
0,3 18 12

Ditanyakan :
a) Expected return (ȓM) dan (ȓJ) ???
b) Standard deviation (σM) dan (σJ) ???
c) Coefficient of variation (CVM) dan (CVJ) ???

JAWAB :
a) Expected return (ȓM) dan (ȓJ) :
Probability rM Product M
(1) (2) (1) x (2) =
(3)
0,3 15% 4,5
0,4 9 3,6
0,3 18 5,4
TOTAL ȓ = 13,5%

Probability rJ Product J
(1) (2) (1) x (2) =
(3)
0,3 20% 6
0,4 5 2
0,3 12 3,6
TOTAL ȓ = 11,6%

Jadi, Expected return (ȓM) = 13,5% dan (ȓJ) = 11,6%

b) Standard deviation (σM) dan (σJ) :

2 (rM - ȓ)2 x
Probability rM Product M rM - ȓ (rM - ȓ)
Pi

(1) (2) (1) x (2) = (2) - ȓ = (4)2 = (5) (5) x Pi =

(3) (4) (6)
0,3 15% 4,5 1,5 2,25 0,675
0,4 9 3,6 -4,5 20,25 8,1
0,3 18 5,4 4,5 20,25 6,075
2
TOTAL ȓ = 13,5 σ = 14,85

Probability rJ Product
J rJ - ȓ (rJ - ȓ)2 (rJ - ȓ)2 x Pi
 (1) (2) (1) x (2) (2) - ȓ (4)2 = (5) (5) x Pi = (6)
= (3) = (4)
0,3 20% 6 8,4 70,56 21,168
0,4 5 2 -6,6 43,56 17,424
0,3 12 3,6 0,4 0,16 0,048
2
TOTAL ȓ = 11,6 σ = 38,64

Jadi, Standard deviation (σM) = 3,85% dan (σJ) = 6,22%

c) Coefficient of variation (CVM) dan (CVJ) :

Coefficient of variation (CVM) =

Coefficient of variation (CVJ) =

3. PROBLEM 4-1 :
Diketahui :
Coupon rate (rd) = 8%
Par value (M) = $ 1.000
Maturity date (N) = 10 years
Yield To Maturity (kd) = 9%

Ditanyakan : Value Bond (VB) ???

JAWABAN :
Jadi, INT = 8% x $ 1.000 = 80

= $ 80 (PVIFA 9%,10) + $ 1000 (PVIF 9%,10)

= $ 80 (6,4177) + $ 1000 (0,4224)
= $ 513,416 + $ 422,4
= $ 935,82

4. PROBLEM 5-1 :
Diketahui :
D0 = $ 1,50
g1 = 5% a year for the next 3 years
g2 = 10% a year thereafter

Ditanyakan : Dividen per share year 1 (D1), year 3 (D3) and year 5 (D5) ???

JAWABAN :
Jadi :
D1 = D0 (1+g1)t D5 = D3 (1+g2)2
= $ 1,50 (1+0,05)1 = $ 1,7364 (1+0,1)2
= $ 1,50 (1,05)1 = $ 1,7364 (1,1) 2
= $ 1,50 (1,05) = $ 1,7364 (1,21)
= $ 1,5750 = $ 2,1011

D3 = D0 (1+g1)t
= $ 1,50 (1+0,05)3
= $ 1,50 (1,157625)
= $ 1,7364