Nama NOVITA IDA

NPM 120110167001
Dosen/Jadwal BU TETET/ JUAMT 07.30
TA/Jadwal TANIA/RABU 16.00
No. Modul

BRI INDOSAT Portfolio Return Calculation

ra rb 70% 30%
0.00227 -0.01375 0.001589 0.0004767
0.00000 0.00697 0 0
0.00229 -0.01724 0.001603 0.0004809
-0.00227 0.01399 -0.001589 -0.0004767
0.00000 0.07707 0 0
Total 0.00229000 0.06704000
Expected
0.00045800 0.01340800
Return

(r-rbar)^2 1 (ra-rbar(a)) 2 (rb-rbar(b)) 1*2

0.0000027 0.0018120 -0.0271580 -0.0000492
0.0000000 -0.0004580 -0.0064380 0.0000029
0.0000043 0.0018320 -0.0306480 -0.0000561
0.0000043 -0.0027280 0.0005820 -0.0000016
0.0000000 -0.0004580 0.0636620 -0.0000292
Total 0.0000113 -0.0001332
Standar
0.0016829
Deviasi
Covariance -0.0000333

1^2 2^2
0.000003283 0.000737557
0.000000210 0.000041448
0.000003356 0.000939300
0.000007442 0.000000339
0.000000210 0.004052850
Total 0.000014501 0.005771494
Standar
0.003808028 0.075970347
Deviasi
 koefisien
-0.115066533
korelasi

two security
0.022639762
case
A IDA
67001
UAMT 07.30
BU 16.00

0.00206570
0.00000000
0.00208390
-0.00206570
0.00000000
0.00208390

0.00041678