mip/mb-ipb/08 1 manajemen investasi dan portofolio lecture 3b: portfolio management
TRANSCRIPT
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MIP/MB-IPB/081
MANAJEMEN INVESTASI DAN PORTOFOLIO
Lecture 3b: Portfolio Management
MANAJEMEN INVESTASI DAN PORTOFOLIO
Lecture 3b: Portfolio Management
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MIP/MB-IPB/082
Risk Reduction with DiversificationRisk Reduction with Diversification
Number of Securities
St. Deviation
Market Risk
Unique Risk
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MIP/MB-IPB/083
rp = W1r1 + W2r2
W1 = Proportion of funds in Security 1W2 = Proportion of funds in Security 2r1 = Expected return on Security 1r2 = Expected return on Security 2
1
n
1iiw
Two-Security Portfolio: ReturnTwo-Security Portfolio: Return
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MIP/MB-IPB/084
p2 = w1
212 + w2
222 + 2W1W2 Cov(r1r2)
12 = Variance of Security 1
22 = Variance of Security 2
Cov(r1r2) = Covariance of returns for Security 1 and Security 2
Two-Security Portfolio: RiskTwo-Security Portfolio: Risk
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Untuk melihat file lengkapnya Untuk melihat file lengkapnya silahkan menghubungi kami di silahkan menghubungi kami di
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