portfolio optimal dua aktiva

HARI TANGGAL ICBP BDMN -0.007 -0.016 E(R) 0.005 -0.017 0.008 -0.026 = 0.000 0.001 = -0.008 0.041 E(R) icbp = 0.000 -0.005 E(R) bdmn = -0.007 0.013 0.008 -0.024 Weight -0.005 -0.014 1 0.005 -0.021 2 -0.007 -0.002 3 -0.002 0.002 4 0.000 0.050 5 -0.005 -0.009 6 0.010 -0.041 7 0.005 -0.006 8 -0.020 0.006 9 -0.071 0.038 10 0.016 -0.025 11 -0.002 -0.039 12 -0.002 -0.004 13 -0.027 0.013 14 0.005 -0.033 15 0.007 0.000 16 0.002 0.009 17 0.000 0.002 18 0.011 0.009 19 -0.002 0.000 20 21 PORTFOLIO DENGAN RISIKO TERKECIL s^2 KORELASI (ri,j) kovarian (s i,j) 0.00500% 0.01000% 0.01500% 0.02000% 0.02500% 0.03000% 0 -0.00305 -0.00300 -0.00295 -0.00290 GRAFIK SET EFISI R)

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Sheet1HARITANGGALICBPBDMNICBPBDMNPORTFOLIO-0.007-0.016E(R)-0.301%-0.320%0.005-0.017s^20.025%0.048%0.008-0.026KORELASI (ri,j)=-0.51509548920.0000.001kovarian (s i,j)=-0.00017603-0.0080.041E(R) icbp=-0.301%0.000-0.005E(R) bdmn=-0.320%-0.0070.0130.008-0.024Weight ICBPBDMNE(R)-0.005-0.01410.001.000.04772%-0.003200.005-0.02120.050.950.04145%-0.00319-0.007-0.00230.100.900.03573%-0.00318-0.0020.00240.150.850.03054%-0.003170.0000.05050.200.800.02589%-0.00316-0.005-0.00960.250.750.02178%-0.003160.010-0.04170.300.700.01820%-0.003150.005-0.00680.350.650.01516%-0.00314-0.0200.00690.400.600.01266%-0.00313-0.0710.038100.450.550.01070%-0.003120.016-0.025110.500.500.00927%-0.00311-0.002-0.039120.550.450.00839%-0.00310-0.002-0.004130.600.400.00804%-0.00309-0.0270.013140.650.350.00822%-0.003080.005-0.033150.700.300.00895%-0.003070.0070.000160.750.250.01021%-0.003060.0020.009170.800.200.01201%-0.003050.0000.002180.850.150.01435%-0.003040.0110.009190.900.100.01723%-0.00303-0.0020.000200.950.050.02064%-0.00302211.000.000.02459%-0.003010.00804%

PORTFOLIO DENGAN0.300.70-0.00517%-0.00315RISIKO TERKECIL0.000.000.00000%0.00000

Sheet2HARITANGGALICBPBDMNICBPBDMNPORTFOLIO-0.007-0.016E(R)-0.301%-0.320%-0.317%0.005-0.017s^20.025%0.048%0.008-0.026KORELASI (ri,j)=-0.51509548920.0000.001kovarian (s i,j)=-0.00017603-0.0080.041E(R) icbp=-0.003009200.000-0.005E(R) bdmn=-0.00320375-0.0070.0130.008-0.024Weight ICBPBDMNE(R)-0.005-0.014A0.001.000.00002%-0.003200.005-0.021B0.050.95-0.00159%-0.00319-0.007-0.002C0.100.90-0.00290%-0.00318-0.0020.002D0.150.85-0.00392%-0.003170.0000.050E0.200.80-0.00463%-0.00316-0.005-0.009F0.250.75-0.00505%-0.003160.010-0.041G0.300.70-0.00517%-0.003150.005-0.006H0.350.65-0.00499%-0.00314-0.0200.006I0.400.60-0.00451%-0.00313-0.0710.038J0.450.55-0.00373%-0.003120.016-0.025K0.500.50-0.00265%-0.00311-0.002-0.039L0.550.45-0.00127%-0.00310-0.002-0.004M0.600.400.00041%-0.00309-0.0270.013N0.650.350.00238%-0.003080.005-0.033O0.700.300.00466%-0.003070.0070.000P0.750.250.00723%-0.003060.0020.009Q0.800.200.01011%-0.003050.0000.002R0.850.150.01328%-0.003040.0110.009S0.900.100.01675%-0.00303-0.0020.000T0.950.050.02052%-0.00302ERROR:#DIV/0!ERROR:#DIV/0!U1.000.000.02459%-0.00301

PORTFOLIO DENGAN0.300.70-0.00517%-0.00315RISIKO TERKECIL

Sheet3

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