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    Cherry Blasoom
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    risk and investment management

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    risk and investment management

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    12 views3 pages

    No 1-5

    Uploaded by

    Cherry Blasoom
    risk and investment management

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 3

    Month AGII BRPT BUDI DPNS EKAD Market

    1 770 2640 97 350 715


    2 740 2620 110 370 695
    3 780 2310 126 350 685
    4 720 2470 126 382 675
    5 660 2120 120 412 690
    6 690 1980 110 378 680
    7 590 1815 109 350 710
    8 600 1715 108 330 735
    9 630 1840 104 338 755
    10 640 1875 104 308 760
    11 600 2110 95 302 810
    12 680 2390 96 316 855
    13 640 2610 103 320 870

    E (Rp)
    Variance term
    SD Portfolio
    AGII BRPT BUDI DPNS
    0.040540541 0.007633588 -0.118181818 -0.054054054
    -0.051282051 0.134199134 -0.126984127 0.057142857
    0.083333333 -0.064777328 0.000000000 -0.083769634
    0.090909091 0.165094340 0.050000000 -0.072815534
    -0.043478261 0.070707071 0.090909091 0.089947090
    0.169491525 0.090909091 0.009174312 0.080000000
    -0.016666667 0.058309038 0.009259259 0.060606061
    -0.047619048 -0.067934783 0.038461538 -0.023668639
    -0.015625000 -0.018666667 0.000000000 0.097402597
    0.066666667 -0.111374408 0.094736842 0.019867550
    -0.117647059 -0.117154812 -0.010416667 -0.044303797
    0.062500000 -0.084291188 -0.067961165 -0.012500000
    #DIV/0! #DIV/0! #DIV/0! #DIV/0!

    AGII BRPT BUDI DPNS


    E (RI) 0.018426923 0.005221090 -0.002583561 0.009487875
    Variance 0.00645512973491 0.0094595267027 0.005102523998 0.00437738210863
    SD 0.08034382200835 0.0972600982043 0.07143195362 0.0661617873748

    AGII BRPT BUDI DPNS


    AGII 0.00645512973491 0.0094595267027 -0.000721829977 0.00191399486606
    BRPT 0.0094595267027 -0.000721829977 0.001913994866 0.00093208714024
    BUDI 0.00510252399794 0.0006854848525 -0.001031315071 -0.001031315071
    DPNS 0.00437738210863 -0.000126423834 -0.000126423834 -0.0001264238343
    EKAD 0.0008648376669 0.0008648376669 0.000864837667 0.0008648376669

    Stock AGII BRPT BUDI DPNS


    Proportion 33.33% 33.33% 33.33%

    0.00614224612172 0.0017403458429 0 0.00316230864594


    #VALUE!
    EKAD
    0.028776978
    0.014598540
    0.014814815
    -0.021739130
    0.014705882
    -0.042253521
    -0.034013605
    -0.026490066
    -0.006578947
    -0.061728395
    -0.052631579
    -0.017241379
    #DIV/0!

    EKAD
    -0.015815034
    0.000864837666902
    0.029408122464749

    EKAD
    0.000932087140242
    0.000932087140242
    -0.00103131507103
    -0.00012642383425
    0.000864837666902

    EKAD
    100.00%

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