95% 99% 50% 50%

No Date Google Facebook return A return B Portofolio 95 & 90

1 2/6/2015 374.28 96.71 -0.00993881586 -0.00765174232 -0.017017099965978
2 2/9/2015 370.5601 95.97 0.0065711338053 0.021048244243 0.027080338915584
3 2/12/2015 372.9951 97.99 0.0057502095872 0.024594346362 0.029811102006099
4 2/15/2015 375.1399 100.4 0.0054113145523 -0.00129482072 0.003858876314678
5 2/18/2015 377.1699 100.27 0.0123557049489 -0.01136930288 0.000482309848044
6 2/21/2015 381.8301 99.13 -0.016761905361 -0.00776757793 -0.023613712241193
7 2/24/2015 375.4299 98.36 -0.005486510265 0.009861732412 0.004550930336033
8 2/27/2015 373.3701 99.33 0.0150654806049 -0.00614114568 0.008232472355387
9 3/2/2015 378.9951 98.72 0.0123083385511 0.003444084279 0.015102565059506
10 3/5/2015 383.6599 99.06 -0.00917479257 0.003937007874 -0.004818415146405
11 3/8/2015 380.1399 99.45 -0.004076920102 0.001307189542 -0.002578956450135
12 3/11/2015 378.5901 99.58 0.017908550699 -0.00080337417 0.016217782734271
13 3/14/2015 385.3701 99.5 -0.001479357117 -0.00432160804 -0.005683781220668
14 3/17/2015 384.8 99.07 -0.012058471933 -0.00090844857 -0.012354912422798
15 3/20/2015 380.1599 98.98 0.0144547070851 0.000202061022 0.013932012143047
16 3/23/2015 385.655 99 -0.002709416447 -0.00606060606 -0.008573945624976
17 3/26/2015 384.6101 98.4 -0.004914327523 -0.01056910569 -0.015132025780864
18 3/29/2015 382.72 97.36 0.0133520589465 -0.00133525062 0.011362557889057
19 4/1/2015 387.8301 97.23
Mean Return 0.2032% 0.0343% 0.2270%
Variance 0.0001088882447 9.05589988E-05 0.000211762275296
std dev (risk) 0.0104349530261 0.0095162492 0.014552053988901
Covar 1.314926089E-05
Corr 0.1324173942465

Sharpe 0.1947353791033 0.036030086407

Mean Return 0.2032% 0.0343% 0.1187%

Variance 0.0001088882447 9.05589988E-05 5.643644131816E-05
std dev (risk) 0.0104349530261 0.0095162492 0.007512419138877
Covar 1.314926089E-05
Corr 0.1324173942465

Sharpe 0.1947353791033 0.036030086407

Portofilio 50&50
-0.008795279091 Google Facebook Mean RP Variance
0.0138096890241 0% 100% 0.034% 0.0091%
0.0151722779745 10% 90% 0.051% 0.0077%
0.0020582469176 20% 80% 0.068% 0.0067%
0.0004932010333 30% 70% 0.085% 0.0060%
-0.012264741644 40% 60% 0.102% 0.0056%
0.0021876110735 50% 50% 0.119% 0.0056%
0.0044621674644 60% 40% 0.136% 0.0060%
0.0078762114149 70% 30% 0.153% 0.0067%
-0.002618892348 80% 20% 0.169% 0.0078%
-0.00138486528 90% 10% 0.186% 0.0091%
0.0085525882638 100% 0% 0.203% 0.0109%
-0.002900482578
-0.006483460253
0.0073283840538
-0.004385011254
-0.007741716607
0.0060084041651
Google Facebook Mean RP Variance
0.2270% 95%,99% 0% 100% 0.034% 0.0091%
0.0002117622753 10% 90% 0.051% 0.0077%
0.0145520539889 20% 80% 0.068% 0.0067%
30% 70% 0.085% 0.0060%
40% 60% 0.102% 0.0056%
50% 50% 0.119% 0.0056%
60% 40% 0.136% 0.0060%
70% 30% 0.153% 0.0067%
0.1187% 50%,50% 80% 20% 0.169% 0.0078%
5.643644132E-05 90% 10% 0.186% 0.0091%
0.0075124191389 100% 0% 0.203% 0.0109%
Stdev (Risk) Sharpe VAR 5% VAR 1% Chart Title
0.952% 3.60% 1.57% 2.21% 140%
0.876% 5.84% 1.44% 2.04%
120%
0.816% 8.35% 1.34% 1.90%
100%
0.773% 11.00% 1.27% 1.80%
0.751% 13.57% 1.23% 1.75% 80%
0.751% 15.81% 1.24% 1.75% 60%
0.775% 17.51% 1.27% 1.80% 40%
0.819% 18.63% 1.35% 1.90%
20%
0.880% 19.24% 1.45% 2.05%
0.956% 19.48% 1.57% 2.22% 0%
1 2 3 4 5 6 7 8 9
1.043% 19.47% 1.72% 2.43%
Google Facebook Mean RP Varian
Stdev (Risk) Sharpe VAR 5% VAR 1

Stdev (Risk) Sharpe VAR 5% VAR 1% Chart Title

0.952% 3.60% 1.57% 2.21% 140%
0.876% 5.84% 1.44% 2.04% 120%
0.816% 8.35% 1.34% 1.90%
100%
0.773% 11.00% 1.27% 1.80%
80%
0.751% 13.57% 1.23% 1.75%
0.751% 15.81% 1.24% 1.75% 60%
0.775% 17.51% 1.27% 1.80% 40%
0.819% 18.63% 1.35% 1.90% 20%
0.880% 19.24% 1.45% 2.05%
0%
0.956% 19.48% 1.57% 2.22% 1 2 3 4 5 6 7 8 9
1.043% 19.47% 1.72% 2.43%
Google Facebook Mean RP Variance
Stdev (Risk) Sharpe VAR 5% VAR 1%
Chart Title

6 7 8 9 10 11

acebook Mean RP Variance

harpe VAR 5% VAR 1%

hart Title

6 7 8 9 10 11

ebook Mean RP Variance

arpe VAR 5% VAR 1%