Contoh soal 1

(1) (2) (5) (6)

(3) (4)
Return Probabilitas
(1) (2) (Ri- E(R) [(Ri- E(R)2] [(Ri- E(R)2] pri
(Ri) (pri)
0,12 0,21 0,0252 0,027 0,000729 0,00015309
0,08 0,17 0,0136 0,013 0,000169 0,00002873
0,11 0,14 0,0154 0,017 0,000289 0,00004046
0,13 0,18 0,0234 0,037 0,001369 0,00024642
0,14 0,11 0,0154 0,047 0,002209 0,00024299
E(R)= 0,093 σ 2=0,00071169

Standar deviasi

1
σ =¿ ¿)
2

1
= (0,00071169)
2

= 0,0142 =0,14%

Coefficient of variation= σ : E(R)

= 0,0142 : 0,093

= 0,0152 = 1,52%

Contoh soal 2

1) Expected retur
a. E(RA) = (Pr1)(RA1)+ (Pr2)(RA2)+ (Pr3)(RA3)+ (Pr4)(RA4)+ (Pr5)(RA5)

= (0,19)(11,2)+(0,17)(10,1)+(0,14)(8,2)+(0,15)(7,5)+(0,13)(5,1)

= (2,128)+(1,717)+(1,148)+(1,125)+(0,663)
= 6,781%
b. E(RB) = (Pr1)(RB1)+ (Pr2)(RB2)+ (Pr3)(RB3)+ (Pr4)(RB4)+ (Pr5)(RB5)
= (0,19)(12,3)+(0,17)(9,1)+(0,14)(7,4)+(0,15)(6,2)+(0,13)(5,7)
= (2.337)+(1,547)+(1,036)+(0,93)+(0,741)
= 6,591%
 2) Covariance
Cov (RaRb) = Σ[(RAi1-E(RAi)].[(RB1-E(RBi)]. Pri1+[(RAi2-E(RAi)].[(RB2-E(RBi)]. Pri2
+[(RAi3-E(RAi)].[(RB3-E(RBi)]. Pri3+[(RAi4-E(RAi)].[(RB4-E(RBi)]. Pri4
+[(RAi5-E(RAi)].[(RB5-E(RBi)]. Pri5
= Σ[0,112-(0,06781)].[0,123-(0,06591)].0,19
+[0,101-(0,06781)].[0,091-(0,06591)].0,17
+[0,82-(0,06781)].[0,074-(0,06591)].0,14
+[0,075-(0,06781)].[0,062-(0,06591)].0,15
+[0,051-(0,06781)].[0,057-(0,06591)].0,13
= (0,04419)(0,05709)(0,19)+(0,03319)(0,02509)(0,17)
+(0,75219)(0,00809)(0,14)+(0,00719)(-0,00391)(0,15)
+(-0,01681)(-0,00891)(0,13)
= 0,00047933+0,00014157+0,00085193+(-0,00000422)+0,00001947
= 0,00148808
= 0,1488
= 0,14%
Contoh soal 3
a. Expected retur
E(Rp)= (Prp1)(Cf p1)+ (Prp2)(Cf p2)+ (Prp3)(Cf p3)+ (Prp4)(Cf p4)+ (Prp5)(Cf p5)
= (0,45)(4.320)+(0,52)(3.720)+(0,51)(5.990)+(0,62)(2.925)+(0,58)(4.695)
= 1.944+1.934,4+3.054,9+1.813,5+2.723,1
= 11.469,9
E(RQ)= (PrQ1)(CfQ1)+ (PrQ2)(Cf Q2)+ (PrQ3)(Cf Q3)+ (PrQ4)(Cf Q4)+ (PrQ5)(Cf Q5)
= (0,52)(4.865)+(0,59)(5.760)+(0,67)(4.728)+(0,42)(4.960)+(0,31)(3.216)
= 2.529,8+3.398,4+3.167,76+2.083,2+996,96
= 12.176,12
E(Rz)= (Prz1)(Cfz1)+ (Prz2)(Cf z2)+ (Prz3)(Cf z3)+ (Prz4)(Cf z4)+ (Prz5)(Cf z5)
= (0,86)(2.225)+(0,48)(3.025)+(0,29)(4.421)+(0,42)(5.895)+(0,63)(6,005)
= 4.493,5+1.452+1.282,09+2.475,9+3.783,15
= 13.486,64
b. Standar deviasi

σp=√ ¿ ¿

+¿

= √ ¿(0,45)]+[(3.720-11.469,9 ¿ ¿2(0,52)]+[(5.990-11.469,92 )(0,51)]+[(2.925-11.469,9 ¿ ¿2

(0,62)]+[(4.695-11.469,9 ¿ ¿2(0,58)]

= √ 23.004 .481,5+31.231.694,01+15.314 .945,05+ 45.269.495,93+ 26.621.576,16

= √ 141.442.193,1 = 11.892,9472

σQ= √ ¿(0,52)]+[(5.760-12.176,12 ¿¿ 2(0,59)]+[(4.728-12.176,12 ¿¿ 2(0,67)]+[(4.960-

12.176,12 ¿¿ 2(0,42)]+[(3.216-12.176,12 ¿¿ 2(0,31)]

=√ 27.795.287,34 +24.288 .291,55+37.167 .909,33+ 23.7266.665,14 +24.887.962,63

= √137.866.115,99

= 11.741,64026

σz= √ ¿(0,86)]+[(3.025-13.486,64 ¿ ¿2(0,48)]+[(4.421-13.486,64 ¿ ¿2(0,29)]+[(5.895-

13.486,64 ¿ ¿2(0,42)]+[(6.005-13.486,64 ¿ ¿2(0,63)]

=√ 58.699.038,12+52.534 .037,52+23.833 .890,3+24.205 .859,11+35.264 .210,37

= √ 194.537 .035,42

= 13.947.653402

c. Coefficient of variation
σ 11.892,9472
Covp= =
E( R) 11.469,9
= 1,0368832509
σ 11.741,64026
CovQ= =
E( R) 12.176,12

= 0,9643170616
σ 13.947 .653402
CovZ= =
E( R) 13.486,64
= 1, 0341829694
d. Usahanya adalah usaha bengkel karena memiliki nilai yang paling tinggi