KLBF

Date
Closing Price Return (Rij - Ri)^2
30-Dec-05 198
2-Jan-06 196 -0.0101010101010101 0.000697811838
3-Jan-06 198 0.0102040816326531 0.000037344769
4-Jan-06 198 0.000000000 0.000266183084
5-Jan-06 200 0.0101010101010101 0.000038615140
6-Jan-06 200 0.000000000 0.000266183084
9-Jan-06 206 0.03 0.000187275988
11-Jan-06 214 0.0388349514563107 0.000507142887
12-Jan-06 214 0.0000000000 0.000266183084
13-Jan-06 232 0.0841121495327103 0.004596437449
16-Jan-06 232 0.000000000 0.000266183084

TLKM
Date
Closing Price Return (Rij - Ri)^2
30-Dec-05 1180
2-Jan-06 1220 0.0338983050847458 0.000861993129
3-Jan-06 1230 0.00819672131147541 0.000013381957
4-Jan-06 1240 0.008130081 0.000012898841
5-Jan-06 1210 -0.0241935483870968 0.000825535523
6-Jan-06 1210 0.000000000 0.000020598759
9-Jan-06 1230 0.0165289256198347 0.000143768254
11-Jan-06 1310 0.0650406504065041 0.003660499848
12-Jan-06 1280 -0.0229007634 0.000752917870
13-Jan-06 1240 -0.03125 0.001280822858
16-Jan-06 1230 -0.008064516 0.000158838173
 Expected Return
Covariance Varian
- 0.000775570119 Standar Deviasi
- 0.000022355001 Rumus Excel
- 0.000058595677 Varian
0.000178544588 Standar Deviasi
0.000074047561 Koefisien Kolerasi
0.000164086385 Covariance
0.001362496408 Koefisien Kolerasi
0.000447676223
- 0.002426359856
0.000205621095

Expected Return
Varian
Standar Deviasi
Rumus Excel
Varian
Standar Deviasi
Koefisien Kolerasi
Covariance
Koefisien Kolerasi
 0.0163151182621674 Tabel Variance Covariance
0.00071293604066292 KLBF
0.0267008621707787 KLBF 0.00071293604066292
TLKM
0.00071293604066292
0.0267008621707787 50% KLBF dan 50% TLKM
0.611033387529433 Covariance - 0.000085040839
- 0.000085040839 KLBF
- 0.114545293250 Standard Deviasi 0.0267008621707787
Varian 0.00071293604066292

30% KLBF dan 70% TLKM

Covariance - 0.000085040839
KLBF
0.00453858558484653 Standard Deviasi 0.0267008621707787
0.000773125521 Varian 0.00071293604066292
0.027805134800142
70% KLBF dan 30% TLKM
0.000773125521254066 Covariance - 0.000085040839
0.027805134800142 KLBF
0.163228325180548 Standard Deviasi 0.0267008621707787
- 0.000085040839 Varian 0.00071293604066292
-0.11454529324965
nce Covariance Tabel Koefisien Korelasi
TLKM KLBF
- 0.000085040839 KLBF 100,000,000
0.000773125521254066 TLKM

50% KLBF dan 50% TLKM

TLKM Portofolio
0.027805134800142 0.0181382185117306
0.000773125521254066 0.000328994971

30% KLBF dan 70% TLKM

TLKM Portofolio
0.027805134800142 0.0181382185117306
0.000773125521254066 0.000328994971

70% KLBF dan 30% TLKM

TLKM Portofolio
0.027805134800142 0.0181382185117306
0.000773125521254066 0.000328994971
bel Koefisien Korelasi
TLKM
- 0.114545293250
100,000,000
 BMRI
Date
Closing Price Return (Rij - Ri)^2
30-Dec-05 806.31
2-Jan-06 821.06 0.01829321229 0.000021633490
3-Jan-06 840.72 0.02394465691 0.000106144107
4-Jan-06 880.06 0.046793225 0.001099001674
5-Jan-06 870.22 -0.01118105584 0.000616185625
6-Jan-06 889.89 0.022603480 0.000080307566
9-Jan-06 953.8 0.07181786513 0.003384427712
11-Jan-06 973.47 0.02062277207 0.000048730750
12-Jan-06 948.89 -0.0252498793 0.001512580663
13-Jan-06 943.97 -0.00518500564 0.000354457297
16-Jan-06 919.39 -0.026038963 0.001574581269

UNTR
Date
Closing Price Return (Rij - Ri)^2
30-Dec-05 3381
2-Jan-06 3381 0 0.000008462884
3-Jan-06 3404 0.00680272109 0.000015160256
4-Jan-06 3565 0.047297297 0.001970311732
5-Jan-06 3588 0.0064516129 0.000012549372
6-Jan-06 3680 0.025641026 0.000516740276
9-Jan-06 3726 0.0125 0.000091985292
11-Jan-06 3657 -0.01851851852 0.000459142993
12-Jan-06 3634 -0.0062893082 0.000084610781
13-Jan-06 3565 -0.01898734177 0.000479454324
16-Jan-06 3473 -0.025806452 0.000824583116
 Expected Return 0.01364203069531
Covariance Varian 0.000879805015341966
- 0.000013530770 Standar Deviasi 0.0296615073005733
0.000040114485 Rumus Excel
0.001471521625 Varian 0.000879805015341966
- 0.000087936013 Standar Deviasi 0.0296615073005733
0.000203710957 Koefisien Kolerasi 0.4599237171958
0.000557958396 Covariance 0.000393170874
- 0.000149580689 Koefisien Kolerasi 0.627443505285
0.000357743806
0.000412245174
0.001139461772

Expected Return 0.00290910368503098

Varian 0.000446300103
Standar Deviasi 0.0211258160225504
Rumus Excel
Varian 0.000446300102618646
Standar Deviasi 0.0211258160225504
Koefisien Kolerasi 0.137703730919824
Covariance 0.000393170874
Koefisien Kolerasi 0.627443505285427
 Tabel Variance Covariance
KLBF TLKM
KLBF 0.00087980501534197 0.000393170874
TLKM 0.000446300102618646

100% BMRI dan 0% UNTR

Covariance 0.000393170874
BMRI UNTR Portofolio
Standard Deviasi 0.0296615073005733 0.0211258160225504 0.0296615073005733
Varian 0.00087980501534197 0.000446300102618646 0.000879805015

90% BMRI dan 10% UNTR

Covariance 0.000393170874
BMRI UNTR Portofolio
Standard Deviasi 0.0296615073005733 0.0211258160225504 0.0280691257581936
Varian 0.00087980501534197 0.000446300102618646 0.000787875821

80% KLBF dan 20% TLKM

Covariance 0.000393170874
BMRI TLKM Portofolio
Standard Deviasi 0.0296615073005733 0.0211258160225504 0.0265846176143904
Varian 0.00087980501534197 0.000446300102618646 0.000706741894

70% BMRI dan 30% UNTR

Covariance 0.000393170874
BMRI UNTR Portofolio
Standard Deviasi 0.029661507 0.021125816 0.0252270338
Varian 0.000879805 0.000446300 0.0006364032

60% BMRI dan 40% UNTR

Covariance 0.000393171
BMRI UNTR Portofolio
Standard Deviasi 0.029661507 0.021125816 0.0240179067
Varian 0.000879805 0.000446300 0.0005768598

50% BMRI dan 50% UNTR

Covariance 0.000393171
BMRI UNTR Portofolio
Standard Deviasi 0.029661507 0.021125816 0.0229806814
Varian 0.000879805 0.000446300 0.0005281117

40% BMRI dan 60% UNTR

Covariance 0.000393171
 BMRI UNTR Portofolio
Standard Deviasi 0.029661507 0.021125816 0.0221395316
Varian 0.000879805 0.000446300 0.0004901589

30% BMRI dan 70% UNTR

Covariance 0.000393171
BMRI UNTR Portofolio
Standard Deviasi 0.029661507 0.021125816 0.0215174643
Varian 0.000879805 0.000446300 0.0004630013

20% BMRI dan 80% UNTR

Covariance 0.000393171
BMRI UNTR Portofolio
Standard Deviasi 0.029661507 0.021125816 0.0211338342
Varian 0.000879805 0.000446300 0.0004466389

10% BMRI dan 90% UNTR

Covariance 0.000393171
BMRI UNTR Portofolio
Standard Deviasi 0.029661507 0.021125816 0.0210017116
Varian 0.000879805 0.000446300 0.0004410719

0% BMRI dan 100% UNTR

Covariance 0.000393171
BMRI UNTR Portofolio
Standard Deviasi 0.029661507 0.021125816 0.0211258160
Varian 0.000879805 0.000446300 0.0004463001
 Tabel Koefisien Korelasi
KLBF TLKM
KLBF 100,000,000 0.627443505285
TLKM 100,000,000