dh.docx - Portfolio return Ri-E(Ri January February March...

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MonthPortfolioreturnRi-E(Ri)S&P500returnRm-E(Rm)Ri-E(Ri) x Rm-E(Rm)January5%4,76%-5,20%5,030,2395%February-2,3%-2,54%-3,00%-3,17%0,0805%March-1,8%-2,04%-1,60%-1,77%0,0361%April-2,20%1,96%1,90%1,73%0,0339%May0,40%0,16%0,10%-0,07%-0,0001%June-0,80%-1,04%-0,50%-0,67%0,0069%July0,00%-0,24%0,20%0,03%-0,0001%August1,5%1,26%1,60%1,43%0,0180%September-0,30%-0,54%-0,10%-0,27%0,0014%October-3,70%-3,94%-4,00%-4,17%0,1642%November2,40%2,16%-2,00%1,83%0,0396%Desember0,30%0,06%0,20%0,03%0,00002%Average returnE(Ri) =0,24%E(Rm)=0,17%0,6201%Variance of Portofolio =4,762+(2,542)+1,962+0,162+(1,042)+(0,242)+1,262+(0,542)+(3,942)+2,162+0,06212= 60,3224 %12= 5,027%Variance dari S&P 500 =5,032+(3,172)+(1,772)+1,732+(0,072)+(0,672)+0,032+1,432+(0,272)+(4,172)+1,832+0,03312Lalu 64,7885%5= 5,39%Standar deviasi dari portofolio
σi¿5,07= 2,24Standar deviasi dari S&P 500σi¿5,39= 2,322CovarianceCovi,m =Covi ,m

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