Coca Cola

E (R)
R- E (R)
R - E (R)^2
Date
Adj Close* R
39.87
20-Mar-13
39.33
19-Mar-13
0.986456 0.969527961 0.016928 0.0002866
38.76 0.9855072 0.969527961 0.015979 0.0002553
18-Mar-13
38.83
15-Mar-13
1.001806 0.969527961 0.032278 0.0010419
39.02
14-Mar-13
1.0048931 0.969527961 0.035365 0.0012507
38.59
13-Mar-13
0.98898 0.969527961 0.019452 0.0003784
38.68 1.0023322 0.969527961 0.032804 0.0010761
12-Mar-13
39.03 1.0090486 0.969527961 0.039521 0.0015619
11-Mar-13
38.94 0.9976941 0.969527961 0.028166 0.0007933
8-Mar-13
38.84 0.9974319 0.969527961 0.027904 0.0007786
7-Mar-13
38.74 0.9974253 0.969527961 0.027897 0.0007783
6-Mar-13
38.4 0.9912235 0.969527961 0.021696 0.0004707
5-Mar-13
38.54 1.0036458 0.969527961 0.034118 0.0011640
4-Mar-13
38.42 0.9968864 0.969527961 0.027358 0.0007485
1-Mar-13
38.44 1.0005206 0.969527961 0.030993 0.0009605
28-Feb-13
38.17 0.9929761 0.969527961 0.023448 0.0005498
27-Feb-13
37.84 0.9913545 0.969527961 0.021827 0.0004764
26-Feb-13
37.45 0.9896934 0.969527961 0.020165 0.0004066
25-Feb-13
38.24 1.0210948 0.969527961 0.051567 0.0026591
22-Feb-13
37.44 0.9790795 0.969527961 0.009552 0.0000912
21-Feb-13
37.46 1.0005342 0.969527961 0.031006 0.0009614
20-Feb-13
37.4 0.9983983 0.969527961 0.02887 0.0008335
19-Feb-13
37.15 0.9933155 0.969527961 0.023788 0.0005658
15-Feb-13
36.58 0.9846568 0.969527961 0.015129 0.0002289
14-Feb-13
36.94 1.0098414 0.969527961 0.040313 0.0016252
13-Feb-13
37.29 1.0094748 0.969527961 0.039947 0.0015958
12-Feb-13
38.33 1.0278895 0.969527961 0.058362 0.0034061
11-Feb-13
38.49 1.0041743 0.969527961 0.034646 0.0012004
8-Feb-13
38.63 1.0036373 0.969527961 0.034109 0.0011634
7-Feb-13
38.03
6-Feb-13
0.984468 0.969527961 0.01494 0.0002232
37.87
5-Feb-13
0.9957928 0.969527961 0.026265 0.0006898
37.08
4-Feb-13
0.9791392 0.969527961 0.009611 0.0000924
37.27 1.0051241 0.969527961 0.035596 0.0012671
1-Feb-13
36.97 0.9919506 0.969527961 0.022423 0.0005028
31-Jan-13
37.23 1.0070327 0.969527961 0.037505 0.0014066
30-Jan-13
TOTAL
33.933479
0.969528 0.0314904

Prices

SD= 0.0299954 0.010792475

VAR= 0.00089972 0.000116478

Pepsi
Date
Adj Close*
76.32
20-Mar-13
76.67
19-Mar-13
76.68
18-Mar-13
77.04
15-Mar-13
77.19
14-Mar-13
76.95
13-Mar-13
76.89
12-Mar-13
76.85
11-Mar-13
77.2
8-Mar-13
77.14
7-Mar-13
76.8
6-Mar-13
76.9
5-Mar-13
76.6
4-Mar-13
75.93
1-Mar-13
75.77
28-Feb-13
75.48
27-Feb-13
75.08
26-Feb-13
74.66
25-Feb-13
75.03
22-Feb-13
74.82
21-Feb-13
74.88
20-Feb-13
74.96
19-Feb-13
73.16
15-Feb-13
71.77
14-Feb-13
70.99
13-Feb-13
71.66
12-Feb-13
71.85
11-Feb-13
72.08
8-Feb-13
72.29
7-Feb-13
72.25
6-Feb-13
72.63
5-Feb-13
71.94
4-Feb-13
72.15
1-Feb-13
72.33
31-Jan-13
30-Jan-13
72.69
TOTAL

Prices

R
1.004586
1.00013
1.004695
1.001947
0.996891
0.99922
0.99948
1.004554
0.999223
0.995592
1.001302
0.996099
0.991253
0.997893
0.996173
0.994701
0.994406
1.004956
0.997201
1.000802
1.001068
0.975987
0.981001
0.989132
1.009438
1.002651
1.003201
1.002913
0.999447
1.00526
0.9905
1.002919
1.002495
1.004977
33.95209

E (R)
0.970059791
0.970059791
0.970059791
0.970059791
0.970059791
0.970059791
0.970059791
0.970059791
0.970059791
0.970059791
0.970059791
0.970059791
0.970059791
0.970059791
0.970059791
0.970059791
0.970059791
0.970059791
0.970059791
0.970059791
0.970059791
0.970059791
0.970059791
0.970059791
0.970059791
0.970059791
0.970059791
0.970059791
0.970059791
0.970059791
0.970059791
0.970059791
0.970059791
0.970059791

SD= 0.028905 0.006886633

VAR= 0.000835 0.000047426

R- E (R)
0.034526
0.030071
0.034635
0.031887
0.026831
0.02916
0.02942
0.034495
0.029163
0.025533
0.031242
0.026039
0.021193
0.027833
0.026113
0.024641
0.024346
0.034896
0.027141
0.030742
0.031009
0.005927
0.010941
0.019072
0.039378
0.032592
0.033141
0.032854
0.029387
0.0352
0.02044
0.032859
0.032435
0.034917
0.97006

R - E (R)^2
0.001192
0.000904
0.0012
0.001017
0.00072
0.00085
0.000866
0.00119
0.00085
0.000652
0.000976
0.000678
0.000449
0.000775
0.000682
0.000607
0.000593
0.001218
0.000737
0.000945
0.000962
3.51E-05
0.00012
0.000364
0.001551
0.001062
0.001098
0.001079
0.000864
0.001239
0.000418
0.00108
0.001052
0.001219
0.029242

Walmart
Date
Adj Close*
72.99
20-Mar-13
72.45
19-Mar-13
72.25
18-Mar-13
72.5
15-Mar-13
73.22
14-Mar-13
73.65
13-Mar-13
73.6
12-Mar-13
72.98
11-Mar-13
73.03
8-Mar-13
72.85
7-Mar-13
72.91
6-Mar-13
73.25
5-Mar-13
72.79
4-Mar-13
71.28
1-Mar-13
70.33
28-Feb-13
71.2
27-Feb-13
70.65
26-Feb-13
69.99
25-Feb-13
69.95
22-Feb-13
69.81
21-Feb-13
68.77
20-Feb-13
68.32
19-Feb-13
68.86
15-Feb-13
70.37
14-Feb-13
70.93
13-Feb-13
70.94
12-Feb-13
70.94
11-Feb-13
71.02
8-Feb-13
70.77
7-Feb-13
70.85
6-Feb-13
70.32
5-Feb-13
69.18
4-Feb-13
70.04
1-Feb-13
69.5
31-Jan-13
30-Jan-13
69.3
TOTAL

Prices

E (R)

0.992602
0.997239
1.00346
1.009931
1.005873
0.999321
0.991576
1.000685
0.997535
1.000824
1.004663
0.99372
0.979255
0.986672
1.01237
0.992275
0.990658
0.999428
0.997999
0.985102
0.993456
1.007904
1.021929
1.007958
1.000141
1
1.001128
0.99648
1.00113
0.992519
0.983788
1.012431
0.99229
0.997122
33.94947

0.969984803
0.969984803
0.969984803
0.969984803
0.969984803
0.969984803
0.969984803
0.969984803
0.969984803
0.969984803
0.969984803
0.969984803
0.969984803
0.969984803
0.969984803
0.969984803
0.969984803
0.969984803
0.969984803
0.969984803
0.969984803
0.969984803
0.969984803
0.969984803
0.969984803
0.969984803
0.969984803
0.969984803
0.969984803
0.969984803
0.969984803
0.969984803
0.969984803
0.969984803

SD= 0.029416
VAR= 0.000865

0.008896456
0.000079147

R- E (R)
0.022617
0.027255
0.033475
0.039946
0.035888
0.029336
0.021591
0.0307
0.02755
0.030839
0.034678
0.023735
0.009271
0.016687
0.042385
0.02229
0.020673
0.029444
0.028014
0.015118
0.023472
0.037919
0.051944
0.037973
0.030156
0.030015
0.031143
0.026495
0.031146
0.022535
0.013804
0.042447
0.022305
0.027137
0.969985

R - E (R)^2
0.000512
0.000743
0.001121
0.001596
0.001288
0.000861
0.000466
0.000943
0.000759
0.000951
0.001203
0.000563
8.59E-05
0.000278
0.001797
0.000497
0.000427
0.000867
0.000785
0.000229
0.000551
0.001438
0.002698
0.001442
0.000909
0.000901
0.00097
0.000702
0.00097
0.000508
0.000191
0.001802
0.000498
0.000736
0.030285

Ford
E (R)
Date
Adj Close* R
13.36000
20-Mar-13
13.16000 0.98503
19-Mar-13
13.26000 1.00760
18-Mar-13
13.45000 1.01433
15-Mar-13
13.43000 0.99851
14-Mar-13
13.40000 0.99777
13-Mar-13
13.39000 0.99925
12-Mar-13
13.34000 0.99627
11-Mar-13
12.98000 0.97301
8-Mar-13
12.83000 0.98844
7-Mar-13
12.89000 1.00468
6-Mar-13
12.87000 0.99845
5-Mar-13
12.75000 0.99068
4-Mar-13
12.61000 0.98902
1-Mar-13
12.61000 1.00000
28-Feb-13
12.76000 1.01190
27-Feb-13
12.34000 0.96708
26-Feb-13
12.13000 0.98298
25-Feb-13
12.48000 1.02885
22-Feb-13
12.39000 0.99279
21-Feb-13
12.60000 1.01695
20-Feb-13
12.99000 1.03095
19-Feb-13
13.02000 1.00231
15-Feb-13
13.11000 1.00691
14-Feb-13
13.04000 0.99466
13-Feb-13
13.08000 1.00307
12-Feb-13
13.11000 1.00229
11-Feb-13
13.10000 0.99924
8-Feb-13
13.07000 0.99771
7-Feb-13
13.20000 1.00995
6-Feb-13
13.18000 0.99848
5-Feb-13
12.88000 0.97724
4-Feb-13
13.02000 1.01087
1-Feb-13
12.95000 0.99462
31-Jan-13
12.93000 0.99846
30-Jan-13
TOTAL
33.97035

Prices

R- E (R)
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058

SD= 0.031075 0.013586873

VAR= 0.000966 0.000184603

R - E (R)^2

0.01445 0.00021
0.03702 0.00137
0.04375 0.00191
0.02793 0.00078
0.02718 0.00074
0.02867 0.00082
0.02568 0.00066
0.00243 0.00001
0.01786 0.00032
0.03410 0.00116
0.02787 0.00078
0.02009 0.00040
0.01844 0.00034
0.02942 0.00087
0.04131 0.00171
-0.00350 0.00001
0.01240 0.00015
0.05827 0.00340
0.02221 0.00049
0.04637 0.00215
0.06037 0.00364
0.03173 0.00101
0.03633 0.00132
0.02408 0.00058
0.03249 0.00106
0.03171 0.00101
0.02866 0.00082
0.02713 0.00074
0.03937 0.00155
0.02790 0.00078
0.00666 0.00004
0.04029 0.00162
0.02404 0.00058
0.02787 0.00078
0.970581 0.033799

W COLA
0%
10%
20%
30%
40%
50%
60%
70%
80%
90%
100%

W PEPSI E (R COLA)
100%
0.969528
90%
0.969528
80%
0.969528
70%
0.969528
60%
0.969528
50%
0.969528
40%
0.969528
30%
0.969528
20%
0.969528
10%
0.969528
0%
0.969528

W COLA^2 W PEPSI^2
0
1
0.01
0.81
0.04
0.64
0.09
0.49
0.16
0.36
0.25
0.25
0.36
0.16
0.49
0.09
0.64
0.04
0.81
0.01
1
0

Var COLA
0.00089972
0.00089972
0.00089972
0.00089972
0.00089972
0.00089972
0.00089972
0.00089972
0.00089972
0.00089972
0.00089972

E (R PEPSI)
W x E (R COLA)
0.970059791
0
0.970059791
0.096952796
0.970059791
0.193905592
0.970059791
0.290858388
0.970059791
0.387811184
0.970059791
0.484763981
0.970059791
0.581716777
0.970059791
0.678669573
0.970059791
0.775622369
0.970059791
0.872575165
0.970059791
0.969527961
Var PEPSI
WCOLA^2 x Var PEPSI
0.000835485
0
0.000835485
0.000008997
0.000835485
0.000035989
0.000835485
0.000080975
0.000835485
0.000143956
0.000835485
0.000224931
0.000835485
0.000323901
0.000835485
0.000440865
0.000835485
0.000575824
0.000835485
0.000728777
0.000835485
0.000899725
COVCOLA PEPSI
COV dengan excel

COLA
Adj Close*
39.87
39.33
38.76
38.83
39.02
38.59
38.68
39.03
38.94
38.84
38.74
38.4
38.54
38.42

R
0.986455982
0.985507246
1.001805986
1.004893124
0.98898001
1.00233221
1.009048604
0.997694081
0.997431947
0.997425335
0.991223542
1.003645833
0.996886352

E (R)
0.96952796
0.96952796
0.96952796
0.96952796
0.96952796
0.96952796
0.96952796
0.96952796
0.96952796
0.96952796
0.96952796
0.96952796
0.96952796

R- E (R)
0.016928021
0.015979285
0.032278025
0.035365163
0.019452049
0.032804249
0.039520643
0.02816612
0.027903986
0.027897374
0.021695581
0.034117872
0.027358391

R - E (R)^2
0.000286558
0.000255338
0.001041871
0.001250695
0.000378382
0.001076119
0.001561881
0.00079333
0.000778632
0.000778263
0.000470698
0.001164029
0.000748482

38.44
38.17
37.84
37.45
38.24
37.44
37.46
37.4
37.15
36.58
36.94
37.29
38.33
38.49
38.63
38.03
37.87
37.08
37.27
36.97
37.23
TOTAL

1.000520562
0.992976067
0.991354467
0.989693446
1.021094793
0.979079498
1.000534188
0.998398292
0.993315508
0.984656797
1.009841443
1.009474824
1.027889515
1.004174276
1.003637308
0.98446803
0.995792795
0.97913916
1.005124056
0.991950631
1.007032729
33.93347864

0.96952796
0.96952796
0.96952796
0.96952796
0.96952796
0.96952796
0.96952796
0.96952796
0.96952796
0.96952796
0.96952796
0.96952796
0.96952796
0.96952796
0.96952796
0.96952796
0.96952796
0.96952796
0.96952796
0.96952796
0.96952796

0.030992601
0.023448106
0.021826506
0.020165485
0.051566832
0.009551537
0.031006227
0.02887033
0.023787547
0.015128836
0.040313482
0.039946863
0.058361554
0.034646315
0.034109347
0.014940069
0.026264834
0.009611199
0.035596095
0.022422669
0.037504768
0.969527961

SD=
0.029995 0.010792475
VAR= 0.00089972 0.000116478

0.000960541
0.000549814
0.000476396
0.000406647
0.002659138
0.000091232
0.000961386
0.000833496
0.000565847
0.000228882
0.001625177
0.001595752
0.003406071
0.001200367
0.001163448
0.000223206
0.000689842
0.000092375
0.001267082
0.000502776
0.001406608
0.03149036

TOTAL

W x E (R PEPSI)
0.970059791
0.873053812
0.776047833
0.679041854
0.582035875
0.485029895
0.388023916
0.291017937
0.194011958
0.097005979
0

E (Rp COLA PEPSI)

0.970059791
0.970006608
0.969953425
0.969900242
0.969847059
0.969793876
0.969740693
0.96968751
0.969634327
0.969581144

W PEPSI^2 x Var PEPSI

2xW COLAxW PEPSIxCov COLA
Var orPEPSI
Risk Portofolio COLA PEPSI
0.000835485
0
0.000835485
0.000676743
0.00015137
0.000837111
0.000534711
0.000269103
0.000839803
0.000409388
0.000353198
0.000843561
0.000300775
0.000403655
0.000848385
0.000208871
0.000420474
0.000854276
0.000133678
0.000403655
0.000861233
0.000075194
0.000353198
0.000869256
0.000033419
0.000269103
0.000878346
0.000008355
7.56852E-05
0.000812817
0
0
0.000899725
0.000840947
0.000027366
PEPSI
Adj Close*
76.32
76.67
76.68
77.04
77.19
76.95
76.89
76.85
77.2
77.14
76.8
76.9
76.6
75.93

E (R)
1.004585954
1.000130429
1.004694836
1.00194704
0.996890789
0.999220273
0.999479776
1.004554327
0.999222798
0.995592429
1.001302083
0.99609883
0.991253264

0.97006
0.97006
0.97006
0.97006
0.97006
0.97006
0.97006
0.97006
0.97006
0.97006
0.97006
0.97006
0.97006

75.77
75.48
75.08
74.66
75.03
74.82
74.88
74.96
73.16
71.77
70.99
71.66
71.85
72.08
72.29
72.25
72.63
71.94
72.15
72.33
72.69
TOTAL

0.997892796
0.996172628
0.994700583
0.994405967
1.0049558
0.99720112
1.000801925
1.001068376
0.975987193
0.981000547
0.989131949
1.009437949
1.002651409
1.003201113
1.00291343
0.999446673
1.005259516
0.990499793
1.002919099
1.002494802
1.004977188
33.95209268

0.97006
0.97006
0.97006
0.97006
0.97006
0.97006
0.97006
0.97006
0.97006
0.97006
0.97006
0.97006
0.97006
0.97006
0.97006
0.97006
0.97006
0.97006
0.97006
0.97006
0.97006

SD= 0.028905
VAR= 0.000835

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18

((R COLA - E(R COLA)) x (R PEPSI - E(R PEPSI))

0.00058446
0.000480507
0.001117951
0.001127698
0.000521918
0.000956588
0.001162697
0.000971577
0.000813764
0.000712294
0.00067782
0.000888397
0.000579819
0.000862617
0.000612297
0.000537822
0.000490952
0.001799477

19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
TOTAL

0.000259241
0.000953198
0.000895228
0.000140998
0.000165521
0.000768865
0.001573034
0.001902097
0.001148225
0.001120616
0.000439042
0.000924515
0.000196453
0.001169663
0.00072728
0.001309569
0.940500091
0.028592199

R- E (R)
0.034526163
0.030070638
0.034635045
0.03188725
0.026830998
0.029160482
0.029419985
0.034494536
0.029163007
0.025532638
0.031242292
0.026039039
0.021193473

R - E (R)^2
0.001192
0.000904
0.0012
0.001017
0.00072
0.00085
0.000866
0.00119
0.00085
0.000652
0.000976
0.000678
0.000449

0.027833005
0.026112837
0.024640792
0.024346176
0.034896009
0.027141329
0.030742134
0.031008585
0.005927402
0.010940756
0.019072158
0.039378158
0.032591618
0.033141322
0.032853639
0.029386882
0.035199725
0.020440003
0.032859308
0.032435012
0.034917397
0.970059791
0.006886633
0.000047426

0.000775
0.000682
0.000607
0.000593
0.001218
0.000737
0.000945
0.000962
3.51E-05
0.00012
0.000364
0.001551
0.001062
0.001098
0.001079
0.000864
0.001239
0.000418
0.00108
0.001052
0.001219
0.029242

W COLA
0%
10%
20%
30%
40%
50%
60%
70%
80%
90%
100%
W WAL^2

W PEPSI E (R WAL)
E (R FORD)
W x E (R WAL)
100%
0.969985
0.97058
90%
0.969985
0.97058
80%
0.969985
0.97058
70%
0.969985
0.97058
60%
0.969985
0.97058
50%
0.969985
0.97058
40%
0.969985
0.97058
30%
0.969985
0.97058
20%
0.969985
0.97058
10%
0.969985
0.97058
0%
0.969985
0.97058
W FORD^2

0
0.01
0.04
0.09
0.16
0.25
0.36
0.49
0.64
0.81
1

1
0.81
0.64
0.49
0.36
0.25
0.16
0.09
0.04
0.01
0

Var WAL
0.000079147
0.000079147
0.000079147
0.000079147
0.000079147
0.000079147
0.000079147
0.000079147
0.000079147
0.000079147
0.000079147

0
0.09699848
0.193996961
0.290995441
0.387993921
0.484992401
0.581990882
0.678989362
0.775987842
0.872986322
0.969984803

Var FORD
W WAL^2 x Var FORD
0.000184603
0
0.000184603
0.000000791
0.000184603
0.000003166
0.000184603
0.000007123
0.000184603
0.000012664
0.000184603
0.000019787
0.000184603
0.000028493
0.000184603
0.000038782
0.000184603
0.000050654
0.000184603
0.000064109
0.000184603
0.000079147
COVCOLA PEPSI
COV dengan excel

WALMART
Adj Close*
72.99
72.45
72.25
72.5
73.22
73.65
73.6
72.98
73.03
72.85
72.91
73.25
72.79
71.28

R
0.992601726
0.997239476
1.003460208
1.009931034
1.005872712
0.999321113
0.991576087
1.000685119
0.997535259
1.00082361
1.004663284
0.993720137
0.979255392

E (R)
0.9699848
0.9699848
0.9699848
0.9699848
0.9699848
0.9699848
0.9699848
0.9699848
0.9699848
0.9699848
0.9699848
0.9699848
0.9699848

R- E (R)
0.022616924
0.027254673
0.033475405
0.039946232
0.03588791
0.029336311
0.021591284
0.030700317
0.027550457
0.030838808
0.034678481
0.023735334
0.00927059

R - E (R)^2
0.000511525
0.000742817
0.001120603
0.001595701
0.001287942
0.000860619
0.000466184
0.000942509
0.000759028
0.000951032
0.001202597
0.000563366
0.000085944

70.33
71.2
70.65
69.99
69.95
69.81
68.77
68.32
68.86
70.37
70.93
70.94
70.94
71.02
70.77
70.85
70.32
69.18
70.04
69.5
69.3
TOTAL

0.986672278
1.012370255
0.992275281
0.990658174
0.99942849
0.99799857
0.985102421
0.993456449
1.007903981
1.021928551
1.007957937
1.000140984
1
1.001127714
0.996479865
1.001130422
0.992519407
0.983788396
1.012431339
0.99229012
0.997122302
33.94946809

0.9699848
0.9699848
0.9699848
0.9699848
0.9699848
0.9699848
0.9699848
0.9699848
0.9699848
0.9699848
0.9699848
0.9699848
0.9699848
0.9699848
0.9699848
0.9699848
0.9699848
0.9699848
0.9699848
0.9699848
0.9699848

0.016687476
0.042385452
0.022290478
0.020673371
0.029443687
0.028013768
0.015117618
0.023471646
0.037919179
0.051943748
0.037973134
0.030156181
0.030015197
0.031142911
0.026495062
0.03114562
0.022534605
0.013803593
0.042446536
0.022305317
0.0271375
0.969984803

SD=
0.029416 0.008896456
VAR= 0.00086527 0.000079147

0.000278472
0.001796527
0.000496865
0.000427388
0.000866931
0.000784771
0.000228542
0.000550918
0.001437864
0.002698153
0.001441959
0.000909395
0.000900912
0.000969881
0.000701988
0.00097005
0.000507808
0.000190539
0.001801708
0.000497527
0.000736444
0.030284511

TOTAL

W x E (R FORD)
0.970581411
0.87352327
0.776465129
0.679406988
0.582348847
0.485290705
0.388232564
0.291174423
0.194116282
0.097058141
0

E (Rp WAL FORD)

0.970581411
0.97052175
0.970462089
0.970402428
0.970342768
0.970283107
0.970223446
0.970163785
0.970104124
0.970044463

W FORD^2 x Var FORD

2xW WALxW FORDxCov WAL
Var FORD
or Risk Portofolio WAL FORD
0.000184603
0
0.000184603
0.000149529
0.000152962
0.000303282
0.000118146
0.000271933
0.000393245
0.000090456
0.000356912
0.000454491
0.000066457
0.000407899
0.00048702
0.000046151
0.000424895
0.000490833
0.000029536
0.000407899
0.000465929
0.000016614
0.000356912
0.000412308
0.000007384
0.000271933
0.000329971
0.000001846
0.000076481
0.000142436
0
0
0.000079147
0.00084979
0.000035388
FORD
Adj Close*
13.36000
13.16000
13.26000
13.45000
13.43000
13.40000
13.39000
13.34000
12.98000
12.83000
12.89000
12.87000
12.75000
12.61000

E (R)
0.98503
1.00760
1.01433
0.99851
0.99777
0.99925
0.99627
0.97301
0.98844
1.00468
0.99845
0.99068
0.98902

0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058

12.61000
12.76000
12.34000
12.13000
12.48000
12.39000
12.60000
12.99000
13.02000
13.11000
13.04000
13.08000
13.11000
13.10000
13.07000
13.20000
13.18000
12.88000
13.02000
12.95000
12.93000
TOTAL

1.00000
1.01190
0.96708
0.98298
1.02885
0.99279
1.01695
1.03095
1.00231
1.00691
0.99466
1.00307
1.00229
0.99924
0.99771
1.00995
0.99848
0.97724
1.01087
0.99462
0.99846
33.97034938

0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058
0.97058

SD= 0.031075
VAR= 0.000966

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18

((R COLA - E(R COLA)) x (R PEPSI - E(R PEPSI))

0.000326781
0.001008896
0.001464462
0.001115762
0.000975605
0.00084114
0.00055456
7.46657E-05
0.000492116
0.001051453
0.000966385
0.000476952
0.000170933
0.000490922
0.001751109
-7.79447E-05
0.000256366
0.001715762

19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
TOTAL

0.000622103
0.00070097
0.001417006
0.001203102
0.00188717
0.000914361
0.000979656
0.000951847
0.000892425
0.000718772
0.001226048
0.000628793
9.18882E-05
0.001710093
0.00053627
0.000756436
0.941449218
0.028892865

R- E (R)
0.01445
0.03702
0.04375
0.02793
0.02718
0.02867
0.02568
0.00243
0.01786
0.03410
0.02787
0.02009
0.01844

R - E (R)^2
0.00021
0.00137
0.00191
0.00078
0.00074
0.00082
0.00066
0.00001
0.00032
0.00116
0.00078
0.00040
0.00034

0.02942 0.00087
0.04131 0.00171
-0.00350 0.00001
0.01240 0.00015
0.05827 0.00340
0.02221 0.00049
0.04637 0.00215
0.06037 0.00364
0.03173 0.00101
0.03633 0.00132
0.02408 0.00058
0.03249 0.00106
0.03171 0.00101
0.02866 0.00082
0.02713 0.00074
0.03937 0.00155
0.02790 0.00078
0.00666 0.00004
0.04029 0.00162
0.02404 0.00058
0.02787 0.00078
0.970581411 0.033799
0.013586873
0.000184603

MANAJEMEN INVESTASI DAN PASAR MODAL

KELAS CG
INTAN SARTIKA E.M. 115020300111103
DIRGA MAHARDIKA
115020301111009
RIFKY SETYO CHANDRA 115020301111019
ANNISA RAHMI
115020300111046