Zad. 4 | 20,17% | |||||||
Zad. 11 | Okresy | RAt | RBt | RAf-E(RA) | RAf-E(RB) | (RAf-E(RA))^2 | (RAf-E(RB))^2 | RAf-E(RA)*RBt-E(RB) |
1 | 3,2700% | 2,3100% | -1,0590% | -1,4900% | 0,0112% | 0,0222% | 0,0158% | |
2 | -1,7100% | 4,4400% | -6,0390% | 0,6400% | 0,3647% | 0,0041% | -0,0386% | |
3 | 11,2500% | 7,1700% | 6,9210% | 3,3700% | 0,4790% | 0,1136% | 0,2332% | |
4 | 2,8100% | 5,4200% | -1,5190% | 1,6200% | 0,0231% | 0,0262% | -0,0246% | |
5 | 7,1400% | 4,5600% | 2,8110% | 0,7600% | 0,0790% | 0,0058% | 0,0214% | |
6 | -2,1600% | 3,3800% | -6,4890% | -0,4200% | 0,4211% | 0,0018% | 0,0273% | |
7 | 6,4500% | 2,1700% | 2,1210% | -1,6300% | 0,0450% | 0,0266% | -0,0346% | |
8 | -3,3300% | 1,2300% | -7,6590% | -2,5700% | 0,5866% | 0,0660% | 0,1968% | |
9 | 12,6700% | 4,1100% | 8,3410% | 0,3100% | 0,6957% | 0,0010% | 0,0259% | |
10 | 6,9000% | 3,2100% | 2,5710% | -0,5900% | 0,0661% | 0,0035% | -0,0152% | |
Suma | 43,2900% | 38,0000% | 2,7715% | 0,2707% | 0,4073% | |||
4,3290% | (SA)^2 | 0,2771% | ||||||
3,8000% | (SB)^2 | 0,0271% | ||||||
SA | 5,5493% | |||||||
SB | 1,7343% | |||||||
rAB | 47,0259% | |||||||
E(RA) | 4,3290% | |||||||
E(RB) | 3,8000% | |||||||
Zad. 12 | ||||||||
Firma | Cena akcji | Ilość akcji | E(Rt) | Wart. akcji | k | |||
A | 50,00 zł | 10 | 10,00% | 500,00 zł | 0,36 zł | |||
B | 45,00 zł | 20 | 11,00% | 900,00 zł | 0,64 zł | |||
E(Rp) | 10,64% |