DATE GIAA ASMI ASJT bdmn bbni

2/28/2018 312 830 470 6600 9725

3/1/2018 314 805 472 6525 9625
3/2/2018 314 795 480 6525 9525
3/5/2018 312 805 450 6350 9550
3/6/2018 310 780 470 6325 9175
3/7/2018 304 785 470 6150 9075
3/8/2018 302 870 398 6500 9350
3/9/2018 304 875 398 6500 9400
3/12/2018 304 860 400 6700 9350
3/13/2018 300 855 380 6850 9250
3/14/2018 300 835 380 7025 9450
3/15/2018 300 825 350 6925 9400
3/16/2018 300 840 360 6900 9525
3/19/2018 298 830 358 7000 9600
3/20/2018 298 825 366 7000 9250
3/21/2018 298 815 366 6975 9275
3/22/2018 298 815 366 6900 8900
3/23/2018 298 805 338 6700 8725
3/26/2018 296 805 310 6475 9150
3/27/2018 298 800 320 6300 9200
3/28/2018 294 795 320 6525 8650
3/29/2018 294 790 340 6875 8675
3/30/2018 294 790 340 6875 8675
4/2/2018 302 790 342 6850 8725
4/3/2018 302 775 338 6775 8625
4/4/2018 298 770 338 6575 8275
4/5/2018 300 780 338 6450 8200
4/6/2018 298 780 336 6525 8300
4/9/2018 298 785 340 6475 8500
4/10/2018 296 780 336 6525 8725
4/11/2018 298 790 346 6700 8575
4/12/2018 296 790 348 6750 8650
4/13/2018 296 785 350 6750 8825
4/16/2018 296 785 350 6750 8825
4/17/2018 296 785 350 6750 8825
4/18/2018 296 770 350 6875 8775
4/19/2018 296 770 350 6875 8775
4/20/2018 296 770 350 6875 8775
4/23/2018 298 760 350 6775 8725
4/24/2018 294 745 346 6475 8375
4/25/2018 294 745 346 6475 8375
4/26/2018 294 745 346 6475 8375
4/27/2018 294 745 346 6475 8375
4/30/2018 286 740 364 6650 8050
5/1/2018 286 740 364 6650 8050
5/2/2018 278 730 366 6550 8000
5/3/2018 274 725 374 6450 7725
 5/4/2018 274 725 372 6475 7475
5/7/2018 272 720 380 6500 7325
5/8/2018 270 715 376 6375 7325
5/9/2018 268 685 398 6250 8050
5/10/2018 268 685 398 6250 8050
5/11/2018 266 680 398 6175 8275
5/14/2018 260 690 398 6000 8200
5/15/2018 258 685 388 5775 8075
5/16/2018 256 690 344 5700 8000
5/17/2018 260 700 342 5700 7800
5/18/2018 260 695 332 5625 7575
5/21/2018 256 690 340 5525 7300
5/22/2018 250 685 316 5425 7125
5/23/2018 250 700 318 5625 7200
5/24/2018 250 700 310 5975 7675
5/25/2018 246 700 316 6125 7975
5/28/2018 248 715 316 5950 8575
5/29/2018 248 715 316 5950 8575
5/30/2018 256 725 318 5900 8650
5/31/2018 254 705 310 5825 8475
6/1/2018 254 705 310 5825 8475
6/4/2018 252 700 300 6025 8475
6/5/2018 248 680 286 6225 8275
6/6/2018 250 675 290 6200 8250
6/7/2018 258 695 310 6100 8450
6/8/2018 256 705 290 5950 8050
6/11/2018 256 705 290 5950 8050
6/12/2018 256 705 290 5950 8050
6/13/2018 256 705 290 5950 8050
6/14/2018 256 705 290 5950 8050
6/15/2018 256 705 290 5950 8050
6/18/2018 256 705 290 5950 8050
6/19/2018 256 705 290 5950 8050
6/20/2018 252 705 328 5700 7525
6/21/2018 250 715 312 6000 7400
6/22/2018 250 710 288 6400 7400
6/25/2018 254 735 280 6525 7300
6/26/2018 248 740 236 6300 7150
6/27/2018 250 740 238 6250 7050
6/28/2018 240 730 240 6150 6800
6/29/2018 242 735 248 6375 7050
7/2/2018 242 735 246 6550 7050
7/3/2018 234 740 250 6400 6950
7/4/2018 234 740 242 6350 7200
7/5/2018 232 725 250 6500 7100
7/6/2018 230 730 254 6475 6950
7/9/2018 230 730 256 6450 7200
7/10/2018 230 730 248 6500 7300
7/11/2018 230 730 256 6550 7175
7/12/2018 234 730 256 6500 7025
7/13/2018 236 725 270 6600 7250
7/16/2018 232 730 280 6650 7350
7/17/2018 234 730 288 6500 7425
7/18/2018 234 730 286 6425 7375
7/19/2018 232 725 350 6400 7375
7/20/2018 232 725 352 6275 7250
7/23/2018 232 725 350 6350 7300
7/24/2018 230 720 280 6425 7350
7/25/2018 232 720 310 6525 7300
7/26/2018 232 715 292 6375 7575
7/27/2018 236 720 292 6250 7450
7/30/2018 234 725 290 6250 7500
7/31/2018 228 730 280 6575 7400
8/1/2018 228 730 300 6600 7825
8/2/2018 228 735 300 6575 7800
8/3/2018 230 735 300 6650 7900
8/6/2018 232 740 298 6900 8200
8/7/2018 230 740 300 6900 8100
8/8/2018 230 740 300 7000 8100
8/9/2018 228 740 320 7050 7950
8/10/2018 230 745 342 7000 7975
8/13/2018 226 745 360 6925 7400
8/14/2018 224 745 348 6750 7300
8/15/2018 224 745 330 6800 7375
8/16/2018 222 745 330 6800 7075
8/17/2018 222 745 330 6800 7075
8/20/2018 224 750 330 6775 7275
8/21/2018 222 745 350 7100 7375
8/22/2018 222 745 350 7100 7375
8/23/2018 222 750 340 7000 7550
8/24/2018 224 750 330 6975 7425
8/27/2018 224 750 330 7025 7675
8/28/2018 220 735 376 7000 7875
8/29/2018 218 725 380 6975 7850
8/30/2018 220 725 340 6975 7625
8/31/2018 218 725 340 6800 7800
9/3/2018 216 725 340 6875 7850
9/4/2018 218 725 340 6825 7500
9/5/2018 210 720 340 6650 7075
9/6/2018 210 720 340 6650 7275
9/7/2018 204 710 340 6625 7350
9/10/2018 202 715 340 6650 7275
9/11/2018 202 715 340 6650 7275
9/12/2018 220 705 348 6700 7125
9/13/2018 224 705 348 7200 7350
9/14/2018 220 710 310 7325 7525
 9/17/2018 210 710 312 7325 7225
9/18/2018 206 715 312 7325 7225
9/19/2018 206 715 300 7400 7175
9/20/2018 208 720 320 7175 7300
9/21/2018 204 725 306 7275 7650
9/24/2018 202 725 314 7050 7375
9/25/2018 202 725 330 7125 7350
9/26/2018 202 725 330 7125 7325
9/27/2018 206 720 330 7175 7350
9/28/2018 206 705 308 7200 7400
10/1/2018 218 710 330 7100 7500
10/2/2018 208 710 330 7075 7275
10/3/2018 212 710 336 7125 7250
10/4/2018 204 705 336 6925 6900
10/5/2018 202 695 336 7000 6875
10/8/2018 202 695 336 7000 6825
10/9/2018 204 695 336 7025 6825
10/10/2018 210 695 336 7125 6950
10/11/2018 204 695 336 6925 6725
10/12/2018 206 695 336 7050 6925
10/15/2018 206 700 332 6925 7050
10/16/2018 206 705 358 7175 7250
10/17/2018 204 695 358 7175 7325
10/18/2018 206 690 376 7100 7200
10/19/2018 206 685 376 7200 7175
10/22/2018 204 680 370 7100 7175
10/23/2018 202 705 370 7100 7125
10/24/2018 202 695 360 7050 7050
10/25/2018 202 680 360 7125 7075
10/26/2018 202 680 360 7150 7100
10/29/2018 202 675 360 7150 7075
10/30/2018 202 700 360 7300 7175
10/31/2018 202 690 312 7425 7325
11/1/2018 202 690 340 7450 7425
11/2/2018 202 685 314 7450 7775
11/5/2018 204 685 314 7475 7600
11/6/2018 200 685 314 7400 7750
11/7/2018 204 685 328 7475 7800
11/8/2018 204 685 328 7500 7900
11/9/2018 202 685 328 7450 8000
11/12/2018 200 680 312 7450 7600
11/13/2018 200 680 312 7300 7900
11/14/2018 200 690 314 7375 8025
11/15/2018 238 685 308 7450 8250
11/16/2018 222 680 324 7425 8300
11/19/2018 224 675 322 7450 8400
11/20/2018 224 675 322 7450 8400
11/21/2018 224 670 322 7425 8250
11/22/2018 218 660 312 7400 8400
11/23/2018 212 660 314 7325 8425
11/26/2018 226 665 320 7400 8425
11/27/2018 228 660 320 7400 8650
11/28/2018 222 650 280 7325 8550
11/29/2018 228 655 312 7500 8775
11/30/2018 222 640 312 7425 8500
12/3/2018 226 640 320 7375 8750
12/4/2018 224 645 320 7600 8800
12/5/2018 220 640 300 7500 8750
12/6/2018 218 645 374 7425 8650
12/7/2018 220 645 362 7375 8575
12/10/2018 220 645 362 7400 8575
12/11/2018 218 635 338 7300 8450
12/12/2018 216 640 360 7300 8450
12/13/2018 234 620 360 7400 8550
12/14/2018 228 620 350 7325 8600
12/17/2018 238 615 358 7275 8575
12/18/2018 238 600 368 7300 8625
12/19/2018 238 600 360 7300 8700
12/20/2018 236 605 360 7300 8675
12/21/2018 234 605 356 7300 8675
12/24/2018 234 605 356 7300 8675
12/25/2018 234 605 356 7300 8675
12/26/2018 242 610 320 7275 8700
12/27/2018 268 630 340 7550 8800
12/28/2018 298 700 340 7600 8800
12/31/2018 298 700 340 7600 8800
1/1/2019 298 700 340 7600 8800
1/2/2019 290 700 354 7800 8725
1/3/2019 314 700 350 7800 8725
1/4/2019 312 700 326 7850 8725
1/7/2019 306 700 350 8125 8875
1/8/2019 318 690 340 8275 8900
1/9/2019 318 690 354 8150 8850
1/10/2019 320 690 320 8225 8850
1/11/2019 322 690 350 8275 8925
1/14/2019 312 690 330 8250 8875
1/15/2019 310 690 360 8500 9000
1/16/2019 306 690 300 8550 9250
1/17/2019 296 690 300 8450 9250
1/18/2019 292 690 280 8350 9400
1/21/2019 296 690 280 8350 9225
1/22/2019 322 690 290 9000 9250
1/23/2019 354 690 294 9125 9050
1/24/2019 358 690 292 9100 9000
1/25/2019 362 690 286 9050 9100
1/28/2019 394 690 286 9125 9100
 1/29/2019 386 690 292 9150 9025
1/30/2019 404 685 282 9150 9000
1/31/2019 454 685 290 9100 9075
2/1/2019 460 685 290 9150 9250
2/4/2019 460 685 274 9125 9125
2/5/2019 460 685 274 9125 9125
2/6/2019 480 685 290 9125 9100
2/7/2019 496 685 292 9125 9075
2/8/2019 492 685 292 9150 8975
2/11/2019 464 685 292 9150 9050
2/12/2019 458 680 298 9150 8900
2/13/2019 476 680 288 9150 8650
2/14/2019 442 665 288 9175 8775
2/15/2019 432 660 290 9175 8775
2/18/2019 426 670 294 9175 8975
2/19/2019 474 665 294 9175 8875
2/20/2019 482 655 294 9150 8825
2/21/2019 464 650 284 9175 8925
2/22/2019 496 655 292 9125 8725
2/25/2019 488 660 294 9150 8800
2/26/2019 484 665 286 9125 8850
2/27/2019 520 665 290 9125 8850
2/28/2019 545 660 290 8525 8800
rataan return
var(x)

cov(giaa-giaa) 0.0008500439 saham var(x)

cov(giaa-asmi) 0.00007238 giaa 0.0008533133
cov(giaa-asjt) 0.00012453977 asmi 0.0002016331
cov(giaa-bdmn) 0.0000762084 asjt 0.0023909675
cov(giaa-bbni) 0.00007163384 bdmn 0.0003640452
bbni 0.0004948193
cov(asmi-asmi) 0.00020086053
cov(asmi-bdmn) 0.00003831
cov(asmi-bbni) 0.00003235 matriks varian kovarian
cov(asmi-asjt) -0.00003440 giaa asmi
giaa 0.000850043903 0.0002008605
cov(asjt-asjt) 0.00238180667 asmi 0.00007238 0.0002008605
cov(asjt-bdmn) 0.00002157 asjt 0.000124539767 -0.00003440
cov(asjt-bbni) -0.00001215 bdmn 0.00007621 0.00003831
bbni 0.00007163 0.00003235
cov(bdmn-bdmn) 0.00036265039
cov(bdmn-bbni) 0.00009690
invers varian kovarian
cov(bbni-bbni) 0.00049292343
1308.497908145 -1279.635399
-427.21220425 5540.0521789
 -73.4969074275 149.00006556
-191.730791754 -294.2578309
-126.240351124 -116.0846714

IDENTITAS
1
1
1
1
1

TRANSPOSE IDENTITAS
1 1 1 1

TRANSPOSE IDENTITAS*INVERS
489.81765358878 3999.074 459.8717605488 1845.6572198

TRANSPOSE IDENTITAS*INVERS*R BAR=a2

-0.216512268955

TRANSPOSE IDENTITAS*INVERS*IDENTITAS=a1
8138.0087414585

INVERS*RBAR
4.233050041309
-5.955742098461
-0.617469286337
3.2871677040185
-1.163518629485
rt giaa rt asmi rt asjt rt bdmn rt bbni

0.00641025641 -0.0301204819 0.004255319149 -0.011363636 -0.01028278

0 -0.0124223602 0.016949152542 0 -0.01038961
-0.00636942675 0.01257861635 -0.0625 -0.026819923 0.002624672
-0.00641025641 -0.0310559006 0.044444444444 -0.003937008 -0.03926702
-0.01935483871 0.00641025641 0 -0.027667984 -0.01089918
-0.00657894737 0.10828025478 -0.153191489362 0.0569105691 0.03030303
0.00662251656 0.00574712644 0 0 0.005347594
0 -0.0171428571 0.005025125628 0.0307692308 -0.00531915
-0.01315789474 -0.0058139535 -0.05 0.0223880597 -0.01069519
0 -0.0233918129 0 0.0255474453 0.021621622
0 -0.0119760479 -0.078947368421 -0.014234875 -0.00529101
0 0.01818181818 0.028571428571 -0.003610108 0.013297872
-0.00666666667 -0.0119047619 -0.005555555556 0.0144927536 0.007874016
0 -0.0060240964 0.022346368715 0 -0.03645833
0 -0.0121212121 0 -0.003571429 0.002702703
0 0 0 -0.010752688 -0.04043127
0 -0.0122699387 -0.07650273224 -0.028985507 -0.01966292
-0.0067114094 0 -0.082840236686 -0.03358209 0.048710602
0.00675675676 -0.0062111801 0.032258064516 -0.027027027 0.005464481
-0.01342281879 -0.00625 0 0.0357142857 -0.05978261
0 -0.0062893082 0.0625 0.0536398467 0.002890173
0 0 0 0 0
0.02721088435 0 0.005882352941 -0.003636364 0.005763689
0 -0.0189873418 -0.011695906433 -0.010948905 -0.01146132
-0.01324503311 -0.0064516129 0 -0.029520295 -0.04057971
0.0067114094 0.01298701299 0 -0.019011407 -0.00906344
-0.00666666667 0 -0.005917159763 0.011627907 0.012195122
0 0.00641025641 0.011904761905 -0.007662835 0.024096386
-0.0067114094 -0.0063694268 -0.011764705882 0.0077220077 0.026470588
0.00675675676 0.01282051282 0.029761904762 0.0268199234 -0.01719198
-0.0067114094 0 0.005780346821 0.0074626866 0.008746356
0 -0.0063291139 0.005747126437 0 0.020231214
0 0 0 0 0
0 0 0 0 0
0 -0.0191082803 0 0.0185185185 -0.00566572
0 0 0 0 0
0 0 0 0 0
0.00675675676 -0.012987013 0 -0.014545455 -0.00569801
-0.01342281879 -0.0197368421 -0.011428571429 -0.044280443 -0.04011461
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
-0.02721088435 -0.0067114094 0.052023121387 0.027027027 -0.03880597
0 0 0 0 0
-0.02797202797 -0.0135135135 0.005494505495 -0.015037594 -0.00621118
-0.01438848921 -0.0068493151 0.021857923497 -0.015267176 -0.034375
 0 0 -0.005347593583 0.003875969 -0.03236246
-0.00729927007 -0.0068965517 0.021505376344 0.0038610039 -0.02006689
-0.00735294118 -0.0069444444 -0.010526315789 -0.019230769 0
-0.00740740741 -0.041958042 0.058510638298 -0.019607843 0.098976109
0 0 0 0 0
-0.00746268657 -0.0072992701 0 -0.012 0.027950311
-0.02255639098 0.01470588235 0 -0.028340081 -0.00906344
-0.00769230769 -0.0072463768 -0.025125628141 -0.0375 -0.0152439
-0.00775193798 0.00729927007 -0.113402061856 -0.012987013 -0.00928793
0.015625 0.01449275362 -0.005813953488 0 -0.025
0 -0.0071428571 -0.029239766082 -0.013157895 -0.02884615
-0.01538461538 -0.0071942446 0.024096385542 -0.017777778 -0.03630363
-0.0234375 -0.0072463768 -0.070588235294 -0.018099548 -0.0239726
0 0.02189781022 0.006329113924 0.0368663594 0.010526316
0 0 -0.025157232704 0.0622222222 0.065972222
-0.016 0 0.01935483871 0.0251046025 0.039087948
0.0081300813 0.02142857143 0 -0.028571429 0.07523511
0 0 0 0 0
0.03225806452 0.01398601399 0.006329113924 -0.008403361 0.008746356
-0.0078125 -0.0275862069 -0.025157232704 -0.012711864 -0.02023121
0 0 0 0 0
-0.00787401575 -0.0070921986 -0.032258064516 0.0343347639 0
-0.01587301587 -0.0285714286 -0.046666666667 0.0331950207 -0.02359882
0.00806451613 -0.0073529412 0.013986013986 -0.004016064 -0.00302115
0.032 0.02962962963 0.068965517241 -0.016129032 0.024242424
-0.00775193798 0.01438848921 -0.064516129032 -0.024590164 -0.04733728
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
-0.015625 0 0.131034482759 -0.042016807 -0.06521739
-0.00793650794 0.01418439716 -0.048780487805 0.0526315789 -0.0166113
0 -0.006993007 -0.076923076923 0.0666666667 0
0.016 0.03521126761 -0.027777777778 0.01953125 -0.01351351
-0.02362204724 0.00680272109 -0.157142857143 -0.034482759 -0.02054795
0.00806451613 0 0.008474576271 -0.007936508 -0.01398601
-0.04 -0.0135135135 0.008403361345 -0.016 -0.03546099
0.00833333333 0.00684931507 0.033333333333 0.0365853659 0.036764706
0 0 -0.008064516129 0.0274509804 0
-0.03305785124 0.00680272109 0.016260162602 -0.022900763 -0.0141844
0 0 -0.032 -0.0078125 0.035971223
-0.00854700855 -0.0202702703 0.03305785124 0.0236220472 -0.01388889
-0.00862068966 0.00689655172 0.016 -0.003846154 -0.02112676
0 0 0.007874015748 -0.003861004 0.035971223
0 0 -0.03125 0.007751938 0.013888889
 0 0 0.032258064516 0.0076923077 -0.01712329
0.01739130435 0 0 -0.007633588 -0.02090592
0.00854700855 -0.0068493151 0.0546875 0.0153846154 0.03202847
-0.01694915254 0.00689655172 0.037037037037 0.0075757576 0.013793103
0.00862068966 0 0.028571428571 -0.022556391 0.010204082
0 0 -0.006944444444 -0.011538462 -0.00673401
-0.00854700855 -0.0068493151 0.223776223776 -0.003891051 0
0 0 0.005714285714 -0.01953125 -0.01694915
0 0 -0.005681818182 0.0119521912 0.006896552
-0.00862068966 -0.0068965517 -0.2 0.0118110236 0.006849315
0.00869565217 0 0.107142857143 0.0155642023 -0.00680272
0 -0.0069444444 -0.058064516129 -0.022988506 0.037671233
0.01724137931 0.00699300699 0 -0.019607843 -0.01650165
-0.00847457627 0.00694444444 -0.006849315068 0 0.006711409
-0.02564102564 0.00689655172 -0.034482758621 0.052 -0.01333333
0 0 0.071428571429 0.0038022814 0.057432432
0 0.00684931507 0 -0.003787879 -0.00319489
0.00877192982 0 0 0.0114068441 0.012820513
0.00869565217 0.00680272109 -0.006666666667 0.037593985 0.037974684
-0.00862068966 0 0.006711409396 0 -0.01219512
0 0 0 0.0144927536 0
-0.00869565217 0 0.066666666667 0.0071428571 -0.01851852
0.00877192982 0.00675675676 0.06875 -0.007092199 0.003144654
-0.01739130435 0 0.052631578947 -0.010714286 -0.07210031
-0.00884955752 0 -0.033333333333 -0.025270758 -0.01351351
0 0 -0.051724137931 0.0074074074 0.010273973
-0.00892857143 0 0 0 -0.04067797
0 0 0 0 0
0.00900900901 0.0067114094 0 -0.003676471 0.028268551
-0.00892857143 -0.0066666667 0.060606060606 0.0479704797 0.013745704
0 0 0 0 0
0 0.0067114094 -0.028571428571 -0.014084507 0.023728814
0.00900900901 0 -0.029411764706 -0.003571429 -0.01655629
0 0 0 0.0071684588 0.033670034
-0.01785714286 -0.02 0.139393939394 -0.003558719 0.026058632
-0.00909090909 -0.0136054422 0.010638297872 -0.003571429 -0.0031746
0.00917431193 0 -0.105263157895 0 -0.02866242
-0.00909090909 0 0 -0.025089606 0.02295082
-0.00917431193 0 0 0.0110294118 0.006410256
0.00925925926 0 0 -0.007272727 -0.04458599
-0.03669724771 -0.0068965517 0 -0.025641026 -0.05666667
0 0 0 0 0.028268551
-0.02857142857 -0.0138888889 0 -0.003759398 0.010309278
-0.00980392157 0.00704225352 0 0.0037735849 -0.01020408
0 0 0 0 0
0.08910891089 -0.013986014 0.023529411765 0.007518797 -0.02061856
0.01818181818 0 0 0.0746268657 0.031578947
-0.01785714286 0.00709219858 -0.109195402299 0.0173611111 0.023809524
-0.04545454545 0 0.006451612903 0 -0.03986711
-0.01904761905 0.00704225352 0 0 0
0 0 -0.038461538462 0.0102389078 -0.00692042
0.00970873786 0.00699300699 0.066666666667 -0.030405405 0.017421603
-0.01923076923 0.00694444444 -0.04375 0.0139372822 0.047945205
-0.00980392157 0 0.02614379085 -0.030927835 -0.03594771
0 0 0.050955414013 0.0106382979 -0.00338983
0 0 0 0 -0.00340136
0.0198019802 -0.0068965517 0 0.0070175439 0.003412969
0 -0.0208333333 -0.066666666667 0.0034843206 0.006802721
0.05825242718 0.00709219858 0.071428571429 -0.013888889 0.013513514
-0.04587155963 0 0 -0.003521127 -0.03
0.01923076923 0 0.018181818182 0.0070671378 -0.00343643
-0.03773584906 -0.0070422535 0 -0.028070175 -0.04827586
-0.00980392157 -0.0141843972 0 0.0108303249 -0.00362319
0 0 0 0 -0.00727273
0.0099009901 0 0 0.0035714286 0
0.02941176471 0 0 0.0142348754 0.018315018
-0.02857142857 0 0 -0.028070175 -0.0323741
0.00980392157 0 0 0.0180505415 0.029739777
0 0.0071942446 -0.011904761905 -0.017730496 0.018050542
0 0.00714285714 0.078313253012 0.036101083 0.028368794
-0.00970873786 -0.0141843972 0 0 0.010344828
0.00980392157 -0.0071942446 0.050279329609 -0.010452962 -0.01706485
0 -0.0072463768 0 0.014084507 -0.00347222
-0.00970873786 -0.0072992701 -0.015957446809 -0.013888889 0
-0.00980392157 0.03676470588 0 0 -0.00696864
0 -0.0141843972 -0.027027027027 -0.007042254 -0.01052632
0 -0.0215827338 0 0.0106382979 0.003546099
0 0 0 0.0035087719 0.003533569
0 -0.0073529412 0 0 -0.00352113
0 0.03703703704 0 0.020979021 0.014134276
0 -0.0142857143 -0.133333333333 0.0171232877 0.020905923
0 0 0.089743589744 0.0033670034 0.013651877
0 -0.0072463768 -0.076470588235 0 0.047138047
0.0099009901 0 0 0.0033557047 -0.02250804
-0.01960784314 0 0 -0.010033445 0.019736842
0.02 0 0.044585987261 0.0101351351 0.006451613
0 0 0 0.0033444816 0.012820513
-0.00980392157 0 0 -0.006666667 0.012658228
-0.0099009901 -0.0072992701 -0.048780487805 0 -0.05
0 0 0 -0.020134228 0.039473684
0 0.01470588235 0.00641025641 0.0102739726 0.015822785
0.19 -0.0072463768 -0.019108280255 0.0101694915 0.028037383
-0.06722689076 -0.0072992701 0.051948051948 -0.003355705 0.006060606
0.00900900901 -0.0073529412 -0.006172839506 0.0033670034 0.012048193
0 0 0 0 0
0 -0.0074074074 0 -0.003355705 -0.01785714
-0.02678571429 -0.0149253731 -0.031055900621 -0.003367003 0.018181818
-0.02752293578 0 0.00641025641 -0.010135135 0.00297619
0.06603773585 0.00757575758 0.019108280255 0.0102389078 0
0.00884955752 -0.007518797 0 0 0.026706231
-0.02631578947 -0.0151515152 -0.125 -0.010135135 -0.01156069
0.02702702703 0.00769230769 0.114285714286 0.023890785 0.026315789
-0.02631578947 -0.0229007634 0 -0.01 -0.03133903
0.01801801802 0 0.025641025641 -0.006734007 0.029411765
-0.00884955752 0.0078125 0 0.0305084746 0.005714286
-0.01785714286 -0.007751938 -0.0625 -0.013157895 -0.00568182
-0.00909090909 0.0078125 0.246666666667 -0.01 -0.01142857
0.00917431193 0 -0.032085561497 -0.006734007 -0.00867052
0 0 0 0.0033898305 0
-0.00909090909 -0.015503876 -0.066298342541 -0.013513514 -0.01457726
-0.00917431193 0.00787401575 0.065088757396 0 0
0.08333333333 -0.03125 0 0.0136986301 0.01183432
-0.02564102564 0 -0.027777777778 -0.010135135 0.005847953
0.04385964912 -0.0080645161 0.022857142857 -0.006825939 -0.00290698
0 -0.0243902439 0.027932960894 0.0034364261 0.005830904
0 0 -0.021739130435 0 0.008695652
-0.00840336134 0.00833333333 0 0 -0.00287356
-0.00847457627 0 -0.011111111111 0 0
0 0 0 0 0
0 0 0 0 0
0.03418803419 0.00826446281 -0.101123595506 -0.003424658 0.002881844
0.10743801653 0.03278688525 0.0625 0.0378006873 0.011494253
0.11194029851 0.11111111111 0 0.0066225166 0
0 0 0 0 0
0 0 0 0 0
-0.02684563758 0 0.041176470588 0.0263157895 -0.00852273
0.08275862069 0 -0.011299435028 0 0
-0.00636942675 0 -0.068571428571 0.0064102564 0
-0.01923076923 0 0.073619631902 0.0350318471 0.017191977
0.03921568627 -0.0142857143 -0.028571428571 0.0184615385 0.002816901
0 0 0.041176470588 -0.01510574 -0.00561798
0.00628930818 0 -0.09604519774 0.009202454 0
0.00625 0 0.09375 0.0060790274 0.008474576
-0.03105590062 0 -0.057142857143 -0.003021148 -0.00560224
-0.00641025641 0 0.090909090909 0.0303030303 0.014084507
-0.01290322581 0 -0.166666666667 0.0058823529 0.027777778
-0.03267973856 0 0 -0.011695906 0
-0.01351351351 0 -0.066666666667 -0.01183432 0.016216216
0.01369863014 0 0 0 -0.01861702
0.08783783784 0 0.035714285714 0.0778443114 0.002710027
0.09937888199 0 0.013793103448 0.0138888889 -0.02162162
0.01129943503 0 -0.006802721088 -0.002739726 -0.00552486
0.01117318436 0 -0.020547945205 -0.005494505 0.011111111
0.08839779006 0 0 0.0082872928 0
-0.02030456853 0 0.020979020979 0.002739726 -0.00824176
0.04663212435 -0.0072463768 -0.034246575342 0 -0.00277008
0.12376237624 0 0.028368794326 -0.005464481 0.008333333
0.01321585903 0 0 0.0054945055 0.019283747
0 0 -0.055172413793 -0.00273224 -0.01351351
0 0 0 0 0
0.04347826087 0 0.058394160584 0 -0.00273973
0.03333333333 0 0.006896551724 0 -0.00274725
-0.00806451613 0 0 0.002739726 -0.01101928
-0.05691056911 0 0 0 0.008356546
-0.01293103448 -0.0072992701 0.020547945205 0 -0.01657459
0.03930131004 0 -0.03355704698 0 -0.02808989
-0.07142857143 -0.0220588235 0 0.0027322404 0.014450867
-0.02262443439 -0.007518797 0.006944444444 0 0
-0.01388888889 0.01515151515 0.013793103448 0 0.022792023
0.11267605634 -0.0074626866 0 0 -0.01114206
0.01687763713 -0.015037594 0 -0.002724796 -0.0056338
-0.03734439834 -0.0076335878 -0.034013605442 0.0027322404 0.011331445
0.06896551724 0.00769230769 0.028169014085 -0.005449591 -0.02240896
-0.01612903226 0.00763358779 0.006849315068 0.002739726 0.008595989
-0.00819672131 0.00757575758 -0.027210884354 -0.00273224 0.005681818
0.07438016529 0 0.013986013986 0 0
0.04807692308 -0.007518797 0 -0.065753425 -0.00564972
0.00254550888 -0.000780326 -0.000653573575 0.0011604233 -0.00013691
0.0008533133 0.00020163307 0.002390967463 0.0003640452 0.000494819

rataan return
0.00254550888
-0.00078032599
-0.00065357357
0.00116042333
-0.00013690917

asjt bdmn bbni

0.00003831 0.00007621 0.00007163
-0.00003440 0.00003831 0.00003235
0.00238180667 0.00002157 -0.00001215
0.00002157 0.00036265039 0.00009690
-0.00001215 0.00009690 0.000492923429

-38.922844926 -114.86455474 -84.55827184593 1

89.832275077 -444.25728246 -211.9329686067 1
 423.544479774 -30.10327684 17.26405691363 1
-30.8518310906 2974.54660805 -538.3559934089 1
16.2696817146 -539.66427421 2161.170941209 1

K 0.01 2 10 50 100
LAMDA -0.00002906 -0.00051813 -0.00248421 -0.01231462 -0.02460264
IDENTITAS*LAMDA
-0.00002906 -0.000518126 -0.00248421 -0.01231462 -0.02460264
-0.00002906 -0.000518126 -0.00248421 -0.01231462 -0.02460264
S -0.00002906 -0.000518126 -0.00248421 -0.01231462 -0.02460264
1 -0.00002906 -0.000518126 -0.00248421 -0.01231462 -0.02460264
-0.00002906 -0.000518126 -0.00248421 -0.01231462 -0.02460264
VERS INVERS*IDENTITAS*LAMDA
1343.58776426 0.006088140181 0.1085386305 0.520399898 2.579706236 5.153839159
-0.132132909589 -2.355649611 -11.2944102 -55.9882133 -111.855467
*R BAR=a2 -0.014130515188 -0.251917124 -1.20784319 -5.98747353 -11.9620114
-0.05578144186 -0.994464833 -4.7680664 -23.6360743 -47.2210841
-0.040555542499 -0.723019331 -3.46659235 -17.1844575 -34.3317888
DENTITAS=a1 (INVERS*RBAR)-(INVERS*IDENTITAS*LAMDA)
4.226961901128 4.1245114108 3.712650143 1.653343805 -0.92078912
-5.823609188872 -3.600092487 5.338668122 50.03247117 105.899725
-0.603338771149 -0.365552162 0.590373905 5.370004239 11.34454216
3.342949145879 4.2816325367 8.055234108 26.92324196 50.50825179
-1.122963086986 -0.440499298 2.303073722 16.02093882 33.1682702

1/2K 50 0.25 0.05 0.01 0.005

SAHAM K
0.01 2 10 50 100
giaa 211.3480950564 1.0311278527 0.185632507 0.016533438 -0.00460395
asmi -291.1804594436 -0.900023122 0.266933406 0.500324712 0.529498625
asjt -30.16693855745 -0.091388041 0.029518695 0.053700042 0.056722711
bdmn 167.1474572939 1.0704081342 0.402761705 0.26923242 0.252541259
bbni -56.14815434929 -0.110124825 0.115153686 0.160209388 0.165841351
jumlah 1 1 1 1 1
 1000
-0.24578697

-0.24578697
-0.24578697
-0.24578697
-0.24578697
-0.24578697

51.48823177
-1117.46604
-119.503694
-471.751261
-342.983754

-47.2551817
1111.510294
118.8862247
475.0384286
341.8202349

0.0005

1000
-0.02362759
0.555755147
0.059443112
0.237519214
0.170910117
1