Berdasarkan informasi tersebut a. Expected return Asset A b. Standard Deviation Asset A dan Asset B c. Portfolio AB Expected Return. d. Coefficient Correlation AB e. Portofolio AB Standard Deviation Please explain by Microsoft excel Berikut ini adalah informasi mengenai PT. A dan PT. B:Annual Rate of ReturnPrediksi kondisi pasarProbabilityAsset AAsset BSangat pesimis0.050.150-0.250Pesimis0.150.100-0.120Netral0.500.0850.075Optimis0.20-0.1400.160Sangat Optimis0.10-0.2000.270

c. Portfolio AB Expected ReturnUntuk menghitung expected return portfolio AB, gunakan…

Berikut ini adalah informasi mengenai PT. A dan PT. B: Annual Rate of Return Prediksi kondisi pasar Probability Asset A Asset B Sangat pesimis 0.05 0.150 -0.250 Pesimis 0.15 0.100 -0.120 Netral 0.50 0.085 0.075 Optimis 0.20 -0.140 0.160 Sangat Optimis 0.10 -0.200 0.270

Berikut ini adalah informasi mengenai PT. A dan PT. B: Annual Rate of Return Prediksi kondisi pasar Probability Asset A Asset B Sangat pesimis 0.05 0.150 -0.250 Pesimis 0.15 0.100 -0.120 Netral 0.50 0.085 0.075 Optimis 0.20 -0.140 0.160 Sangat Optimis 0.10 -0.200 0.270

FINANCIAL ACCOUNTING

10th Edition

ISBN:9781259964947

Author:Libby

Publisher:Libby

Chapter1: Financial Statements And Business Decisions

Section: Chapter Questions

Problem 1Q

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Question

Berdasarkan informasi tersebut a. Expected return Asset A b. Standard Deviation Asset A dan Asset B c. Portfolio AB Expected Return. d. Coefficient Correlation AB e. Portofolio AB Standard Deviation Please explain by Microsoft excel

Berikut ini adalah informasi mengenai PT. A dan PT. B:
Annual Rate of Return
Prediksi kondisi pasar
Probability
Asset A
Asset B
Sangat pesimis
0.05
0.150
-0.250
Pesimis
0.15
0.100
-0.120
Netral
0.50
0.085
0.075
Optimis
0.20
-0.140
0.160
Sangat Optimis
0.10
-0.200
0.270

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