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    Hilman Risky
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    The document contains monthly return data for two funds, BMRI and BBCA, along with their excess returns and excess returns squared for each month. It also provides total excess return, variance, standard deviation, and return for each fund over the period analyzed. BMRI had a total return of 13% with a standard deviation of 5%, while BBCA had a total return of 15% and standard deviation of 6%.

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    The document contains monthly return data for two funds, BMRI and BBCA, along with their excess returns and excess returns squared for each month. It also provides total excess return, variance, standard deviation, and return for each fund over the period analyzed. BMRI had a total return of 13% with a standard deviation of 5%, while BBCA had a total return of 15% and standard deviation of 6%.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
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    Download as xlsx, pdf, or txt
    7 views2 pages

    Untitled

    Uploaded by

    Hilman Risky
    The document contains monthly return data for two funds, BMRI and BBCA, along with their excess returns and excess returns squared for each month. It also provides total excess return, variance, standard deviation, and return for each fund over the period analyzed. BMRI had a total return of 13% with a standard deviation of 5%, while BBCA had a total return of 15% and standard deviation of 6%.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    of 2

    Tahun return BMRI BBCA

    BMRI BBCA (Ri-ER) (Ri-ER)^2 (Ri-ER) (Ri-ER)^2


    jan 0.12 0.11 -0.01 0.00 -0.0442 0.0020
    feb 0.09 0.20 -0.04 0.00 0.0458 0.0021
    mar 0.05 0.15 -0.08 0.01 -0.0042 0.0000
    apr 0.07 0.10 -0.06 0.00 -0.0542 0.0029
    may 0.18 0.20 0.05 0.00 0.0458 0.0021
    jun 0.15 0.15 0.02 0.00 -0.0042 0.0000
    jul 0.10 0.10 -0.03 0.00 -0.0542 0.0029
    aug 0.09 0.09 -0.04 0.00 -0.0642 0.0041
    sep 0.12 0.11 -0.01 0.00 -0.0442 0.0020
    oct 0.15 0.12 0.02 0.00 -0.0342 0.0012
    nov 0.20 0.25 0.07 0.01 0.0958 0.0092
    dec 0.21 0.27 0.08 0.01 0.1158 0.0134
    Total 0.03 0.0000 0.0419
    ER (Return) 13% 15%
    Varian 0.00262 0.00381
    SD (Risiko) 5% 6%
    Kesimpulan:

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