Professional Documents
Culture Documents
Untitled
Untitled
1.
𝑃_𝐴𝐵=𝜎𝐴𝐵/𝜎𝐴𝜎𝐵
C.
= -1120.00%
-17960% Var(𝑅_𝑃 )= 〖 (0,75) 〗 ^2∗ 〖 (
0.0624 (7,54)^2+2 ∗0,75 ∗0,25 ∗11,2
= 318.51
SD(Rp) = √318,51
2. = 17.84
𝑤_𝐴=60.000/80 𝑤_𝐵=20000/8000
000 0
= 0.75 = 0.25
√318,51