Start Date 4/18/2024

End Date 6/7/2024

BBNI BBCA Equally Weighted
#NAME? E(rp)
Qp
E(rp)/QP

Min variance weights

E(rp)
Qp
E(rp)/QP

1.21%
1.20%
1.20%
1.20%
1.19%
1.19%
1.19%
1.19%
1.18%
1.18%
1.18%
1.18%
1.18%
1.17%
1.17%
1.17%
1.17%
1.17%
1.17%
1.17%
1.17%
1.17%
1.17%
1.17%
1.17%
1.18%
1.18%
1.18%
1.18%
1.18%
1.19%
1.19%
1.19%
1.19%
1.20%
1.20%
1.20%
1.21%
1.21%
1.22%
1.22%
1.22%
1.23%
1.23%
1.24%
1.24%
1.25%
1.26%
1.26%
1.27%
1.27%
1.28%
1.29%
1.29%
1.30%
1.31%
1.31%
1.32%
1.33%
1.34%
1.34%
1.35%
1.36%
1.37%
1.37%
1.38%
1.39%
1.40%
1.41%
1.42%
1.43%
1.44%
1.44%
1.45%
1.46%
1.47%
1.48%
1.49%
1.50%
1.51%
1.52%
1.53%
1.54%
1.55%
1.56%
1.57%
1.58%
1.59%
1.61%
1.62%
1.63%
1.64%
1.65%
1.66%
1.67%
1.68%
1.69%
1.71%
1.72%
1.73%
1.74%
BBNI BBCA
50% 50%
0.02%
1.166048%
1.846453%

50% 50% 100%

0.0002153052986
1.166048%
0.0184645253796396
12
Chart Title
10

0
0.8 1 1.2 1.4 1.6 1.8 2
BBCA BBNI ERP Varian ST Dev
0% 100% 0.01% 0.000146 1.21%
1% 99% 0.01% 0.000145 1.20%

2% 98% 0.01% 0.000144 1.20%

3% 97% 0.01% 0.000143 1.20%

4% 96% 0.01% 0.000142 1.19%

5% 95% 0.01% 0.000142 1.19%

6% 94% 0.01% 0.000141 1.19%

7% 93% 0.01% 0.00014 1.19%

8% 92% 0.01% 0.00014 1.18%

9% 91% 0.01% 0.000139 1.18%

10% 90% 0.01% 0.000139 1.18%

11% 89% 0.01% 0.000139 1.18%

12% 88% 0.01% 0.000138 1.18%

13% 87% 0.01% 0.000138 1.17%

14% 86% 0.01% 0.000138 1.17%

15% 85% 0.01% 0.000138 1.17%
16% 84% 0.01% 0.000137 1.17%
17% 83% 0.01% 0.000137 1.17%
18% 82% 0.01% 0.000137 1.17%
19% 81% 0.01% 0.000137 1.17%
20% 80% 0.01% 0.000137 1.17%
21% 79% 0.01% 0.000137 1.17%
22% 78% 0.01% 0.000138 1.17%
23% 77% 0.01% 0.000138 1.17%
24% 76% 0.01% 0.000138 1.17%
25% 75% 0.01% 0.000138 1.18%
26% 74% 0.01% 0.000139 1.18%
27% 73% 0.01% 0.000139 1.18%
28% 72% 0.02% 0.00014 1.18%
29% 71% 0.02% 0.00014 1.18%
30% 70% 0.02% 0.000141 1.19%
31% 69% 0.02% 0.000141 1.19%
32% 68% 0.02% 0.000142 1.19%
33% 67% 0.02% 0.000143 1.19%
34% 66% 0.02% 0.000143 1.20%
35% 65% 0.02% 0.000144 1.20%
36% 64% 0.02% 0.000145 1.20%
37% 63% 0.02% 0.000146 1.21%
38% 62% 0.02% 0.000147 1.21%
39% 61% 0.02% 0.000148 1.22%
40% 60% 0.02% 0.000149 1.22%
41% 59% 0.02% 0.00015 1.22%
42% 58% 0.02% 0.000151 1.23%
43% 57% 0.02% 0.000152 1.23%
44% 56% 0.02% 0.000154 1.24%
45% 55% 0.02% 0.000155 1.24%
46% 54% 0.02% 0.000156 1.25%
47% 53% 0.02% 0.000158 1.26%
48% 52% 0.02% 0.000159 1.26%
49% 51% 0.02% 0.000161 1.27%
50% 50% 0.02% 0.000162 1.27%
51% 49% 0.02% 0.000164 1.28%
52% 48% 0.02% 0.000165 1.29%
53% 47% 0.02% 0.000167 1.29%
54% 46% 0.02% 0.000169 1.30%
55% 45% 0.02% 0.000171 1.31%
56% 44% 0.02% 0.000172 1.31%
57% 43% 0.02% 0.000174 1.32%
58% 42% 0.02% 0.000176 1.33%
59% 41% 0.02% 0.000178 1.34%
60% 40% 0.02% 0.00018 1.34%
61% 39% 0.02% 0.000182 1.35%
62% 38% 0.03% 0.000185 1.36%
63% 37% 0.03% 0.000187 1.37%
64% 36% 0.03% 0.000189 1.37%
65% 35% 0.03% 0.000191 1.38%
66% 34% 0.03% 0.000194 1.39%
67% 33% 0.03% 0.000196 1.40%
68% 32% 0.03% 0.000199 1.41%
69% 31% 0.03% 0.000201 1.42%
70% 30% 0.03% 0.000204 1.43%
71% 29% 0.03% 0.000206 1.44%
72% 28% 0.03% 0.000209 1.44%
73% 27% 0.03% 0.000211 1.45%
74% 26% 0.03% 0.000214 1.46%
75% 25% 0.03% 0.000217 1.47%
 76% 24% 0.03% 0.00022 1.48%
77% 23% 0.03% 0.000223 1.49%
78% 22% 0.03% 0.000226 1.50%
79% 21% 0.03% 0.000229 1.51%
80% 20% 0.03% 0.000232 1.52%
81% 19% 0.03% 0.000235 1.53%
82% 18% 0.03% 0.000238 1.54%
83% 17% 0.03% 0.000241 1.55%
84% 16% 0.03% 0.000244 1.56%
85% 15% 0.03% 0.000248 1.57%
86% 14% 0.03% 0.000251 1.58%
87% 13% 0.03% 0.000254 1.59%
88% 12% 0.03% 0.000258 1.61%
89% 11% 0.03% 0.000261 1.62%
90% 10% 0.03% 0.000265 1.63%
91% 9% 0.03% 0.000268 1.64%
92% 8% 0.03% 0.000272 1.65%
93% 7% 0.03% 0.000276 1.66%
94% 6% 0.03% 0.000279 1.67%
95% 5% 0.03% 0.000283 1.68%
96% 4% 0.03% 0.000287 1.69%
97% 3% 0.04% 0.000291 1.71%
98% 2% 0.04% 0.000295 1.72%
99% 1% 0.04% 0.000299 1.73%
100% 0% 0.04% 0.000303 1.74%
BBCA BBNI ERP Varian ST Dev
0% 100% 0.01% 0.000146 1.21%

Coefficient Frontier
0.04%

0.02%
ERP

0.00%
1.10% 1.20% 1.30% 1.40% 1.50% 1.60% 1.70% 1.80%
Standard Deviasi

Coefficient Frontier
Data BBCA BBNI BBCA BBNI
Expected
Return 12.00% 10.00% 0% 100%
Standard
Deviasi 5.00% 4.00% 1% 99%
Koefisien
Korelasi 68% 2% 98%
3% 97%
4% 96%
5% 95%
6% 94%
7% 93%
8% 92%
9% 91%
10% 90%
11% 89%
12% 88%
13% 87%
14% 86%
15% 85%
16% 84%
17% 83%
18% 82%
19% 81%
20% 80%
21% 79%
22% 78%
23% 77%
24% 76%
25% 75%
26% 74%
27% 73%
28% 72%
29% 71%
30% 70%
31% 69%
32% 68%
33% 67%
34% 66%
35% 65%
36% 64%
37% 63%
38% 62%
39% 61%
40% 60%
41% 59%
42% 58%
43% 57%
44% 56%
45% 55%
46% 54%
47% 53%
48% 52%
49% 51%
50% 50%
51% 49%
52% 48%
53% 47%
54% 46%
55% 45%
56% 44%
57% 43%
58% 42%
59% 41%
60% 40%
61% 39%
62% 38%
63% 37%
64% 36%
65% 35%
66% 34%
67% 33%
68% 32%
69% 31%
70% 30%
71% 29%
72% 28%
73% 27%
74% 26%
75% 25%
76% 24%
77% 23%
78% 22%
79% 21%
80% 20%
81% 19%
82% 18%
83% 17%
84% 16%
85% 15%
86% 14%
87% 13%
88% 12%
89% 11%
 90% 10%
91% 9%
92% 8%
93% 7%
94% 6%
95% 5%
96% 4%
97% 3%
98% 2%
99% 1%
100% 0%
 PORTOFOLIO dengan resiko terendah dengan bunga tertinggi
ERP VARIAN ST DEVIASI BBCA BBNI ERP VARIAN ST DEVIASI

10.00% 0.0016 4.00% 17% 83% 10.69% 0.001558 3.95%

10.04% 0.001595338 3.99%

0.001590952 3.99%
10.09%
Coefficient Frontier
10.13% 0.001586842 3.98%
0.001583008 3.98% 12.50%
10.17%
0.00157945 3.97% 12.00%
10.21%

10.26% 0.001576168 3.97% 11.50%

10.30% 0.001573162 3.97% 11.00%

0.001570432 3.96% 10.50%

ERP ( Y )
10.34%

10.38% 0.001567978 3.96% 10.00%

10.42% 0.0015658 3.96% 9.50%
10.45% 0.001563898 3.95% 9.00%
10.49% 0.001562272 3.95% 8.50%
10.53% 0.001560922 3.95% 8.00%
3.00% 3.50% 4.00% 4.50%
10.57% 0.001559848 3.95%
10.61% 0.00155905 3.95% Standard Deviasi ( X )
10.64% 0.001558528 3.95%
10.68% 0.001558282 3.95%
10.71% 0.001558312 3.95%
10.75% 0.001558618 3.95%
10.78% 0.0015592 3.95%
10.82% 0.001560058 3.95%
10.85% 0.001561192 3.95%
10.89% 0.001562602 3.95%
10.92% 0.001564288 3.96%
10.95% 0.00156625 3.96%
10.98% 0.001568488 3.96%
11.01% 0.001571002 3.96%
11.04% 0.001573792 3.97%
11.07% 0.001576858 3.97%
11.10% 0.0015802 3.98%
11.13% 0.001583818 3.98%
11.16% 0.001587712 3.98%
11.19% 0.001591882 3.99%
11.22% 0.001596328 4.00%
11.25% 0.00160105 4.00%
11.27% 0.001606048 4.01%
11.30% 0.001611322 4.01%
11.33% 0.001616872 4.02%
11.35% 0.001622698 4.03%
11.38% 0.0016288 4.04%
11.40% 0.001635178 4.04%
11.42% 0.001641832 4.05%
11.45% 0.001648762 4.06%
11.47% 0.001655968 4.07%
11.49% 0.00166345 4.08%
11.52% 0.001671208 4.09%
11.54% 0.001679242 4.10%
11.56% 0.001687552 4.11%
11.58% 0.001696138 4.12%
11.60% 0.001705 4.13%
11.62% 0.001714138 4.14%
11.64% 0.001723552 4.15%
11.66% 0.001733242 4.16%
11.68% 0.001743208 4.18%
11.69% 0.00175345 4.19%
11.71% 0.001763968 4.20%
11.73% 0.001774762 4.21%
11.74% 0.001785832 4.23%
11.76% 0.001797178 4.24%
11.78% 0.0018088 4.25%
11.79% 0.001820698 4.27%
11.81% 0.001832872 4.28%
11.82% 0.001845322 4.30%
11.83% 0.001858048 4.31%
11.85% 0.00187105 4.33%
11.86% 0.001884328 4.34%
11.87% 0.001897882 4.36%
11.88% 0.001911712 4.37%
11.89% 0.001925818 4.39%
11.90% 0.0019402 4.40%
11.91% 0.001954858 4.42%
11.92% 0.001969792 4.44%
11.93% 0.001985002 4.46%
11.94% 0.002000488 4.47%
11.95% 0.00201625 4.49%
11.96% 0.002032288 4.51%
11.97% 0.002048602 4.53%
11.97% 0.002065192 4.54%
11.98% 0.002082058 4.56%
11.98% 0.0020992 4.58%
11.99% 0.002116618 4.60%
11.99% 0.002134312 4.62%
12.00% 0.002152282 4.64%
12.00% 0.002170528 4.66%
12.01% 0.00218905 4.68%
12.01% 0.002207848 4.70%
12.01% 0.002226922 4.72%
12.01% 0.002246272 4.74%
12.01% 0.002265898 4.76%
12.02% 0.0022858 4.78%
12.02% 0.002305978 4.80%
12.02% 0.002326432 4.82%
12.02% 0.002347162 4.84%
12.02% 0.002368168 4.87%
12.01% 0.00238945 4.89%
12.01% 0.002411008 4.91%
12.01% 0.002432842 4.93%
12.01% 0.002454952 4.95%
12.00% 0.002477338 4.98%
12.00% 0.0025 5.00%
gan bunga tertinggi
ST DEVIASI

cient Frontier

4.00% 4.50% 5.00% 5.50%

andard Deviasi ( X )