1. Index Models
Chapter 8
Bodi Kane Marcus Ch 5

2. The Input List of The Markowitz Model
Bodi Kane Marcus Ch 5
The Input List of The Markowitz Model
n =
50 estimates of expected
return
50 estimates of variance
(n2- N)/2
1,225 estimates of
covariances
1,325 Total estimates

3. Standard Deviation (%)
Bodi Kane Marcus Ch 5
Correlation Matrix
Asset
Standard Deviation (%)
Correlation Matrix A B C 20
1.00
0.90
0.00

4. Bodi Kane Marcus Ch 5

5. Excess Return PGAS, ISAT, INDF,IHSG Bulan Mei-Juni 2010
Bodi Kane Marcus Ch 5
Saham
BETA
PGAS
-0.44
ISAT
0.013
INDF
0.034
Excess Return PGAS, ISAT, INDF,IHSG Bulan Mei-Juni 2010

6. Bodi Kane Marcus Ch 5

7. Bodi Kane Marcus Ch 5
Life Expentancy