"Vypočítejte očekávanou výnosnost a riziko portfolia, které je složeno z:" "akcií ERSTE, KB a VIG v podílech 35%, 35% a 30%. Použijte jednodenní výnosnosti za poslední rok. Jak by se spočtené hodnoty změnily, kdyby se podíly akcií v portfoliu vyrovnaly, tj. každý by měl stejný podíl v portfoliu? Jak by se spočtené hodnoty změnily, pokud bychom předpokládali, že výnosnosti daných akcií jsou navzájem nezávislé?" výnosnost rozptyl kovariance Datum ERSTE KB VIG ERSTE KB VIG ERSTE KB VIG ERSTE KB VIG ERSTE/KB ERSTE/VIG KB/VIG 19.02.2010 728.10 3 770.00 934.00 0.01054823 0.010723861 0.007551241 2.45413E-05 5.38743E-05 2.34757E-05 0.004953913 0.00733991 0.00484517 3.63613E-05 2.40026E-05 3.55631E-05 18.02.2010 720.50 3 730.00 927.00 -0.003457815 0.008380643 -0.021635884 8.19411E-05 2.49669E-05 0.000592531 -0.009052132 0.004996693 -0.024341954 -4.52307E-05 0.000220347 -0.000121629 17.02.2010 723.00 3 699.00 947.50 0.019746121 0.009001637 0.02955558 0.000200274 3.15584E-05 0.000720896 0.014151804 0.005617686 0.02684951 7.95004E-05 0.000379969 0.000150832 16.02.2010 709.00 3 666.00 920.30 0.013581129 0.032676056 0.020854132 6.37892E-05 0.000858027 0.000329352 0.007986812 0.029292106 0.018148062 0.000233951 0.000144945 0.000531595 15.02.2010 699.50 3 550.00 901.50 0.024908425 -0.008379888 0.00211205 0.000373035 0.000138388 3.5286E-07 0.019314107 -0.011763839 -0.00059402 -0.000227208 -1.1473E-05 6.98796E-06 12.02.2010 682.50 3 580.00 899.60 -0.004376368 -0.019178082 0.010786517 9.94146E-05 0.000509045 6.52936E-05 -0.009970685 -0.022562033 0.008080447 0.000224959 -8.05676E-05 -0.000182311 11.02.2010 685.50 3 650.00 890.00 -0.017908309 -0.029513427 -0.001682557 0.000552373 0.001082237 1.92601E-05 -0.023502627 -0.032897378 -0.004388628 0.000773175 0.000103144 0.000144374 10.02.2010 698.00 3 761.00 891.50 0.027679623 0.029564741 0.006207675 0.000487761 0.000685434 1.22612E-05 0.022085306 0.026180791 0.003501605 0.000578211 7.7334E-05 9.16748E-05 09.02.2010 679.20 3 653.00 886.00 0.036155606 0.022962756 0.00556123 0.000933992 0.00038333 8.15194E-06 0.030561289 0.019578805 0.00285516 0.000598354 8.72574E-05 5.59006E-05 08.02.2010 655.50 3 571.00 881.10 -0.027448071 0.020285714 0.001819215 0.001091799 0.00028567 7.86511E-07 -0.033042389 0.016901763 -0.000886855 -0.000558475 2.93038E-05 -1.49894E-05 05.02.2010 674.00 3 500.00 879.50 -0.024602026 -0.054309646 -0.034577387 0.000911819 0.003328551 0.001390056 -0.030196344 -0.057693597 -0.037283458 0.001742136 0.001125824 0.002151017 04.02.2010 691.00 3 701.00 911.00 -0.054590231 -0.013592751 -0.000548546 0.00362218 0.000288208 1.05925E-05 -0.060184549 -0.016976701 -0.003254617 0.001021735 0.000195878 5.52527E-05 03.02.2010 730.90 3 752.00 911.50 -0.001366307 -0.002392981 -0.025237942 4.84503E-05 3.33729E-05 0.000780868 -0.006960624 -0.005776931 -0.027944013 4.0211E-05 0.000194508 0.000161431 02.02.2010 731.90 3 761.00 935.10 -0.010945946 -0.015187222 0.014098254 0.00027358 0.000344888 0.000129782 -0.016540263 -0.018571173 0.011392184 0.000307172 -0.00018843 -0.000211566 01.02.2010 740.00 3 819.00 922.10 0.020971302 0.001048493 -0.005822102 0.000236452 5.45436E-06 7.27297E-05 0.015376985 -0.002335458 -0.008528173 -3.59123E-05 -0.000131138 1.99172E-05 29.01.2010 724.80 3 815.00 927.50 -0.020540541 0.001575217 -0.014974511 0.000683031 3.27152E-06 0.000312603 -0.026134858 -0.001808734 -0.017680582 4.7271E-05 0.000462079 3.19795E-05 28.01.2010 740.00 3 809.00 941.60 -0.013333333 0.002368421 0.004802049 0.000358256 1.0313E-06 4.39313E-06 -0.018927651 -0.00101553 0.002095979 1.92216E-05 -3.9672E-05 -2.12853E-06 27.01.2010 750.00 3 800.00 937.10 -0.002526932 0 -0.016271258 6.59547E-05 1.14511E-05 0.000360139 -0.008121249 -0.003383951 -0.018977328 2.74819E-05 0.00015412 6.42183E-05 26.01.2010 751.90 3 800.00 952.60 -0.002520562 -0.023136247 -0.030037674 6.58513E-05 0.000703321 0.001072153 -0.00811488 -0.026520198 -0.032743745 0.000215208 0.000265712 0.000868371 25.01.2010 753.80 3 890.00 982.10 0.016862269 0.005167959 0.018670262 0.000126967 3.18268E-06 0.000254855 0.011267951 0.001784008 0.015964192 2.01021E-05 0.000179884 2.84802E-05 22.01.2010 741.30 3 870.00 964.10 -0.044716495 -0.030075188 -0.021317633 0.002531178 0.001119514 0.000577138 -0.050310812 -0.033459139 -0.024023703 0.001683356 0.001208652 0.000803812 21.01.2010 776.00 3 990.00 985.10 -0.017721519 -0.0025 -0.013024747 0.000543628 3.46209E-05 0.000247459 -0.023315836 -0.005883951 -0.015730817 0.000137189 0.000366777 9.25594E-05 20.01.2010 790.00 4 000.00 998.10 -0.008782936 0.007556675 0.006047777 0.000206705 1.74116E-05 1.1167E-05 -0.014377254 0.004172724 0.003341707 -5.99923E-05 -4.80446E-05 1.3944E-05 19.01.2010 797.00 3 970.00 992.10 -0.001253133 0.009150991 -0.014796425 4.68876E-05 3.32588E-05 0.000306337 -0.00684745 0.005767041 -0.017502495 -3.94895E-05 0.000119847 -0.000100938 18.01.2010 798.00 3 934.00 1 007.00 0.015008904 0.03390276 0.00199005 8.86344E-05 0.000931398 5.12685E-07 0.009414586 0.030518809 -0.00071602 0.000287322 -6.74104E-06 -2.18521E-05 15.01.2010 786.20 3 805.00 1 005.00 -0.011069182 -0.029336735 0.005 0.000277672 0.001070643 5.26211E-06 -0.0166635 -0.032720685 0.00229393 0.000545241 -3.82249E-05 -7.5059E-05 14.01.2010 795.00 3 920.00 1 000.00 0.046052632 -0.018773467 0.021867975 0.001636875 0.000490951 0.000367179 0.040458314 -0.022157418 0.019161904 -0.000896452 0.000775258 -0.000424578 13.01.2010 760.00 3 995.00 978.60 0.008894199 0.01011378 0.022463692 1.08892E-05 4.52906E-05 0.000390364 0.003299881 0.006729829 0.019757622 2.22076E-05 6.51978E-05 0.000132965 12.01.2010 753.30 3 955.00 957.10 -0.000265428 0.003297818 -0.0046797 3.43366E-05 7.4188E-09 5.45496E-05 -0.005859745 -8.61324E-05 -0.007385771 5.04714E-07 4.32787E-05 6.36154E-07 11.01.2010 753.50 3 942.00 961.60 0.02726653 0.048404255 -0.006098191 0.000469685 0.002026828 7.7515E-05 0.021672213 0.045020305 -0.008804261 0.00097569 -0.000190808 -0.000396371 08.01.2010 733.50 3 760.00 967.50 0.010191434 -0.010526316 -0.005652621 2.11335E-05 0.000193496 6.98677E-05 0.004597116 -0.013910267 -0.008358691 -6.39471E-05 -3.84259E-05 0.000116272 07.01.2010 726.10 3 800.00 973.00 -0.00941337 -0.003931848 0 0.000225231 5.35209E-05 7.32282E-06 -0.015007687 -0.007315799 -0.00270607 0.000109793 4.06119E-05 1.97971E-05 06.01.2010 733.00 3 815.00 973.00 0.025461668 -0.011658031 -0.00307377 0.000394712 0.000226261 3.34066E-05 0.01986735 -0.015041982 -0.005779841 -0.000298844 -0.00011483 8.69403E-05 05.01.2010 714.80 3 860.00 976.00 0.026274228 -0.014048531 0.017726799 0.000427659 0.000303891 0.000225622 0.020679911 -0.017432482 0.015020729 -0.000360502 0.000310627 -0.000261849 04.01.2010 696.50 3 915.00 959.00 -0.002863278 -0.003563248 0.018046709 7.15309E-05 4.82636E-05 0.000235335 -0.008457596 -0.006947198 0.015340639 5.87566E-05 -0.000129745 -0.000106574 30.12.2009 698.50 3 929.00 942.00 -0.006259781 -0.01775 -0.009567869 0.00014052 0.000446644 0.00015065 -0.011854098 -0.021133951 -0.012273939 0.000250524 0.000145496 0.000259397 29.12.2009 702.90 4 000.00 951.10 0.018695652 0.020408163 0.013857798 0.000171645 0.000289824 0.000124361 0.013101335 0.017024212 0.011151727 0.00022304 0.000146103 0.000189849 28.12.2009 690.00 3 920.00 938.10 0.010248902 0.003841229 -0.008874802 2.16652E-05 2.09104E-07 0.000134117 0.004654584 0.000457278 -0.011580872 2.12844E-06 -5.39041E-05 -5.29568E-06 23.12.2009 683.00 3 905.00 946.50 -0.012720439 0.006183973 -0.002634352 0.00033543 7.84013E-06 2.85201E-05 -0.018314757 0.002800022 -0.005340422 -5.12817E-05 9.78085E-05 -1.49533E-05 22.12.2009 691.80 3 881.00 949.00 0.01214338 0.005440415 0.010864934 4.28902E-05 4.22904E-06 6.65671E-05 0.006549062 0.002056464 0.008158864 1.34679E-05 5.34329E-05 1.67784E-05 21.12.2009 683.50 3 860.00 938.80 0.000732064 0.002597403 0.025114654 2.36415E-05 6.18658E-07 0.000502145 -0.004862253 -0.000786548 0.022408584 3.8244E-06 -0.000108956 -1.76254E-05 18.12.2009 683.00 3 850.00 915.80 -0.027065527 -0.010282776 0.010259239 0.001066665 0.000186779 5.70504E-05 -0.032659845 -0.013666727 0.007553169 0.000446353 -0.000246685 -0.000103227 17.12.2009 702.00 3 890.00 906.50 -0.012658228 0.005167959 -0.016917905 0.000333155 3.18268E-06 0.0003851 -0.018252545 0.001784008 -0.019623975 -3.25627E-05 0.000358187 -3.50093E-05 16.12.2009 711.00 3 870.00 922.10 0.029986962 0.018421053 -0.004211663 0.000595001 0.000226114 4.7855E-05 0.024392645 0.015037102 -0.006917733 0.000366795 -0.000168742 -0.000104023 15.12.2009 690.30 3 800.00 926.00 -0.026375176 0.013333333 0.01357268 0.001022049 9.89902E-05 0.000118083 -0.031969494 0.009949383 0.010866609 -0.000318077 -0.0003474 0.000108116 14.12.2009 709.00 3 750.00 913.60 -0.011157601 0.004823151 -0.022887701 0.000280627 2.0713E-06 0.000655041 -0.016751919 0.0014392 -0.025593771 -2.41094E-05 0.000428745 -3.68346E-05 11.12.2009 717.00 3 732.00 935.00 0.006315789 0.021067031 0.018407581 5.20522E-07 0.000312691 0.000246537 0.000721472 0.017683081 0.015701511 1.27578E-05 1.13282E-05 0.000277651 10.12.2009 712.50 3 655.00 918.10 0.003238524 -0.017473118 0.032152895 5.54976E-06 0.000435017 0.000867115 -0.002355793 -0.020857069 0.029446825 4.91349E-05 -6.93706E-05 -0.000614174 09.12.2009 710.20 3 720.00 889.50 -0.035709437 -0.021052632 -0.027762597 0.001706 0.000597147 0.00092834 -0.041303754 -0.024436582 -0.030468667 0.001009323 0.00125847 0.00074455 08.12.2009 736.50 3 800.00 914.90 -0.004595216 -0.018087855 -0.002616374 0.000103827 0.000461038 2.83284E-05 -0.010189533 -0.021471806 -0.005322444 0.000218788 5.42332E-05 0.000114282 07.12.2009 739.90 3 870.00 917.30 -0.008176944 -0.015267176 -0.023213715 0.000189648 0.000347865 0.000671835 -0.013771261 -0.018651126 -0.025919785 0.00025685 0.000356948 0.000483433 04.12.2009 746.00 3 930.00 939.10 0.014276003 0.0234375 -0.002655055 7.53717E-05 0.000402145 2.87417E-05 0.008681685 0.020053549 -0.005361125 0.000174099 -4.65436E-05 -0.00010751 03.12.2009 735.50 3 840.00 941.60 0.01658604 0.017757752 0.003730946 0.000120818 0.000206606 1.05037E-06 0.010991723 0.014373802 0.001024875 0.000157993 1.12651E-05 1.47314E-05 02.12.2009 723.50 3 773.00 938.10 0.001384083 0.01152815 0.010883621 1.77261E-05 6.6328E-05 6.68723E-05 -0.004210234 0.008144199 0.008177551 -3.4289E-05 -3.44294E-05 6.65996E-05 01.12.2009 722.50 3 730.00 928.00 0.01048951 -0.018421053 -0.010977299 2.39629E-05 0.000475458 0.000187235 0.004895193 -0.021805003 -0.01368337 -0.00010674 -6.69827E-05 0.000298366 30.11.2009 715.00 3 800.00 938.30 -0.011065007 0.02425876 -0.033676622 0.000277533 0.000435758 0.0013237 -0.016659324 0.020874809 -0.036382692 -0.00034776 0.000606111 -0.000759482 27.11.2009 723.00 3 710.00 971.00 0.021186441 0.006784261 0.036728593 0.000243114 1.15621E-05 0.001157532 0.015592123 0.00340031 0.034022523 5.3018E-05 0.000530483 0.000115687 26.11.2009 708.00 3 685.00 936.60 -0.044663338 -0.019946809 -0.047493135 0.002525832 0.000544324 0.00251996 -0.050257656 -0.023330759 -0.050199206 0.001172549 0.002522894 0.001171186 25.11.2009 741.10 3 760.00 983.30 -0.017108753 -0.02464332 0.003572158 0.000515429 0.000785528 7.50107E-07 -0.022703071 -0.028027271 0.000866087 0.000636305 -1.96628E-05 -2.42741E-05 24.11.2009 754.00 3 855.00 979.80 -0.00198544 -0.006443299 -0.008600627 5.74527E-05 9.65748E-05 0.000127841 -0.007579758 -0.00982725 -0.011306698 7.44882E-05 8.5702E-05 0.000111114 23.11.2009 755.50 3 880.00 988.30 -0.003298153 0.015706806 -0.001717172 7.9076E-05 0.000151853 1.95651E-05 -0.008892471 0.012322855 -0.004423242 -0.000109581 3.93335E-05 -5.4507E-05 20.11.2009 758.00 3 820.00 990.00 -0.000659196 0.010047594 0.013721073 3.91064E-05 4.44041E-05 0.00012133 -0.006253513 0.006663643 0.011015003 -4.16712E-05 -6.88825E-05 7.34E-05 19.11.2009 758.50 3 782.00 976.60 0.001452337 0.001323802 0.004112688 1.7156E-05 4.24421E-06 1.97857E-06 -0.004141981 -0.002060149 0.001406617 8.5331E-06 -5.82618E-06 -2.89784E-06 18.11.2009 757.40 3 777.00 972.60 -0.021447028 0.019433198 -0.023592009 0.000731234 0.000257578 0.000691589 -0.027041346 0.016049248 -0.026298079 -0.000433993 0.000711135 -0.000422064 16.11.2009 774.00 3 705.00 996.10 -0.01086262 0.004065041 0.008096347 0.000270831 4.63883E-07 2.90551E-05 -0.016456937 0.00068109 0.005390276 -1.12087E-05 -8.87074E-05 3.67126E-06 13.11.2009 782.50 3 690.00 988.10 -0.018808777 -0.008064516 0.013331966 0.000595511 0.000131067 0.00011291 -0.024403095 -0.011448467 0.010625896 0.000279378 -0.000259305 -0.00012165 12.11.2009 797.50 3 720.00 975.10 0.016571064 0.011969532 -0.019014085 0.000120489 7.37122E-05 0.000471765 0.010976747 0.008585581 -0.021720155 9.42418E-05 -0.000238417 -0.00018648 11.11.2009 784.50 3 676.00 994.00 -0.000636943 -0.004063939 -0.002108222 3.88286E-05 5.54711E-05 2.31774E-05 -0.00623126 -0.00744789 -0.004814292 4.64097E-05 2.99991E-05 3.58563E-05 10.11.2009 785.00 3 691.00 996.10 -0.003807107 0.017926089 -0.003501401 8.83868E-05 0.000211474 3.85327E-05 -0.009401424 0.014542139 -0.006207471 -0.000136717 5.83591E-05 -9.02699E-05 09.11.2009 788.00 3 626.00 999.60 0.035479632 0.024583216 0.011638498 0.000893132 0.000449409 7.97883E-05 0.029885315 0.021199265 0.008932428 0.000633547 0.000266948 0.000189361 06.11.2009 761.00 3 539.00 988.10 0.003957784 -0.01966759 -0.01876862 2.67824E-06 0.000531374 0.000461162 -0.001636534 -0.023051541 -0.02147469 3.77246E-05 3.51441E-05 0.000495025 05.11.2009 758.00 3 610.00 1 007.00 0.002645503 0.050946143 -0.012745098 8.69551E-06 0.002262162 0.000238739 -0.002948815 0.047562192 -0.015451168 -0.000140252 4.55626E-05 -0.000734891 04.11.2009 756.00 3 435.00 1 020.00 0.02300406 0.002334403 0.022453889 0.000303099 1.10155E-06 0.000389976 0.017409742 -0.001049548 0.019747819 -1.82724E-05 0.000343804 -2.07263E-05 03.11.2009 739.00 3 427.00 997.60 -0.012032086 -0.034647887 -0.024828935 0.00031069 0.001446421 0.000758176 -0.017626403 -0.038031838 -0.027535005 0.000670365 0.000485343 0.001047207 02.11.2009 748.00 3 550.00 1 023.00 -0.015789474 -0.009210159 0.003925417 0.000457267 0.000158612 1.48681E-06 -0.021383791 -0.01259411 0.001219347 0.00026931 -2.60743E-05 -1.53566E-05 30.10.2009 760.00 3 583.00 1 019.00 0.05409154 0.003641457 -0.015458937 0.002351981 6.63092E-08 0.000329967 0.048497222 0.000257506 -0.018165007 1.24883E-05 -0.000880952 -4.67759E-06 29.10.2009 721.00 3 570.00 1 035.00 -0.04249668 -0.020844761 -0.031805426 0.002312744 0.00058703 0.001191043 -0.048090997 -0.024228712 -0.034511496 0.001165183 0.001659692 0.000836169 27.10.2009 753.00 3 646.00 1 069.00 -0.034615385 -0.040526316 -0.014746544 0.00161682 0.001928112 0.000304594 -0.040209702 -0.043910267 -0.017452614 0.001765619 0.000701764 0.000766349 26.10.2009 780.00 3 800.00 1 085.00 -0.006369427 -0.003409389 0.002772643 0.000143131 4.61495E-05 4.43197E-09 -0.011963744 -0.00679334 6.65731E-05 8.12738E-05 -7.96463E-07 -4.52254E-07 23.10.2009 785.00 3 813.00 1 082.00 0.009127137 0.053024027 -0.001845018 1.24808E-05 0.002464137 2.07124E-05 0.00353282 0.049640076 -0.004551089 0.000175369 -1.60782E-05 -0.000225916 22.10.2009 777.90 3 621.00 1 084.00 -0.004606526 -0.025040388 -0.007326007 0.000104057 0.000807943 0.000100643 -0.010200843 -0.028424339 -0.010032078 0.000289952 0.000102336 0.000285155 21.10.2009 781.50 3 714.00 1 092.00 -0.01163526 -0.001612903 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0.000847447 0.021696131 -0.003734828 0.02911095 -8.10313E-05 0.000631595 -0.000108724 17.07.2009 513.00 2 850.00 782.60 -0.016299137 -0.004192872 0.007077596 0.000479323 5.74082E-05 1.91102E-05 -0.021893455 -0.007576823 0.004371526 0.000165883 -9.57078E-05 -3.31223E-05 16.07.2009 521.50 2 862.00 777.10 0.023753435 -0.013103448 -0.010819756 0.000329754 0.000271834 0.000182948 0.018159118 -0.016487399 -0.013525826 -0.000299397 -0.000245617 0.000223006 15.07.2009 509.40 2 900.00 785.60 0.038955741 0.006944444 0.001913021 0.001112985 1.26771E-05 6.28927E-07 0.033361424 0.003560494 -0.000793049 0.000118783 -2.64572E-05 -2.82365E-06 14.07.2009 490.30 2 880.00 784.10 0.040093339 0.032258065 0.012264395 0.001190182 0.000833714 9.13616E-05 0.034499021 0.028874114 0.009558324 0.000996129 0.000329753 0.000275988 13.07.2009 471.40 2 790.00 774.60 0.036043956 0.041044776 0.010567515 0.00092718 0.001418338 6.18023E-05 0.030449639 0.037660825 0.007861444 0.001146759 0.000239378 0.000296068 10.07.2009 455.00 2 680.00 766.50 -0.000219732 -0.0040877 -0.008537059 3.38032E-05 5.58256E-05 0.000126408 -0.005814049 -0.007471651 -0.011243129 4.34405E-05 6.53681E-05 8.40047E-05 09.07.2009 455.10 2 691.00 773.10 -0.005245902 0.015088646 0.005462349 0.00011751 0.000137 7.59707E-06 -0.010840219 0.011704695 0.002756279 -0.000126881 -2.98787E-05 3.22614E-05 08.07.2009 457.50 2 651.00 768.90 -0.031746032 0.003786445 0.011178327 0.001394302 1.62001E-07 7.17791E-05 -0.037340349 0.000402494 0.008472257 -1.50293E-05 -0.000316357 3.41003E-06 07.07.2009 472.50 2 641.00 760.40 -0.010885493 0.03976378 -0.017571059 0.000271584 0.001323492 0.000411162 -0.01647981 0.036379829 -0.02027713 -0.000599533 0.000334163 -0.000737679 03.07.2009 477.70 2 540.00 774.00 -0.017078189 -0.014740109 -0.02012913 0.000514043 0.000328482 0.000521446 -0.022672507 -0.018124059 -0.0228352 0.000410918 0.000517731 0.000413867 02.07.2009 486.00 2 578.00 789.90 -0.022132797 -0.00655106 -0.018757764 0.000768793 9.87044E-05 0.000460696 -0.027727114 -0.009935011 -0.021463834 0.000275469 0.00059513 0.000213243 01.07.2009 497.00 2 595.00 805.00 -0.009960159 0.013671875 0.021573604 0.000241942 0.000105841 0.000355984 -0.015554477 0.010287924 0.018867534 -0.000160023 -0.000293475 0.000194108 30.06.2009 502.00 2 560.00 788.00 0.030589201 -0.015384615 0.049966689 0.000624744 0.000352259 0.002233566 0.024994884 -0.018768566 0.047260619 -0.000469118 0.001181274 -0.000887014 29.06.2009 487.10 2 600.00 750.50 0.020104712 -0.012908125 0.01336754 0.000210552 0.000265432 0.000113667 0.014510395 -0.016292075 0.01066147 -0.000236404 0.000154702 -0.000173697 26.06.2009 477.50 2 634.00 740.60 -0.013429752 0.011132438 0.003387075 0.000361915 6.0039E-05 4.63767E-07 -0.01902407 0.007748487 0.000681005 -0.000147408 -1.29555E-05 5.27676E-06 25.06.2009 484.00 2 605.00 738.10 0.009174312 -0.027985075 0.030721966 1.28164E-05 0.000984016 0.00078489 0.003579994 -0.031369025 0.028015896 -0.000112301 0.000100297 -0.000878831 24.06.2009 479.60 2 680.00 716.10 0.045335658 -0.002605136 -0.00403338 0.001579374 3.58692E-05 4.54202E-05 0.039741341 -0.005989087 -0.00673945 -0.000238014 -0.000267835 4.03631E-05 23.06.2009 458.80 2 687.00 719.00 -0.013333333 0.000744879 -0.03112788 0.000358256 6.9647E-06 0.001144736 -0.018927651 -0.002639072 -0.033833951 4.99514E-05 0.000640397 8.92902E-05 22.06.2009 465.00 2 685.00 742.10 -0.064386318 -0.032432432 -0.051750575 0.004897289 0.001282813 0.002965526 -0.069980635 -0.035816383 -0.054456645 0.002506453 0.003810911 0.00195044 19.06.2009 497.00 2 775.00 782.60 0.006888169 0.034289974 -0.004958678 1.67405E-06 0.000955182 5.87484E-05 0.001293851 0.030906023 -0.007664748 3.99878E-05 -9.91704E-06 -0.000236887 18.06.2009 493.60 2 683.00 786.50 0.01147541 -0.008133087 0.001910828 3.45872E-05 0.000132642 6.3241E-07 0.005881092 -0.011517038 -0.000795242 -6.77328E-05 -4.67689E-06 9.15883E-06 17.06.2009 488.00 2 705.00 785.00 -0.031938108 -0.001845018 -0.023024269 0.001408683 2.73421E-05 0.00066205 -0.037532425 -0.005228969 -0.025730339 0.000196256 0.000965722 0.000134543 16.06.2009 504.10 2 710.00 803.50 -0.03243762 -0.010948905 0.002620414 0.001446428 0.000205431 7.33693E-09 -0.038031937 -0.014332856 -8.56559E-05 0.000545106 3.25766E-06 1.22769E-06 15.06.2009 521.00 2 740.00 801.40 -0.040338921 -0.004360465 -0.00447205 0.002109862 5.9976E-05 5.15254E-05 -0.045933238 -0.007744416 -0.00717812 0.000355726 0.000329714 5.55903E-05 12.06.2009 542.90 2 752.00 805.00 -0.010209663 -0.024113475 -0.001983635 0.000249766 0.000756108 2.19933E-05 -0.01580398 -0.027497426 -0.004689705 0.000434569 7.4116E-05 0.000128955 11.06.2009 548.50 2 820.00 806.60 -0.008137432 -0.017421603 -0.005425401 0.000188561 0.000432871 6.61208E-05 -0.01373175 -0.020805554 -0.008131471 0.000285697 0.000111659 0.00016918 10.06.2009 553.00 2 870.00 811.00 0.010968921 0.007017544 0.015018773 2.88864E-05 1.3203E-05 0.000151603 0.005374604 0.003633593 0.012312703 1.95291E-05 6.61759E-05 4.47394E-05 09.06.2009 547.00 2 850.00 799.00 0.022621051 0.009564293 0.033501488 0.00028991 3.81966E-05 0.000948358 0.017026733 0.006180343 0.030795417 0.000105231 0.000524345 0.000190326 08.06.2009 534.90 2 823.00 773.10 -0.004096071 -0.009473684 -0.02754717 9.39036E-05 0.000165319 0.000915259 -0.009690389 -0.012857635 -0.03025324 0.000124595 0.000293166 0.000388985 05.06.2009 537.10 2 850.00 795.00 0.035074195 0.040145985 -0.010701842 0.000869063 0.001351447 0.000179772 0.029479878 0.036762035 -0.013407912 0.00108374 -0.000395264 -0.000492902 04.06.2009 518.90 2 740.00 803.60 0.021456693 0.025449102 -0.00173913 0.000251615 0.000486871 1.97598E-05 0.015862375 0.022065151 -0.004445201 0.000350006 -7.05114E-05 -9.8084E-05 03.06.2009 508.00 2 672.00 805.00 0.007936508 -0.00669145 0.009277834 5.48586E-06 0.000101514 4.31881E-05 0.00234219 -0.010075401 0.006571763 -2.35985E-05 1.53923E-05 -6.62131E-05 02.06.2009 504.00 2 690.00 797.60 0.020449484 0.018939394 0.009620253 0.000220676 0.000241972 4.78059E-05 0.014855166 0.015555443 0.006914183 0.000231079 0.000102711 0.000107553 01.06.2009 493.90 2 640.00 790.00 0.097555556 0.109709962 0.019354839 0.008456869 0.011305221 0.000277181 0.091961238 0.106326011 0.016648769 0.009777872 0.001531041 0.001770197 29.05.2009 450.00 2 379.00 775.00 -0.028077754 -0.117254174 0.007147498 0.001133808 0.014553557 1.97263E-05 -0.033672071 -0.120638125 0.004441428 0.004062136 -0.000149552 -0.000535806 28.05.2009 463.00 2 695.00 769.50 -0.014893617 -0.013181985 -0.001297859 0.000419755 0.00027443 1.60314E-05 -0.020487935 -0.016565935 -0.004003929 0.000339402 8.20322E-05 6.63288E-05 27.05.2009 470.00 2 731.00 770.50 -0.001699235 -0.038380282 0.017161716 5.31959E-05 0.001744251 0.000208966 -0.007293553 -0.041764232 0.014455646 0.00030461 -0.000105433 -0.000603729 26.05.2009 470.80 2 840.00 757.50 -0.029278351 -0.008033531 0.001851607 0.001216103 0.000130359 7.30107E-07 -0.034872668 -0.011417482 -0.000854463 0.000398158 2.97974E-05 9.75582E-06 25.05.2009 485.00 2 863.00 756.10 -0.006147541 0.025062657 -0.012666493 0.000137871 0.000469966 0.000236316 -0.011741858 0.021678706 -0.015372563 -0.000254548 0.000180502 -0.000333257 22.05.2009 488.00 2 793.00 765.80 -0.00204499 0.009761388 -0.013906773 5.8359E-05 4.06717E-05 0.000275987 -0.007639307 0.006377437 -0.016612843 -4.87192E-05 0.000126911 -0.000105947 21.05.2009 489.00 2 766.00 776.60 -0.030146767 -0.011789925 -0.020804438 0.001277425 0.000230247 0.000552744 -0.035741085 -0.015173876 -0.023510508 0.000542331 0.000840291 0.000356746 20.05.2009 504.20 2 799.00 793.10 0.061250263 0.024524158 -0.014782609 0.003097584 0.000446908 0.000305854 0.055655946 0.021140207 -0.017488679 0.001176578 -0.000973349 -0.000369714 19.05.2009 475.10 2 732.00 805.00 0.041885965 0.021690352 0.041936319 0.001317084 0.000335124 0.001539012 0.036291647 0.018306401 0.039230249 0.000664369 0.00142373 0.000718165 18.05.2009 456.00 2 674.00 772.60 -0.008480104 0.016730038 0.013910761 0.000198089 0.000178118 0.000125545 -0.014074422 0.013346087 0.011204691 -0.000187838 -0.0001577 0.000149539 15.05.2009 459.90 2 630.00 762.00 0.017477876 0.029354207 0.022818792 0.000141219 0.000674454 0.000404522 0.011883559 0.025970257 0.020112722 0.000308619 0.000239011 0.000522333 14.05.2009 452.00 2 555.00 745.00 -0.058333333 -0.009689922 -0.021024967 0.004086745 0.000170926 0.000563162 -0.063927651 -0.013073873 -0.023731037 0.000835782 0.001517069 0.000310257 13.05.2009 480.00 2 580.00 761.00 -0.127272727 -0.061818182 -0.066830166 0.017653652 0.004251318 0.004835288 -0.132867045 -0.065202133 -0.069536236 0.008663215 0.009239074 0.004533911 12.05.2009 550.00 2 750.00 815.50 0.018518519 -0.014690075 -0.03273633 0.000167035 0.00032667 0.001256164 0.012924201 -0.018074026 -0.0354424 -0.000233592 -0.000458065 0.000640587 11.05.2009 540.00 2 791.00 843.10 -0.021029732 -0.030902778 0.087029397 0.00070884 0.00117558 0.007110423 -0.026624049 -0.034286729 0.084323326 0.000912852 -0.002245028 -0.002891171 07.05.2009 551.60 2 880.00 775.60 0.040754717 0.032998565 0.001420271 0.001236254 0.000877025 1.65328E-06 0.035160399 0.029614614 -0.001285799 0.001041262 -4.52092E-05 -3.80784E-05 06.05.2009 530.00 2 788.00 774.50 0.033541342 -0.019690577 0.007807417 0.000781036 0.000532434 2.60237E-05 0.027947024 -0.023074527 0.005101347 -0.000644864 0.000142567 -0.000117711 05.05.2009 512.80 2 844.00 768.50 0.108277502 0.015714286 -0.007875032 0.010543836 0.000152037 0.00011196 0.102683184 0.012330335 -0.010581102 0.001266118 -0.001086501 -0.000130469 04.05.2009 462.70 2 800.00 774.60 0.066620562 0.02189781 -0.034285002 0.003724203 0.000342763 0.001368339 0.061026245 0.018513859 -0.036991072 0.001129831 -0.002257426 -0.000684848 30.04.2009 433.80 2 740.00 802.10 0.064539877 0.049004594 0.028201513 0.003474579 0.002081243 0.000650018 0.05894556 0.045620643 0.025495442 0.002689134 0.001502843 0.001163118 29.04.2009 407.50 2 612.00 780.10 -0.000490557 0.080231596 0.048521505 3.70257E-05 0.005905561 0.002099054 -0.006084874 0.076847646 0.045815435 -0.000467608 -0.000278781 0.003520808 28.04.2009 407.70 2 418.00 744.00 -0.011636364 0.005823627 -0.009320905 0.000296896 5.95202E-06 0.000144648 -0.017230681 0.002439676 -0.012026976 -4.20373E-05 0.000207233 -2.93419E-05 27.04.2009 412.50 2 404.00 751.00 -0.012212644 -0.020773931 0.034007986 0.000317088 0.000583603 0.00097981 -0.017806961 -0.024157882 0.031301916 0.000430178 -0.000557392 -0.000756188 24.04.2009 417.60 2 455.00 726.30 0.005538165 0.035428089 0.018510728 3.15308E-09 0.001026827 0.000249787 -5.61523E-05 0.032044139 0.015804658 -1.79935E-06 -8.87468E-07 0.000506447 23.04.2009 415.30 2 371.00 713.10 0.016148764 -0.00252419 -0.009720872 0.000111396 3.49061E-05 0.000154429 0.010554447 -0.005908141 -0.012426942 -6.23572E-05 -0.00013116 7.34201E-05 22.04.2009 408.70 2 377.00 720.10 0.047680082 -0.003772003 0.016372618 0.001771212 5.12077E-05 0.000186775 0.042085765 -0.007155954 0.013666548 -0.000301164 0.000575167 -9.77972E-05 21.04.2009 390.10 2 386.00 708.50 -0.043872549 -0.014456836 -0.019241417 0.002446971 0.000318294 0.000481692 -0.049466867 -0.017840787 -0.021947488 0.000882528 0.001085673 0.00039156 20.04.2009 408.00 2 421.00 722.40 -0.022988506 -0.037375746 -0.010410959 0.000816978 0.001661353 0.000172056 -0.028582823 -0.040759696 -0.013117029 0.001165027 0.000374922 0.000534646 17.04.2009 417.60 2 515.00 730.00 -0.028385295 0.012072435 0.002471848 0.001154614 7.54898E-05 5.48598E-08 -0.033979613 0.008688484 -0.000234222 -0.000295231 7.95877E-06 -2.03503E-06 16.04.2009 429.80 2 485.00 728.20 0.007501172 -0.01349742 -0.004647348 3.63609E-06 0.000284981 5.40728E-05 0.001906855 -0.01688137 -0.007353418 -3.21903E-05 -1.40219E-05 0.000124136 15.04.2009 426.60 2 519.00 731.60 -0.009059233 -0.00670347 -0.010147477 0.000214727 0.000101756 0.000165214 -0.014653551 -0.010087421 -0.012853547 0.000147817 0.00018835 0.000129659 14.04.2009 430.50 2 536.00 739.10 0.052567237 -0.03243037 0.005441437 0.002206455 0.001282666 7.48223E-06 0.04697292 -0.035814321 0.002735366 -0.001682303 0.000128488 -9.79653E-05 10.04.2009 409.00 2 621.00 735.10 0.020968547 0.005370157 0.06136298 0.000236367 3.94502E-06 0.003440633 0.01537423 0.001986206 0.05865691 3.05364E-05 0.000901805 0.000116505 09.04.2009 400.60 2 607.00 692.60 0.065425532 0.032066508 0.032960477 0.003579774 0.000822689 0.000915329 0.059831214 0.028682558 0.030254407 0.001716112 0.001810158 0.000867774 08.04.2009 376.00 2 526.00 670.50 0.041551247 0.05823209 0.006756757 0.001292901 0.003008318 1.64081E-05 0.035956929 0.05484814 0.004050687 0.001972171 0.00014565 0.000222173 07.04.2009 361.00 2 387.00 666.00 -0.048748353 -0.059495666 -0.019290237 0.002953126 0.003953846 0.000483838 -0.054342671 -0.062879617 -0.021996307 0.003417046 0.001195338 0.001383119 06.04.2009 379.50 2 538.00 679.10 -0.05502988 -0.015133877 -0.01949177 0.003675293 0.00034291 0.000492744 -0.060624198 -0.018517827 -0.02219784 0.001122628 0.001345726 0.000411056 03.04.2009 401.60 2 577.00 692.60 0.036654621 0.086883172 0.053223844 0.000964742 0.00697212 0.002552046 0.031060303 0.083499221 0.050517774 0.002593511 0.001569097 0.004218195 02.04.2009 387.40 2 371.00 657.60 0.134407028 0.105876866 0.063905517 0.016592714 0.010504798 0.003745372 0.12881271 0.102492915 0.061199447 0.01320239 0.007883267 0.00627251 01.04.2009 341.50 2 144.00 618.10 0.03141045 0.044325377 0.116510116 0.000666473 0.0016762 0.012951361 0.025816133 0.040941427 0.113804045 0.001056949 0.00293798 0.0046593 31.03.2009 331.10 2 053.00 553.60 -0.001206637 0 -0.065654008 4.6253E-05 1.14511E-05 0.0046731 -0.006800954 -0.003383951 -0.068360079 2.30141E-05 0.000464914 0.000231327 30.03.2009 331.50 2 053.00 592.50 -0.127172196 -0.09797891 -0.019039735 0.017626947 0.01027443 0.00047288 -0.132766513 -0.101362861 -0.021745805 0.013457594 0.002887115 0.002204217 27.03.2009 379.80 2 276.00 604.00 -0.063378545 -0.020654045 0.007338225 0.004757256 0.000577825 2.14569E-05 -0.068972862 -0.024037996 0.004632155 0.001657969 -0.000319493 -0.000111348 26.03.2009 405.50 2 324.00 599.60 0.017565872 0.005190311 -0.01543514 0.000143318 3.26294E-06 0.000329103 0.011971555 0.001806361 -0.01814121 2.16249E-05 -0.000217178 -3.27696E-05 25.03.2009 398.50 2 312.00 609.00 0.087312415 0.042850699 0.091202293 0.006677847 0.001557624 0.007831582 0.081718097 0.039466748 0.088496223 0.003225148 0.007231743 0.003492658 24.03.2009 366.50 2 217.00 558.10 0.052858374 0.056217246 -0.016217169 0.002233891 0.002791357 0.000358089 0.047264057 0.052833296 -0.018923239 0.002497116 -0.000894389 -0.000999777 23.03.2009 348.10 2 099.00 567.30 0.147708539 0.072012257 0.034275296 0.020196452 0.004709844 0.000996616 0.142114222 0.068628307 0.031569226 0.009753058 0.004486436 0.002166543 20.03.2009 303.30 1 958.00 548.50 -0.118570183 0.011886305 -0.030918728 0.015416823 7.229E-05 0.001130627 -0.124164501 0.008502354 -0.033624798 -0.001055691 0.004175006 -0.00028589 19.03.2009 344.10 1 935.00 566.00 0.186551724 0.048212351 0.109803922 0.032745583 0.002009585 0.01146995 0.180957407 0.0448284 0.107097851 0.008112031 0.019380149 0.004801025 18.03.2009 290.00 1 846.00 510.00 0.061493411 0.008743169 0.058091286 0.003124709 2.87212E-05 0.003067522 0.055899094 0.005359219 0.055385216 0.000299575 0.003095983 0.000296821 17.03.2009 273.20 1 830.00 482.00 0.052793834 -0.008667389 -0.008230453 0.002227794 0.000145235 0.000119608 0.047199517 -0.01205134 -0.010936523 -0.000568817 -0.000516199 0.0001318 16.03.2009 259.50 1 846.00 486.00 0.038831065 0.018201875 0.034042553 0.001104681 0.000219571 0.000981975 0.033236747 0.014817925 0.031336483 0.0004925 0.001041523 0.000464342 13.03.2009 249.80 1 813.00 470.00 0.02545156 -0.003298516 -0.001062699 0.00039431 4.46554E-05 1.42036E-05 0.019857242 -0.006682466 -0.003768769 -0.000132695 -7.48374E-05 2.51847E-05 12.03.2009 243.60 1 819.00 470.50 0.039249147 -0.003833516 -0.016924363 0.001132648 5.20918E-05 0.000385354 0.033654829 -0.007217467 -0.019630433 -0.000242903 -0.000660659 0.000141682 11.03.2009 234.40 1 826.00 478.60 0.066909422 0.003296703 0.034810811 0.003759542 7.61213E-09 0.001030714 0.061315104 -8.72475E-05 0.032104741 -5.34959E-06 0.001968506 -2.80106E-06 10.03.2009 219.70 1 820.00 462.50 0.052203065 0.063705435 0.016260163 0.002172375 0.003638682 0.000183713 0.046608748 0.060321485 0.013554092 0.002811509 0.000631739 0.000817603 09.03.2009 208.80 1 711.00 455.10 0 0.026394721 -0.089071257 3.12964E-05 0.000529496 0.008423078 -0.005594317 0.02301077 -0.091777327 -0.00012873 0.000513432 -0.002111867 06.03.2009 208.80 1 667.00 499.60 -0.026573427 0.030284302 -0.018467583 0.001034764 0.000723629 0.000448324 -0.032167744 0.026900351 -0.021173654 -0.000865324 0.000681109 -0.000569579 05.03.2009 214.50 1 618.00 509.00 -0.013793103 0.000618429 -0.025837321 0.000375872 7.64811E-06 0.000814725 -0.019387421 -0.002765522 -0.028543391 5.36163E-05 0.000553383 7.89374E-05 04.03.2009 217.50 1 617.00 522.50 0.056851312 0.027972028 0.02955665 0.002627279 0.000604574 0.000720954 0.051256994 0.024588077 0.02685058 0.001260311 0.00137628 0.000660204 03.03.2009 205.80 1 573.00 507.50 -0.017661098 -0.005689001 0.036772217 0.000540814 8.23185E-05 0.001160502 -0.023255415 -0.009072952 0.034066146 0.000210995 -0.000792222 -0.000309081 02.03.2009 209.50 1 582.00 489.50 -0.028743625 -0.050420168 -0.024122807 0.001179094 0.002894883 0.000719789 -0.034337943 -0.053804119 -0.026828877 0.001847523 0.000921248 0.001443504 27.02.2009 215.70 1 666.00 501.60 0.010777882 0.067948718 -0.044571429 2.68693E-05 0.004168609 0.002235162 0.005183564 0.064564767 -0.047277499 0.000334676 -0.000245066 -0.003052461 26.02.2009 213.40 1 560.00 525.00 0.032913843 0.009708738 0.071428571 0.000746356 4.00029E-05 0.004722782 0.027319526 0.006324787 0.068722501 0.00017279 0.001877466 0.000434655 25.02.2009 206.60 1 545.00 490.00 0.020246914 -0.036182158 0.01744186 0.000214699 0.001565477 0.000217144 0.014652596 -0.039566109 0.01473579 -0.000579746 0.000215918 -0.000583038 24.02.2009 202.50 1 603.00 481.60 -0.01459854 -0.021367521 -0.013114754 0.000407751 0.000612635 0.000250298 -0.020192858 -0.024751472 -0.015820824 0.000499803 0.000319468 0.000391589 23.02.2009 205.50 1 638.00 488.00 -0.014388489 -0.038167939 0.001025641 0.000399313 0.00172656 2.82384E-06 -0.019982807 -0.04155189 -0.001680429 0.000830323 3.35797E-05 6.9825E-05 20.02.2009 208.50 1 703.00 487.50 -0.033827618 -0.051781737 -0.053581829 0.001554089 0.003043253 0.003168328 -0.039421936 -0.055165688 -0.056287899 0.002174738 0.002218978 0.003105161 19.02.2009 215.80 1 796.00 515.10 250 očekávaná výnosnost rozptyl kovariance 0.005594317 0.003383951 0.00270607 0.001458073 0.000830563 0.000654236 0.000644752 0.000435708 0.000219501 0.005594317 0.003383951 0.00270607 0.001458073 0.000830563 0.000654236 0.000644752 0.000435708 0.000219501 riziko=směrodatná odchylka 0.038184724 0.028819495 0.025578033 0.038184724 0.028819495 0.025578033 kovarianční matice výnosnosti rizika váhy ERSTE KB VIG ERSTE 0.005594317 0.038184724 0.35 0.333333333 ERSTE 0.001458073 0.000644752 0.000435708 KB 0.003383951 0.028819495 0.35 0.333333333 KB 0.000830563 0.000219501 VIG 0.00270607 0.025578033 0.3 0.333333333 VIG 0.000654236 výnosnost portfolia 0.003954215 0.003894779 korelační matice riziko portfolia 0.025195185 0.024816649 ERSTE KB VIG ERSTE 1 0.585890657 0.446107056 riziko portfolia pro nekorelované 0.018418447 0.018082749 KB 1 0.297771181 VIG 1 ##### Sheet/List 2 ##### "Vypočítejte očekávanou výnosnost a riziko portfolia, které je složeno z:" "akcií ECM, ORCO, PEGAS, PHILIP MORRIS a UNIPETROL v podílech 25%, 5%, 25%, 30% a 15%. Použijte týdenní výnosnosti za poslední 3 měsíce. Jak by se spočtené hodnoty změnily, kdyby se podíly akcií v portfoliu vyrovnaly, tj. každý by měl stejný podíl v portfoliu? Jak by se spočtené hodnoty změnily, pokud bychom předpokládali, že výnosnosti daných akcií jsou navzájem nezávislé?" výnosnosti rozptyl kovariance Datum ECM ORCO PEGAS PM UNI ECM ORCO PEGAS PM UNI ECM ORCO PEGAS PM UNI ECM ORCO PEGAS PM UNI ECM/ORCO ECM/PEGAS ECM/PM ECM/UNI ORCO/PEGAS ORCO/PM ORCO/UNI PEGAS/PM PEGAS/UNI PM/UNI 19.02.2010 292.10 197.80 440.00 10150.00 135.50 0.007241379 0.09281768 0.005484461 0.031608903 -0.010948905 0.000241595 0.009724671 6.03429E-06 0.000143711 0.000150798 0.015543325 0.098613749 0.002456479 0.011987959 -0.012279998 0.001532786 3.81819E-05 0.000186333 -0.000190872 0.000242243 0.001182178 -0.001210977 2.94482E-05 -3.01656E-05 -0.000147212 18.02.2010 292.80 188.09 431.50 10300.00 136.51 0.028812368 0.039171271 0.003488372 0.045685279 -0.017772341 0.001377472 0.002022062 2.1196E-07 0.00067935 0.000364941 0.037114314 0.04496734 0.000460391 0.026064334 -0.019103434 0.001668932 1.70871E-05 0.00096736 -0.000709011 2.07025E-05 0.001172044 -0.000859031 1.19998E-05 -8.79504E-06 -0.000497918 17.02.2010 299.20 183.32 445.00 10200.00 138.60 0.032436163 0.010027548 0.0298542 0.038696538 0.011678832 0.001659594 0.000250387 0.000719646 0.000363878 0.000107076 0.040738109 0.015823617 0.026826219 0.019075593 0.010347739 0.000644624 0.001092849 0.000777104 0.000421547 0.000424488 0.000301845 0.000163739 0.000511726 0.000277591 0.000197389 16.02.2010 293.50 184.90 445.00 9999.00 138.20 -0.005084746 0.08128655 0.025345622 0.036165803 0.008759124 1.03504E-05 0.007583383 0.000498077 0.000273732 5.51756E-05 0.0032172 0.087082619 0.022317641 0.016544858 0.007428031 0.000280162 7.18003E-05 5.32281E-05 2.38975E-05 0.001943479 0.00144077 0.000646852 0.000369242 0.000165776 0.000122896 15.02.2010 287.00 180.11 445.00 9948.00 138.98 -0.007263923 0.053274854 0.052009456 0.024510814 0.025682657 1.07749E-06 0.003489374 0.002399185 2.39108E-05 0.000592999 0.001038023 0.059070923 0.048981475 0.004889869 0.024351564 6.1317E-05 5.08439E-05 5.0758E-06 2.52775E-05 0.002893381 0.000288849 0.001438469 0.000239513 0.001192776 0.000119076 12.02.2010 290.00 181.00 437.60 9839.00 137.00 -0.015948422 0.093655589 0.004822044 0.019585492 0.005873715 5.84686E-05 0.009890632 3.21866E-06 1.25688E-09 2.06354E-05 -0.007646476 0.099451658 0.001794062 -3.54526E-05 0.004542622 -0.000760455 -1.37183E-05 2.71087E-07 -3.47351E-05 0.000178422 -3.52582E-06 0.000451771 -6.36041E-08 8.14975E-06 -1.61048E-07 11.02.2010 284.60 181.00 430.00 9850.00 138.98 -0.064123644 0.074183976 -0.046563193 0.015254587 -0.00799429 0.003116062 0.006396808 0.002459285 1.90651E-05 8.69628E-05 -0.055821698 0.079980045 -0.049591174 -0.004366358 -0.009325383 -0.004464622 0.002768264 0.000243738 0.000520559 -0.003966304 -0.000349222 -0.000745845 0.000216533 0.000462457 4.0718E-05 10.02.2010 289.80 181.50 432.10 9820.00 137.00 -0.047024005 0.056215084 -0.054485777 -0.002944461 -0.048545038 0.001499398 0.003845383 0.003307832 0.000509198 0.002487628 -0.038722059 0.062011153 -0.057513758 -0.022565406 -0.049876131 -0.0024012 0.002227051 0.000873779 0.001931306 -0.003566494 -0.001399307 -0.003092876 0.001297821 0.002868564 0.001125475 09.02.2010 295.00 171.00 434.00 9650.00 137.00 -0.031198686 0.013934183 -0.046153846 -0.011270492 -0.033168666 0.000524261 0.000389283 0.002418852 0.000954281 0.001190233 -0.02289674 0.019730252 -0.049181828 -0.030891437 -0.034499759 -0.000451758 0.001126104 0.000707313 0.000789932 -0.00097037 -0.000609496 -0.000680689 0.001519297 0.001696761 0.001065747 08.02.2010 289.10 171.00 423.00 9710.00 135.50 -0.056769984 0.017857143 -0.072164948 -0.009183673 -0.059027778 0.002349151 0.000559474 0.005653977 0.000829706 0.003643193 -0.048468038 0.023653212 -0.07519293 -0.028804618 -0.060358871 -0.001146425 0.003644454 0.001396103 0.002925476 -0.001778554 -0.000681322 -0.001427681 0.002165904 0.00453856 0.001738614 05.02.2010 294.70 165.50 435.50 9650.00 136.20 -0.040377727 -0.003012048 -0.030066815 -0.015808261 -0.041520056 0.001028856 7.75077E-06 0.001095266 0.001255229 0.001836221 -0.032075781 0.002784021 -0.033094797 -0.035429206 -0.042851149 -8.92996E-05 0.001061541 0.001136419 0.001374484 -9.21366E-05 -9.86357E-05 -0.000119298 0.001172522 0.00141815 0.001518182 04.02.2010 304.10 168.50 451.00 9702.00 140.10 -0.011056911 0.004770423 0.020361991 -0.030284858 -0.027015765 7.58983E-06 0.000111651 0.000300468 0.002490589 0.000803544 -0.002754965 0.010566493 0.01733401 -0.049905802 -0.028346858 -2.91103E-05 -4.77546E-05 0.000137489 7.80946E-05 0.00018316 -0.000527329 -0.000299527 -0.000865068 -0.000491365 0.001414673 03.02.2010 304.10 171.84 457.00 9849.00 143.99 -0.014262561 0.043668387 0.026966292 -0.030323915 0.004114365 3.55289E-05 0.002446732 0.000573043 0.002494489 7.7466E-06 -0.005960615 0.049464457 0.023938311 -0.049944859 0.002783272 -0.000294839 -0.000142687 0.000297702 -1.659E-05 0.001184096 -0.002470495 0.000137673 -0.001195596 6.66268E-05 -0.00013901 02.02.2010 304.50 168.65 455.00 9760.00 141.70 -0.000984252 0.042980829 0.027088036 -0.036334913 -0.014603616 5.35486E-05 0.002379186 0.000578886 0.003131058 0.000253915 0.007317694 0.048776898 0.024060055 -0.055955858 -0.015934709 0.000356934 0.000176064 -0.000409468 -0.000116605 0.001173575 -0.002729353 -0.000777246 -0.001346301 -0.00038339 0.00089164 01.02.2010 306.50 168.00 455.90 9800.00 144.00 -0.012882448 0.021214516 0.029119639 -0.02970297 -0.01336074 2.0981E-05 0.000729572 0.000680775 0.002432849 0.00021585 -0.004580502 0.027010585 0.026091657 -0.049323915 -0.014691833 -0.000123722 -0.000119513 0.000225928 6.7296E-05 0.000704751 -0.001332268 -0.000396835 -0.001286943 -0.000383334 0.000724659 29.01.2010 307.10 166.00 449.00 9805.00 142.10 -0.009354839 -0.003062879 0.025114155 -0.005578093 -0.016608997 1.10858E-06 7.47033E-06 0.000487799 0.000634992 0.000321847 -0.001052893 0.00273319 0.022086174 -0.025199038 -0.01794009 -2.87776E-06 -2.32544E-05 2.65319E-05 1.8889E-05 6.03657E-05 -6.88738E-05 -4.90337E-05 -0.00055655 -0.000396228 0.000452073 28.01.2010 307.50 167.70 442.00 10005.00 143.99 -0.008064516 -0.020729927 -0.005624297 -0.014285714 -0.02280285 5.63729E-08 0.00022302 7.48619E-05 0.001149662 0.000582447 0.00023743 -0.014933858 -0.008652278 -0.033906659 -0.024133943 -3.54574E-06 -2.05431E-06 -8.05045E-06 -5.73012E-06 0.000129212 0.000506357 0.000360413 0.00029337 0.000208814 0.000818301 27.01.2010 308.50 164.65 445.00 10157.00 143.40 -0.0128 -0.028097515 -0.006696429 0.015903181 -0.024489796 2.02325E-05 0.000497354 9.45641E-05 1.38218E-05 0.000666718 -0.004498054 -0.022301446 -0.00972441 -0.003717764 -0.025820889 0.000100313 4.37409E-05 1.67227E-05 0.000116144 0.000216868 8.29115E-05 0.000575843 3.61531E-05 0.000251093 9.5996E-05 26.01.2010 304.80 161.70 443.00 10128.00 143.80 -0.017724782 -0.04410026 -0.004494382 0.013002601 -0.021768707 8.87898E-05 0.001467211 5.6586E-05 4.38025E-05 0.000533601 -0.009422837 -0.038304191 -0.007522363 -0.006618344 -0.023099801 0.000360934 7.0882E-05 6.23636E-05 0.000217666 0.000288138 0.00025351 0.000884819 4.97856E-05 0.000173765 0.000152882 25.01.2010 310.50 164.51 443.00 10100.00 145.95 0.007789679 -0.037671834 0.002262443 0.022267206 -0.011178862 0.00025894 0.001016064 5.86048E-07 7.0027E-06 0.000156499 0.016091625 -0.031875765 -0.000765538 0.002646262 -0.012509955 -0.000512933 -1.23187E-05 4.25826E-05 -0.000201305 2.44021E-05 -8.43516E-05 0.000398764 -2.02581E-06 9.57685E-06 -3.31046E-05 22.01.2010 310.00 166.51 438.00 9860.00 144.50 -0.005134788 -0.022541826 -0.013513514 0.011489536 0.000692521 1.00309E-05 0.00028042 0.000273621 6.61198E-05 4.07775E-07 0.003167158 -0.016745757 -0.016541495 -0.008131408 -0.000638572 -5.30365E-05 -5.23895E-05 -2.57535E-05 -2.02246E-06 0.000277 0.000136167 1.06934E-05 0.000134506 1.05629E-05 5.19249E-06 21.01.2010 310.00 171.25 444.50 10150.00 147.35 -0.004176036 -0.00262085 -0.001123596 0.07305212 0.013480982 1.70231E-05 1.0082E-05 1.72356E-05 0.00285489 0.00014762 0.00412591 0.003175219 -0.004151577 0.053431175 0.012149889 1.31007E-05 -1.7129E-05 0.000220452 5.01293E-05 -1.31822E-05 0.000169656 3.85786E-05 -0.000221824 -5.04412E-05 0.000649183 20.01.2010 312.50 169.41 448.00 9998.00 147.00 0 -0.082733229 0.018181818 0.091484716 0.017301038 6.89223E-05 0.005919327 0.000229639 0.005164402 0.000255039 0.008301946 -0.07693716 0.015153837 0.071863771 0.015969945 -0.000638728 0.000125806 0.000596609 0.000132582 -0.001165893 -0.005528994 -0.001228682 0.001089012 0.000242006 0.00114766 19.01.2010 310.30 169.16 445.00 9998.00 147.00 -0.00704 -0.047039603 0.015749829 0.107198228 0.013793103 1.59251E-06 0.001701029 0.000161845 0.007669781 0.000155302 0.001261946 -0.041243534 0.012721847 0.087577283 0.01246201 -5.20471E-05 1.60543E-05 0.000110518 1.57264E-05 -0.000524694 -0.003611997 -0.000513977 0.001114145 0.00015854 0.001091389 18.01.2010 308.10 170.95 442.00 9880.00 147.60 -0.018477222 -0.044972067 0.004545455 0.097777778 0.000677966 0.000103536 0.001534759 2.30272E-06 0.006108491 4.26575E-07 -0.010175276 -0.039175998 0.001517473 0.078156833 -0.000653127 0.000398627 -1.54407E-05 -0.000795267 6.64575E-06 -5.94485E-05 -0.003061872 2.55869E-05 0.000118601 -9.91103E-07 -5.10463E-05 15.01.2010 311.60 170.35 444.00 9748.00 144.40 -0.008274984 -0.042977528 0.011389522 0.096389607 0.002081888 7.26942E-10 0.001382461 6.99154E-05 0.005893428 5.63692E-07 2.69619E-05 -0.037181459 0.00836154 0.076768663 0.000750795 -1.00248E-06 2.25443E-07 2.06983E-06 2.02428E-08 -0.000310894 -0.002854371 -2.79156E-05 0.000641904 6.2778E-06 5.76375E-05 14.01.2010 311.30 171.70 445.00 9459.00 145.39 -0.011432201 -0.038095238 0.022988506 0.056871508 0.009652778 9.79849E-06 0.001043236 0.000398423 0.001387604 6.92504E-05 -0.003130255 -0.032299169 0.019960524 0.037250564 0.008321685 0.000101105 -6.24815E-05 -0.000116604 -2.6049E-05 -0.000644708 -0.001203162 -0.000268784 0.000743541 0.000166105 0.000309987 13.01.2010 312.50 184.69 440.00 9160.00 144.50 0.001602564 0.034677871 -0.011235955 0.006593407 0.003472222 9.80993E-05 0.00163814 0.00020346 0.000169717 4.58443E-06 0.00990451 0.04047394 -0.014263936 -0.013027538 0.002141129 0.000400875 -0.000141277 -0.000129031 2.12068E-05 -0.000577318 -0.000527276 8.66599E-05 0.000185824 -3.05409E-05 -2.78936E-05 12.01.2010 312.50 177.51 438.10 9030.00 145.00 0.004177378 0.012838069 0.002517162 0.014606742 0 0.000155734 0.000347231 2.60936E-07 2.51422E-05 1.77181E-06 0.012479324 0.018634138 -0.000510819 -0.005014203 -0.001331093 0.000232541 -6.37468E-06 -6.25739E-05 -1.66111E-05 -9.51867E-06 -9.34354E-05 -2.48038E-05 2.56135E-06 6.79948E-07 6.67437E-06 11.01.2010 313.90 179.00 440.00 9000.00 147.50 0.015857605 0.063956253 0 0.018099548 0.049822064 0.000583684 0.004865386 9.16867E-06 2.31465E-06 0.002351374 0.024159551 0.069752322 -0.003027981 -0.001521397 0.048490971 0.001685185 -7.31547E-05 -3.67563E-05 0.00117152 -0.000211209 -0.000106121 0.003382358 4.60676E-06 -0.00014683 -7.3774E-05 08.01.2010 314.20 178.00 439.00 8891.00 144.10 0.021788618 0.044968886 -0.012373453 0.010800364 0.03297491 0.000905442 0.002577081 0.000237204 7.78026E-05 0.001001331 0.030090564 0.050764955 -0.015401435 -0.008820581 0.031643817 0.001527546 -0.000463438 -0.000265416 0.00095218 -0.000781853 -0.000447776 0.001606397 0.00013585 -0.00048736 -0.000279117 07.01.2010 314.90 178.50 435.00 8950.00 144.00 0.009294872 0.060795151 -0.018058691 0.052941176 0.014084507 0.000309648 0.004434391 0.000444648 0.001110238 0.00016265 0.017596818 0.06659122 -0.021086672 0.033320232 0.012753414 0.001171794 -0.000371058 0.00058633 0.00022442 -0.001404187 0.002218835 0.000849265 -0.000702613 -0.000268927 0.000424947 06.01.2010 312.00 178.50 445.00 9100.00 144.00 0.033112583 0.127890813 0.013898382 0.078838174 0.036717063 0.001715163 0.017872182 0.000118166 0.00350668 0.001252167 0.041414529 0.133686882 0.010870401 0.059217229 0.03538597 0.005536579 0.000450193 0.002452454 0.001465493 0.00145323 0.007916567 0.00473064 0.000643715 0.00038466 0.002095459 05.01.2010 311.20 175.26 437.00 8900.00 145.00 0.010061668 0.130636733 0.01627907 0.065868263 0.05994152 0.000337222 0.01861391 0.000175591 0.002138814 0.003435182 0.018363614 0.136432802 0.013251088 0.046247319 0.058610427 0.002505399 0.000243338 0.000849268 0.001076299 0.001807883 0.006309651 0.007996385 0.000612827 0.000776652 0.002710575 04.01.2010 309.00 168.24 440.00 8840.00 140.50 0.051735875 0.064136622 0.023255814 0.059952038 0.028550512 0.00360454 0.004890581 0.000409165 0.001626597 0.000740897 0.060037821 0.069932692 0.020227833 0.040331094 0.027219419 0.004198606 0.001214435 0.002421391 0.001634195 0.001414587 0.002820462 0.001903527 0.000815811 0.00055059 0.001097789 30.12.2009 307.50 170.34 444.50 8796.00 139.50 0.028084253 0.041834862 0.03372093 0.062318841 0.010869565 0.001323955 0.002268706 0.000942057 0.00182311 9.09825E-05 0.036386199 0.047630932 0.030692949 0.042697896 0.009538472 0.001733109 0.0011168 0.001553614 0.000347069 0.001461934 0.002033741 0.000454326 0.001310524 0.000292764 0.000407273 29.12.2009 312.00 168.27 443.00 8500.00 142.00 0.016286645 0.001607143 0.000451671 0.03343465 0.018140102 0.000604599 5.48075E-05 6.63737E-06 0.000190818 0.000282543 0.024588591 0.007403212 -0.00257631 0.013813706 0.016809009 0.000182035 -6.33478E-05 0.00033966 0.00041331 -1.9073E-05 0.000102266 0.000124441 -3.55884E-05 -4.33052E-05 0.000232195 28.12.2009 302.00 158.26 438.90 8435.00 138.90 -0.023285899 -0.048632402 0.008965517 0.007164179 0.006521739 0.000224519 0.001834951 3.52543E-05 0.000155171 2.69428E-05 -0.014983953 -0.042836332 0.005937536 -0.012456766 0.005190646 0.000641858 -8.89678E-05 0.000186652 -7.77764E-05 -0.000254342 0.000533602 -0.000222348 -7.39625E-05 3.08196E-05 -6.46587E-05 23.12.2009 308.10 155.01 430.00 8350.00 136.80 -0.00162022 -0.093508772 0.014150943 0.004934408 0.01183432 4.46455E-05 0.007693518 0.00012372 0.000215694 0.000110318 0.006681726 -0.087712703 0.011122962 -0.014686536 0.010503226 -0.000586072 7.43206E-05 -9.81314E-05 7.01797E-05 -0.000975625 0.001288196 -0.000921266 -0.000163358 0.000116827 -0.000154256 22.12.2009 293.80 158.10 430.00 8340.00 136.60 -0.050420168 -0.094242337 0 0.00120048 0.017125838 0.001773945 0.007822742 9.16867E-06 0.000339314 0.000249474 -0.042118222 -0.088446268 -0.003027981 -0.018420465 0.015794745 0.0037252 0.000127533 0.000775837 -0.000665247 0.000267814 0.001629221 -0.001396986 5.57768E-05 -4.78262E-05 -0.000290947 21.12.2009 299.10 163.50 430.00 8280.00 138.00 -0.036404639 -0.081460674 0 -0.00564429 0.026022305 0.000789761 0.005725132 9.16867E-06 0.000638332 0.000609656 -0.028102693 -0.075664605 -0.003027981 -0.025265234 0.024691212 0.002126379 8.50944E-05 0.000710021 -0.00069389 0.000229111 0.001911684 -0.001868251 7.65027E-05 -7.47645E-05 -0.000623829 18.12.2009 307.00 168.00 442.80 8225.00 139.47 -0.024467747 -0.056179775 0.044339623 -0.01497006 0.025514706 0.000261333 0.002538518 0.001706652 0.001196538 0.000584847 -0.016165801 -0.050383706 0.041311641 -0.034591005 0.024183613 0.000814493 -0.000667836 0.000559191 -0.000390947 -0.002081434 0.001742823 -0.00121846 -0.001429011 0.000999065 -0.000836535 17.12.2009 309.20 166.35 435.00 8375.00 138.00 -0.024605678 -0.083975771 0.046176046 0.009036145 0.013960323 0.000265812 0.006112066 0.001861755 0.000112038 0.000159497 -0.016303732 -0.078179702 0.043148065 -0.0105848 0.01262923 0.001274621 -0.000703474 0.000172572 -0.000205904 -0.003373303 0.000827517 -0.000987349 -0.000456714 0.000544927 -0.000133678 16.12.2009 308.60 171.00 424.00 8309.00 135.20 -0.019071837 -0.073170732 0.026385863 0.013292683 -0.005882353 0.000115991 0.004539345 0.000545591 4.00469E-05 5.20338E-05 -0.010769891 -0.067374663 0.023357882 -0.006328262 -0.007213446 0.000725618 -0.000251562 6.81547E-05 7.7688E-05 -0.001573729 0.000426365 0.000486003 -0.000147815 -0.000168491 4.56486E-05 15.12.2009 309.40 174.55 430.00 8330.00 134.30 -0.020886076 -0.071542553 0.023809524 0.003614458 -0.042082739 0.00015836 0.0043226 0.000431873 0.000256208 0.001884761 -0.01258413 -0.065746484 0.020781542 -0.016006487 -0.043413832 0.000827362 -0.000261518 0.000201428 0.000546325 -0.001366313 0.00105237 0.002854307 -0.000332639 -0.000902206 0.000694903 14.12.2009 310.40 178.00 430.00 8327.00 134.50 -0.012408527 -0.051425526 -0.00462963 0.003494818 -0.039285714 1.6864E-05 0.002082047 5.8639E-05 0.000260052 0.001649725 -0.004106581 -0.045629457 -0.007657611 -0.016126127 -0.040616807 0.000187381 3.14466E-05 6.62232E-05 0.000166796 0.000349413 0.000735826 0.001853323 0.000123488 0.000311028 0.000654992 11.12.2009 314.70 178.00 424.00 8350.00 136.00 -0.00756859 -0.045576408 -0.016241299 0.012121212 -0.018759019 5.3781E-07 0.001582475 0.000371305 5.6246E-05 0.000403613 0.000733356 -0.039780338 -0.019269281 -0.007499733 -0.020090112 -2.91731E-05 -1.41312E-05 -5.49997E-06 -1.47332E-05 0.000766539 0.000298342 0.000799191 0.000144514 0.000387122 0.00015067 10.12.2009 317.00 181.60 415.80 8300.00 136.10 -0.013690106 -0.042951252 -0.030769231 0.014297935 -0.019028398 2.90323E-05 0.001380508 0.001142252 2.83344E-05 0.000414509 -0.00538816 -0.037155183 -0.033797212 -0.00532301 -0.020359492 0.000200198 0.000182105 2.86812E-05 0.0001097 0.001255742 0.000197777 0.000756461 0.000179903 0.000688094 0.000108374 09.12.2009 314.60 184.50 413.10 8200.00 136.00 -0.014102162 -0.033525406 -0.026855124 0.002444988 -0.003663004 3.36425E-05 0.000768916 0.000893 0.000295013 2.4941E-05 -0.005800216 -0.027729337 -0.029883105 -0.017175957 -0.004994097 0.000160836 0.000173328 9.96243E-05 2.89668E-05 0.000828639 0.000476278 0.000138483 0.000513271 0.000149239 8.57784E-05 08.12.2009 316.00 188.00 420.00 8300.00 140.20 0.001584786 -0.016221873 0.009615385 0.0375 0.033161385 9.77475E-05 0.000108697 4.33939E-05 0.000319661 0.001013168 0.009886732 -0.010425804 0.006587403 0.017879055 0.031830292 -0.000103077 6.51279E-05 0.000176765 0.000314698 -6.8679E-05 -0.000186404 -0.000331856 0.000117777 0.000209679 0.000569096 07.12.2009 314.30 187.65 432.00 8298.00 140.00 -0.00851735 0.008870968 0.010526316 0.050379747 0.044776119 4.6399E-08 0.000215122 5.6225E-05 0.000946104 0.00188747 -0.000215404 0.014667037 0.007498334 0.030758802 0.043445026 -3.15934E-06 -1.61517E-06 -6.62558E-06 -9.35824E-06 0.000109978 0.00045114 0.00063721 0.00023064 0.000325765 0.001336317 04.12.2009 317.10 186.50 431.00 8250.00 138.60 0.019614148 -0.021048764 0.011737089 0.03125 0.03975994 0.000779308 0.000232645 7.58486E-05 0.000135235 0.001476776 0.027916094 -0.015252695 0.008709108 0.011629055 0.038428847 -0.000425796 0.000243124 0.000324638 0.001072783 -0.000132837 -0.000177374 -0.000586143 0.000101279 0.000334681 0.000446891 03.12.2009 321.40 189.75 429.00 8183.00 138.74 0.019346654 -0.023216308 0.012747875 0.016521739 0.030757801 0.000764445 0.000303465 9.44763E-05 9.60508E-06 0.000865931 0.0276486 -0.017420239 0.009719894 -0.003099206 0.029426708 -0.000481645 0.000268741 -8.56887E-05 0.000813607 -0.000169323 5.39889E-05 -0.00051262 -3.0124E-05 0.000286024 -9.11994E-05 02.12.2009 319.10 190.90 424.50 8180.00 136.50 -0.007773632 -0.046929606 0.001888128 0.009502653 0.016381236 2.79116E-07 0.001691968 1.29926E-06 0.00010238 0.000226507 0.000528314 -0.041133536 -0.001139853 -0.010118291 0.015050143 -2.17314E-05 -6.022E-07 -5.34564E-06 7.9512E-06 4.68862E-05 0.000416201 -0.000619066 1.15334E-05 -1.7155E-05 -0.000152282 01.12.2009 315.50 191.10 416.00 8000.00 135.70 -0.035168196 -0.060933661 -0.028037383 -0.009042487 0.005185185 0.000721795 0.003040154 0.000965057 0.000821592 1.4854E-05 -0.02686625 -0.055137592 -0.031065365 -0.028663432 0.003854092 0.00148134 0.00083461 0.000770079 -0.000103545 0.001712869 0.001580433 -0.000212505 0.00089044 -0.000119729 -0.000110472 30.11.2009 317.00 186.00 427.50 7900.00 134.00 -0.024615385 -0.118065434 -0.017241379 -0.021186966 -0.028985507 0.000266128 0.01260441 0.000410847 0.001665286 0.000919096 -0.016313439 -0.112269365 -0.020269361 -0.04080791 -0.0303166 0.001831499 0.000330663 0.000665717 0.000494568 0.002275628 0.004581478 0.003403625 0.00082715 0.000614498 0.001237157 27.11.2009 311.00 190.51 426.00 8000.00 133.30 -0.04189772 -0.097109005 -0.00234192 -0.030185477 -0.023371676 0.001128676 0.008338052 2.88358E-05 0.00248068 0.000610227 -0.033595774 -0.091312936 -0.005369902 -0.049806422 -0.024702769 0.003067729 0.000180406 0.001673285 0.000829909 0.000490341 0.004547971 0.002255682 0.000267456 0.000132651 0.001230357 26.11.2009 315.30 194.26 423.60 8050.00 134.60 -0.014379494 0.003927649 -0.000943396 -0.012391118 -0.010294118 3.69366E-05 9.45507E-05 1.57718E-05 0.001024772 0.000135146 -0.006077548 0.009723718 -0.003971378 -0.032012062 -0.011625211 -5.90964E-05 2.41362E-05 0.000194555 7.06528E-05 -3.86166E-05 -0.000311276 -0.00011304 0.000127132 4.61681E-05 0.000372147 25.11.2009 321.60 200.30 423.70 8103.00 134.30 24.11.2009 327.00 203.50 428.00 8073.00 135.00 23.11.2009 325.00 210.90 435.00 8071.00 138.00 20.11.2009 324.60 211.00 427.00 8249.00 136.49 19.11.2009 319.90 193.50 424.00 8151.00 136.00 58 rozptyl výnosnost -0.008301946 -0.005796069 0.003027981 0.019620945 0.001331093 0.000512273 0.003370743 0.000586011 0.0011787 0.000643959 0.000500374 0.000251022 0.000360545 0.000295591 -2.95718E-05 0.00036591 0.000323076 0.000177369 0.000294004 0.00041275 -0.008301946 -0.005796069 0.003027981 0.019620945 0.001331093 0.000512273 0.003370743 0.000586011 0.0011787 0.000643959 0.000500374 0.000251022 0.000360545 0.000295591 -2.95718E-05 0.00036591 0.000323076 0.000177369 0.000294004 0.00041275 riziko 0.022633457 0.058058098 0.024207659 0.034332195 0.025376345 kovarianční matice výnosnosti rizika váhy ECM ORCO PEGAS PM UNI ECM -0.008301946 0.022633457 0.25 0.2 ECM 0.000512273 0.000500374 0.000251022 0.000360545 0.000295591 ORCO -0.005796069 0.058058098 0.05 0.2 ORCO 0.003370743 -2.95718E-05 0.00036591 0.000323076 PEGAS 0.003027981 0.024207659 0.25 0.2 PEGAS 0.000586011 0.000177369 0.000294004 PM 0.019620945 0.034332195 0.3 0.2 PM 0.0011787 0.00041275 UNI 0.001331093 0.025376345 0.15 0.2 UNI 0.000643959 výnosnost portfolia 0.004477653 0.001976401 riziko portfolia 0.020461357 0.022085129 korelační matice ECM ORCO PEGAS PM UNI riziko portfolia pro nekorelované 0.014058508 0.015864029 ECM 1 0.380785714 0.458149703 0.463988519 0.514648526 ORCO 1 -0.021040807 0.183573491 0.219286817 PEGAS 1 0.213414365 0.478598772 PM 1 0.473758278 UNI 1