Day A B C D E Market Index A B C D E 1 570 98.4 669.1 53.9 103.5 333.4 2 569 98.2 715 53.8 103 338.9 -0.001755927 -0.002034589 0.066349017 -0.001857011 -0.004842624 0.016362108 3 563.8 96.6 725 53.2 101.9 346.8 -0.009180855 -0.016427474 0.013889112 -0.011215071 -0.010737048 0.023043166 4 575.3 96.5 716 53.9 100 347.8 0.020192065 -0.001035733 -0.012491488 0.013072082 -0.018821754 0.002879357 5 595.1 97 725 55.6 101.6 350.9 0.033837815 0.00516797 0.012491488 0.031052723 0.015873349 0.008873681 6 602.8 98.4 727.5 57 101.2 348.1 0.012856008 0.014329826 0.003442344 0.024868067 -0.003944778 -0.008011488 7 601.8 99 716.6 54.7 102 349.4 -0.001660303 0.006079046 -0.015096194 -0.041187558 0.007874056 0.003727603 8 601.3 105.4 721.5 55.6 101.6 354.2 -0.000831186 0.062642786 0.006814573 0.016319492 -0.003929278 0.013644328 9 614.8 116.9 718.6 55.9 101.7 361.1 0.022203034 0.103556232 -0.004027504 0.005381179 0.000983768 0.019293203 10 628.1 119.6 717.8 56.5 100.5 372.7 0.021402378 0.022833973 -0.001113896 0.010676258 -0.011869576 0.031618878 11 629 113.2 729.5 56.4 103.4 371.6 0.001431867 -0.054996676 0.016168389 -0.00177148 0.028447235 -0.0029558 12 618.6 109.5 702.6 54.9 102.3 395.9 -0.016672396 -0.033231617 -0.037571628 -0.02695581 -0.010695289 0.063343647 13 638 105 750.8 55 102.8 397.6 0.030879423 -0.041964199 0.066351565 0.001819837 0.00487568 0.004284821 14 656 104.9 789.7 56.6 99.8 406.1 0.027822506 -0.000952835 0.050513822 0.0286758 -0.02961717 0.02115296 15 662 105.3 799.1 56.9 101.4 400.7 0.009104767 0.003805904 0.011832968 0.005286356 0.015904908 -0.013386417 16 669.4 105.7 805 56 100.9 396.6 0.011116233 0.003791474 0.007356183 -0.01594365 -0.004943164 -0.010284802 17 700.7 108.5 870 56.7 95.3 398.2 0.045698047 0.02614528 0.077650934 0.01242252 -0.057100117 0.004026176 18 709 110.3 937.6 57 65.7 400.9 0.011775691 0.016453753 0.074830207 0.005277057 -0.371930885 0.006757628 19 713 112.6 948.8 56.8 99.4 399.1 0.005625894 0.020637789 0.011874609 -0.003514942 0.414053188 -0.004500008 20 708 113.9 951.5 56.5 99.2 401.1 -0.007037327 0.011479155 0.002841658 -0.005295688 -0.002014099 0.004998761 E(ri) 0.011410933 0.007698951 0.018531903 0.002479482 -0.002233347 0.009729884 rf 0.03 p.a. covar_iM -7.66363E-05 -2.00636E-05 -0.000143282 -5.79076E-05 -0.000351217 0.000311237 assumption 250 var_i 0.000267119 0.001223278 0.001071405 0.000329542 0.017556896 0.000311237 rf_p.d. 0.00012 beta alfa beta alfa beta alfa beta alfa beta alfa beta_i -0.246231127 -0.064463954 -0.460363256 -0.186055958 -1.128453695 1 -0.246231127 0.013806734 -0.064463954 0.008326178 -0.460363256 0.023011184 -0.186055958 0.004289785 -1.128453695 0.008746377 0.21660733 0.004275058 0.480576545 0.009484871 0.435921547 0.00860354 0.245452056 0.00484435 1.800924248 0.035543836 E(ri) -0.002246253 -0.000499491 -0.004304038 -0.001667976 -0.010724309 0.009729884 0.070643624 0.016212697 0.001057305 0.035970353 0.061565802 0.032628001 0.032694052 0.018371677 0.022574154 0.134796177 1.292229373 17 0.017993213 17 1.115281849 17 0.574584376 17 0.392623776 17 0.000339665 0.004468476 2.32808E-05 0.021995727 0.001187314 0.018097969 0.000193933 0.005737815 0.007133978 0.308890156 Min.Variance portfolio Covar_M 0.000267119 0.000122378 0.000257158 0.000190277 -0.000253024 0.000122378 0.001223278 -0.000106427 0.00016828 -1.35394E-05 0.000257158 -0.000106427 0.001071405 0.000203278 -0.001495229 0.000190277 0.00016828 0.000203278 0.000329542 -0.000260157 -0.000253024 -1.35394E-05 -0.001495229 -0.000260157 0.017556896 Systém of Matrices vrs 0.000534238 0.000244757 0.000514316 0.000380554 -0.000506048 1 0 0.000244757 0.002446556 -0.000212854 0.00033656 -2.70788E-05 1 0 0.000514316 -0.000212854 0.002142809 0.000406556 -0.002990457 1 0 0.000380554 0.00033656 0.000406556 0.000659083 -0.000520315 1 0 -0.000506048 -2.70788E-05 -0.002990457 -0.000520315 0.035113793 1 0 1 1 1 1 1 0 1 wi 0.518336137 0.091635004 0.073795974 0.285903523 0.030329362 3135.688208 -308.3583546 -723.9039686 -2041.711841 -61.71404383 0.518336137 0.518336137 -308.3583546 450.2517943 127.2654861 -269.300585 0.141659233 0.091635004 0.091635004 7.17675E-05 5.8127E-06 9.83657E-06 2.81979E-05 -3.97774E-06 -723.9039686 127.2654861 713.6362945 -162.9241314 45.92631946 0.073795974 0.073795974 5.8127E-06 1.02718E-05 -7.1969E-07 4.40873E-06 -3.76292E-08 -2041.711841 -269.300585 -162.9241314 2488.708704 -14.77214575 0.285903523 0.285903523 9.83657E-06 -7.1969E-07 5.8347E-06 4.28886E-06 -3.3466E-06 -61.71404383 0.141659233 45.92631946 -14.77214575 30.41821088 0.030329362 0.030329362 2.81979E-05 4.40873E-06 4.28886E-06 2.6937E-05 -2.25589E-06 0.518336137 0.091635004 0.073795974 0.285903523 0.030329362 -0.000430751 -0.000430751 -3.97774E-06 -3.76292E-08 -3.3466E-06 -2.25589E-06 1.61501E-05 proof 1 Rp 0.008628929 Var_p 0.000215376 Sigma_p 0.01467568 total risk = syst. Risk+unsyst. Risk sym risk is beta-p^2*var_m beta_p=suma_wi*beta-i beta_p -0.254929935 VarP_syst-part 2.02271E-05 0.004497454 Unsyst_part 0.000195149 0.013969556 Rp/sig_p 0.587974718 E(ri) Tag_portfolio VPS 0.011410933 7518.836014 -396.1822772 -1270.206012 -3395.350697 -50.43558186 0.011290933 0.007698951 -396.1822772 939.4911725 285.9286541 -416.9589258 13.18743242 0.007578951 0.018531903 -1270.206012 285.9286541 1452.557932 -227.8867038 102.2446465 0.018411903 0.002479482 -3395.350697 -416.9589258 -227.8867038 5356.944275 10.71686928 0.002359482 -0.002233347 -50.43558186 13.18743242 102.2446465 10.71686928 65.10742655 -0.002353347 Zi Wi 1.281090309 0.174568291 0.349080762 -0.8372666 0.032527239 50.61254302 1.281090309 6.896738729 0.174568291 0.000438394 2.73684E-05 0.000115002 -0.000204094 -1.05436E-05 13.79127214 0.349080762 2.73684E-05 3.72783E-05 -6.48549E-06 -2.45958E-05 -7.68798E-08 -33.07822372 -0.8372666 0.000115002 -6.48549E-06 0.000130559 -5.94128E-05 -1.69778E-05 1.285066521 0.032527239 -0.000204094 -2.45958E-05 -5.94128E-05 0.000231014 7.08512E-06 -1.05436E-05 -7.68798E-08 -1.69778E-05 7.08512E-06 1.85756E-05 suma_Zi 39.50739669 1 Rp 0.020282927 Var_p 0.000510358 Sigma_p 0.022591111 rych.zpusobVarP 0.000510358 Rp/sig_p 0.897827804 ##### Sheet/List 2 ##### Date KO MCD Goog AMZN S&P500 4/17/2017 43.07 133.410004 843.190002 898.530029 2348.689941 4/24/2017 43.150002 139.929993 905.960022 924.98999 2384.199951 0.001855765 0.047715124 0.071802859 0.029022789 0.015005917 5/1/2017 43.689999 143.960007 927.130005 934.150024 2399.290039 0.012436756 0.028393284 0.023098619 0.009854135 0.006309259 5/8/2017 43.59 145.360001 932.219971 961.349976 2390.899902 -0.002291454 0.009677899 0.005475009 0.028701471 -0.003503053 5/15/2017 43.900002 148.149994 934.01001 959.840027 2381.72998 0.007086599 0.019011803 0.001918348 -0.00157189 -0.003842717 5/22/2017 45.389999 149.860001 971.469971 995.780029 2415.820068 0.033377429 0.011476298 0.039323203 0.036759747 0.014211696 5/29/2017 45.889999 153.740005 975.599976 1006.72998 2439.070068 0.010955412 0.025561365 0.004242283 0.010936335 0.009578045 6/5/2017 45.32 151.479996 949.830017 978.309998 2431.77002 -0.01249877 -0.01480932 -0.026769603 -0.028636123 -0.002997452 6/12/2017 45.310001 151.990005 939.780029 987.710022 2433.149902 -0.000220655 0.003361185 -0.010637203 0.009562563 0.000567278 6/19/2017 45.25 154.639999 965.590027 1003.73999 2438.300049 -0.001325111 0.017285066 0.027093505 0.016099138 0.002114421 6/26/2017 44.849998 153.160004 908.72998 968 2423.409912 -0.008879126 -0.009616676 -0.060691343 -0.036256205 -0.006125492 7/3/2017 44.389999 156.270004 918.590027 978.76001 2425.179932 -0.010309348 0.020102153 0.010791917 0.011054387 0.000730117 7/10/2017 44.68 155.279999 955.98999 1001.809998 2459.27002 0.006511778 -0.006355374 0.039907527 0.023277166 0.013958846 7/17/2017 45.029999 153.919998 972.919983 1025.670044 2472.540039 0.007802938 -0.008796958 0.017554399 0.023537739 0.005381412 7/24/2017 46.009998 155.850006 941.530029 1020.039978 2472.100098 0.021529809 0.012461071 -0.032795599 -0.00550428 -0.000177947 7/31/2017 45.5 153.820007 927.960022 987.580017 2476.830078 -0.011146395 -0.013110912 -0.01451759 -0.032339576 0.001911517 8/7/2017 45.59 157.300003 914.390015 967.98999 2441.320068 0.001976068 0.022371696 -0.014731459 -0.020035777 -0.014440644 8/14/2017 45.669998 157.759995 910.669983 958.469971 2425.550049 0.001753189 0.00292003 -0.004076619 -0.009883513 -0.006480581 8/21/2017 45.57 158.820007 915.890015 945.26001 2443.050049 -0.002191978 0.00669667 0.005715713 -0.0138782 0.007188956 8/28/2017 45.779999 159.809998 937.340027 978.25 2476.550049 0.004597687 0.006214068 0.023149819 0.034305229 0.013619204 9/4/2017 46.299999 159.710007 926.5 965.900024 2461.429932 0.011294647 -0.000625883 -0.01163206 -0.012704927 -0.006124028 9/11/2017 46.18 156.919998 920.289978 986.789978 2500.22998 -0.002595136 -0.017623606 -0.006725232 0.021396895 0.015640265 9/18/2017 45.490002 158.910004 928.530029 955.099976 2502.219971 -0.015054238 0.012601921 0.008913908 -0.032641207 0.000795607 9/25/2017 45.009998 156.679993 959.109985 961.349976 2519.360107 -0.010607923 -0.014132565 0.032403034 0.0065225 0.006826617 10/2/2017 45.490002 159.600006 978.890015 989.580017 2549.330078 0.010607923 0.018465258 0.020413537 0.028942106 0.011825667 10/9/2017 46.18 165.369995 989.679993 1002.940002 2553.169922 0.015054238 0.035514635 0.010962359 0.01341034 0.001505084 10/16/2017 46.380001 166.300003 988.200012 982.909973 2575.209961 0.004321549 0.005608047 -0.001496533 -0.020173436 0.008595375 10/23/2017 46.07 165.389999 1019.27002 1100.949951 2581.070068 -0.006706374 -0.005487089 0.030956865 0.113411146 0.002272999 10/30/2017 45.970001 168.649994 1032.47998 1111.599976 2587.840088 -0.002172947 0.019519211 0.012876951 0.009626998 0.002619517 11/6/2017 46.540001 165.589996 1028.069946 1125.349976 2582.300049 0.012323148 -0.018310696 -0.00428045 0.01229368 -0.002143091 11/13/2017 45.709999 166.720001 1019.090027 1129.880005 2578.850098 -0.017995109 0.006800935 -0.008773107 0.00401736 -0.001336893 11/20/2017 45.880001 169.110001 1040.609985 1186 2602.419922 0.003712244 0.014233632 0.020896967 0.048474864 0.00909815 11/27/2017 45.970001 172.869995 1010.169983 1162.349976 2642.219971 0.001959718 0.021990441 -0.029688449 -0.020142503 0.015177711 12/4/2017 45.310001 173.149994 1037.050049 1162 2651.5 -0.014461251 0.001618398 0.026261575 -0.000301139 0.003506056 12/11/2017 46.189999 174.059998 1064.189941 1179.140015 2675.810059 0.019235522 0.00524182 0.0258337 0.014642713 0.009126643 12/18/2017 45.59 171.419998 1060.119995 1168.359985 2683.340088 -0.013074909 -0.015283382 -0.003831786 -0.009184329 0.00281016 12/25/2017 45.880001 172.119995 1046.400024 1169.469971 2673.610107 0.00634092 0.004075205 -0.01302638 0.000949587 -0.003632661 1/1/2018 46.07 174.050003 1102.22998 1229.140015 2743.149902 0.004132665 0.011150753 0.051979658 0.04976412 0.0256772 1/8/2018 46.150002 173.570007 1122.26001 1305.199951 2786.23999 0.001735025 -0.002761615 0.018009136 0.060041498 0.015586154 1/15/2018 47.16 176.119995 1137.51001 1294.579956 2810.300049 0.021649071 0.014584536 0.013497154 -0.008169964 0.008598244 1/22/2018 48.529999 178.360001 1175.839966 1402.050049 2872.870117 0.028636067 0.012638433 0.033141085 0.079749202 0.022020314 1/29/2018 46.73 169.380005 1111.900024 1429.949951 2762.129883 -0.037795786 -0.051659244 -0.055912472 0.019703958 -0.039309492 2/5/2018 43.130001 160.800003 1037.780029 1339.599976 2619.550049 -0.080167523 -0.051983366 -0.068986441 -0.0652684 -0.052999513 2/12/2018 44.98 157.789993 1094.800049 1448.689941 2732.219971 0.041999113 -0.018896385 0.053487899 0.078288615 0.042111889 2/19/2018 44.040001 163.059998 1126.790039 1500 2747.300049 -0.021119612 0.032853228 0.028801174 0.034805449 0.005504174 2/26/2018 43.720001 148.270004 1078.920044 1500.25 2691.25 -0.007292648 -0.095083256 -0.043412335 0.000166653 -0.020612859 3/5/2018 44.82 157.240005 1160.040039 1578.890015 2786.570068 0.024848782 0.058738369 0.072493939 0.051090317 0.034805704 3/12/2018 43.459999 162.360001 1135.72998 1571.680054 2752.01001 -0.030813517 0.032042766 -0.021178923 -0.004576933 -0.012479916 3/19/2018 42.330002 154.979996 1021.570007 1495.560059 2588.26001 -0.02634485 -0.046520048 -0.105934932 -0.049644387 -0.061345718 3/26/2018 43.43 156.380005 1031.790039 1447.339966 2640.870117 0.025654345 0.008992924 0.009954529 -0.032773393 0.020122613 4/2/2018 43.919998 161.25 1007.039978 1405.22998 2604.469971 0.011219305 0.030666981 -0.024279883 -0.029526389 -0.013879264 4/9/2018 44.509998 161.729996 1029.27002 1430.790039 2656.300049 0.013344086 0.002972298 0.021834519 0.01802579 0.019705007 4/16/2018 43.740002 158.770004 1072.959961 1527.48999 2670.139893 -0.017450777 -0.018471614 0.041571315 0.065399092 0.00519667 4/23/2018 43.310001 158.300003 1030.050049 1572.619995 2669.909912 -0.009879483 -0.002964653 -0.040813756 0.029117156 -8.61344E-05 4/30/2018 42.360001 165.029999 1048.209961 1580.949951 2663.419922 -0.022179034 0.041635284 0.017476518 0.005282886 -0.002433749 5/7/2018 42.139999 165.389999 1098.26001 1602.910034 2727.719971 -0.00520716 0.002179046 0.046643208 0.013794847 0.023855103 5/14/2018 42.18 160.979996 1066.359985 1574.369995 2712.969971 0.00094879 -0.027026206 -0.029476153 -0.017965559 -0.00542212 5/21/2018 42.400002 163.210007 1075.660034 1610.150024 2721.330078 0.005202234 0.013757649 0.008683493 0.022472168 0.003076795 5/28/2018 43.119999 159.160004 1119.5 1641.540039 2734.620117 0.016838494 -0.025127747 0.039947699 0.019307492 0.004871769 6/4/2018 43.950001 168.910004 1120.869995 1683.98999 2779.030029 0.019065743 0.059456042 0.001223008 0.025531122 0.016109427 6/11/2018 44.119999 166.460007 1152.26001 1715.969971 2779.659912 0.003860525 -0.01461097 0.027620075 0.01881253 0.00022663 6/18/2018 43.25 164.550003 1155.47998 1715.670044 2754.879883 -0.019915938 -0.011540589 0.002790585 -0.000174801 -0.008954744 6/25/2018 43.860001 156.690002 1115.650024 1699.800049 2718.370117 0.014005532 -0.04894515 -0.035078609 -0.009293075 -0.013341363 7/2/2018 44.639999 159.419998 1140.170044 1710.630005 2759.820068 0.01762753 0.017272873 0.021740196 0.006351101 0.015133006 7/9/2018 44.740002 158.509995 1188.819946 1813.030029 2801.310059 0.002237705 -0.005724565 0.04178376 0.058137768 0.014921701 7/16/2018 45.279999 157.970001 1184.910034 1813.699951 2801.830078 0.011997411 -0.003412503 -0.003294322 0.000369436 0.000185617 7/23/2018 46.209999 157.479996 1238.5 1817.27002 2818.820068 0.020330791 -0.003106707 0.044234119 0.001966455 0.006045579 7/30/2018 46.619999 156.210007 1223.709961 1823.290039 2840.350098 0.008833409 -0.00809714 -0.012013774 0.003307197 0.007608937 8/6/2018 46.080002 158.679993 1237.609985 1886.300049 2833.280029 -0.011650552 0.015688251 0.011294892 0.033974681 -0.002492257 8/13/2018 46.599998 161.149994 1200.959961 1882.219971 2850.129883 0.011221438 0.015446019 -0.030060884 -0.002165349 0.005929505 8/20/2018 45.630001 159.380005 1220.650024 1905.390015 2874.689941 -0.021035081 -0.011044252 0.016262319 0.012234804 0.008580256 8/27/2018 44.57 162.229996 1218.189941 2012.709961 2901.52002 -0.02350443 0.017723737 -0.002017421 0.054795333 0.009289923 9/3/2018 45.720001 163.899994 1164.829956 1952.069946 2871.679932 0.025474874 0.010241392 -0.044790986 -0.030591733 -0.010337544 9/10/2018 45.990002 160.839996 1172.530029 1970.189941 2904.97998 0.005888164 -0.018846392 0.006588716 0.009239635 0.011529298 9/17/2018 46.580002 165.300003 1166.089966 1915.01001 2929.669922 0.012747282 0.027351966 -0.005507589 -0.028407105 0.008463263 9/24/2018 46.189999 167.289993 1193.469971 2003 2913.97998 -0.008408005 0.011966769 0.023208763 0.044923207 -0.005369925 10/1/2018 45.880001 166.570007 1157.349976 1889.650024 2885.570068 -0.006733989 -0.004313108 -0.030732118 -0.058254417 -0.00979736 10/8/2018 44.68 163.820007 1110.079956 1788.609985 2767.129883 -0.02650334 -0.016647377 -0.041700843 -0.054952866 -0.041911838 10/15/2018 46.330002 167.490005 1096.459961 1764.030029 2767.780029 0.036263768 0.022155371 -0.012345272 -0.013837793 0.000234926 10/22/2018 45.919998 173.339996 1071.469971 1642.810059 2658.689941 -0.008889034 0.034331283 -0.023055263 -0.071192755 -0.040212067 10/29/2018 48 176.75 1057.790039 1665.530029 2723.060059 0.044300302 0.019481344 -0.012849647 0.013735182 0.023922772 11/5/2018 49.68 185.940002 1066.150024 1712.430054 2781.01001 0.034401427 0.050687747 0.007872188 0.027770037 0.021057905 11/12/2018 50.169998 187.589996 1061.48999 1593.410034 2736.27002 0.009814761 0.008834657 -0.004380479 -0.072037051 -0.016218488 11/19/2018 49.02 181.929993 1023.880005 1502.060059 2632.560059 -0.023188821 -0.03063675 -0.036074235 -0.059038857 -0.038638907 11/26/2018 50.400002 188.509995 1094.430054 1690.170044 2760.169922 0.027762837 0.03552907 0.066634392 0.117991603 0.047335465 12/3/2018 49.09 182.960007 1036.579956 1629.130005 2633.080078 -0.026335867 -0.029883441 -0.054306939 -0.036783009 -0.047137951 12/10/2018 49.34 183.289993 1042.099976 1591.910034 2599.949951 0.005079763 0.001801972 0.005311095 -0.023111559 -0.012662098 12/17/2018 47.57 174.149994 979.539978 1377.449951 2416.620117 -0.036532801 -0.051152597 -0.061910113 -0.144700646 -0.073122277 12/24/2018 47.200001 175.559998 1037.079956 1478.02002 2485.73999 -0.007808397 0.008063891 0.057081257 0.07046944 0.02820048 12/31/2018 47.57 178.279999 1070.709961 1575.390015 2531.939941 0.007808397 0.015374489 0.031912914 0.063799502 0.018415386 1/7/2019 47.34 182.369995 1057.189941 1640.560059 2596.26001 -0.004846706 0.022682221 -0.012707554 0.040534813 0.025086168 1/14/2019 47.610001 182.570007 1098.26001 1696.199951 2670.709961 0.00568724 0.001096136 0.038112729 0.033352743 0.028272388 1/21/2019 47.369999 184 1090.98999 1670.569946 2664.76001 -0.005053748 0.007802058 -0.006641587 -0.015225573 -0.002230339 1/28/2019 48.700001 176.720001 1110.75 1626.22998 2706.530029 0.027689955 -0.040369193 0.017949931 -0.026900413 0.015553381 2/4/2019 49.5 174.75 1095.060059 1588.219971 2707.879883 0.016293619 -0.011210184 -0.014226253 -0.023650566 0.000498615 2/11/2019 45.240002 179.970001 1113.650024 1607.949951 2775.600098 -0.089990974 0.029433795 0.01683372 0.012346171 0.024700978 2/18/2019 45.279999 183.169998 1110.369995 1631.560059 2792.669922 0.000883716 0.017624497 -0.002949642 0.014576603 0.006131124 2/25/2019 45.380001 185.050003 1140.98999 1671.72998 2803.689941 0.00220609 0.010211403 0.027203009 0.024322358 0.003938286 3/4/2019 44.84 179.5 1142.319946 1620.800049 2743.070068 -0.011970903 -0.030450867 0.001164937 -0.030939122 -0.02185863 3/11/2019 45.299999 185.330002 1184.459961 1712.359985 2822.47998 0.010206412 0.031962823 0.036225707 0.054952642 0.028538168 3/18/2019 45.93 186.809998 1205.5 1764.77002 2800.709961 0.013811488 0.007954016 0.017607477 0.030147854 -0.007742981 3/25/2019 46.860001 189.899994 1173.310059 1780.75 2834.399902 0.020045956 0.016405539 -0.027065554 0.009014242 0.011957297 4/1/2019 46.470001 190.710007 1207.150024 1837.280029 2892.73999 -0.00835749 0.0042564 0.028433365 0.031251609 0.020373906 4/8/2019 46.740002 191.600006 1217.869995 1843.060059 2907.409912 0.005793407 0.004655911 0.008841198 0.003141033 0.005058474 E(ri) 0.000793919 0.003514396 0.003569577 0.006974975 0.002071892 "rf=2,7%p.a." covar_i 0.000205049 0.000246674 0.000468488 0.000547226 0.000387911 48 tydnu/rok beta_i 0.528597863 0.635902312 1.20771855 1.41069916 1 rf per week 0.0005625 korektne - efektivni r_ef E(ri)_capm 0.001356918 0.001519666 0.002386939 0.002694799 0.002071892 0.000555194 gama -0.000562999 0.00199473 0.001182638 0.004280176 Min Var 0.000423523 0.00015167 0.000221702 0.000220757 0.00015167 0.000609212 0.000338648 0.000303763 0.000221702 0.000338648 0.0009969 0.000844446 0.000220757 0.000303763 0.000844446 0.001490939 Mat soustavy VPS 0.000847046 0.00030334 0.000443405 0.000441513 1 0 0.00030334 0.001218423 0.000677296 0.000607525 1 0 0.000443405 0.000677296 0.0019938 0.001688892 1 0 0.000441513 0.000607525 0.001688892 0.002981878 1 0 1 1 1 1 0 1 0.588904005 0.331911854 0.048884529 0.030299611 Inv_M wi 837.6242187 -520.0485763 -235.2602234 -82.315419 0.588904005 0.588904005 0.000146881 2.9646E-05 6.38243E-06 3.93908E-06 0.000146881 2.9646E-05 6.38243E-06 3.93908E-06 -520.0485763 871.4156767 -321.7539945 -29.61310593 0.331911854 0.331911854 2.9646E-05 6.71141E-05 5.49468E-06 3.05488E-06 2.9646E-05 6.71141E-05 5.49468E-06 3.05488E-06 -235.2602234 -321.7539945 1090.877124 -533.8629061 0.048884529 0.048884529 6.38243E-06 5.49468E-06 2.38229E-06 1.25078E-06 6.38243E-06 5.49468E-06 2.38229E-06 1.25078E-06 -82.315419 -29.61310593 -533.8629061 645.7914311 0.030299611 0.030299611 3.93908E-06 3.05488E-06 1.25078E-06 1.36878E-06 3.93908E-06 3.05488E-06 1.25078E-06 1.36878E-06 0.588904005 0.331911854 0.048884529 0.030299611 -0.000634564 -0.000634564 zk 1 Rp 0.002019848 Var_p 0.000317282 sigma_p 0.017812413 rp/sigma_p 0.113395525 beta_p 0.624139303 sys_var_p 0.000151111 Nes_var_p 0.000166171 E(ri) tg-portfolio VPS 0.000793919 2768.307195 -424.0389233 -379.7863678 -108.3920362 0.000238725 0.003514396 -424.0389233 2090.047584 -592.3694059 -27.52949254 0.002959202 0.003569577 -379.7863678 -592.3694059 2189.286024 -1063.057467 0.003014382 0.006974975 -108.3920362 -27.52949254 -1063.057467 1294.476396 0.006419781 -0.527403566 0.892776899 -0.448167932 1.082794599 Zi wi -2.434627282 -0.527403566 0.000117805 -7.14143E-05 5.24028E-05 -0.000126067 4.121282322 0.892776899 -7.14143E-05 0.000485572 -0.000135498 0.000293645 -2.068855699 -0.448167932 5.24028E-05 -0.000135498 0.000200232 -0.000409788 4.998451737 1.082794599 -0.000126067 0.000293645 -0.000409788 0.001748043 sum_Zi 4.616251079 1 Rp 0.008671551 Var_p 0.001758214 sigma_p 0.041931061 rp/sigma_p 0.206804952 rych_var_p 0.001758214 beta_p 1.275171202 sys_var_p 0.000630768 Nes_var_p 0.001127446