Security			Wi 	
	S1	0.4	1.85	0.25	3%
	S2	-0.5	0.75	0.4	2%
	S3	0.67	-0.25	0.35	0.50%
		"= 1,20"	"= 0,80"		
					
					
					
beta_F1	1.2				
beta_F2	0.8				
sigma_F1	0.24				
sigma_F2	0.14				
					
	beta_i	var_i	sigma_i		
1	1.96	0.077197	0.277843481		
2	0	0.025825	0.160701587		
3	0.604	0.02710664	0.164640943		
					
bpi	0.1345	0.675			
					
VarP	0.010095561				
Sigma_P	0.100476668				
##### Sheet/List 2 #####
 										
   										
 										
", "										
", "										
										
", "										
", "										
										
"= 1,20, "										
"= 0,56, "										
"= 1,58 "									X	Y
			F1	F2	F3			wi	0.65	0.35
		E (ri)	0.04	0.065	0.09			alfa	0.06	0.09
		b_x	0.08	0.4	1.48			e	0.025	0.0185
		b_y	0.75	0.65	0.59			sigma_e	0.14	0.25
		sigma_Fi	0.1	0.095	0.12					
		beta_Fi	1.2	0.56	1.58					
								ri		
								X	0.2474	
								Y	0.23385	
										
								Rp	0.2426575	
										
								var_i		
								X	0.05264976	
								Y	0.076950703	
										
								Sigma_i		
								X	0.229455355	
								Y	0.277399896	
										
								bpi		
								1	0.3145	
								2	0.4875	
								3	1.1685	
										
								VarP	0.038732849	
								SigmaP	0.196806627	
##### Sheet/List 3 #####
				F1	F2	wi		
Var_M	624		b_A	0.75	1.5	0.48		
"cov_F1,M"	256		b_B	0.85	1.7	0.52		
"cov_F2,M"	850		beta_i	0.41025641	1.362179487			
rf	6							
rM	12							
			beta_i					
			A	2.350961538				NO CORRELATED FACTORS!
			B 	2.664423077				
								
			rie	(CAPM)				
			A	20.10576923				
			B	21.98653846				
								
			E(Rp)	21.08376923				
								
			VarP	bp1^2*var_f1+bp2^2*var_f2+sum_wi^2*var_eps_i				
				F1	F2			
			bpi	0.802	1.604			
						not enought information needed to calculate the varP		
##### Sheet/List 4 #####
						
	CP					
	A	0.5	0.8	16.2		
	B	1.5	1.4	21.6		
		0	0	10		
						
	budget	1000				
						
$	wi				bpi	
1500	A	1.5			1	0
-500	B	-0.5			2	0.5
						
						
Rp	13.5