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_Fi			Beta_i			bp1	bp2
1	1.2		1	1.96		0.1345	0.675
2	0.8		2	0			
Sigma_Fi			3	0.604		VarP	0.009777173
1	0.2					SigmaP	0.098879586
2	0.14						
##### Sheet/List 2 #####
   											
 											
", "											
", "											
											
", "											
", "											
											
"= 1,20, "											
"= 0,56, "											
"= 1,58 "									X	Y	
								wi	0.65	0.35	
			F1	F2	F3			alfa	0.06	0.09	
		E ( ri)	0.04	0.065	0.09			eps	0.025	0.0185	
		b_x	0.08	0.4	1.48			Sigma_eps	0.14	0.25	
		b_y	0.75	0.65	0.59						
		Sigma_Fi	0.1	0.095	0.12						
		beta_Fi	1.2	0.56	1.58			r_i			
								X	0.2474		
								Y	0.23385		
											
								E (Rp)	0.2426575		
											
								Var_i			Sigma_i
								X	0.05264976		0.229455355
								Y	0.076950703		0.277399896
											
									bp1	bp2	bp3
									0.3145	0.4875	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				CAPM:	r_i	
			A	2.350961538				A	20.10576923
			B 	2.664423077				B	21.98653846
									
							E (Rp) 	21.08376923	
			lambda1	2.461538462					
			lambda2	8.173076923			VarP	…not all important parameters awailable	
									
								bp1	bp2
								0.802	1.604
##### Sheet/List 4 #####
							
	CP						
	A	0.5	0.8	16.2			
	B	1.5	1.4	21.6			
		0	0	10			
							
							
budged	1000						
						bp1	bp2
	$	wi		E (Rp)		0	0.5
A	1500	1.5		13.5			
B	-500	-0.5