Pražské pivovary Živnobanka Komerční banka Datum Kurz Zmena Datum Kurz Zmena Datum Kurz Zmena 4/26/2002 26.56 0.00% 4/26/2002 665.00 0.00% 4/26/20021818.00 4.84% 4/25/2002 26.56 0.00% 4/25/2002 665.00 0.00% 4/25/20021734.00 1.52% 4/24/2002 26.56 0.00% 4/24/2002 665.00 0.00% 4/24/20021708.00 -0.29% 4/23/2002 26.56 0.00% 4/23/2002 665.00 0.00% 4/23/20021713.00 2.45% 4/22/2002 26.56 0.00% 4/22/2002 665.00 0.00% 4/22/20021672.00 0.54% 4/19/2002 26.56 0.00% 4/19/2002 665.00 0.00% 4/19/20021663.00 -3.65% 4/18/2002 26.56 0.00% 4/18/2002 665.00 0.00% 4/18/20021726.00 -4.27% 4/17/2002 26.56 0.00% 4/17/2002 665.00 0.00% 4/17/20021803.00 0.78% 4/16/2002 26.56 0.00% 4/16/2002 665.00 0.00% 4/16/20021789.00 -2.19% 4/15/2002 26.56 0.00% 4/15/2002 665.00 0.00% 4/15/20021829.00 4.87% 4/12/2002 26.56 0.00% 4/12/2002 665.00 0.00% 4/12/20021744.00 1.28% 4/11/2002 26.56 0.00% 4/11/2002 665.00 0.00% 4/11/20021722.00 -2.05% 4/10/2002 26.56 0.00% 4/10/2002 665.00 0.00% 4/10/20021758.00 0.92% 4/9/2002 26.56 0.00% 4/9/2002 665.00 0.00% 4/9/20021742.00 3.51% 4/5/2002 26.56 0.00% 4/5/2002 665.00 0.00% 4/5/20021637.00 3.02% 4/4/2002 26.56 0.00% 4/4/2002 665.00 0.00% 4/4/20021589.00 0.89% 4/3/2002 26.56 0.00% 4/3/2002 665.00 0.00% 4/3/20021575.00 -0.13% 4/2/2002 26.56 0.00% 4/2/2002 665.00 0.00% 4/2/20021577.00 -0.44% 3/29/2002 26.56 4.98% 3/29/2002 665.00 1.53% 3/29/20021584.00 2.13% 3/28/2002 25.30 4.98% 3/28/2002 655.00 0.77% 3/28/20021551.00 3.26% 3/27/2002 24-Oct 4.97% 3/27/2002 650.00 0.62% 3/27/20021502.00 -0.92% 3/26/2002 22.96 0.00% 3/26/2002 646.00 0.47% 3/26/20021516.00 -0.13% 3/25/2002 22.96 0.00% 3/25/2002 643.00 0.47% 3/25/20021518.00 -2.00% 3/22/2002 22.96 0.00% 3/22/2002 640.00 0.79% 3/22/20021549.00 8.40% 3/21/2002 22.96 0.00% 3/21/2002 635.00 0.00% 3/21/20021429.00 -0.42% 3/20/2002 22.96 4.98% 3/20/2002 635.00 -2.31% 3/20/20021435.00 1.20% 3/19/2002 21.87 0.00% 3/19/2002 650.00 0.00% 3/19/20021418.00 -1.05% 3/18/2002 21.87 0.00% 3/18/2002 650.00 3.34% 3/18/20021433.00 0.21% 3/15/2002 21.87 0.00% 3/15/2002 629.00 0.00% 3/15/20021430.00 0.42% 3/14/2002 21.87 0.00% 3/14/2002 629.00 -2.47% 3/14/20021424.00 0.64% 3/13/2002 21.87 0.00% 3/13/2002 644.90 2.37% 3/13/20021415.00 -0.42% 3/12/2002 21.87 4.99% 3/12/2002 630.00 -1.56% 3/12/20021421.00 -1.11% 3/11/2002 20.83 4.99% 3/11/2002 640.00 1.59% 3/11/20021437.00 -0.90% 3/8/2002 19.84 0.00% 3/8/2002 630.00 -0.79% 3/8/20021450.00 1.47% 3/7/2002 19.84 0.00% 3/7/2002 635.00 0.00% 3/7/20021429.00 3.48% 3/6/2002 19.84 0.00% 3/6/2002 635.00 0.00% 3/6/20021381.00 -1.36% 3/5/2002 19.84 0.00% 3/5/2002 635.00 -0.78% 3/5/20021400.00 0.14% 3/4/2002 19.84 0.00% 3/4/2002 640.00 0.79% 3/4/20021398.00 1.16% 3/1/2002 19.84 0.00% 3/1/2002 635.00 0.00% 3/1/20021382.00 6.14% 2/28/2002 19.84 0.00% 2/28/2002 635.00 0.00% 2/28/20021302.00 1.40% 2/27/2002 19.84 0.00% 2/27/2002 635.00 0.00% 2/27/20021284.00 -0.16% 2/26/2002 19.84 0.00% 2/26/2002 635.00 -0.78% 2/26/20021286.00 2.80% 2/25/2002 19.84 0.00% 2/25/2002 640.00 0.00% 2/25/20021251.00 0.40% 2/22/2002 19.84 4.97% 2/22/2002 640.00 0.00% 2/22/20021246.00 -0.40% 2/20/2002 18.00 0.00% 2/20/2002 640.00 0.00% 2/20/20021307.00 4.64% 2/19/2002 18.00 0.00% 2/19/2002 640.00 -0.16% 2/19/20021249.00 1.13% 2/18/2002 18.00 0.00% 2/18/2002 641.00 0.16% 2/18/20021235.00 -0.88% 2/15/2002 18.00 0.00% 2/15/2002 640.00 0.00% 2/15/20021246.00 -1.27% 2/14/2002 18.00 0.00% 2/14/2002 640.00 0.00% 2/14/20021262.00 2.60% 2/13/2002 18.00 0.00% 2/13/2002 640.00 0.00% 2/13/20021230.00 0.82% 2/12/2002 18.00 0.00% 2/12/2002 640.00 -0.78% 2/12/20021220.00 1.92% 2/11/2002 18.00 0.00% 2/11/2002 645.00 0.00% 2/11/20021197.00 -0.33% 2/8/2002 18.00 0.00% 2/8/2002 645.00 0.00% 2/8/20021201.00 0.17% 2/7/2002 18.00 0.00% 2/7/2002 645.00 -1.53% 2/7/20021199.00 -0.83% 2/6/2002 18.00 0.00% 2/6/2002 655.00 0.00% 2/6/20021209.00 0.42% 2/5/2002 18.00 0.00% 2/5/2002 655.00 2.34% 2/5/20021204.00 -2.03% 2/4/2002 18.00 0.00% 2/4/2002 640.00 -0.16% 2/4/20021229.00 -1.99% 2/1/2002 18.00 0.00% 2/1/2002 641.00 -2.58% 2/1/20021254.00 -1.34% 1/31/2002 18.00 0.00% 1/31/2002 658.00 0.84% 1/31/20021271.00 2.83% 1/30/2002 18.00 0.00% 1/30/2002 652.50 -1.06% 1/30/20021236.00 -2.98% 1/29/2002 18.00 0.00% 1/29/2002 659.50 0.09% 1/29/20021274.00 -1.47% 1/28/2002 18.00 0.00% 1/28/2002 658.90 -0.02% 1/28/20021293.00 0.31% 1/25/2002 18.00 0.00% 1/25/2002 659.00 0.00% 1/25/20021289.00 -0.77% 1/24/2002 18.00 0.00% 1/24/2002 659.00 0.61% 1/24/20021299.00 3.67% 1/23/2002 18.00 0.00% 1/23/2002 655.00 0.00% 1/23/20021253.00 0.56% 1/22/2002 18.00 0.00% 1/22/2002 655.00 -0.15% 1/22/20021246.00 4.36% 1/21/2002 18.00 0.00% 1/21/2002 656.00 0.61% 1/21/20021194.00 1.02% 1/18/2002 18.00 0.00% 1/18/2002 652.00 0.00% 1/18/20021182.00 0.68% 1/17/2002 18.00 0.00% 1/17/2002 652.00 1.88% 1/17/20021174.00 2.89% 1/16/2002 18.00 0.00% 1/16/2002 640.00 -2.14% 1/16/20021141.00 0.88% 1/15/2002 18.00 0.00% 1/15/2002 654.00 -0.46% 1/15/20021131.00 -0.79% 1/14/2002 18.00 0.00% 1/14/2002 657.00 0.46% 1/14/20021140.00 -1.72% 1/11/2002 18.00 0.00% 1/11/2002 654.00 0.62% 1/11/20021160.00 2.29% 1/10/2002 18.00 0.00% 1/10/2002 650.00 -1.50% 1/10/20021134.00 1.34% 1/9/2002 18.00 0.00% 1/9/2002 659.90 0.00% 1/9/20021119.00 3.23% 1/8/2002 18.00 0.00% 1/8/2002 659.90 4.41% 1/8/20021084.00 -0.82% 1/7/2002 18.00 0.00% 1/7/2002 632.00 -4.24% 1/7/20021093.00 1.86% ČEZ Česká pojišťovna Česká spořitelna Datum Kurz Zmena Datum Kurz Zmena Datum Kurz Zmena 4/26/2002 81.34 0.77% 4/26/2002 4158 8.00% 4/26/2002 375.00 -0.03% 4/25/2002 80.72 0.19% 4/25/2002 3850 0.00% 4/25/2002 375.10 0.00% 4/24/2002 80.57 -0.98% 4/24/2002 3850 0.00% 4/24/2002 375.10 0.00% 4/23/2002 81.37 0.47% 4/23/2002 3850 0.00% 4/23/2002 375.10 -0.03% 4/22/2002 80.99 -0.10% 4/22/2002 3850 0.00% 4/22/2002 375.20 0.00% 4/19/2002 81.07 0.41% 4/19/2002 3850 0.00% 4/19/2002 375.20 0.03% 4/18/2002 80.74 -1.40% 4/18/2002 3850 1.32% 4/18/2002 375.10 -0.13% 4/17/2002 81.89 0.70% 4/17/2002 3800 0.00% 4/17/2002 375.60 0.03% 4/16/2002 81.32 0.22% 4/16/2002 3800 3.40% 4/16/2002 375.50 0.11% 4/15/2002 81.14 0.31% 4/15/2002 3675 5.00% 4/15/2002 375.10 0.00% 4/12/2002 80.89 -0.01% 4/12/2002 3500 0.00% 4/12/2002 375.10 0.00% 4/11/2002 80.90 -3.46% 4/11/2002 3500 0.00% 4/11/2002 375.10 0.00% 4/10/2002 83.80 -0.64% 4/10/2002 3500 0.00% 4/10/2002 375.10 0.00% 4/9/2002 84.34 3.31% 4/9/2002 3500 0.00% 4/9/2002 375.10 0.08% 4/5/2002 80.49 0.37% 4/5/2002 3500 0.00% 4/5/2002 374.00 0.21% 4/4/2002 80.19 1.78% 4/4/2002 3500 0.00% 4/4/2002 373.20 0.08% 4/3/2002 78.79 2.07% 4/3/2002 3500 0.00% 4/3/2002 372.90 0.27% 4/2/2002 77.19 0.78% 4/2/2002 3500 0.00% 4/2/2002 371.90 -0.38% 3/29/2002 76.59 -0.01% 3/29/2002 3500 0.00% 3/29/2002 373.30 0.27% 3/28/2002 76.60 2.79% 3/28/2002 3500 0.00% 3/28/2002 372.30 0.08% 3/27/2002 74.52 0.13% 3/27/2002 3500 0.00% 3/27/2002 372.00 -0.27% 3/26/2002 74.42 -0.23% 3/26/2002 3500 0.00% 3/26/2002 373.00 -0.08% 3/25/2002 74.59 1.02% 3/25/2002 3500 0.00% 3/25/2002 373.30 -1.50% 3/22/2002 73.84 -0.42% 3/22/2002 3500 0.00% 3/22/2002 379.00 1.94% 3/21/2002 74.15 0.20% 3/21/2002 3500 0.00% 3/21/2002 371.80 -1.82% 3/20/2002 74.00 0.14% 3/20/2002 3500 0.00% 3/20/2002 378.70 -0.68% 3/19/2002 73.90 -3.71% 3/19/2002 3500 0.00% 3/19/2002 381.30 -1.98% 3/18/2002 76.75 1.32% 3/18/2002 3500 0.00% 3/18/2002 389.00 -0.21% 3/15/2002 75.75 -1.24% 3/15/2002 3500 -2.78% 3/15/2002 389.80 0.23% 3/14/2002 76.70 -3.88% 3/14/2002 3600 0.00% 3/14/2002 388.90 0.52% 3/13/2002 79.80 1.17% 3/13/2002 3600 0.00% 3/13/2002 386.90 1.55% 3/12/2002 78.88 -3.63% 3/12/2002 3600 0.00% 3/12/2002 381.00 -0.70% 3/11/2002 81.85 1.25% 3/11/2002 3600 -7.67% 3/11/2002 383.70 -0.62% 3/8/2002 80.84 1.81% 3/8/2002 3899 0.00% 3/8/2002 386.10 0.00% 3/7/2002 79.40 1.60% 3/7/2002 3899 0.00% 3/7/2002 386.10 0.21% 3/6/2002 78.15 2.04% 3/6/2002 3899 0.00% 3/6/2002 385.30 -1.53% 3/5/2002 76.59 2.99% 3/5/2002 3899 0.00% 3/5/2002 391.30 0.18% 3/4/2002 74.37 2.10% 3/4/2002 3899 1.27% 3/4/2002 390.60 1.19% 3/1/2002 72.84 -1.02% 3/1/2002 3850 0.00% 3/1/2002 386.00 0.78% 2/28/2002 73.59 0.00% 2/28/2002 3850 6.94% 2/28/2002 383.00 0.52% 2/27/2002 73.59 1.24% 2/27/2002 3600 0.00% 2/27/2002 381.00 6.39% 2/26/2002 72.69 1.30% 2/26/2002 3600 0.00% 2/26/2002 358.10 0.84% 2/25/2002 71.76 1.59% 2/25/2002 3600 0.00% 2/25/2002 355.10 2.01% 2/22/2002 70.64 -0.28% 2/22/2002 3600 0.00% 2/22/2002 348.10 -1.36% 2/20/2002 73.98 1.89% 2/20/2002 3600 0.00% 2/20/2002 360.70 2.41% 2/19/2002 72.61 0.79% 2/19/2002 3600 0.00% 2/19/2002 352.20 1.56% 2/18/2002 72.04 0.91% 2/18/2002 3600 0.00% 2/18/2002 346.80 -0.63% 2/15/2002 71.39 -6.40% 2/15/2002 3600 0.00% 2/15/2002 349.00 -0.94% 2/14/2002 76.27 -3.92% 2/14/2002 3600 0.00% 2/14/2002 352.30 1.00% 2/13/2002 79.38 1.20% 2/13/2002 3600 0.00% 2/13/2002 348.80 -0.29% 2/12/2002 78.44 -0.08% 2/12/2002 3600 -1.88% 2/12/2002 349.80 3.25% 2/11/2002 78.50 -1.74% 2/11/2002 3669 0.00% 2/11/2002 338.80 0.83% 2/8/2002 79.89 2.88% 2/8/2002 3669 0.00% 2/8/2002 336.00 -0.03% 2/7/2002 77.65 -1.82% 2/7/2002 3669 0.00% 2/7/2002 336.10 0.99% 2/6/2002 79.09 -2.53% 2/6/2002 3669 -5.00% 2/6/2002 332.80 -1.86% 2/5/2002 81.14 0.12% 2/5/2002 3862 10.22% 2/5/2002 339.10 0.95% 2/4/2002 81.04 -0.07% 2/4/2002 3504 13.36% 2/4/2002 335.90 1.48% 2/1/2002 81.10 -1.40% 2/1/2002 3091 0.00% 2/1/2002 331.00 1.22% 1/31/2002 82.25 3.38% 1/31/2002 3091 4.99% 1/31/2002 327.00 1.08% 1/30/2002 79.56 0.39% 1/30/2002 2944 0.00% 1/30/2002 323.50 -0.74% 1/29/2002 79.25 -0.03% 1/29/2002 2944 -8.00% 1/29/2002 325.90 0.18% 1/28/2002 79.27 0.47% 1/28/2002 3200 0.00% 1/28/2002 325.30 -0.52% 1/25/2002 78.90 -0.18% 1/25/2002 3200 0.00% 1/25/2002 327.00 -1.71% 1/24/2002 79.04 0.64% 1/24/2002 3200 0.00% 1/24/2002 332.70 2.53% 1/23/2002 78.54 2.24% 1/23/2002 3200 0.00% 1/23/2002 324.50 -1.37% 1/22/2002 76.82 1.63% 1/22/2002 3200 0.00% 1/22/2002 329.00 6.78% 1/21/2002 75.59 0.45% 1/21/2002 3200 0.00% 1/21/2002 308.10 3.25% 1/18/2002 75.25 -2.45% 1/18/2002 3200 0.00% 1/18/2002 298.40 -0.07% 1/17/2002 77.14 -0.06% 1/17/2002 3200 0.00% 1/17/2002 298.60 -0.17% 1/16/2002 77.19 -1.97% 1/16/2002 3200 0.00% 1/16/2002 299.10 0.03% 1/15/2002 78.74 -2.37% 1/15/2002 3200 7.56% 1/15/2002 299.00 -0.76% 76 1/14/2002 80.65 -2.64% 1/14/2002 2975 0.00% 1/14/2002 301.30 -1.05% 1/11/2002 82.84 3.18% 1/11/2002 2975 0.00% 1/11/2002 304.50 -0.52% 1/10/2002 80.29 3.20% 1/10/2002 2975 0.00% 1/10/2002 306.10 1.12% 1/9/2002 77.80 3.60% 1/9/2002 2975 0.00% 1/9/2002 302.70 0.87% 1/8/2002 75.10 -1.77% 1/8/2002 2975 0.00% 1/8/2002 300.10 -0.96% 1/7/2002 76.45 0.26% 1/7/2002 2975 0.00% 1/7/2002 303.00 1.17% očekávaná měsíční výnosnosTP PX 333.4 338.9 346.8 347.8 350.9 348.1 349.4 354.2 361.1 372.7 371.6 395.9 397.6 406.1 400.7 396.6 398.2 400.9 399.1 401.1 výnos 0.0165 0.02331 0.00288 0.00891 -0.00798 0.00373 0.01374 0.01948 0.03212 -0.00295 0.06539 0.00429 0.02138 -0.0133 -0.0102 0.00403 0.00678 -0.0045 0.00501 Úloha: 1) Vypočítejte váhy cenných papírů, je-li bezrizikové aktivum 4% 2) Vypočítejte výnosnost a riziko portfolia, je-li zakázán prodej nakrátko a je-li povolen sell short ##### Sheet 2 ##### ##### Sheet 3 #####