Aplicatie:

Starea economiei
1
2
3
4
5
6

R med 1

Probabilitati
Rentabilitate 1 Rentabilitate 2
15%
40%
15%
22%
35%
20%
10%
30%
25%
20%
15%
30%
19%
5%
35%
14%
1%
40%
100%

R med 2
21
22
20.790%
27.400%
0.02171659

1
0.007024 0.147365

Structurarea portofoliului
Activ 1
Activ 2

Calcul pt:

100%
0%

Activ 1
Activ 2

90%
10%

80%
20%

2p

Calcul pt:

Activ 1
Activ 2
Rp1

60%
40%

100%
0%
Stari

Activ 1
Activ 2
Rp1

70%
30%

100%
0%
20.790%

1
2
3

0.02171659

4
5
6

Activ 1
Activ 2

90%
10%

90%
10%
21.4510%

Probabilitate*(Rentab1-Rmed1)(Rentab2-Rmed2)
-0.3573060%
-0.23133880%
-0.0221040%

12

-0.0301080%
-0.22800760%
-0.349095600%
-1.217960%

12

-0.986154494

2p

Calcul pt:

0.01546835

Activ 1
Activ 2
Rp1
2p

Calcul pt:

Activ 1
Activ 2
Rp1
2p

Calcul pt:

Activ 1
Activ 2
Rp1
2p

Calcul pt:

Activ 1
Activ 2
Rp1
2p

Calcul pt:

Activ 1
Activ 2
Rp1
2p

80%
20%
22.1120%
0.010282106

70%
30%
22.7730%
0.6157857100%

60%
40%
23.43400%
0.003095604

50%
50%
24.09500%
0.001095348
40%
60%
24.75600%
0.000157086

Rentab1-Rmed1 Rentab2-Rmed2 (Rentab1-Rmed1)2 (Rentab2-Rmed2)2

19.210%
-12.400%
0.03690241
0.015376
14.210%
-7.400%
0.02019241
0.005476
9.210%
-2.400%
0.00848241
0.000576
-5.790%
2.600%
0.00335241
0.000676
-15.790%
7.600%
0.02493241
0.005776
-19.790%
12.600%
0.03916441
0.015876

2
0.083809307

50%
50%

ntab1-Rmed1)(Rentab2-Rmed2)

40%
60%

30%
70%

20%
80%

10%
90%

0%
100%