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Matricea inversa

{MINVERSE(A3:C5)}
80
10
0.0226
-0.0073
-0.0015
90
10
0.0018
0.0172
-0.0066
total
105
10
-0.0168
0.0022
0.0204 pe coloana
275
30
0.0077
0.0120
0.0124
0.0321
91.67
Total SUM(F3:F5)
SUM(H3:H5)SUM(F6:H6)
F6/I7
G6/I6
H6/I6 ajustat
23.9%
37.5%
38.6%
100%
Sfatul matricei inverse pentru un ctig egal indiferent de stare!
Investtia total ponderat cu procentul de mai sus, deci
7.1591 11.2500 11.5909 30.0000
Valoarea pur platete un Leu dac se ndeplinete
starea portofoliului din coloan i zero in rest
Aici, cumpr toate strile, n ipoteya NU MI ASUM RISCURI (risk avoiding!)
P1
50
10
40
100

starea 1
starea 2
starea 3

50
10
40
100

starea 1
starea 2
starea 3

50
10
10
70

starea 1
starea 2
starea 3

50
10
10
70

Promisiuni
P2
20
60
10
90

potential

investitie

P3
10
20
55
85
media =

valori pure
noua structura propusa
0.138686
934.0909 934.0909 934.0909
0.124088
93.41
93.41
93.41 {MMULT(F11:H11:A3:C5)}/10
0.058394 numar ori
Cistig =
67.27% investitia total pe suma val.pure
0.321168 3.113636
Pentru
32.12% banuti cistig 1 Leu
93.41 E6/B20

Promisiuni
20
60
10
90
valori pure
0.062956
0.129894
0.14134
0.33419

10
60
10
80
valori pure
0.153584
0.095563
0.136519
0.385666
10
60
10
80
valori pure

Verificarea sfatului matricei inverse


potential investitie Matricea inversa
10
80
7.1591
0.0226
-0.0073
-0.0015
20
90 11.2500
0.0018
0.0172
-0.0066
55
105 11.5909
-0.0168
0.0022
0.0204
85
275 30.0000
0.0077
0.0120
0.0124
0.0321
91.67
0.2386
0.3750
0.3864
7.1591 11.2500 11.5909 30.0000
934.0909 934.0909 934.0909
93.41
93.41
93.41 Ctig indiferent de stare!
numar ori Preturi umbr (shadow prices)
0.24%
0.12%
0.02%
2.992306
Pentru
33.42% banuti cistig 1 Leu
89.76917 E27/B33
MMULT(TRANSPOSE(B17:B19),F24:H26)
Implicatiile primei minciuni
10
70
10
0.0212
-0.0031
-0.0027
20
90
10
-0.0024
0.0181
-0.0061
55
75
10
-0.0034
-0.0027
0.0198
85
235
30
0.0154
0.0123
0.0109
0.0386
78.33
0.3982
0.3186
0.2832
11.9469
9.5575
8.4956 30.0000
777.8761 777.8761 777.8761
77.79
77.79
77.79
0.617021
2.59292 77.78761 1.002687
Verificarea sfatului matricei inverse
10
70
11.95
0.0212
-0.0031
-0.0027
20
90
9.56
-0.0024
0.0181
-0.0061
55
75
8.50
-0.0034
-0.0027
0.0198
85
235
30
0.0154
0.0123
0.0109
0.0386
78.33
0.3982
0.3186
0.2832
11.9469
9.5575
8.4956 30.0000

starea 1
starea 2
starea 3

30
10
40
80

starea 1
starea 2
starea 3

30
10
40
80

starea 1
starea 2
starea 3

30
10
20
60

starea 1
starea 2
starea 3

30
10
20
60

starea 1
starea 2
starea 3

0.200248
777.8761 777.8761 777.8761
0.09215
77.79
77.79
77.79
0.101302
0.617021
0.3937 2.540008 76.20023 1.010721

Promisiuni
20
20
10
50
valori pure
0.04
0.4
0.08
0.52
20
20
10
50
valori pure
-0.3
0.923077
0.092308
0.715385
10
20
10
40
valori pure
0.2
0.2
0.2
0.6
10
20
10
40
valori pure
5.55E-17
2
-1
1

Implicatiile altei minciuni


potential investitie Matricea inversa
10
60
10
0.0360
-0.0400
20
50
10
0.0100
0.0500
55
105
10
-0.0280
0.0200
85
215
30
0.0180
0.0300
71.67
0.3462
0.5769
10.3846 17.3077
576.9231 576.9231 576.9231
57.69
57.69
57.69
0.581395
1.923077 57.69231 1.101395
Verificarea sfatului matricei inverse
10
60 10.3846
0.0360
-0.0400
20
50 17.3077
0.0100
0.0500
55
105
2.3077
-0.0280
0.0200
85
215
30
0.0180
0.0300
71.67
0.3462
0.5769
10.3846 17.3077
576.9231 576.9231 576.9231
57.69
57.69
57.69
0.581395
1.397849 41.93548 1.29678
Implicatiile altei minciuni
10
50
10
0.0400
-0.0200
20
50
10
0.0400
0.0800
20
50
10
-0.0600
-0.0200
50
150
30
0.0200
0.0400
50.00
0.3333
0.6667
10.0000 20.0000
500
500
500
50.00
50.00
50.00
0.4
1.666667
50
1
Verificarea sfatului matricei inverse
10
50
10.00
0.0400
-0.0200
20
50
20.00
0.0400
0.0800
20
50
0.00
-0.0600
-0.0200
50
150
30
0.0200
0.0400
50.00
0.3333
0.6667
10.0000 20.0000
500
500
500
50.00
50.00
50.00
0.4
1
30
1.4

0.0080
-0.0200
0.0160 total
0.0040
0.0520
0.0769 ajustat
2.3077 30.0000

0.0080
-0.0200
0.0160
0.0040
0.0769
2.3077

0.0000
-0.1000
0.1000
0.0000
0.0000
0.0000

0.0000
-0.1000
0.1000
0.0000
0.0000
0.0000

0.0520
30.0000

0.0600
30.0000

0.0600
30.0000

pe coloana
SUM(F6:H6)