{ "key_pair_value_system": true, "answer_rating_count": "", "question_feedback_html": { "html_star": "", "html_star_feedback": "" }, "answer_average_rating_value": "", "answer_date_js": "2024-06-21T05:11:37-04:00", "answer_date": "2024-06-21 05:11:37", "is_docs_available": "", "is_excel_available": "", "is_pdf_available": "", "count_file_available": 0, "main_page": "student_question_view", "question_id": "3404949", "url": "\/study-help\/questions\/informasi-berikut-menjelaskan-return-ekspektasian-dan-risiko-untuk-2-saham-3404949", "question_creation_date_js": "2024-06-21T05:11:37-04:00", "question_creation_date": "Jun 21, 2024 05:11 AM", "meta_title": "[Solved] Informasi berikut menjelaskan return eksp | SolutionInn", "meta_description": "Answer of - Informasi berikut menjelaskan return ekspektasian dan risiko untuk 2 saham pesaing. Return Ekspektasian Standar devias | SolutionInn", "meta_keywords": "informasi,berikut,menjelaskan,return,ekspektasian,dan,risiko,untuk,2,saham,pesaing,standar", "question_title_h1": "Informasi berikut menjelaskan return ekspektasian dan risiko untuk 2 saham pesaing. Return Ekspektasian Standar deviasi Beta Saham X 12% 20% 1,3 Saham Y 9 15", "question_title": "Informasi berikut menjelaskan return ekspektasian dan risiko untuk 2 saham pesaing. Return", "question_title_for_js_snippet": "Informasi berikut menjelaskan return ekspektasian dan risiko untuk 2 saham pesaing Return Ekspektasian Standar deviasi Beta Saham X 12 20 1,3 Saham Y 9 15 0,7 Indeks Pasar 10 12 1,0 Tingkat Bebas Risiko 5 Berdasarkan data tabel di atas a Gambarlah dan beri label grafik yang menunjukkan Garis Pasar Sekuritas (GPS) dan posisi saham X dan Y b Hitunglah alpha dari kedua saham tersebut, yaitu saham X dan saham Y c Asumsikan bahwa tingkat bebas risiko meningkat menjadi 7 , pilihlah saham yang memberikan return ekspektasian yang disesuaikannya lebih tinggi dan alasan anda memilih saham tersebut Buatlah perhitungan atas pertimbangan tersebut Anda mengelola portofolio beresiko dengan return ekspektasian sebesar 18 , dan standar deviasi sebesar 28 serta return bebas risiko sebesar 8 Jika tingkat risk aversion klien anda A 3,5, maka a Berapa proporsi slope, dari total yang harus diinvestasikan dalam dana anda b Berapa nilai return ekspektasian dan standar deviasi dari tingkat return pada portofolio optimal klien anda ", "question_description": "

Informasi berikut menjelaskan return<\/em> ekspektasian dan risiko untuk 2 saham pesaing.<\/p>

<\/td> Return<\/em> Ekspektasian<\/td> Standar deviasi<\/td> Beta<\/td> <\/tr>
Saham X<\/td> 12%<\/td> 20%<\/td> 1,3<\/td> <\/tr>
Saham Y<\/td> 9<\/td> 15<\/td> 0,7<\/td> <\/tr>
Indeks Pasar<\/td> 10<\/td> 12<\/td> 1,0<\/td> <\/tr>
Tingkat Bebas Risiko<\/td> 5<\/td> <\/td> <\/td> <\/tr> <\/tbody><\/table><\/figure>

<\/p>

Berdasarkan data tabel di atas:<\/p>

a. Gambarlah dan beri label grafik yang menunjukkan Garis Pasar Sekuritas (GPS) dan posisi saham X dan Y?<\/p>

b. Hitunglah alpha dari kedua saham tersebut, yaitu saham X dan saham Y?<\/p>

c. Asumsikan bahwa tingkat bebas risiko meningkat menjadi 7%, pilihlah saham yang memberikan return<\/em> ekspektasian yang disesuaikannya lebih tinggi dan alasan anda memilih saham tersebut? Buatlah perhitungan atas pertimbangan tersebut?<\/p> <\/td><\/tr>

Anda mengelola portofolio beresiko dengan return<\/em> ekspektasian sebesar 18%, dan standar deviasi sebesar 28% serta return<\/em>bebas risiko sebesar 8%. Jika tingkat risk aversion<\/em> klien anda A = 3,5, maka:<\/p>

a. Berapa proporsi slope, dari total yang harus diinvestasikan dalam dana anda?<\/p>

b. Berapa nilai return<\/em> ekspektasian dan standar deviasi dari tingkat return<\/em> pada portofolio optimal klien anda?<\/p> <\/td><\/tr> <\/tbody><\/table><\/figure>", "transcribed_text": "", "related_book": { "title": "Financial Accounting in an Economic Context", "isbn": "9781118139424, 9781118139431, 470635290, 1118139429, 1118139437, 978-0470635292", "edition": "8th Edition", "authors": "Jamie Pratt", "cover_image": "https:\/\/dsd5zvtm8ll6.cloudfront.net\/si.question.images\/book_images\/61.jpg", "uri": "\/textbooks\/financial-accounting-in-an-economic-context-8th-edition-61", "see_more_uri": "" }, "free_related_book": { "isbn": "1787123669", "uri": "\/textbooks\/game-physics-cookbook-discover-over-100-easy-to-follow-recipes-to-help-you-implement-efficient-game-physics-and-collision-detection-in-your-games-1st-edition-978-1787123663-210810", "name": "Game Physics Cookbook Discover Over 100 Easy To Follow Recipes To Help You Implement Efficient Game Physics And Collision Detection In Your Games", "edition": "1st Edition" }, "question_posted": "2024-06-21 05:11:37", "see_more_questions_link": "\/study-help\/questions\/business-banking-2021-September-12", "step_by_step_answer": "The Answer is in the image, click to view ...", "students_also_viewed": [ { "url": "\/find-the-components-of-the-vectors-u-v-u-", "description": "Find the components of the vectors u, v, u + v, and u - v, where u and v are as shown in Figure 1 .23. 60 -1 30", "stars": 3 }, { "url": "\/study-help\/auditing-12th\/who-is-responsible-for-the-audit-of-local-authorities-in-1151412", "description": "Who is responsible for the audit of local authorities in Scotland?", "stars": 3 }, { "url": "\/study-help\/introduction-to-probability-statistics\/266-basketball-attendances-at-a-high-schools-basketball-games-were-1981016", "description": "2.66 Basketball Attendances at a high school's basketball games were recorded and found to have a sample mean and variance of 420 and 25, respectively. 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