Bahan Pretest I RISK AND RETURN

Bahan pretest pertama untuk praktikum MKL kedua dapat diunduh pada link dibawah ini:

http://www.4shared.com/file/W5BQrdUO/RISK_AND_RETURN.html

Selamat Belajar :)

FTA 2011/2012

Contoh Pengerjaan Tugas 1

Contoh pengerjaan tugas 1 dapat di unduh melalui link:

http://www.4shared.com/file/it0AAzml/Tugas_Praktikum_3.html

http://www.4shared.com/file/112QzAWA/Interpretasi.html

Selamat Mengerjakan :)

Segenap keluarga FTA mengucapkan

Selamat Hari Raya Idul Fitri 1432 H

Mohon Maaf Lahir dan Batin

Innalillahi wa Inna Ilaihi Rajiuun...

Telah berpulang, dosen kita, "ayah" kita...

Prof. Romli Kurdi

Mari kita doakan semoga amal ibadahnya diterima di sisi-Nya,

dan keluarga yang ditinggalkan diberi kekuatan.

Aamiin...

Congratulations!

The new Finance Teaching Assistant 2011-2012

1. Dwi Ayuningtyas

2. Dhea Rakhmatika

3. Noviana

4. Rima Gayatri

5. Citra Amanda

Please, make us proud of you
:)

-FTA2010/2011-

announcements

ANNOUNCEMENT

FTA is a team of teaching assistant who will work to assist the lecturers on two subjects, which are Advanced Managerial Finance (MKL) and Investment & Portfolio Management (MIP). To sustain and improve their team, FTA have considered to select new assistants. A month ago, FTA held selection process which is followed by nine applicants.

If you want to know who are the best applicants that suit our qualifications, find them by using simulation of optimal portfolio. Use the Single Index Model method to find the optimal portfolio of FTA. Here the data shown:

Risk free rate = 0.00183% per day

	JKSE	DEAR	RNMR	DWTY	NVPS	TRPI	CTRA	DKAG	WLST	RMGY
Mean Return	0.0005882	0.003206274	0.001343	0.003198825	0.00172719	0.001509	0.004105734	0.00015265	0.00021767	0.001549
s2i	0.0003401	0.001243246	0.001217	0.004779395	0.00121512	0.001601	0.00627246	0.00057853	0.00166835	0.001079
ai		0.002976561	0.00054	0.002865478	0.00091275	0.000563	0.003921518	-0.00033513	-0.0007147	0.000755
bi		0.39052532	1.365114	0.566709229	1.38459587	1.607687	0.313178598	0.82925905	1.5850506	1.350482
s2ei		0.001191383	0.000584	0.004670182	0.00056319	0.000722	0.006239106	0.00034468	0.00081399	0.000459
sei		0.034516419	0.02416	0.068338728	0.02373161	0.026872	0.078988014	0.01856565	0.02853055	0.021423

For further information, the new FTA will be called by us as soon as possible.

CONGRATULATIONS!!

FINANCE TEACHING ASSISTANT 2011/2012

Welcome to the new journey!!

(CP: Mia 085624005674)                                                                                                               

#FTA 2010/2011#