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Mois

1
2
3
4
5
6

(epsilon i) 0.00562609
0.0056562

Nippon Mining Holdings, Inc.

200
220
220
270
300
350

Nikkei

Ri
1000
1025
1020
1029
1040
1030
E( R)

0.1000
0.0000
0.2273
0.1111
0.1667
0.1210

Rm

Vi

0.0250
-0.0049
0.0088
0.0107
-0.0096
0.0060
Ecart type

Vm
0.0004
0.0146
0.0113
0.0001
0.0021
0.0057
0.0756

Coeff. Corr

0.0987166704

Beta
Beta
Beta*Vm

0.6078899718
0.3695302178
0.00005566

0.0104

0.0004
0.0001
0.0000
0.0000
0.0002
0.0002
0.0123

Cov.
-0.0004
0.0013
0.0003
0.0000
-0.0007
0.0001

Portef. variance min.

0.645631068
Caractristiques du portefeuille
Variance X=0,04, variance Y= 0,07, covariance (X,Y) = 0,0035.

= 0,0035.