Finanzmarktanalyse I

Mr(&) - WO?.
a(JH)- ur/o
Kwâriàtë (iï/z);
-/2-
coKUl - ZÏMW[xt-Eiï]ïïx£~£iï>]]
x; xi
= 0.2[o.ll-0./][-0.(ß-0.a!] + 0.2[o.Q9-0.l][o.K-O.Q!]
+02&S'-ûj][OM-(Mt]+ 0.2[o.tt-ô.l][o.2-û.fë]
+0.2[-0.02-Û./][o.O£-O.Oï]
= -0.0024
2-A-2 fflié ü), = 0.5, Cû2 - 0.5 •
H/Kfiimt 2-A-t mdj fais)--
jffl- 0.5-0.1+ 0.5-O.ÔÏ-Û.M_ ($%)
Kltiâtë 2-A-î mch (6./t):
W(2) =(Û.S) 2 - 0.0076 - (0.5)* O.OOW+2-0.5-0.5(-Dm)
- 0.00241-