334  12

.        .

.     6%      -
12%,          ?

21. ,       
.   :

\= 324     ^i = 0,80;     by = 1,00;     COV(F,, r^ = 156;

b^ =1,10;     6^ = 0,70;     COF(^, /) = 500-
      .

  CFA

22.        
,  ,     -
      .    
  (APT)      -
    :

  ;

 ;

      ;

   .

. ,           
       
. ,        -
    .

. ,       
: 60%   40% ,   .
      , -
  ,     -
.



'      . 11.

2  _  _ . ,   
(12.1) ,  ;"; = . + .  /",,  .  F,      (" 
   .  .  b. F,  .   (U.I),
     : .= . + b. (F,  F,) +
+ ,.; /, = .F,  F^,      : ^. = ^ + b^ + ,
( /,      ).

3     ,   ,  . -
,        : = .  -
    Y,  ,  1  3, 2  6, 3  9.

4    ,       ,  -
   . ,         
       .  , 
   .

5 ^/  .     <2    -
  (.  (.) . 11)  1  \ + 5  ,  -
        (.. 1 2 = 0,    = 0), 