Риск-менеджмент на предприятии

Автор: Пользователь скрыл имя, 01 Февраля 2011 в 13:18, контрольная работа

Описание работы

Расчет по исходным данным.

Работа содержит 1 файл

риск-менеджмент.xls

— 147.50 Кб (Скачать)

титульный лист

  A
1 Министерство образования и науки Российской Федерации
2 Федеральное агентство по образованию
3 Государственное образовательное учреждение высшего профессионального образования
4 «Новосибирский Государственный Технический Университет»
5  
 
Кафедра менеджмента
8  
 
10   
11   
12   
13   
14   
15  Контрольная работа
16 по дисциплине: «Риск - менеджмент»
17  
18   
19   
20   
21   
22   
23 
24  
25   
26   
27   
28   
29   
30   
31   
32   
33   
34   
35   
36   
37   
38   
39   
40   
41   
42   
43   
44  Новосибирск 2011г.

исходные данные

  A B C
1      
дата 1. Лукойл 5. Норникель
3 1/11/09 998.110 1922.000
4 1/12/09 1009.420 1901.000
5 1/13/09 1045.220 1838.010
6 1/14/09 1001.300 1672.000
7 1/15/09 988.000 1565.100
8 1/16/09 1020.000 1536.000
9 1/19/09 980.000 1458.000
10 1/20/09 950.000 1380.020
11 1/21/09 945.500 1303.000
12 1/22/09 975.000 1295.010
13 1/23/09 960.260 1201.510
14 1/26/09 998.050 1180.110
15 1/27/09 1087.050 1227.770
16 1/28/09 1110.500 1271.800
17 1/29/09 1110.000 1296.070
18 1/30/09 1141.100 1350.000
19 2/2/09 1112.000 1415.000
20 2/3/09 1125.020 1430.000
21 2/4/09 1120.160 1441.000
22 2/5/09 1100.000 1401.000
23 2/6/09 1122.000 1426.000
24 2/9/09 1138.000 1573.850
25 2/10/09 1191.120 1601.000
26 2/11/09 1222.000 1733.340
27 2/12/09 1192.000 1875.000
28 2/13/09 1231.580 1965.010
29 2/16/09 1218.000 2008.000
30 2/17/09 1100.000 1655.000
31 2/18/09 1027.000 1473.000
32 2/19/09 1076.000 1600.000
33 2/20/09 1062.000 1560.000
34 2/24/09 1040.000 1541.110
35 2/25/09 1064.980 1590.000
36 2/26/09 1096.000 1621.010
37 2/27/09 1116.230 1647.000
38 3/2/09 1097.120 1601.370
39 3/3/09 1085.220 1580.360
40 3/4/09 1130.000 1668.120
41 3/5/09 1133.100 1667.070
42 3/6/09 1145.020 1641.000
43 3/10/09 1220.000 1725.000
44 3/11/09 1275.750 1710.000
45 3/12/09 1221.000 1706.000
46 3/13/09 1303.330 1835.000
47 3/16/09 1294.070 1832.320
48 3/17/09 1285.070 1955.000
49 3/18/09 1218.330 1922.000
50 3/19/09 1250.000 1970.000
51 3/20/09 1251.120 2078.100
52 3/23/09 1320.000 2430.000
53 3/24/09 1305.000 2175.000
54 3/25/09 1320.000 2060.100
55 3/26/09 1385.250 2200.000
56 3/27/09 1376.070 2110.890
57 3/30/09 1271.770 1963.200
58 3/31/09 1259.000 2057.000
59 4/1/09 1233.010 2001.000
60 4/2/09 1334.990 2115.000
61 4/3/09 1345.010 2202.020
62 4/6/09 1370.000 2240.010
63 4/7/09 1368.010 2260.500
64 4/8/09 1401.000 2260.010
65 4/9/09 1547.000 2512.000
66 4/10/09 1608.120 2591.000
67 4/13/09 1595.000 2700.600
68 4/14/09 1490.170 2586.150
69 4/15/09 1482.200 2525.100
70 4/16/09 1475.000 2605.000
71 4/17/09 1485.010 2625.010
72 4/20/09 1453.000 2562.950
73 4/21/09 1422.270 2457.030
74 4/22/09 1429.050 2501.000
75 4/23/09 1452.350 2591.180
76 4/24/09 1481.140 2606.060
77 4/27/09 1440.000 2561.000
78 4/28/09 1409.000 2508.570
79 4/29/09 1446.260 2602.000
80 4/30/09 1473.000 2719.000
81 5/4/09 1512.080 2812.970
82 5/5/09 1500.000 2855.000
83 5/6/09 1495.550 2824.000
84 5/7/09 1576.330 3078.000
85 5/8/09 1596.220 3177.000
86 5/12/09 1565.000 3259.000
87 5/13/09 1523.000 3141.000
88 5/14/09 1490.000 3050.050
89 5/15/09 1495.530 3061.250
90 5/18/09 1450.000 3010.000
91 5/19/09 1521.000 3188.010
92 5/20/09 1531.080 3328.310
93 5/21/09 1528.070 3390.000
94 5/22/09 1530.030 3375.000
95 5/25/09 1507.130 3291.100
96 5/26/09 1500.100 3151.740
97 5/27/09 1527.000 3278.160
98 5/28/09 1515.000 3289.090
99 5/29/09 1585.010 3410.000
100 6/1/09 1680.000 3535.350
101 6/2/09 1682.500 3501.000
102 6/3/09 1623.480 3310.000
103 6/4/09 1595.030 3192.000
104 6/5/09 1675.000 3269.980
105 6/8/09 1619.990 3131.000
106 6/9/09 1641.400 3081.000
107 6/10/09 1632.350 3200.000
108 6/11/09 1625.000 3268.000
109 6/15/09 1555.220 3205.000
110 6/16/09 1548.010 3171.100
111 6/17/09 1500.000 3025.250
112 6/18/09 1457.000 2766.070
113 6/19/09 1472.000 2772.080
114 6/22/09 1365.000 2580.000
115 6/23/09 1305.340 2415.430
116 6/24/09 1361.070 2521.060
117 6/25/09 1372.000 2601.110
118 6/26/09 1371.250 2717.020
119 6/29/09 1350.000 2715.000
120 6/30/09 1375.010 2812.000
121 7/1/09 1380.000 2804.000
122 7/2/09 1365.010 2841.170
123 7/3/09 1351.000 2760.000
124 7/6/09 1311.110 2630.770
125 7/7/09 1312.000 2594.000
126 7/8/09 1288.000 2515.000
127 7/9/09 1300.000 2582.000
128 7/10/09 1283.500 2471.050
129 7/13/09 1280.000 2405.320
130 7/14/09 1361.000 2485.000
131 7/15/09 1381.000 2616.220
132 7/16/09 1427.300 2693.800
133 7/17/09 1445.150 2740.030
134 7/20/09 1475.000 2993.000
135 7/21/09 1481.010 3008.000
136 7/22/09 1461.300 2930.000
137 7/23/09 1491.000 2985.310
138 7/24/09 1541.150 3102.010
139 7/27/09 1523.490 3099.620
140 7/28/09 1470.140 3021.000
141 7/29/09 1435.010 2901.250
142 7/30/09 1469.010 2935.000
143 7/31/09 1522.260 3030.010
144 8/3/09 1571.000 3199.000
145 8/4/09 1572.010 3263.000
146 8/5/09 1585.000 3291.300
147 8/6/09 1565.000 3311.000
148 8/7/09 1542.500 3235.250
149 8/10/09 1557.060 3358.510
150 8/11/09 1515.000 3275.000
151 8/12/09 1482.010 3200.000
152 8/13/09 1513.590 3333.330
153 8/14/09 1490.000 3335.830
154 8/17/09 1444.400 3185.000
155 8/18/09 1421.000 3173.010
156 8/19/09 1395.250 3173.000
157 8/20/09 1452.100 3241.380
158 8/21/09 1480.350 3256.050
159 8/24/09 1571.360 3375.110
160 8/25/09 1576.220 3330.020
161 8/26/09 1555.180 3301.000
162 8/27/09 1538.000 3300.000
163 8/28/09 1577.000 3372.000
164 8/31/09 1571.110 3369.000
165 9/1/09 1572.350 3351.000
166 9/2/09 1548.650 3266.000
167 9/3/09 1556.110 3269.820
168 9/4/09 1499.010 3201.000
169 9/7/09 1506.000 3272.050
170 9/8/09 1527.100 3330.000
171 9/9/09 1565.100 3353.000
172 9/10/09 1627.070 3331.000
173 9/11/09 1647.210 3335.250
174 9/14/09 1615.000 3335.000
175 9/15/09 1648.250 3410.050
176 9/16/09 1670.910 3533.970
177 9/17/09 1650.150 3605.550
178 9/18/09 1632.460 3654.000
179 9/21/09 1599.800 3605.000
180 9/22/09 1622.000 3647.000
181 9/23/09 1600.000 3755.100
182 9/24/09 1572.120 3648.000
183 9/25/09 1558.020 3633.000
184 9/28/09 1561.250 3662.000
185 9/29/09 1620.250 3722.020
186 9/30/09 1615.000 3671.100
187 10/1/09 1647.060 3720.250
188 10/2/09 1587.920 3500.990
189 10/5/09 1613.270 3525.800
190 10/6/09 1650.000 3625.000
191 10/7/09 1691.070 3675.000
192 10/8/09 1723.600 3741.080
193 10/9/09 1781.370 3762.020
194 10/12/09 1891.130 3891.200
195 10/13/09 1861.550 3907.980
196 10/14/09 1912.150 4004.060
197 10/15/09 1909.520 4040.000
198 10/16/09 1905.000 3913.740
199 10/19/09 1915.050 3971.000
200 10/20/09 1914.010 4110.890
201 10/21/09 1851.060 4058.880
202 10/22/09 1856.700 4185.090
203 10/23/09 1887.770 4265.000
204 10/26/09 1866.000 4240.000
205 10/27/09 1793.820 4121.250
206 10/28/09 1740.250 3900.100
207 10/29/09 1710.000 3761.330
208 10/30/09 1694.000 3828.000
209 11/2/09 1668.220 3760.100
210 11/3/09 1643.000 3770.000
211 11/5/09 1648.000 3803.000
212 11/6/09 1650.000 3829.000
213 11/9/09 1679.790 3955.000
214 11/10/09 1716.000 4025.760
215 11/11/09 1720.000 4110.000
216 11/12/09 1695.000 4025.000
217 11/13/09 1675.000 4002.110
218 11/16/09 1721.010 4137.270
219 11/17/09 1755.730 4167.000
220 11/18/09 1804.610 4196.200
221 11/19/09 1765.000 4093.000
222 11/20/09 1726.020 4025.000
223 11/23/09 1748.240 4096.330
224 11/24/09 1698.000 3951.250
225 11/25/09 1675.800 3900.000
226 11/26/09 1632.740 3812.000
227 11/27/09 1607.100 3730.000
228 11/30/09 1658.000 3893.000
229 12/1/09 1691.000 4020.000
230 12/2/09 1692.000 4082.180
231 12/3/09 1677.770 4171.000
232 12/4/09 1665.000 4120.000
233 12/7/09 1675.000 4093.000
234 12/8/09 1631.110 4059.560
235 12/9/09 1591.000 4100.000
236 12/10/09 1586.000 4060.590
237 12/11/09 1590.570 4027.000
238 12/14/09 1609.240 4038.300
239 12/15/09 1610.000 4080.050
240 12/16/09 1640.810 4145.000
241 12/17/09 1652.220 4173.180
242 12/18/09 1652.780 4174.600
243 12/21/09 1650.150 4171.000
244 12/22/09 1640.250 4121.000
245 12/23/09 1655.310 4183.000
246 12/24/09 1648.000 4105.000
247 12/25/09 1655.750 4075.000
248 12/28/09 1672.130 4155.000
249 12/29/09 1690.500 4200.100
250 12/30/09 1678.000 4221.070
251 12/31/09 1686.010 4226.100
252      

промежуточные рачеты

  A B C D E F G H I J K L M
1                          
        Промежуточные расчеты                
                         
  Цена актива Цена актива ОИЦ Варианты изменения  цены Стоимость портфеля VaR(t) по убыванию      
5 t P1(t), руб. P2(t), руб. c1(t) c2(t) P1(t) P2(t) VaR(t)    
6 1 998.110 1922.000 1.01133 0.98907 1705.11488 4179.92513 997945.17022 206.41022 112013.4781      
7 2 1009.420 1901.000 1.03547 0.96686 1745.80588 4086.06737 998914.48980 1175.72980 107785.8248      
8 3 1045.220 1838.010 0.95798 0.90968 1615.16409 3844.39649 931727.35774 -66011.40226 71899.95348      
9 4 1001.300 1672.000 0.98672 0.93606 1663.61518 3955.90258 959226.59753 -38512.16247 71472.31065      
10 5 988.000 1565.100 1.03239 0.98141 1740.61761 4147.52386 1004630.62894 6891.86894 69826.24315      
11 6 1020.000 1536.000 0.96078 0.94922 1619.89196 4011.49336 952844.23680 -44894.52320 66886.90974 P1(T) 1686.010  
12 7 980.000 1458.000 0.96939 0.94652 1634.39745 4000.07032 955789.94229 -41948.81771 64793.09158 P2(T) 4226.100  
13 8 950.000 1380.020 0.99526 0.94419 1678.02364 3990.23804 967543.08523 -30195.67477 58844.68122 v1 296.55815 296
14 9 945.500 1303.000 1.03120 0.99387 1738.61423 4200.18554 1010251.70462 12512.94462 58617.74282 v2 118.31239 118
15 10 975.000 1295.010 0.98488 0.92780 1660.52099 3920.97467 954189.22362 -43549.53638 58317.14058      
16 11 960.260 1201.510 1.03935 0.98219 1752.36111 4150.82927 1008496.74222 10757.98222 56383.05267      
17 12 998.050 1180.110 1.08917 1.04039 1836.35807 4396.77555 1062381.50351 64642.74351 54203.19296      
18 13 1087.050 1227.770 1.02157 1.03586 1722.38085 4377.65541 1026388.07026 28649.31026 54010.92789      
19 14 1110.500 1271.800 0.99955 1.01908 1685.25088 4306.74747 1007030.46085 9291.70085 49019.76661      
20 15 1110.000 1296.070 1.02802 1.04161 1733.24866 4401.94974 1032471.67230 34732.91230 48355.01401      
21 16 1141.100 1350.000 0.97450 1.04815 1643.01386 4429.57889 1009022.41258 11283.65258 48340.99231      
22 17 1112.000 1415.000 1.01171 1.01060 1705.75087 4270.89965 1008868.41656 11129.65656 48207.31865      
23 18 1125.020 1430.000 0.99568 1.00769 1678.72657 4258.60846 999418.86208 1680.10208 47977.28558      
24 19 1120.160 1441.000 0.98200 0.97224 1655.66615 4108.78980 974914.37808 -22824.38192 43845.3659      
25 20 1100.000 1401.000 1.02 1.01784 1719.7302 4301.51221 1016618.57946 18879.81946 43186.67224      
26 21 1122.000 1426.000 1.01426 1.10368 1710.05292 4664.26892 1056559.39829 58820.63829 41471.96865      
27 22 1138.000 1573.850 1.04668 1.01725 1764.71022 4299.00315 1029636.59647 31897.83647 40566.37552      
28 23 1191.120 1601.000 1.02593 1.08266 1729.72011 4575.43296 1051898.24285 54159.48285 37651.74607      
29 24 1222.000 1733.340 0.97545 1.08173 1644.61859 4571.48482 1026242.31227 28503.55227 37288.50459      
30 25 1192.000 1875.000 1.03320 1.04801 1741.99345 4428.97534 1038249.15207 40510.39207 36336.7296      
31 26 1231.580 1965.010 0.98897 1.02188 1667.41923 4318.55756 1003145.88584 5407.12584 35466.79936      
32 27 1218.000 2008.000 0.90312 0.82420 1522.66913 3483.16509 861723.54298 -136015.21702 34780.15096      
33 28 1100.000 1655.000 0.93364 0.89003 1574.12025 3761.35668 909779.68051 -87959.07949 34294.40876      
34 29 1027.000 1473.000 1.04771 1.08622 1766.45254 4590.46843 1064545.22720 66806.46720 33691.18752      
35 30 1076.000 1600.000 0.98699 0.975 1664.07307 4120.4475 978778.43281 -18960.32719 31976.53669      
36 31 1062.000 1560.000 0.97928 0.98789 1651.08324 4174.92626 981361.93788 -16376.82212 31814.83683      
37 32 1040.000 1541.110 1.02402 1.03172 1726.50666 4360.16832 1025545.83412 27807.07412 31681.65025      
38 33 1064.980 1590.000 1.02913 1.01950 1735.11893 4308.52224 1022000.82809 24262.06809 31575.77749      
39 34 1096.000 1621.010 1.01846 1.01603 1717.13042 4293.85797 1014945.84474 17207.08474 31448.12906      
40 35 1116.230 1647.000 0.98288 0.97230 1657.14529 4109.01625 975378.92396 -22359.83604 31149.8876      
41 36 1097.120 1601.370 0.98915 0.98688 1667.72256 4170.65350 985782.99005 -11955.76995 30596.29823      
42 37 1085.220 1580.360 1.04126 1.05553 1755.58071 4460.78231 1046024.20330 48285.44330 30519.83271      
43 38 1130.000 1668.120 1.00274 0.99937 1690.63534 4223.43988 998793.96524 1055.20524 29905.71158      
44 39 1133.100 1667.070 1.01052 0.98436 1703.74651 4160.01134 995190.30468 -2548.45532 28982.0614      
45 40 1145.020 1641.000 1.06548 1.05119 1796.41596 4442.42687 1055945.49462 58206.73462 28685.68112      
46 41 1220.000 1725.000 1.04570 0.99130 1763.05513 4189.35130 1016207.77213 18469.01213 28462.16087      
47 42 1275.750 1710.000 0.95708 0.99766 1613.65331 4216.21439 975154.67725 -22584.08275 27847.57078      
48 43 1221.000 1706.000 1.06743 1.07562 1799.69485 4545.65856 1069097.38580 71358.62580 27812.77225      
49 44 1303.330 1835.000 0.99290 0.99854 1674.03111 4219.92782 993464.69013 -4274.06987 27096.60609      
50 45 1294.070 1832.320 0.99305 1.06695 1674.28414 4509.05164 1027656.19744 29917.43744 27093.31693      
51 46 1285.070 1955.000 0.94807 0.98312 1598.44722 4154.76430 963402.56281 -34336.19719 26234.8362      
52 47 1218.330 1922.000 1.02599 1.02497 1729.83715 4331.64256 1023165.61968 25426.85968 26145.60065      
53 48 1250.000 1970.000 1.00090 1.05487 1687.52066 4457.99919 1025550.02159 27811.26159 25871.41223      
54 49 1251.120 2078.100 1.05505 1.16934 1778.83273 4941.73668 1109659.41540 111920.65540 25470.68684      
55 50 1320.000 2430.000 0.98864 0.89506 1666.85080 3782.62037 939737.03916 -58001.72084 25450.6614      
56 51 1305.000 2175.000 1.01149 0.94717 1705.38943 4002.84534 977131.01976 -20607.74024 25431.25727      
57 52 1320.000 2060.100 1.04943 1.06791 1769.35254 4513.09160 1056273.16028 58534.40028 25264.76878      
58 53 1385.250 2200.000 0.99337 0.95950 1674.83687 4054.92374 974232.71629 -23506.04371 25006.04497      
59 54 1376.070 2110.890 0.92420 0.93003 1558.21792 3930.41775 925021.79955 -72716.96045 24311.17702      
60 55 1271.770 1963.200 0.98996 1.04778 1669.08056 4428.01941 1016554.13724 18815.37724 24276.21404      
61 56 1259.000 2057.000 0.97936 0.97278 1651.20508 4111.04818 973860.38724 -23878.37276 23725.87707      
62 57 1233.010 2001.000 1.08271 1.05697 1825.45680 4466.86732 1067425.55635 69686.79635 23577.98084      
63 58 1334.990 2115.000 1.00751 1.04114 1698.66464 4399.97954 1022002.31940 24263.55940 22357.76689      
64 59 1345.010 2202.020 1.01858 1.01725 1717.33571 4299.01012 1015614.56341 17875.80341 21948.31113      
65 60 1370.000 2240.010 0.99855 1.00915 1683.56098 4264.75732 1001575.41360 3836.65360 21531.61988      
66 61 1368.010 2260.500 1.02412 0.99978 1726.66867 4225.18392 1009665.62999 11926.86999 19855.54449      
67 62 1401.000 2260.010 1.10421 1.11150 1861.71126 4697.30807 1105348.88352 107610.12352 19716.21012      
68 63 1547.000 2512.000 1.03951 1.03145 1752.62211 4359.00681 1033138.94726 35400.18726 19590.97036      
69 64 1608.120 2591.000 0.99184 1.04230 1672.25453 4404.86517 1014761.43027 17022.67027 19574.76536      
70 65 1595.000 2700.600 0.93428 0.95762 1575.19845 4047.00012 943804.75384 -53934.00616 19342.33959      
71 66 1490.170 2586.150 0.99465 0.97639 1676.99257 4126.33649 983297.50716 -14441.25284 18913.53966      
72 67 1482.200 2525.100 0.99514 1.03164 1677.81996 4359.82357 1011093.89063 13355.13063 18798.44781      
73 68 1475.000 2605.000 1.00679 1.00768 1697.45201 4258.56229 1004956.14405 7217.38405 18599.23898      
74 69 1485.010 2625.010 0.97844 0.97636 1649.66736 4126.18733 975191.64388 -22547.11612 18546.05726      
75 70 1453.000 2562.950 0.97885 0.95867 1650.35199 4051.44637 966574.86137 -31163.89863 17950.23499      
76 71 1422.270 2457.030 1.00477 1.01790 1694.04726 4301.72855 1009041.95665 11303.19665 17907.12912      
77 72 1429.050 2501.000 1.01630 1.03606 1713.49961 4378.48293 1023856.87104 26118.11104 17901.2407      
78 73 1452.350 2591.180 1.01982 1.00574 1719.43185 4250.36862 1010495.32582 12756.56582 17665.35872      
79 74 1481.140 2606.060 0.97222 0.98271 1639.17955 4153.02875 975254.53937 -22484.22063 17521.02433      
80 75 1440.000 2561.000 0.97847 0.97953 1649.71395 4139.58129 976785.92152 -20952.83848 17435.34443      
81 76 1409.000 2508.570 1.02644 1.03724 1730.59533 4383.49825 1029509.01150 31770.25150 17295.50532      
82 77 1446.260 2602.000 1.01849 1.04497 1717.18275 4416.12832 1029389.23750 31650.47750 17238.20516      
83 78 1473.000 2719.000 1.02653 1.03456 1730.74134 4372.15613 1028213.86136 30475.10136 17032.06233      
84 79 1512.080 2812.970 0.99201 1.01494 1672.54047 4289.24429 1001202.80610 3464.04610 17008.91479      
85 80 1500.000 2855.000 0.99703 0.98914 1681.00817 4180.21240 990843.48154 -6895.27846 16616.98883      
86 81 1495.550 2824.000 1.05401 1.08994 1777.07743 4606.20956 1069547.64605 71808.88605 16554.97207      
87 82 1576.330 3078.000 1.01262 1.03216 1707.28393 4362.02719 1020075.25296 22336.49296 16500.02011      
88 83 1596.220 3177.000 0.98044 1.02581 1653.03382 4335.17781 1000848.99329 3110.23329 15904.75592      
89 84 1565.000 3259.000 0.97316 0.96379 1640.76245 4073.08380 966289.57264 -31449.18736 15847.67281      
90 85 1523.000 3141.000 0.97833 0.97104 1649.47794 4103.73012 972485.62382 -25253.13618 15283.83735      
91 86 1490.000 3050.050 1.00371 1.00367 1692.26747 4241.61854 1001422.15972 3683.39972 14820.54034      
92 87 1495.530 3061.250 0.96956 0.98326 1634.68102 4155.34863 974196.71935 -23542.04065 14743.80163      
93 88 1450.000 3010.000 1.04897 1.05914 1768.56635 4476.02959 1051667.13154 53928.37154 13685.59134      
94 89 1521.000 3188.010 1.00663 1.04401 1697.18356 4412.08493 1022992.35522 25253.59522 13403.80361      
95 90 1531.080 3328.310 0.99803 1.01853 1682.69542 4304.43048 1006000.64000 8261.88000 13346.9406      
96 91 1528.070 3390.000 1.00128 0.99558 1688.17258 4207.40044 996172.33705 -1566.42295 12789.98768      
97 92 1530.030 3375.000 0.98503 0.97514 1660.77544 4121.04228 977872.52074 -19866.23926 12758.56679      
98 93 1507.130 3291.100 0.99534 0.95766 1678.14562 4047.14789 974294.55287 -23444.20713 12565.54884      
99 94 1500.100 3151.740 1.01793 1.04011 1716.24376 4395.61384 1026690.58764 28951.82764 11998.7346      
100 95 1527.000 3278.160 0.99214 1.00333 1672.76041 4240.19061 995479.57406 -2259.18594 11967.52866      
101 96 1515.000 3289.090 1.04621 1.03676 1763.92258 4381.45536 1039132.81607 41394.05607 11602.23291      
102 97 1585.010 3410.000 1.05993 1.03676 1787.05295 4381.44945 1045978.70936 48239.94936 11527.96085      
103 98 1680.000 3535.350 1.00149 0.99028 1688.51894 4185.03857 993636.15824 -4102.60176 11311.23391      
104 99 1682.500 3501.000 0.96492 0.94544 1626.86687 3995.54156 953026.49861 -44712.26139 11240.65644      
105 100 1623.480 3310.000 0.98248 0.96435 1656.46422 4075.44145 971215.49995 -26523.26005 11149.39743      
106 101 1595.030 3192.000 1.05014 1.02443 1770.54146 4329.34288 1034942.73312 37203.97312 10914.04438      
107 102 1675.000 3269.980 0.96716 0.95750 1630.63841 4046.48319 960153.98628 -37584.77372 10824.33333      
108 103 1619.990 3131.000 1.01322 0.98403 1708.29253 4158.61198 996370.80186 -1367.95814 10298.64397      
109 104 1641.400 3081.000 0.99449 1.03862 1676.71404 4389.32814 1014248.07607 16509.31607 9937.66368      
110 105 1632.350 3200.000 0.99550 1.02125 1678.41838 4315.90463 1006088.58757 8349.82757 9290.94173      
111 106 1625.000 3268.000 0.95706 0.98072 1613.61014 4144.62990 966694.92820 -31043.83180 8462.85908      
112 107 1555.220 3205.000 0.99536 0.98942 1678.19366 4181.39960 990150.47514 -7588.28486 8342.23596      
113 108 1548.010 3171.100 0.96899 0.95401 1633.72007 4031.72685 959324.90836 -38413.85164 8258.56542      
114 109 1500.000 3025.250 0.97133 0.91433 1637.67771 3864.04047 940709.37842 -57029.38158 8009.53402      
115 110 1457.000 2766.070 1.01030 1.00217 1703.36769 4235.28229 1003960.14576 6221.38576 7989.41322      
116 111 1472.000 2772.080 0.92731 0.93071 1563.45357 3933.26960 926908.06881 -70830.69119 7277.03461      
117 112 1365.000 2580.000 0.95629 0.93621 1612.31963 3956.53051 944117.21065 -53621.54935 7228.82605      
118 113 1305.340 2415.430 1.04269 1.04373 1757.99227 4410.91303 1040853.44997 43114.68997 6946.47655      
119 114 1361.070 2521.060 1.00803 1.03175 1699.54941 4360.28931 1017580.76507 19842.00507 6872.42249      
120 115 1372.000 2601.110 0.99945 1.04456 1685.08835 4414.42239 1019687.99278 21949.23278 6834.52262      
121 116 1371.250 2717.020 0.98450 0.99926 1659.88222 4222.95806 989634.18910 -8104.57090 6638.91818      
122 117 1350.000 2715.000 1.01853 1.03573 1717.24490 4377.08773 1024800.84203 27062.08203 6367.08752      
123 118 1375.010 2812.000 1.00363 0.99716 1692.12864 4214.07696 998131.15796 392.39796 6238.74344      
124 119 1380.000 2804.000 0.98914 1.01326 1667.69602 4282.12145 998928.35319 1189.59319 5888.97562      
125 120 1365.010 2841.170 0.98974 0.97143 1668.70536 4105.36364 978369.69696 -19369.06304 5681.91924      
126 121 1351.000 2760.000 0.97047 0.95318 1636.22840 4028.22359 959653.99012 -38084.76988 5392.09363      
127 122 1311.110 2630.770 1.00068 0.98602 1687.15449 4167.03224 991107.53233 -6631.22767 5388.53507      
128 123 1312.000 2594.000 0.98171 0.96955 1655.16835 4097.39456 973422.39128 -24316.36872 5018.77      
129 124 1288.000 2515.000 1.00932 1.02664 1701.71817 4338.68398 1015673.28682 17934.52682 4539.55411      
130 125 1300.000 2582.000 0.98731 0.95703 1664.61064 4044.50209 969975.99714 -27762.76286 4153.82285      
131 126 1283.500 2471.050 0.99727 0.97340 1681.41239 4113.68562 983112.97004 -14625.78996 4017.02832      
132 127 1280.000 2405.320 1.06328 1.03313 1792.70282 4366.09620 1045839.38583 48100.62583 3879.24043      
133 128 1361.000 2485.000 1.01470 1.05280 1710.78605 4449.25849 1031405.17147 33666.41147 3834.20457      
134 129 1381.000 2616.220 1.03353 1.02965 1742.53590 4351.41853 1029258.01159 31519.25159 3787.36257      
135 130 1427.300 2693.800 1.01251 1.01716 1707.09546 4298.62677 1012538.21488 14799.45488 3689.65719      
136 131 1445.150 2740.030 1.02066 1.09232 1720.83503 4616.26964 1054086.98764 56348.22764 3450.57658      
137 132 1475.000 2993.000 1.00407 1.00501 1692.87978 4247.27992 1002271.44433 4532.68433 3077.25712      
138 133 1481.010 3008.000 0.98669 0.97407 1663.57176 4116.51363 978165.84948 -19572.91052 2995.40706      
139 134 1461.300 2930.000 1.02032 1.01888 1720.27709 4305.87665 1017295.46327 19556.70327 2984.57340      
140 135 1491.000 2985.310 1.03364 1.03909 1742.71919 4391.30424 1034018.78041 36280.02041 1672.81865      
141 136 1541.150 3102.010 0.98854 0.99923 1666.69005 4222.84392 991635.83872 -6102.92128 1332.96313      
142 137 1523.490 3099.620 0.96498 0.97464 1626.96883 4118.90751 967613.85973 -30124.90027 1235.52568      
143 138 1470.140 3021.000 0.97610 0.96036 1645.72164 4058.58081 966046.14059 -31692.61941 1171.27921      
144 139 1435.010 2901.250 1.02369 1.01163 1725.95700 4275.26187 1015364.17172 17625.41172 1059.83058      
145 140 1469.010 2935.000 1.03625 1.03237 1747.12601 4362.90469 1031972.05275 34233.29275 398.51660      
146 141 1522.260 3030.010 1.03202 1.05577 1739.99298 4461.79844 1041530.13762 43791.37762 339.40628      
147 142 1571.000 3199.000 1.00064 1.02001 1687.09394 4310.64842 1008036.32003 10297.56003 225.51510      
148 143 1572.010 3263.000 1.00826 1.00867 1699.94202 4262.75297 1006187.68706 8448.92706 -260.56994      
149 144 1585.000 3291.300 0.98738 1.00599 1664.73543 4251.39522 994426.32246 -3312.43754 -1212.86181      
150 145 1565.000 3311.000 0.98562 0.97712 1661.77024 4129.41408 979154.85258 -18583.90742 -1226.85517      
151 146 1542.500 3235.250 1.00944 1.03810 1701.92462 4387.11046 1021448.72244 23709.96244 -1289.59386      
152 147 1557.060 3358.510 0.97299 0.97513 1640.46675 4121.01721 971858.18696 -25880.57304 -1345.67561      
153 148 1515.000 3275.000 0.97822 0.97710 1649.29616 4129.31908 975451.31482 -22287.44518 -1564.26037      
154 149 1482.010 3200.000 1.02131 1.04167 1721.93702 4402.18310 1029150.96204 31412.20204 -2269.14882      
155 150 1513.590 3333.330 0.98441 1.00075 1659.73275 4229.26958 990334.70558 -7404.05442 -2272.43552      
156 151 1490.000 3335.830 0.96940 0.95478 1634.41130 4035.01632 959917.67228 -37821.08772 -2313.9176      
157 152 1444.400 3185.000 0.98380 0.99624 1658.69580 4210.19076 987776.46540 -9962.29460 -2530.71881      
158 153 1421.000 3173.010 0.98188 1 1655.45774 4226.08668 988693.72023 -9045.03977 -2682.29949      
159 154 1395.250 3173.000 1.04075 1.02155 1754.70713 4317.17492 1028819.95047 31081.19047 -3333.71211      
160 155 1452.100 3241.380 1.01945 1.00453 1718.81062 4245.22670 1009704.69399 11965.93399 -4100.09282      
161 156 1480.350 3256.050 1.06148 1.03657 1789.66371 4380.63063 1046654.87290 48916.11290 -4286.04877      
162 157 1571.360 3375.110 1.00309 0.98664 1691.22460 4169.64114 992620.13562 -5118.62438 -5113.40979      
163 158 1576.220 3330.020 0.98665 0.99129 1663.50448 4189.27097 986731.30005 -11007.45995 -5682.77534      
164 159 1555.180 3301.000 0.98895 0.99970 1667.38473 4224.81975 992074.60993 -5664.15007 -6122.24123      
165 160 1538.000 3300.000 1.02536 1.02182 1728.76318 4318.30582 1021273.98766 23535.22766 -6257.23906      
166 161 1577.000 3372.000 0.99627 0.99911 1679.71285 4222.34012 995431.13955 -2307.62045 -6541.56458      
167 162 1571.110 3369.000 1.00079 0.99466 1687.34068 4203.52066 995468.28050 -2270.47950 -6630.08319      
168 163 1572.350 3351.000 0.98493 0.97463 1660.59681 4118.90260 977567.16067 -20171.59933 -6900.28029      
169 164 1548.650 3266.000 1.00482 1.00117 1694.13168 4231.04296 1000726.04539 2987.28539 -7345.94341      
170 165 1556.110 3269.820 0.96331 0.97895 1624.14344 4137.15315 968930.52979 -28808.23021 -7430.33167      
171 166 1499.010 3201.000 1.00466 1.02220 1693.87200 4319.90331 1011134.70161 13395.94161 -7596.10120      
172 167 1506.000 3272.050 1.01401 1.01771 1709.63205 4300.94681 1013562.81076 15824.05076 -8130.69867      
173 168 1527.100 3330.000 1.02488 1.00691 1727.96428 4255.28928 1013601.56164 15862.80164 -8444.84454      
174 169 1565.100 3353.000 1.03959 0.99344 1752.76742 4198.37134 1014226.97465 16488.21465 -8697.74748      
175 170 1627.070 3331.000 1.01238 1.00128 1706.87956 4231.49205 1004552.41305 6813.65305 -8744.46556      
176 171 1647.210 3335.250 0.98045 0.99993 1653.04129 4225.78322 987942.64355 -9796.11645 -8982.13725      
177 172 1615.000 3335.000 1.02059 1.02250 1720.72197 4321.20309 1019235.66791 21496.90791 -9075.59202      
178 173 1648.250 3410.050 1.01375 1.03634 1709.18912 4379.67497 1022721.62585 24982.86585 -9829.08515      
179 174 1670.910 3533.970 0.98758 1.02025 1665.06239 4311.69898 1001638.94804 3900.18804 -9908.81632      
180 175 1650.150 3605.550 0.98928 1.01344 1667.93557 4282.88871 999089.79756 1351.03756 -9989.60880      
181 176 1632.460 3654.000 0.97999 0.98659 1652.27865 4169.42816 981067.00212 -16671.75788 -11029.96547      
182 177 1599.800 3605.000 1.01388 1.01165 1709.40631 4275.33612 1010473.93048 12735.17048 -11510.1699      
183 178 1622.000 3647.000 0.98644 1.02964 1663.14180 4351.36499 1005751.04142 8012.28142 -11974.05739      
184 179 1600.000 3755.100 0.98258 0.97148 1656.63128 4105.56651 974819.70575 -22919.05425 -12100.18731      
185 180 1572.120 3648.000 0.99103 0.99589 1670.88855 4208.72294 991212.31688 -6526.44312 -13015.00807      
186 181 1558.020 3633.000 1.00207 1.00798 1689.50534 4259.83435 1002754.03466 5015.27466 -14450.27027      
187 182 1561.250 3662.000 1.03779 1.01639 1749.72471 4295.36557 1024771.65138 27032.89138 -14630.38757      
188 183 1620.250 3722.020 0.99676 0.98632 1680.54692 4168.28381 989299.37854 -8439.38146 -16411.7488      
189 184 1615.000 3671.100 1.01985 1.01339 1719.47965 4282.68054 1014322.27919 16583.51919 -16465.98992      
190 185 1647.060 3720.250 0.96409 0.94106 1625.47145 3977.02677 950428.70669 -47310.05331 -16705.48923      
191 186 1587.920 3500.990 1.01596 1.00709 1712.92594 4256.04854 1009239.80492 11501.04492 -16770.28502      
192 187 1613.270 3525.800 1.02277 1.02814 1724.39610 4345.00326 1023131.63117 25392.87117 -17195.25009      
193 188 1650.000 3625.000 1.02489 1.01379 1727.97632 4284.39103 1017039.13327 19300.37327 -17591.59911      
194 189 1691.070 3675.000 1.01924 1.01798 1718.44266 4302.08930 1016305.56631 18566.80631 -18590.64072      
195 190 1723.600 3741.080 1.03352 1.00560 1742.52009 4249.75481 1017257.01527 19518.25527 -18608.14718      
196 191 1781.370 3762.020 1.06162 1.03434 1789.89435 4371.21555 1045612.16124 47873.40124 -18982.26413      
197 192 1891.130 3891.200 0.98436 1.00431 1659.63837 4244.32419 992083.21239 -5655.54761 -19343.8775      
198 193 1861.550 3907.980 1.02718 1.02459 1731.83853 4330.00117 1023564.34370 25825.58370 -19386.36768      
199 194 1912.150 4004.060 0.99862 1.00898 1683.69104 4264.03301 1001528.44153 3789.68153 -19595.34876      
200 195 1909.520 4040.000 0.99763 0.96875 1682.01907 4094.02391 980972.46591 -16766.29409 -19891.47382      
201 196 1905.000 3913.740 1.00528 1.01463 1694.90470 4287.92999 1007667.52898 9928.76898 -20197.01253      
202 197 1915.050 3971.000 0.99946 1.03523 1685.09438 4374.97664 1015035.18094 17296.42094 -20588.36081      
203 198 1914.010 4110.890 0.96711 0.98735 1630.55871 4172.63239 975015.99933 -22722.76067 -20989.13453      
204 199 1851.060 4058.880 1.00305 1.03109 1691.14711 4357.50967 1014765.68522 17026.92522 -22324.15902      
205 200 1856.700 4185.090 1.01673 1.01909 1714.22368 4306.79304 1015611.78703 17873.02703 -22388.70075      
206 201 1887.770 4265.000 0.98847 0.99414 1666.56672 4201.32802 989060.45580 -8678.30420 -22531.05108      
207 202 1866.000 4240.000 0.96132 0.97199 1620.79231 4107.73930 964467.76219 -33270.99781 -22583.45876      
208 203 1793.820 4121.250 0.97014 0.94634 1635.65960 3999.32365 956075.43261 -41663.32739 -22656.43944      
209 204 1740.250 3900.100 0.98262 0.96442 1656.70283 4075.73055 971320.24244 -26418.51756 -22778.21196      
210 205 1710.000 3761.330 0.99064 1.01773 1670.23447 4301.00810 1001908.35838 4169.59838 -22854.72576      
211 206 1694.000 3828.000 0.98478 0.98226 1660.35160 4151.13861 981298.42848 -16440.33152 -22948.43298      
212 207 1668.220 3760.100 0.98488 1.00263 1660.52105 4237.22694 991507.00989 -6231.75011 -23255.39345      
213 208 1643.000 3770.000 1.00304 1.00875 1691.14089 4263.09239 1003622.60473 5883.84473 -23452.07152      
214 209 1648.000 3803.000 1.00121 1.00684 1688.05613 4254.99261 1001753.74219 4014.98219 -23517.21684      
215 210 1650.000 3829.000 1.01805 1.03291 1716.45014 4365.16728 1023158.98125 25420.22125 -23593.36963      
216 211 1679.790 3955.000 1.02156 1.01789 1722.35408 4301.71033 1017418.62604 19679.86604 -23913.17768      
217 212 1716.000 4025.760 1.00233 1.02093 1689.94009 4314.53216 1009337.06282 11598.30282 -24118.99948      
218 213 1720.000 4110.000 0.98547 0.97932 1661.50404 4138.69891 980171.66685 -17567.09315 -24347.21037      
219 214 1695.000 4025.000 0.98820 0.99431 1666.11608 4202.06635 989014.18836 -8724.57164 -25289.66824      
220 215 1675.000 4002.110 1.02747 1.03377 1732.32243 4368.82463 1028288.74580 30549.98580 -25926.1163      
221 216 1721.010 4137.270 1.02017 1.00719 1720.02390 4256.46832 1011390.33744 13651.57744 -26447.82473      
222 217 1755.730 4167.000 1.02784 1.00701 1732.94898 4255.71414 1015127.16546 17388.40546 -26552.80583      
223 218 1804.610 4196.200 0.97805 0.97541 1649.00319 4122.16465 974520.37336 -23218.38664 -27784.16222      
224 219 1765.000 4093.000 0.97792 0.98339 1648.77449 4155.88871 978432.11800 -19306.64200 -28870.09677      
225 220 1726.020 4025.000 1.01287 1.01772 1707.71493 4300.99384 1013000.89242 15262.13242 -30183.94144      
226 221 1748.240 4096.330 0.97126 0.96458 1637.55833 4076.42393 965735.28994 -32003.47006 -30203.66113      
227 222 1698.000 3951.250 0.98693 0.98703 1663.96676 4171.28504 984745.79517 -12992.96483 -31116.23167      
228 223 1675.800 3900.000 0.97430 0.97744 1642.68765 4130.74185 973663.08287 -24075.67713 -31199.55664      
229 224 1632.740 3812.000 0.98430 0.97849 1659.53347 4135.19229 979174.59581 -18564.16419 -31494.43491      
230 225 1607.100 3730.000 1.03167 1.04370 1739.40923 4410.77944 1035337.10684 37598.34684 -31732.9077      
231 226 1658.000 3893.000 1.01990 1.03262 1719.56750 4363.96661 1023940.03870 26201.27870 -32051.92172      
232 227 1691.000 4020.000 1.00059 1.01547 1687.00705 4291.46789 1005747.29697 8008.53697 -33336.21549      
233 228 1692.000 4082.180 0.99159 1.02176 1671.83038 4318.05141 1004391.85780 6653.09780 -34423.75997      
234 229 1677.770 4171.000 0.99239 0.98777 1673.17728 4174.42628 987842.77640 -9895.98360 -37640.14531      
235 230 1665.000 4120.000 1.00601 0.99345 1696.13619 4198.40468 997468.06388 -270.69612 -37872.68642      
236 231 1675.000 4093.000 0.97380 0.99183 1641.83151 4191.57257 980587.68840 -17151.07160 -38134.55147      
237 232 1631.110 4059.560 0.97541 1.00996 1644.54998 4268.19902 990434.27661 -7304.48339 -38466.14157      
238 233 1591.000 4100.000 0.99686 0.99039 1680.71141 4185.47790 991376.97106 -6361.78894 -38534.55729      
239 234 1586.000 4060.590 1.00288 0.99173 1690.86818 4191.14087 995051.60233 -2687.15767 -41713.67779      
240 235 1590.570 4027.000 1.01174 1.00281 1705.80027 4237.95869 1004996.00434 7257.24434 -42000.43026      
241 236 1609.240 4038.300 1.00047 1.01034 1686.80626 4269.79157 1003130.05738 5391.29738 -43575.02539      
242 237 1610.000 4080.050 1.01914 1.01592 1718.27458 4293.37496 1015227.51975 17488.75975 -44771.40452      
243 238 1640.810 4145.000 1.00695 1.00680 1697.73432 4254.83136 1004599.45817 6860.69817 -44960.64124      
244 239 1652.220 4173.180 1.00034 1.00034 1686.58145 4227.53801 998077.59483 338.83483 -47370.59186      
245 240 1652.780 4174.600 0.99841 0.99914 1683.32712 4222.45559 996514.58771 -1224.17229 -53695.23972      
246 241 1650.150 4171.000 0.99400 0.98801 1675.89486 4175.43949 988766.73789 -8972.02211 -54044.81771      
247 242 1640.250 4121.000 1.00918 1.01504 1701.49015 4289.68122 1009823.46716 12084.70716 -57077.71387      
248 243 1655.310 4183.000 0.99558 0.98135 1678.56443 4147.29632 986236.03567 -11502.72433 -58020.88005      
249 244 1648.000 4105.000 1.00470 0.99269 1693.93875 4195.21498 996441.23740 -1297.52260 -66082.24816      
250 245 1655.750 4075.000 1.00989 1.01963 1702.68936 4309.06638 1012465.88228 14727.12228 -70953.24762      
251 246 1672.130 4155.000 1.01099 1.01085 1704.53249 4271.97175 1008634.28189 10895.52189 -72844.75252      
252 247 1690.500 4200.100 0.99261 1.00499 1673.54320 4247.19981 996538.36499 -1200.39501 -88070.96925      
253 248 1678.000 4221.070 1.00477 1.00119 1694.05824 4231.13599 1000715.28516 2976.52516 -136178.5579      
254 249 1686.010 4226.100                    

расчеты Var

  A B C D
1        
2     Расчеты VaR  
3        
4 var(t), отсортированные по убыванию      
5   ОТВЕТ
6 112013.4781  
7 107785.8248  
8 71899.95348   VaR(90%) 31494.43491
9 71472.31065   VaR(95%) 43575.02539
10 69826.24315   VaR(99%) 72844.75252
11 66886.90974      
12 64793.09158      
13 58844.68122      
14 58617.74282      
15 58317.14058      
16 56383.05267      
17 54203.19296      
18 54010.92789      
19 49019.76661      
20 48355.01401      
21 48340.99231      
22 48207.31865      
23 47977.28558      
24 43845.3659      
25 43186.67224      
26 41471.96865      
27 40566.37552      
28 37651.74607      
29 37288.50459      
30 36336.7296      
31 35466.79936      
32 34780.15096      
33 34294.40876      
34 33691.18752      
35 31976.53669      
36 31814.83683      
37 31681.65025      
38 31575.77749      
39 31448.12906      
40 31149.8876      
41 30596.29823      
42 30519.83271      
43 29905.71158      
44 28982.0614      
45 28685.68112      
46 28462.16087      
47 27847.57078      
48 27812.77225      
49 27096.60609      
50 27093.31693      
51 26234.8362      
52 26145.60065      
53 25871.41223      
54 25470.68684      
55 25450.6614      
56 25431.25727      
57 25264.76878      
58 25006.04497      
59 24311.17702      
60 24276.21404      
61 23725.87707      
62 23577.98084      
63 22357.76689      
64 21948.31113      
65 21531.61988      
66 19855.54449      
67 19716.21012      
68 19590.97036      
69 19574.76536      
70 19342.33959      
71 18913.53966      
72 18798.44781      
73 18599.23898      
74 18546.05726      
75 17950.23499      
76 17907.12912      
77 17901.2407      
78 17665.35872      
79 17521.02433      
80 17435.34443      
81 17295.50532      
82 17238.20516      
83 17032.06233      
84 17008.91479      
85 16616.98883      
86 16554.97207      
87 16500.02011      
88 15904.75592      
89 15847.67281      
90 15283.83735      
91 14820.54034      
92 14743.80163      
93 13685.59134      
94 13403.80361      
95 13346.9406      
96 12789.98768      
97 12758.56679      
98 12565.54884      
99 11998.7346      
100 11967.52866      
101 11602.23291      
102 11527.96085      
103 11311.23391      
104 11240.65644      
105 11149.39743      
106 10914.04438      
107 10824.33333      
108 10298.64397      
109 9937.66368      
110 9290.94173      
111 8462.85908      
112 8342.23596      
113 8258.56542      
114 8009.53402      
115 7989.41322      
116 7277.03461      
117 7228.82605      
118 6946.47655      
119 6872.42249      
120 6834.52262      
121 6638.91818      
122 6367.08752      
123 6238.74344      
124 5888.97562      
125 5681.91924      
126 5392.09363      
127 5388.53507      
128 5018.77      
129 4539.55411      
130 4153.82285      
131 4017.02832      
132 3879.24043      
133 3834.20457      
134 3787.36257      
135 3689.65719      
136 3450.57658      
137 3077.25712      
138 2995.40706      
139 2984.57340      
140 1672.81865      
141 1332.96313      
142 1235.52568      
143 1171.27921      
144 1059.83058      
145 398.51660      
146 339.40628      
147 225.51510      
148 -260.56994      
149 -1212.86181      
150 -1226.85517      
151 -1289.59386      
152 -1345.67561      
153 -1564.26037      
154 -2269.14882      
155 -2272.43552      
156 -2313.9176      
157 -2530.71881      
158 -2682.29949      
159 -3333.71211      
160 -4100.09282      
161 -4286.04877      
162 -5113.40979      
163 -5682.77534      
164 -6122.24123      
165 -6257.23906      
166 -6541.56458      
167 -6630.08319      
168 -6900.28029      
169 -7345.94341      
170 -7430.33167      
171 -7596.10120      
172 -8130.69867      
173 -8444.84454      
174 -8697.74748      
175 -8744.46556      
176 -8982.13725      
177 -9075.59202      
178 -9829.08515      
179 -9908.81632      
180 -9989.60880      
181 -11029.96547      
182 -11510.1699      
183 -11974.05739      
184 -12100.18731      
185 -13015.00807      
186 -14450.27027      
187 -14630.38757      
188 -16411.7488      
189 -16465.98992      
190 -16705.48923      
191 -16770.28502      
192 -17195.25009      
193 -17591.59911      
194 -18590.64072      
195 -18608.14718      
196 -18982.26413      
197 -19343.8775      
198 -19386.36768      
199 -19595.34876      
200 -19891.47382      
201 -20197.01253      
202 -20588.36081      
203 -20989.13453      
204 -22324.15902      
205 -22388.70075      
206 -22531.05108      
207 -22583.45876      
208 -22656.43944      
209 -22778.21196      
210 -22854.72576      
211 -22948.43298      
212 -23255.39345      
213 -23452.07152      
214 -23517.21684      
215 -23593.36963      
216 -23913.17768      
217 -24118.99948      
218 -24347.21037      
219 -25289.66824      
220 -25926.1163      
221 -26447.82473      
222 -26552.80583      
223 -27784.16222      
224 -28870.09677      
225 -30183.94144      
226 -30203.66113      
227 -31116.23167      
228 -31199.55664      
229 -31494.43491      
230 -31732.9077      
231 -32051.92172      
232 -33336.21549      
233 -34423.75997      
234 -37640.14531      
235 -37872.68642      
236 -38134.55147      
237 -38466.14157      
238 -38534.55729      
239 -41713.67779      
240 -42000.43026      
241 -43575.02539      
242 -44771.40452      
243 -44960.64124      
244 -47370.59186      
245 -53695.23972      
246 -54044.81771      
247 -57077.71387      
248 -58020.88005      
249 -66082.24816      
250 -70953.24762      
251 -72844.75252      
252 -88070.96925      
253 -136178.5579      

Информация о работе Риск-менеджмент на предприятии