) -100 200 B - - -350 -350 หุ้นกลุ่ม SET 50 250 -150 C 50 50 50 หุ้นกลุ่มนอก SET 100 50 50 general market risk = |(net SET 50 * %h/c) + (net นอก SET 100 * %h/c)| = |(-150 * 8%) + (50 * 8%)| = |-12 + 4| = 8

250 -150 C 50 50 50 หุ้นกลุ่มนอก SET 100 50 50 general market risk = |(net SET 50 * %h/c) + (net นอก SET 50 * %h/c)| = |(-150 * 8%) + (50 * 8%)| = |-12 + 4| = 8 specific risk = |net หุ้น A * %h/c

SET 50 250 -150 C 50 50 50 หุ้นกลุ่มนอก SET 100 50 50 general market risk = |(net SET 50 * %h/c) + (net นอก SET 100 * %h/c)| = |(-150 * 8%) + (50 * 8%)| = |-12 + 4| = 8 specific risk = |net หุ้น A * %h