摘要：Keyword: Keyword : Formation of Portfolio, Eficiency Portfolio, Mining Company, LQ 45 Index, BEI Abstrack:ABSTRACT : Issues to be discussed by the authors in the writing of this thesis include: Which of these three portfolio composition that can form an efficient investment. Writing this thesis aims to determine the portfolio composition which can form an efficient investment. Sources of data in this research is secondary data in the form of monthly stock price data from the three stock companies ranging from June 2004 until May 2009. In this portfolio analysis, calculations performed using Markowitz's model and also assisted with SPSS. Version 15.0 for use in calculating the correlation coefficient. From the analysis it can be concluded portfolio that can form an efficient portfolio is the portfolio to-1, with the proportion of 80% shares of Bumi Resources, Energi Mega Persada shares 10% and 10% shares Aneka Tambang has a return expectation of 0.016916 with a risk of 0 , 2031. And also portfolios of the 8th as an efficient portfolio, with the proportion of 40% shares of Bumi Resources, Energi Mega Persada shares 10% and 50% shares Aneka Tambang has a return expectation of 0.012304 with a risk of 0.1862.
