Recesin

Normal
Auge

Probabilidad Accin A
Accin B
Accin C
10%
6.50%
8.00%
5.00%
50%
7.00%
9.00%
7.00%
40%
7.50%
6.00%
9.00%

R
^2

Wa
Wb

7.15%
0.0010%
0.3202%

7.70%
0.0201%
1.4177%

7.60%
0.0164%
1.2806%

50%
50%
A

0.0035%
0.5916%

Ejercicio 1

Recesin
Normal
Boom

Probabilidad Opcin 1
Opcin 2
25%
10.00%
-100.00%
50%
10.00%
20.00%
25%
10.00%
200.00%

R
^2

10.00%
0.0000%
0.0000%

35.00%
114.7500%
107.1214%

Ejercicio 3

Recesin
Normal
Boom

Probabilidad Opcin 1
Opcin 2
20%
7.00%
-5.00%
50%
7.00%
10.00%
30%
7.00%
15.00%

R
^2

7.00%
0.0000%
0.0000%

ab
ab

0.0000%
0.0000%

w1
w2

50%
50%

matriz
1
2

8.50%
0.5025%
7.0887%

Re=

7.7500%

1
2
0
0
0 0.00125625
^2 =
=

0.00125625
0.03544362

Ejercicio 1

Recesin
Normal
Boom

Probabilidad Opcin 1
Opcin 2
25%
10.00%
-100.00%
50%
10.00%
20.00%
25%
10.00%
200.00%

R
^2

10.00%
0.0000%
0.0000%

35.00%
114.7500%
107.1214%

Ejercicio 3

Recesin
Normal
Boom

Probabilidad Opcin 1
Opcin 2
20%
7.00%
-5.00%
50%
7.00%
10.00%
30%
7.00%
15.00%

R
^2

25.00%
3.2400%
18.0000%

ab
ab

0.2232%
0.20

w1
w2
matriz

30%
70%

16.00%
0.3844%
6.2000%

Re=

18.7000%

1
2
1
0.002916 0.00046872
2 0.00046872 0.00188356
^2 =
=

0.005737
0.5737
0.07574299 0.75742986