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Fecha

5/17/2013
5/16/2013
5/15/2013
5/14/2013
5/13/2013
5/10/2013
5/9/2013
5/8/2013
5/7/2013
5/6/2013
5/3/2013
5/2/2013
5/1/2013
4/30/2013
4/29/2013

Bimbo
37.55
37.58
38.04
38.4
37.49
38.16
38.86
38.85
39.44
38.3
39.19
39.35
39.51
39.51
41

Elektra
495.71
502.63
513.34
523.1
544.61
546.25
543.11
533.25
536.52
539.13
534.94
524.75
523.28
523.28
517.17

Precios
Chedraui
47.55
47.99
48.07
48.6
47.27
46.87
46.81
46.41
46.37
46.37
46.41
45.38
46.31
46.31
46.69

Re
IPC
41,806.73
41,761.11
41,905.23
41,925.14
41,766.91
41,741.54
41,682.64
42,102.14
42,406.67
42,197.99
42,602.07
42,090.01
42,263.48
42,263.48
41,910.53
Promedios

Bimbo

IPC

Bimbo

Diferencias
Fecha

Bimbo

Elektra

Chedraui

4/18/2013
4/17/2013
4/16/2013
4/15/2013
4/12/2013
4/11/2013
4/10/2013
4/9/2013
4/8/2013
4/5/2013
4/4/2013
4/3/2013
4/2/2013
4/1/2013
Promedio
Riesgo

Portafolio de Inve
Calcular

Bimbo

Rendimientos
Varianzas
Riesgo
Bimbo-ElektraChedraui
Covarianzas
Bimbo
Betas
Bimbo-ElektraChedraui
Correlacin

Portafolio
1
2
3
4
5
6
7
8
9
10
11
12
13
14

Bimbo
80%
70%
60%
50%
40%
30%
20%
10%
10%
10%
10%
10%
10%
10%

Elektra
10%
20%
30%
40%
50%
60%
70%
80%
70%
60%
50%
40%
30%
20%

Chedraui
10%
10%
10%
10%
10%
10%
10%
10%
20%
30%
40%
50%
60%
70%

Varianza

Riesgo

Rendimientos
Elektra
Chedraui

IPC

Bimbo

Rendimientos Medios
Elektra

Varianzas
Elektra

Portafolio de Inversin
Elektra

Covarianza

Chedraui

IPC

Chedraui

IPC

Bimbo-ElektraChedraui

Bimbo-IPC

Bimbo-IPC

Elektra-IPC

Elektra

Chedraui

Rendimiento

Rendimiento $

Chadraui-IPC

Suponer que se invierte:


$

2,500,000.00

Rendimientos Medios
Chedraui

IPC

Covarianza
Elektra-IPC

Chadraui-IPC