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Activo 1

Adj
Date
Open High
Low
Close Volume Close
01/07/2010
18.96
20.48
18.96
20.48
0
20.48
01/06/2010
19.82
21.02
19.22
19.3
0
19.3
03/05/2010
22.85
22.85
18.43
20.02
0
20.02
01/04/2010
23.35
24.24
22.7
22.88
0
22.88
01/03/2010
20.97
22.92
20.97
22.92
0
22.92
01/02/2010
21.05
21.45
19.71
20.48
0
20.48
04/01/2010
20.92
22.66
20.8
20.9
0
20.9
01/12/2009
21.07
21.32
20.32
20.57
0
20.57
02/11/2009
19.88
21.52
19.68
20.45
0
20.45
01/10/2009
18.88
21.04
18.44
19.78
0
19.78
01/09/2009
16.09
18.84
15.75
18.77
0
18.77
03/08/2009
15.91
16.38
15.09
16.24
0
16.24
01/07/2009
14.72
15.15
12.92
15.15
0
15.15
01/06/2009
16.73
16.73
13.98
14.52
0
14.52
01/05/2009
12.36
15.74
12.36
15.74
0
15.74
01/04/2009
10.1
12.18
10.1
12.18
0
12.18
02/03/2009
8.21
10.62
8.21
9.89
0
9.89
02/02/2009
8.08
9.17
8.08
8.43
0
8.43
02/01/2009
10.07
10.46
8.05
8.37
0
8.37
01/12/2008
16.91
18.47
9.7
9.9
0
9.9
03/11/2008
23.65
24.86
15.66
17.91
0
17.91
01/10/2008
34.22
34.22
18.56
23
0
23
02/09/2008
47.81
47.81
33.79
34.62
0
34.62
01/08/2008
55.03
55.03
46.41
48.06
0
48.06
01/07/2008
65.75
65.75
52.86
55.79
0
55.79
02/06/2008
68.39
69.41
66.6
66.83
0
66.83
01/05/2008
61.33
68.78
61.33
68.17
0
68.17
01/04/2008
58.44
62.64
58.44
61.62
0
61.62
03/03/2008
59.61
60.08
55.99
58.09
0
58.09
01/02/2008
57.95
60.89
56.42
59.68
0
59.68
02/01/2008
63.23
64.16
55.48
56.3
0
56.3
03/12/2007
67.26
68.66
59.41
62.82
0
62.82
01/11/2007
67.89
69.35
65.99
67.11
0
67.11
01/10/2007
62.94
68.4
62.94
68.4
0
68.4
04/09/2007
59.1
63.02
58.33
63.02
0
63.02
01/08/2007
60.27
60.53
55.1
59.03
0
59.03
02/07/2007
58.61
62.93
58.61
60.91
0
60.91
01/06/2007
56.05
58.36
55.06
58.36
0
58.36
01/05/2007
58.75
59.06
53.3
54.59
0
54.59
02/04/2007
57.61
60.25
57.59
58.84
0
58.84
01/03/2007
54.04
57.88
52.31
57.65
0
57.65
01/02/2007
55.23
58.08
54.66
55.21
0
55.21
03/01/2007
56.5
61.33
51.89
54.23
0
54.23
01/12/2006
62.52
63.58
54.19
56.51
0
56.51
01/11/2006
58.78
62.23
57.92
62.23
0
62.23
02/10/2006
55.95
58.86
55.07
57.94
0
57.94
01/09/2006
57.11
57.69
53.43
56.61
0
56.61
01/08/2006
55.09
58.1
55.09
57.51
0
57.51
03/07/2006
54.21
55.4
52.64
55.4
0
55.4
01/06/2006
54.55
57.46
48.04
54.03
0
54.03
01/05/2006
60.91
63.68
49.84
54.67
0
54.67
03/04/2006
57.62
61.54
57.62
60.84
0
60.84
01/03/2006
56.52
57.86
53.65
57.07
0
57.07
01/02/2006
54.63
57.42
54.03
56.93
0
56.93
03/01/2006
47.23
55.58
47.23
54.11
0
54.11
01/12/2005
49.04
50.48
46.5
46.65
0
46.65

variacin
0.0611399
-0.03596404
-0.125
-0.0017452
0.11914063
-0.02009569
0.01604278
0.00586797
0.0338726
0.05380927
0.15578818
0.07194719
0.04338843
-0.07750953
0.29228243
0.23154702
0.17319098
0.00716846
-0.15454545
-0.44723618
-0.22130435
-0.33564414
-0.27965044
-0.1385553
-0.16519527
-0.01965674
0.10629666
0.06076777
-0.02664209
0.06003552
-0.1037886
-0.0639249
-0.01885965
0.08536972
0.06759275
-0.03086521
0.04369431
0.06906027
-0.07222978
0.0206418
0.04419489

Finanzas Para Ingenieros


U.N.E.T.
2011-1

01/11/2005
03/10/2005
01/09/2005
01/08/2005
01/07/2005
23/06/2005

46.42
50.32
45.89
41.08
37.68
37.12

49.31
50.91
50.06
45.44
41.15
37.38

46.42
44.76
45.46
41.08
37.68
37.03

49.04
46.28
50.06
45.44
41.12
37.38

0
0
0
0
0
0

Matriz de
Covarianza
x1
x2
x3
x4
x5
x6
x7
x8
x9
x10
x11
x12
x13
x14
x15

x1
0.01979889
0.00818387
0.00399798
0.0040886
0.00410954
0.00401415
0.01356765
0.01797541
0.01794421
0.0175023
0.01144997
0.011521
0.01026572
0.01034319
0.00793121

promedio

0.01084625 0.00608438

x2
0.00818387
0.00560028
0.00303436
0.00309131
0.00309903
0.00303824
0.00839069
0.00958828
0.00959438
0.00907212
0.00617483
0.00617718
0.00538045
0.0053725
0.00546814

49.04
46.28
50.06
45.44
41.12
37.38

x3
0.00399798
0.00303436
0.00237485
0.00238711
0.00239331
0.00237714
0.00467011
0.0047412
0.00474675
0.00454171
0.00355668
0.00355384
0.00312985
0.00313143
0.00325323

x4
0.0040886
0.00309131
0.00238711
0.0024218
0.00242916
0.0023913
0.00475234
0.0048559
0.00486162
0.00462437
0.0035935
0.00358967
0.00318953
0.00319084
0.00331815

x5
0.00410954
0.00309903
0.00239331
0.00242916
0.00243686
0.0023978
0.00476484
0.00486928
0.00487495
0.0046421
0.00360754
0.00360367
0.00320609
0.0032076
0.00332828

x6
0.00401415
0.00303824
0.00237714
0.0023913
0.0023978
0.00238003
0.00467767
0.00475435
0.00475993
0.00455572
0.0035621
0.00355899
0.00313915
0.00314043
0.00325667

x7
0.01356765
0.00839069
0.00467011
0.00475234
0.00476484
0.00467767
0.01390736
0.01547421
0.0154839
0.0146777
0.00968423
0.00969262
0.00899585
0.00899135
0.00830393

x8
0.01797541
0.00958828
0.0047412
0.0048559
0.00486928
0.00475435
0.01547421
0.0201391
0.02013555
0.01851571
0.01182708
0.01184799
0.01045768
0.01045777
0.00916654

x9
0.01794421
0.00959438
0.00474675
0.00486162
0.00487495
0.00475993
0.0154839
0.02013555
0.0201327
0.01852331
0.01181857
0.01183893
0.01045782
0.01045692
0.00916915

x10
0.0175023
0.00907212
0.00454171
0.00462437
0.0046421
0.00455572
0.0146777
0.01851571
0.01852331
0.0207321
0.01109883
0.01111534
0.01049798
0.01045829
0.00823909

x11
0.01144997
0.00617483
0.00355668
0.0035935
0.00360754
0.0035621
0.00968423
0.01182708
0.01181857
0.01109883
0.00826971
0.00829859
0.00711718
0.00714874
0.00641017

x12
0.011521
0.00617718
0.00355384
0.00358967
0.00360367
0.00355899
0.00969262
0.01184799
0.01183893
0.01111534
0.00829859
0.00832891
0.00713493
0.00716814
0.00641227

Para 0,01
Valor de la Funcion Objetivo = 0,01

Para 0,002
Valor de la Funcion Objetivo = 0,00

Para 0,00680908
Valor de la Funcion Objetivo = 0,01

Para 0,005
Valor de la Funcion Objetivo = 0,00

Varianza

Para 0,009
Valor de la Funcion Objetivo = 0,01

Riesgo

0.01257495 0.01979889 0.14245653

Finanzas Para Ingenieros


2011-1

x14
0.01034319
0.0053725
0.00313143
0.00319084
0.0032076
0.00314043
0.00899135
0.01045777
0.01045692
0.01045829
0.00714874
0.00716814
0.0075427
0.00757125
0.00559604

x15
0.00793121
0.00546814
0.00325323
0.00331815
0.00332828
0.00325667
0.00830393
0.00916654
0.00916915
0.00823909
0.00641017
0.00641227
0.0055821
0.00559604
0.00632108

0.0034593 0.00351901 0.00353134 0.00346691 0.00973563 0.01165374 0.01165325 0.01125311 0.00757451 0.00758947 0.00690611 0.00691848 0.00611707

promedio

U.N.E.T.

x13
0.01026572
0.00538045
0.00312985
0.00318953
0.00320609
0.00313915
0.00899585
0.01045768
0.01045782
0.01049798
0.00711718
0.00713493
0.00751868
0.00751868
0.0055821

Activo 2
variacion
0.07662835
0.0155642
0.08432304
0.00717703
0.06496815
0.01008827
0.01612903
0.01346389
0.04076433
0.01290323
0.06019152
0.07184751
0.07064364
-0.0124031
0.16847826
0.16210526
0.06263982
0.04893617
0.09441233
0.00581395
-0.0915493
-0.2565445
0.15673289
0.03101604
-0.0290758
0.05957031
0.01688183
0.02965235
0.0198123
0.0412595
0.09171598
-0.0259366
0.06469003
0.03631285
0.01994302
0.02409639
0.02175884
0.00181653
0.01194853
0.03422053
0.03543307

promedio

Varianza
Riesgo
Matriz de Covarianza Covarianza
0.00159602 0.00560028 0.07576467
1 0.008183873
2 0.005600279
3 0.003034358
4 0.003091313
5 0.003099034
6 0.003038236
7 0.008390694
8
9
10
11
12
13
14
15

0.009588282
0.009594378
0.009072117
0.006174833
0.006177177
0.005380454
0.005372499
0.005468141

Finanzas Para Ingenieros


U.N.E.T.
2011-1

Activo 3
variacion
0.01928934
-0.00303644
-0.06038992
0.00238322
0.05852674
0.0005048
-0.02844532
0.02001001
0.0121519
-0.03564453
0.01890547
0.05567227
0.07146877
-0.00112423
0.04217926
0.08587786
0.00963391
-0.05807623
-0.04173913
0.01113716
-0.04103429
-0.10782347
-0.1114082
0.01217862
-0.02420775
-0.09769658
0.0194332
0.04883227
-0.01711185
0.00503356
-0.09422492
-0.08769497
-0.02500845
0.02850191
0.0337765
-0.00678087
-0.02267178
0.00279818
0.03549439
0.05060883
0.04826486

Promedio
varianza
Riesgo
Matriz de Covarianza
-0.00418185 0.00237485 0.0493378
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15

Covarianza
0.003997981
0.003034358
0.002374848
0.002387112
0.002393312
0.002377138
0.004670112
0.0047412
0.00474675
0.004541712
0.003556681
0.003553839
0.003129852
0.003131426
0.003253225

Finanzas Para Ingenieros


U.N.E.T.
2011-1

Activo 4
variacion
0.04460581
-0.00413223
-0.06065017
0.00145773
0.05755396
-0.00051361
-0.02892768
0.02873268
0.01089212
-0.03648176
0.0314433
0.05434783
0.07101281
-0.00174317
0.04113733
0.08535785
0.00794176
-0.05856698
-0.04236277
0.01024714
-0.04159445
-0.10865088
-0.11202561
0.01156337
-0.02524797
-0.09837398
0.01863354
0.04817708
-0.01832126
0.00427899
-0.09488768
-0.08211873
-0.02563214
0.02740214
0.03308824
-0.00766144
-0.02351265
0.00285816
0.03475046
0.04967016
0.04756098

promedio
Varinza
Riesgo
Matriz de Covarianza
-0.00362663 0.0024218 0.04982319
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15

Covarianza
0.004088599
0.003091313
0.002387112
0.002421805
0.002429159
0.0023913
0.004752342
0.004855899
0.004861616
0.004624371
0.003593495
0.003589666
0.00318953
0.003190841
0.00331815

Finanzas Para Ingenieros


U.N.E.T.
2011-1

Activo 5
variacion
0.04497354
-0.00421496
-0.06132542
0.00198216
0.05765199
-0.00052383
-0.02899288
0.02985856
0.01112288
-0.03673469
0.03430079
0.05453534
0.07027993
-0.00118977
0.04086687
0.08534946
0.00813008
-0.05867347
-0.04215027
0.00987045
-0.04139562
-0.10859251
-0.11272217
0.01135289
-0.02490775
-0.0985447
0.01863617
0.04793609
-0.01787271
0.00437828
-0.09508716
-0.08318198
-0.02583156
0.02763636
0.03305785
-0.00782706
-0.02329814
0.00292077
0.03436556
0.04996035
0.04734219

promedio
Varianza
Riesgo
Matriz de Covarianza
-0.00357459 0.00243686 0.04997779
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15

Covarianza
0.004109535
0.003099034
0.002393312
0.002429159
0.002436858
0.002397798
0.004764843
0.004869278
0.004874947
0.004642097
0.003607535
0.003603675
0.00320609
0.003207597
0.003328283

Finanzas Para Ingenieros


U.N.E.T.
2011-1

Activo 6
variacion
0.01916106
-0.00361197
-0.06013579
0.00194363
0.05864198
-0.00051414
-0.02847153
0.02247191
0.01136364
-0.03585657
0.02240326
0.05477981
0.07134638
-0.00114943
0.04191617
0.08582575
0.00918635
-0.0586782
-0.04144464
0.01077199
-0.04130809
-0.10798362
-0.11222172
0.01195402
-0.02422611
-0.09793606
0.01896907
0.04887543
-0.01742456
0.00469684
-0.09435422
-0.08686441
-0.02546456
0.02830856
0.03365033
-0.00726216
-0.02271114
0.00284698
0.03537214
0.0503096
0.04827586

promedio
Varianza
Riesgo
Matriz de Covarianza
-0.00425727 0.00238003 0.04939161
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15

Covarianza
0.004014154
0.003038236
0.002377138
0.0023913
0.002397798
0.00238003
0.004677673
0.00475435
0.004759933
0.004555718
0.003562101
0.003558994
0.003139153
0.00314043
0.003256665

Finanzas Para Ingenieros


U.N.E.T.
2011-1

Activo 7
variacion
0.11201445
-0.07052897
-0.1517094
-0.00071174
0.11287129
-0.02396598
0.01690252
0.01719312
0.03646913
0.00877926
0.08088568
0.10209163
0.17495611
-0.03880765
0.21448087
0.29214475
0.17409326
-0.07919847
-0.17284925
-0.03503427
-0.12408272
-0.35775493
-0.20881356
-0.12410926
-0.00999412
-0.08597528
0.05618615
0.03101229
0.01004728
0.04638219
-0.14602588
-0.05819448
-0.04985822
0.0952381
0.07692308
-0.03131749
0.0283176
0.04134143
-0.00317003
0.03335319
0.05697199

promedio Varianza
Riesgo
Matriz de Covarianza
0.00113545 0.01390736 0.11939447
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15

Covarianza
0.013567647
0.008390694
0.004670112
0.004752342
0.004764843
0.004677673
0.013907356
0.015474207
0.015483904
0.014677701
0.009684227
0.009692615
0.008995851
0.008991348
0.008303927

Finanzas Para Ingenieros


U.N.E.T.
2011-1

Activo 8
variacion
0.124
-0.0530303
-0.09278351
-0.01522843
0.09647495
0.00185874
0.01605288
0.0443787
0.04968944
0.0420712
0.12363636
0.06865285
0.12046444
-0.09222661
0.33391916
0.29612756
0.22625698
0.03170029
-0.15776699
-0.12340426
-0.13284133
-0.48034516
-0.30835544
-0.09265945
-0.15890688
-0.0617284
0.13714903
0.03405918
-0.04784689
0.08477509
-0.0844773
-0.01456816
-0.01131687
0.10454545
0.08910891
-0.04941176
0.05328377
0.07959866
-0.02159686
0.00858086
0

promedio Varianza
Riesgo
Matriz de Covarianza
0.00409488 0.0201391 0.14367526
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15

Covarianza
0.017975409
0.009588282
0.0047412
0.004855899
0.004869278
0.00475435
0.015474207
0.020139104
0.020135552
0.018515713
0.011827077
0.011847993
0.010457682
0.01045777
0.009166539

Finanzas Para Ingenieros


U.N.E.T.
2011-1

10

Activo 9
variacion
0.12411705
-0.05348615
-0.09350649
-0.01534527
0.09626168
0.00093545
0.0161597
0.04468719
0.04895833
0.04234528
0.12317073
0.06770833
0.12116788
-0.09271523
0.33392226
0.29519451
0.22752809
0.02890173
-0.15815085
-0.11991435
-0.13358071
-0.48073218
-0.30846103
-0.09250302
-0.15955285
-0.06151645
0.13658537
0.03419283
-0.04802561
0.0838635
-0.0847009
-0.01511992
-0.01134021
0.10415481
0.08859975
-0.04946996
0.05269684
0.07965194
-0.02225131
0.00858086
0

promedio Varianza
Riesgo
Matriz de Covarianza
0.00387833 0.0201327 0.14365243
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15

Covarianza
0.017944212
0.009594378
0.00474675
0.004861616
0.004874947
0.004759933
0.015483904
0.020135552
0.020132703
0.018523306
0.011818565
0.011838927
0.010457817
0.010456921
0.009169153

Finanzas Para Ingenieros


U.N.E.T.
2011-1

11

Activo 10
variacion
0.06701882
-0.03627108
-0.12133072
-0.01324138
0.12998753
-0.02640364
0.03226817
0.0247191
0.05485946
0.04457022
0.17254251
0.05884936
0.04979253
-0.12079449
0.34295046
0.21978752
0.23848684
0.04827586
-0.16426513
-0.04473503
-0.43153365
-0.33987603
-0.25294231
-0.15102375
-0.14219474
-0.06367583
0.15219039
0.04020814
-0.00952678
0.05712399
-0.13360034
-0.10463627
-0.00063996
0.10119803
0.08702313
-0.03360971
0.03923681
0.07831425
-0.05813408
-0.00435662
0.04047272

promedio
Varianza Riesgo
Matriz de Covarianza
-0.00421746 0.0207321 0.1457752
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15

Covarianza
0.017502295
0.009072117
0.004541712
0.004624371
0.004642097
0.004555718
0.014677701
0.018515713
0.018523306
0.020732105
0.011098828
0.011115336
0.010497982
0.010458286
0.008239091

Finanzas Para Ingenieros


U.N.E.T.
2011-1

12

Activo 11
variacion
0.0483871
-0.01254826
-0.11604096
0.00428449
0.07557604
-0.02428058
-0.04344086
-0.01357658
0.04523282
-0.00397527
0.07963758
0.08484221
0.08291317
-0.01490066
0.20558882
0.18160377
0.13368984
-0.00531915
-0.01998262
-0.14992614
-0.09005376
-0.25711433
-0.21849395
-0.05668016
-0.08054146
-0.08627087
0.05170732
0.03187919
-0.01487603
0.0282121
-0.07280176
-0.11095545
-0.07081489
0.0529057
0.0570849
-0.02679075
-0.01663894
0.00305981
0.01754883
0.04249041
0.04180756

promedio
Varianza
Riesgo
Matriz de Covarianza
-0.00579443 0.00826971 0.09206763
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15

Covarianza
0.011449969
0.006174833
0.003556681
0.003593495
0.003607535
0.003562101
0.009684227
0.011827077
0.011818565
0.011098828
0.008269707
0.008298592
0.007117179
0.007148744
0.006410165

Finanzas Para Ingenieros


U.N.E.T.
2011-1

13

Activo 12
Variacion
0.04867872
-0.01191022
-0.11547812
0.00488599
0.0762489
-0.02353445
-0.04299754
-0.01730382
0.04631579
-0.00335711
0.08023572
0.08562992
0.08373333
-0.01471361
0.20672162
0.18127341
0.13520408
-0.00507614
-0.01908714
-0.15557113
-0.08992347
-0.25651968
-0.21772997
-0.05635282
-0.07987118
-0.0859582
0.05268051
0.03230966
-0.01419111
0.02887735
-0.07224564
-0.11105165
-0.07016671
0.05347313
0.05766565
-0.0261879
-0.01594049
0.00373333
0.01819169
0.04334278
0.04222025

Promedio Varianza
Riesgo
Matriz de Covarianza
-0.00545722 0.00832891 0.09239663
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15

Covarianza
0.011520999
0.006177177
0.003553839
0.003589666
0.003603675
0.003558994
0.009692615
0.011847993
0.011838927
0.011115336
0.008298592
0.008328915
0.007134927
0.007168136
0.006412272

Finanzas Para Ingenieros


U.N.E.T.
2011-1

14

Activo 13
Variacion
0.07595573
-0.07534884
-0.13306452
-0.00361591
0.13756856
-0.04579154
0.03334836
0.04276316
0.0365319
0.01987084
0.09760087
0.04441913
0.10440252
-0.07986111
0.23428571
0.17056856
0.0862852
-0.01871658
-0.06810631
-0.10549777
-0.08185539
-0.16084717
-0.16251198
-0.08948058
-0.02758913
-0.05381526
0.0383653
0.00502934
-0.00583333
0.02739726
-0.04653061
-0.18954681
-0.02452404
0.02378593
0.03735435
-0.02635969
-0.0147929
0.01535381
-0.02251223
0.03863097
0.02858139

Promedio
Varianza
Riesgo
Matriz de Covarianza
-0.00336836 0.00751868 0.08778752
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15

Covarianza
0.010265719
0.005380454
0.003129852
0.00318953
0.00320609
0.003139153
0.008995851
0.010457682
0.010457817
0.010497982
0.007117179
0.007134927
0.007518682
0.007542702
0.005582096

Finanzas Para Ingenieros


U.N.E.T.
2011-1

15

Activo 14
Variacion
0.07806513
-0.07241226
-0.13389765
-0.00268611
0.13799127
-0.04503753
0.03540587
0.04136691
0.03682984
0.02240229
0.09728033
0.04423812
0.10500905
-0.07533482
0.23415978
0.17002417
0.08573928
-0.0171969
-0.06810897
-0.11489362
-0.07722513
-0.1609006
-0.16160221
-0.08892617
-0.02614379
-0.05336427
0.03897147
0.00565657
-0.0060241
0.02765167
-0.04718836
-0.19397781
-0.02382426
0.0250555
0.03819559
-0.0256657
-0.01391965
0.01541921
-0.02168448
0.03952957
0.02959973

Promedio
Varianza
Riesgo
Matriz de Covarianza
-0.00296154 0.00757125 0.0880939
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15

Covarianza
0.010343193
0.005372499
0.003131426
0.003190841
0.003207597
0.00314043
0.008991348
0.01045777
0.010456921
0.010458286
0.007148744
0.007168136
0.007542702
0.007571254
0.005596038

Finanzas Para Ingenieros


U.N.E.T.
2011-1

16

Activo 15
Variacion
0.103340292
0.009483667
-0.113498365
0.036302033
0.081675393
-0.03437816
-0.01001001
0.011133603
-0.003530005
0.001009591
0.024301965
0.077437326
0.086561743
-0.006614552
0.102054341
0.209134615
0.040867389
-0.041566747
-0.024180967
-0.03245283
-0.071478626
-0.268580215
-0.16122098
-0.016906171
-0.035466775
-0.090470894
0.00260223
0.016628874
-0.005636979
0.01410061
-0.067519545
-0.100671141
-0.116101695
0.079597438
-0.039824305
-0.006111758
-0.005787037
-0.043983402
0.013172646
0.034202899
0.046405823

Promedio
varianza
Riesgo
Matriz de Covarianza
-0.00746289 0.00632108 0.080492894
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15

Covarianza
0.007931209
0.005468141
0.003253225
0.00331815
0.003328283
0.003256665
0.008303927
0.009166539
0.009169153
0.008239091
0.006410165
0.006412272
0.005582096
0.005596038
0.006321079

Finanzas Para Ingenieros


U.N.E.T.
2011-1

17

Finanzas Para Ingenieros


U.N.E.T.
2011-1

18

Finanzas Para Ingenieros


U.N.E.T.
2011-1

19

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