Documentos de Académico
Documentos de Profesional
Documentos de Cultura
10 25-Y-10 28
10 25-Y-10 28
25
ESCENARI
O
OPTIMISTA
NORMAL
PESIMISTA
PROBABILID
AD
%
33
44
23
VAN PROYECTO
3
4
18000
11000
0
12000
6000
-7000
16000
10000
-1000
21000
12000
-2000
5
12000
10000
0
10.28
Hallar beta:
AO
RI %
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
Suma
Ri
Rm
Cov(RIRi)
Var(RMRm)
5.3
7.1
7.6
8.4
8.8
8.1
7.9
8.6
10.4
8.2
9.0
89.4
8.1
RM
%
6.1
6.9
8.0
8.2
9.0
8.5
8.0
8.0
9.6
9.3
9.7
91.3
RI-Ri
-2.8
-1.0
-0.5
0.3
0.7
0
-0.2
0.5
2.3
0.1
0.9
RMRm
-2.2
-1.4
-0.3
-0.1
0.7
0.2
-0.3
-0.3
1.3
1.0
1.4
(RI-Ri)*(RMRm)
6.16
1.4
0.15
-0.03
0.49
0
0.06
-0.15
2.99
0.1
1.26
12.43
(RM-Rm)
2
4.84
1.96
0.09
0.01
0.49
0.04
0.09
0.09
1.69
1.00
1.96
12.17
8.3
1.13
1.217
Beta: COV/VAR
= 0.9285
1.13 / 1.217