CONDICIONES DE MERCADO PROBABILIDAD

0.20
0.20
0.20
0.20
0.20

E(R,A)
E(R,B)
E(R,P)
VAR(A)
VAR(B)
VAR(P)
DESV.EST.(A)
DESV.EST.(B)
DESV.EST.(P)
COV
INDICE DE CORREL.

ACTIVO A

-5.5%
0.5%
4.5%
9.5%
16.0%

5.00%
14.00%
9.50%
0.005440
0.021760
0.001360
0.0738
7.38%
0.1475
14.75%
0.036878
3.69%
-0.010880 0.0108855
-0.999495
-0.999494741

ACTIVO B PORTAFOLIO DESVIACION TIPICA A

35.0%
23.0%
15.0%
5.0%
-8.0%

14.75%
11.75%
9.75%
7.25%
4.00%
0
0

^^

-0.105
-0.045
-0.005
0.045
0.110
-0.050
-0.050

DESVIACION TIPICA B

0.210
0.090
0.010
-0.090
-0.220
-0.140
-0.140