Ejercicio 6

Alcan
Alcan
BP
Deutshe Bank
Fiat
Heineken
LVMH
Nestl

BP
1.00

Deutshe Bank
0.34
0.53
1.00
0.44
1.00

Portafolio de dos Activos Financieros:

Inversin en Portafolio ($) =

Inversin en c/accin (dato arbitrario) ($) =
Pesos = wj =

100,000.00
50,000.00
50.00%

Usamos la frmula

Portafolio Alcan VS
Desviacin Estndar
Portafolio mas seguro

BP

Deutshe Bank
19.95%
26.15%
16.87% Alcan y Nestl

Fiat

Heineken
0.30
0.26
0.52
1.00

LVMH
0.20
0.20
0.22
0.17
1.00

Nestl
0.53
0.27
0.56
0.42
0.33
1.00

Desv Estndar
0.08
29.70%
0.29
18.40%
0.24
30.10%
0.26
35.90%
0.50
17.20%
0.31
31.00%
1.00
13.80%

100,000.00
50,000.00
50.00%

Fiat

Heineken
LVMH
Nestl
26.51%
18.59%
26.55%
16.87%

DE Mercado
Accion
P
Q
R

8.00%
RE

DE
12.00%
18.00%
15.00%

10.00%
20.00%
15.00%

Correlacion con Mercado

Covarianza B
0.8
0.0064
0.6
0.0096
0.4
0.0048

1
1.5
0.75