b)

inversion 250,000.00 dividendos

6/10/2012

Dividendo Peso de la
Precio en efectivo acción dentro
Valor Precio venta
compra por acción del portafolio
(S/.) (%)

(S/.) (S/.) inversion

RIO 1.20 1.75 0.25 62,500.00
RELAPASA
1.20 0.75 0.03 0.35
C1 87,500.00
LUSURC1 2.50 4.50 0.07 0.40 100,000.00
250,000.00

MATRIZ 1
Precio
Valor
compra precio i/ cantidad de inversion
(S/.) comision costos acciones (Q)
RIO 1.20 0.01 1.21 51,567.00 62,499.20
RELAPASA
1.20
C1 0.01 1.21 72,194.00 87,499.13
LUSURC1 2.50 0.01 2.53 39,603.00 99,997.58
249,995.91

MATRIZ DE DIVIDENDOS

Valor Q dividendos total

RIO 51,567.00 0.00 0.00

RELAPASA
C1 72,194.00 0.03 1,804.85
LUSURC1 39,603.00 0.07 2,574.20
4,379.05
VALORIZACION
PRECIO DE PRECIO
Valor Q COMISION retorno
VENTA i/costos
RIO 51,567.00 1.75 0.01 1.73 89,339.83
RELAPASA
C1 72,194.00 0.75 0.01 0.74 53,604.05
LUSURC1 39,603.00 4.50 0.01 4.46 176,431.37
319,375.24

resumen
retorno 323,754.28
capital 50,000.00
interes 2,844.62
270,909.67

rentabilid 35.46%
69.95%
 a)
inversion 200,000.00 dividendos

6/10/2012

Peso de la
Dividendo
acción
en efectivo
Valor Precio compra Precio venta dentro del
por acción
portafolio
(S/.)
(%)
(S/.) (S/.)
RIO 1.20 1.75 0.25
RELAPASA
1.20 0.75 0.03 0.35
C1
LUSURC1 2.50 4.50 0.07 0.40

MATRIZ 1

Valor Precio compra

precio i/ cantidad de
(S/.) comision costos acciones (Q)
RIO 1.20 0.01 1.21 41,254.00
RELAPASA
1.20
C1 0.01 1.21 57,755.00
LUSURC1 2.50 0.01 2.53 31,683.00

MATRIZ DE DIVIDENDOS

Valor Q dividendos total

RIO 41,254.00 0.00 0.00

RELAPASA
C1 57,755.00 0.03 1,443.88
LUSURC1 31,683.00 0.07 2,059.40

3,503.27

VALORIZACION
PRECIO DE PRECIO
Valor Q COMISION
VENTA i/costos
RIO 41,254.00 1.75 0.01 1.73
 RELAPASA
C1 57,755.00 0.75 0.01 0.74
LUSURC1 31,683.00 4.50 0.01 4.46

os dias 209.00
1/5/2013
 dividendos retorno final

0.00 89,339.83

1,804.85 55,408.90
2,574.20 179,005.56
4,379.05 323,754.28

RENTABILIDAD 29.50% del periodo

RENTABILIDAD 56.10% anualizada

tea 0.10 0.06

en el periodo
anualizada
dividendos
dias 206.00
1/2/2013

inversion
50,000.00

70,000.00
80,000.00
200,000.00

inversion

49,999.85

69,999.06
79,999.58
199,998.48

retorno dividendos retorno final

71,472.56 0.00 71,472.56

 42,883.09 1,443.88 44,326.96
141,147.77 2,059.40 143,207.16
255,503.41 3,503.27 259,006.68

RENTABILIDAD 29.50% del periodo

RENTABILIDAD 57.12% anualizada
 casagrande relapac1 cverdec1 telefbc1 volcabc1
Fecha Cierre Cierre Cierre Cierre Cierre
Jan-09 3.877059 0.3624266 8.09310633 2.2662459 0.44426243 casagrande
Feb-09 3.46940403 0.34880654 8.88501243 1.91821528 0.42182494 -10.51%
Mar-09 4.86583915 0.76073045 12.8010316 2.02343384 0.71799989 40.25%
Apr-09 4.33675504 0.74744258 13.9236238 1.84537166 0.92891236 -10.87%
May-09 5.20410604 1.04641961 15.5509473 2.02343384 1.36498329 20.00%
Jun-09 4.51022524 0.9268288 16.7083486 1.90202781 1.42677266 -13.33%
Jul-09 4.51022524 0.86371143 19.8237594 1.87392839 1.51103088 0.00%
Aug-09 5.86329281 0.77734028 20.4068111 2.04428552 1.56158582 30.00%
Set-09 6.31431533 0.86371143 21.1486825 2.15501765 2.08398683 7.69%
Oct-09 6.59186766 0.69096914 20.0912484 2.904589 1.92670481 4.40%
Nov-09 5.7678842 0.69761307 21.4306649 2.64053546 2.02126533 -12.50%
Dec-09 5.70716963 0.77401832 21.4065123 3.09592224 2.04989515 -1.05%
Jan-10 6.15819215 0.69096914 21.130892 3.35615918 2.06134708 7.90%
Feb-10 6.63523521 0.64778357 20.5796513 4.03815944 1.91819798 7.75%
Mar-10 6.60921468 0.65774947 22.2149986 3.71510669 2.0001543 -0.39%
Apr-10 6.3750299 0.67103734 23.0694216 3.706133 2.14876226 -3.54%
May-10 5.36890274 0.57137833 21.6821326 3.23052755 1.97997731 -15.78%
Jun-10 5.16073849 0.54741056 22.1536985 2.82671161 1.78522544 -3.88%
Jul-10 5.22145306 0.49126589 22.9724221 2.82354541 1.86961792 1.18%
Aug-10 6.15819215 0.5509196 23.3095436 2.63839489 1.97997731 17.94%
Set-10 7.65870939 0.63864565 28.8961285 2.9253782 2.30456375 24.37%
Oct-10 8.32656967 0.60355523 33.7121499 2.97166583 2.14227053 8.72%
Nov-10 11.8827088 0.56144673 41 2.97166583 2.32502134 42.71%
Dec-10 14.3980267 0.58951907 54.1 3.10603639 2.76644793 21.17%
Jan-11 14.3806797 0.67373608 53 3.1836873 2.84569514 -0.12%
Feb-11 14.9097638 0.70180841 50 3.25163185 2.98257667 3.68%
Mar-11 14.1378214 0.67373608 45.3 3.20310003 2.84569514 -5.18%
Apr-11 11.5828402 0.56779477 39.5 2.62071821 2.58930648 -18.07%
May-11 15.0760777 0.67840414 39.8 2.69836912 2.6978903 30.16%
Jun-11 12.5204986 0.62678644 34.5 2.59159912 2.31367063 -16.95%
Jul-11 15.2599323 0.67840414 44.4 2.83425821 2.67283249 21.88%
Aug-11 14.1568046 0.61203852 39.8 2.51 2.68758185 -7.23%
Set-11 12.3918004 0.5456729 33.98 2.55 2.28444457 -12.47%
Oct-11 13.3294589 0.64153435 36.5 2.47 2.37403063 7.57%
Nov-11 13.3386516 0.61941248 35.6 2.5 2.90258839 0.07%
Dec-11 13.9269864 0.65628227 36 2.43 2.67862324 4.41%
Jan-12 14.7083684 0.73739581 38.4 2.5 3.13551215 5.61%
Feb-12 16.5469145 0.74476977 41.1 2.39 3.18030519 12.50%
Mar-12 16.087278 0.78163956 42.1 2.18 3.31468428 -2.78%
Apr-12 14.4325865 0.75951768 40.3 2.1 3.15656842 -10.29%
May-12 13.72 0.67 37 2.25 3.05730526 -4.94%
Jun-12 13 0.62 35.95 2 2.97789474 -5.25%
Jul-12 13.15 0.56 37 2 2.87863158 1.15%
Aug-12 13.52 0.6 37 2.13 2.75951579 2.81%
Set-12 14.8 0.66 41.6 2.05 2.89848421 9.47%
Oct-12 14.49 0.66 41.3 2.15 2.53 -2.09%
Nov-12 14.35 0.61 38 2.04 2.47 -0.97%
Dec-12 14.45 0.63 38 2.45 2.59 0.70%

participacion 4%
rendimiento 3.74%
rend anual 55.40%
des 14.26%
des anual 49.40%

maximizando ratio sha 8%

minimizando riesgo 0%

en caso el riesgo sea maximo 35%

relapac1 cverdec1 telefbc1 volcabc1 vector
-3.76% 9.78% -15.36% -5.05% 0.85%
118.10% 44.07% 5.49% 70.21% 42.47%
-1.75% 8.77% -8.80% 29.38% 9.40%
40.00% 11.69% 9.65% 46.94% 19.63%
-11.43% 7.44% -6.00% 4.53% 3.46%
-6.81% 18.65% -1.48% 5.91% 11.21%
-10.00% 2.94% 9.09% 3.35% 5.17%
11.11% 3.64% 5.42% 33.45% 10.92%
-20.00% -5.00% 34.78% -7.55% 2.41%
0.96% 6.67% -9.09% 4.91% 2.56%
10.95% -0.11% 17.25% 1.42% 3.55%
-10.73% -1.29% 8.41% 0.56% 1.32%
-6.25% -2.61% 20.32% -6.94% 1.18%
1.54% 7.95% -8.00% 4.27% 3.75%
2.02% 3.85% -0.24% 7.43% 3.62%
-14.85% -6.01% -12.83% -7.85% -8.09%
-4.19% 2.17% -12.50% -9.84% -3.60%
-10.26% 3.70% -0.11% 4.73% 3.11%
12.14% 1.47% -6.56% 5.90% 1.51%
15.92% 23.97% 10.88% 16.39% 19.73%
-5.49% 16.67% 1.58% -7.04% 8.08%
-6.98% 21.62% 0.00% 8.53% 15.21%
5.00% 31.95% 4.52% 18.99% 23.34%
14.29% -2.03% 2.50% 2.86% 0.02%
4.17% -5.66% 2.13% 4.81% -1.44%
-4.00% -9.40% -1.49% -4.59% -6.63%
-15.72% -12.80% -18.18% -9.01% -13.16%
19.48% 0.76% 2.96% 4.19% 3.00%
-7.61% -13.32% -3.96% -14.24% -11.85%
8.24% 28.70% 9.36% 15.52% 21.73%
-9.78% -10.36% -11.44% 0.55% -7.97%
-10.84% -14.62% 1.59% -15.00% -11.51%
17.57% 7.42% -3.14% 3.92% 4.59%
-3.45% -2.47% 1.21% 22.26% 3.97%
5.95% 1.12% -2.80% -7.72% -1.53%
12.36% 6.67% 2.88% 17.06% 8.27%
1.00% 7.03% -4.40% 1.43% 3.74%
4.95% 2.43% -8.79% 4.23% 0.50%
-2.83% -4.28% -3.67% -4.77% -4.48%
-11.79% -8.19% 7.14% -3.14% -3.97%
-7.46% -2.84% -11.11% -2.60% -4.46%
-9.68% 2.92% 0.00% -3.33% 0.87%
7.14% 0.00% 6.50% -4.14% 0.41%
10.00% 12.43% -3.76% 5.04% 7.52%
0.00% -0.72% 4.88% -12.71% -2.43%
-7.58% -7.99% -5.12% -2.37% -5.91%
3.28% 0.00% 20.10% 4.86% 5.00%

0% 54% 19% 23% 100%

2.62% 3.97% 0.63% 4.80% 3.51%
36.32% 59.62% 7.89% 75.58% 51.31%
20.55% 11.96% 10.02% 15.66% 10.10%
71.19% 41.44% 34.72% 54.25% 35.00%

tasa libre de
riesgo 3.50%

r-sharp 1.36598764

0% 53% 0% 39%
0% 39% 60% 1%