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Ejerc Riesgo Portafolio10
Ejerc Riesgo Portafolio10
E(Rp) = -0.53%
DESVIACION COVARIANZA
MEPSA BACKUS Y
MEPSA
0.002271 -0.002662
0.000265 -0.000207
0.001066 -0.001577
0.0036
-0.0044
-0.9887
VARp = 0.0004
VARp = 0.0004
SDp = 2.01%
CORR1,2= -0.9887
Año Rent. Mercado Rent. Atacocha (Ri-Rei) (Rj-Rej) (Ri-Re)2
1996 12.30% -10.60% 0.01160 (0.12920) 0.00013456
1997 15.60% 6.30% 0.04460 0.03980 0.00198916
1998 8.20% 9.40% (0.02940) 0.07080 0.00086436
1999 7.90% 8.80% (0.03240) 0.06480 0.00104976
2000 11.70% -2.30% 0.00560 (0.04620) 0.00003136
Suma 0.0040692
Mercado Atacocha
Rendimiento 11.14% 2.32%
Desviaciòn tipica 3.19% 8.61% Desv Portafolio
Covarianza (0.00104085) Wx 0.80407341
Coeficiente de Corr (0.38) Rend Esperad0.09411928
Riesgo del Po 2.48%
2.478%
(Ri-Re)2 (Ri-Rei)*(Rj-Rej)
0.01669264 (0.00149872)
0.00158404 0.00177508
0.00501264 (0.00208152)
0.00419904 (0.00209952)
0.00213444 (0.00025872)
0.0296228 (0.00416340)
0.19592659
Portafolio
Año X Y Z (50%X +50%Y)
2013 8% 16% 8% 12%
2014 10% 14% 10% 12%
2015 12% 12% 12% 12%
2016 14% 10% 14% 12%
2017 16% 8% 16% 12%
Varianza Varianza
-4% 0.0016
-2% 0.0004
0% 0
2% 0.0004
4% 0.0016
0.004
Varianza 0% Varianza
X Y
2013 8% 16% (0.04000) 0.04000
2014 10% 14% (0.02000) 0.02000
2015 12% 12% 0.00000 0.00000
2016 14% 10% 0.02000 (0.02000)
2017 16% 8% 0.04000 (0.04000)
Suma
X Y
Rendimiento 12.00% 12.00%
Desviaciòn t 3.16% 3.16% Desv Portafolio
Covarianza (0.00100000) Wx
Coeficiente (1.00) Rend Esperado Portafol
Riesgo del Portafolio
Y Z
2013 16% 8% 0.04000 (0.04000)
2014 14% 10% 0.02000 (0.02000)
2015 12% 12% 0.00000 0.00000
2016 10% 14% (0.02000) 0.02000
2017 8% 16% (0.04000) 0.04000
Suma
Y Z
Rendimiento 12.00% 12.00%
Desviaciòn t 3.16% 3.16% Desv Portafolio
Covarianza (0.00100000) Wx
Coeficiente (1.00) Riesgo del Portafolio
Mercado Atacocha
2013 12.30% -10.60% 0.01160 (0.12920)
2014 15.60% 6.30% 0.04460 0.03980
2015 8.20% 9.40% (0.02940) 0.07080
2016 7.90% 8.80% (0.03240) 0.06480
2017 11.70% -2.30% 0.00560 (0.04620)
Suma
X Y
Rendimiento 11.14% 2.32%
Desviaciòn t 3.19% 8.61% Desv Portafolio
Covarianza (0.00104085) Wx
Coeficiente (0.38) Rend Esperado Portafol
Riesgo del Portafolio
(50%X+50%Y)XZ
8%
10%
12%
14%
16%
0.12
#VALUE!
0.5 0.5
0.12
0%
0.8040734148 0.195926585
0.0941192752
2.48%
2.478%
kj kj-k (kj-k)^2 Pi (kj-k)^2*pi
1 13% -2% 0.0004 0.25 0.0001
2 15% 0% 0 0.5 0
3 17% 2% 0.0004 0.25 0.0001
15% 0.0002
15% 0.0032