fecha Alfa bimbo Femsa Rendimiento alfa

12/31/2012 2.04 2.54 8.33

12/31/2013 2.76 3.06 8.33 0.3529411765
12/31/2014 2.20 3.75 7.65 -0.2028985507
12/31/2015 1.97 2.65 8.69 -0.1045454545
12/31/2016 1.25 4.28 7.84 -0.3654822335
12/31/2017 1.31 2.34 8.28 0.048

-0.0543970125

Covarianza
AYC AYB BYC
0.0082960277 -0.034629 -0.028929

Varianza para un portafolio con tres activos 0.041717

Desviacion portafolio 0.204247
Rendimiento bimbo Rendimiento femsa Varianza Alfa Varianza Bimbo Varianza Femsa
0.059550227 0.1489506285 0.0075662047
0.2047244094 0
0.2254901961 -0.0816326531 Des. Alfa Des. Bimbo Des. Femsa
-0.2933333333 0.1359477124 0.244029152 0.3859412242 0.0869839334
0.6150943396 -0.0978135788
-0.453271028 0.056122449 Pesos del portafolio
0.2 0.6 0.2
0.0597409168 0.0025247859
Rendimiento del portafolio
0.025470105
Correlacion
A con C A con B B con C
0.3908313918 -0.367683258 -0.861721
fecha Alfa bimbo Rendimiento alfa Rendimiento bimbo
12/31/2012 2.04 2.54
12/31/2013 2.76 3.06 0.3529411765 0.2047244094
12/31/2014 2.20 3.75 -0.2028985507 0.2254901961
12/31/2015 1.97 2.65 -0.1045454545 -0.2933333333
12/31/2016 1.25 4.28 -0.3654822335 0.6150943396
12/31/2017 1.31 2.34 0.048 -0.453271028

-0.0543970125 0.0597409168

Pesos
0.2 0.8
Varianza Alfa Varianza Bimbo
0.05955023 0.14895063

Des. Alfa Des. Bimbo

0.24402915 0.38594122

Cov. Alfa con Bimbo

-0.0346287

Correlacion A con b
-0.3676833

Rendimiento del portafolio

0.03691333
Varianza del portafolio
0.08662921
Desv.
0.29432841