CALCULOS DE LOS RETORNOS

MES ACCIÓN A ACCIÓN B RETORNO A RETORNO B

0 25.00 45.00
1 24.12 44.85 -3.58% -0.33%
2 23.37 46.88 -3.16% 4.43%
3 24.75 45.25 5.74% -3.54%
4 26.62 50.87 7.28% 11.71%
5 26.50 58.50 -0.45% 13.98%
6 28.00 57.25 5.51% -2.16%
7 28.88 62.75 3.09% 9.17%
8 29.75 65.50 2.97% 4.29%
9 31.38 74.38 5.33% 12.71%
10 36.25 78.50 14.43% 5.39%
11 37.13 78.00 2.40% -0.64%
12 36.88 78.12 -0.68% 0.15%
VALOR ESPERADO/ VARIANZA/ DESVIACIÓN ESTANDAR
Rendimiento Esperado 3.24% 4.60%
Varianza 0.23% 0.34%
Desviación Estandar 4.78% 5.84%

MEDIA/VARIANZA/ DESVIACIÓN DE UNA CARTERA

PROPORCIONES 0.5 0.5
CALCULO DE LA MEDIA 0.01620 0.02298

CALCULO DE LA VARIANZA 0.00057 0.00085 0.00017

0.00017

Ejercicio de Simulación de Medias y Desviación Estandar en función de la proporción de los activos en la Cartera
Proporc. Act.A Proporc. Act.A Riesgo Retorno
3.99% 3.92%
0.00 1.00 5.84% 4.60%
Retorno Medio de la Cartera

0.05 0.95 5.58% 4.53%

0.10 0.90 5.34% 4.46%
0.15 0.85 5.10% 4.39% Frontera Eficien
0.20 0.80 4.88% 4.33%
0.25 0.75 4.68% 4.26%
0.30 0.70 4.49% 4.19% 5.00%

0.35 0.65 4.33% 4.12%

0.40 0.60 4.19% 4.05%
0.45 0.55 4.08% 3.99% 4.50%
0.50 0.50 3.99% 3.92%
0.55 0.45 3.94% 3.85%
4.00%

3.50%
 4.50%

0.60 0.40 3.91% 3.78% 4.00%

0.65 0.35 3.92% 3.71%
0.70 0.30 3.96% 3.65%
0.75 0.25 4.03% 3.58% 3.50%
0.80 0.20 4.13% 3.51%
0.85 0.15 4.26% 3.44%
0.90 0.10 4.41% 3.38% 3.00%
3.50% 4.00% 4.50%
0.95 0.05 4.59% 3.31%
1.00 0.00 4.78% 3.24% Riesgo
 RETORNO-MEDIA A RETORNO-MEDIA B PRODUCTO MES RPT
1 -1.96%
-0.0682 -0.0493 0.00336 2 0.63%
-0.0640 -0.0017 0.00011 3 1.10%
0.0250 -0.0814 -0.00203 4 9.50%
0.0404 0.0711 0.00288 5 6.76%
-0.0369 0.0938 -0.00346 6 1.67%
0.0227 -0.0676 -0.00153 7 6.13%
-0.0015 0.0458 -0.00007 8 3.63%
-0.0027 -0.0031 0.00001 9 9.02%
0.0209 0.0812 0.00170 10 9.91%
0.1119 0.0079 0.00089 11 0.88%
-0.0084 -0.0524 0.00044 12 -0.26%
-0.0392 -0.0444 0.00174 MEDIA 3.92%
COVARIANZA/COEF. CORRELACIÓN VARIANZA 0.16%
DESV. STD. 3.99%
Covarianza 0.00034
Covarianza 0.00034
Coef. De Correlación 0.12032
Coef. De Correlación 0.12032

N DE UNA CARTERA
MEDIA DE LA CARTERA
3.92%
VARIANZA CARTERA
0.16% 0.16%
DESVIACIÓN ESTANDAR
3.99% 3.99%
e los activos en la Cartera NOTA IMPORTANTE. INTERPRETE LOS RESULTADOS FINALES: RENDIMENTO MEDIO, COVARIANZA, CO

NOTA IMPORTANTE. GRAFICAR LA FRONTERA EFICIENTE E INTERPRETAR LOS RESULTADOS

Frontera Eficiente
3.50% 4.00% 4.50% 5.00% 5.50% 6.00%

Riesgo
DIMENTO MEDIO, COVARIANZA, COEFICIENTE DE CORRELACIÓN, VARIANZA Y DESVIACIÓN ESTANDAR DEL PORTAFOLIO

RETAR LOS RESULTADOS

 0.5
ACCIÓN A retorno ACCIÓN B Retorno Retorno-Media A
25.00 45.00 -6.82%
24.12 -3.58% 44.85 -0.33% -6.40%
23.37 -3.16% 46.88 4.43% 2.50%
24.75 5.74% 45.25 -3.54% 4.04%
26.62 7.28% 50.87 11.71% -3.69%
26.50 -0.45% 58.50 13.98% 2.27%
28.00 5.51% 57.25 -2.16% -0.15%
28.88 3.09% 62.75 9.17% -0.27%
29.75 2.97% 65.50 4.29% 2.09%
31.38 5.33% 74.38 12.71% 11.19%
36.25 14.43% 78.50 5.39% -0.84%
37.13 2.40% 78.00 -0.64% -3.92%
36.88 -0.68% 78.12 0.15% -3.24%

Media mensual 3.24% 4.60%

Varianza mensual 0.23% 0.34%
Desvio St. Mensual 4.78% 5.84%

PROPORCION SIGMA MEDIA

3.99% 3.92%
0 5.84% 4.60%
0.05 5.58% 4.53%
0.1 5.34% 4.46%
0.15 5.10% 4.39%
0.2 4.88% 4.33% FRONTERA EFICIENTE
0.25 4.68% 4.26% 5.0%
0.3 4.49% 4.19%
RETORNO MEDIO DE LA CARTERA

0.35 4.33% 4.12%

0.4 4.19% 4.05% 4.5%
0.45 4.08% 3.99%
0.5 3.99% 3.92%
4.0%
0.55 3.94% 3.85% 3.92%
0.6 3.91% 3.78%
0.65 3.92% 3.71% 3.5%
0.7 3.96% 3.65%
0.75 4.03% 3.58% 3.24%
0.8 4.13% 3.51% 3.0%
3.5% 4.0% 4.5% 5.0%
0.85 4.26% 3.44%
0.9 4.41% 3.38% RIESGO
0.95 4.59% 3.31%
1 4.78% 3.24%
GRAFICAR LA FRONTERA EFICIENTE E INTERPRETAR LOS RESULTADOS
 Retorno-Media B Producto MES RPT
-4.93% 0.00336 1 -1.96%
-0.17% 0.00011 2 0.63%
-8.14% -0.00203 3 1.10%
7.11% 0.00288 4 9.50%
9.38% -0.00346 5 6.76%
-6.76% -0.00153 6 1.67%
4.58% -0.00007 7 6.13%
-0.31% 0.00001 8 3.63%
8.12% 0.00170 9 9.02%
0.79% 0.00089 10 9.91%
-5.24% 0.00044 11 0.88%
-4.44% 0.00174 12 -0.26%
-4.60% 0.00149 MEDIA 3.92%
VARIANZA 0.16%
Covarianza 0.00034 DESV. STD. 3.99%

Coeficiente C 0.1203

NOTA IMPORTANTE. INTERPRETE LOS RESULTADOS FINALES: RENDIMENTO MEDIO, COVARIANZA, COEFIC

FRONTERA EFICIENTE

4.60%

3.92%

3.24%

4.0% 4.5% 5.0% 5.5% 6.0%

RIESGO
TO MEDIO, COVARIANZA, COEFICIENTE DE CORRELACIÓN, VARIANZA Y DESVIACIÓN ESTANDAR DEL PORTAFOLIO