ACTIVO A

ESCENARIOS R. E. PROBABILIDAD REND PROM

PESIMISTA 13.00% 25% 15.00%

MAS PROBABLE 15.00% 50% 15.00%

OPTIMISTA 17.00% 25% 15.00%

100%

REND PROM = 45.00% 15.00%

3

ACTIVO B

ESCENARIOS R. E. PROBABILIDAD REND PROM

PESIMISTA 7.00% 25% 15.00%

INTERMEDIO 15.00% 50% 15.00%

OPTIMISTA 23.00% 25% 15.00%

100%

REND PROM = 45.00% 15.00%

3
DETERMINAR EL ACTIVO MAS RIESGOSO
D. E. C. V.

ACTIVO A 1.41% 0.094

ACTIVO B 5.66% 0.377

R. E. - R. PROM. (RE-RP) 2 ((RE-RP) 2) *
PROBABILIDAD

-2.00% 4.00% 1.00%

0.00% 0.00% 0

2.00% 4.00% 1.00%

2.00%

D. E. 1.41%

C. V. DESV. ESTAND. = 1.41% = 0.09

REND. PROM. 15.00%

R. E. - R. PROM. (RE-RP) 2 ((RE-RP) 2) *

PROBABILIDAD

-8.00% 64.00% 16.00%

0.00% 0.00% 0.00%

8.00% 64.00% 16.00%

32.00%

D. E. 5.66%

C. V. DESV. ESTAND. = 5.66% = 0.377

REND. PROM. 15.00%
ACTIVO A
ESCENARIOS R. E. PROBABILIDAD REND PROM

MAS ALTO 188.50% 30% 145.00%

INTERMEDIO 145.00% 45% 145.00%

MAS BAJO 101.50% 25% 145.00%

100%

REND PROM = 435.00% 145.00%

3

ACTIVO B
ESCENARIOS R. E. PROBABILIDAD REND PROM

MAS ALTO 33.60% 25% 30.00%

INTERMEDIO 30.00% 40% 30.00%

MAS BAJO 26.40% 35% 30.00%

100%

REND PROM = 90.00% 30.00%

3
ACTIVO C
ESCENARIOS R. E. PROBABILIDAD REND PROM

MAS ALTO 10.60% 20% 10.00%

INTERMEDIO 10.00% 50% 10.00%

MAS BAJO 9.40% 30% 10.00%

100%

REND PROM = 30.00% 10.00%

3

DETERMINAR EL ACTIVO MENOS RIESGOSO

DESV. ESTANDAR

ACTIVO A 32.26%

ACTIVO B 2.79%

ACTIVO C 0.42%

MAS ALTO INTERMEDIO

188.50% 145.00% 145.00% 145.00%

43.50% 0.00%

1892.25% 0.00%
567.68% 0.00%
 ((RE-RP) 2) *
R. E. - R. PROM. (RE-RP) 2 PROBABILIDAD

188.50%
43.50% 1892.25% 567.68%
43.50%
0.00% 0 0
101.50%
-43.50% 1892.25% 473.06%

1040.74%

D. E. 32.26%

C. V. DESV. ESTAND. = 32.26% = 0.22

REND. PROM. 145.00%

R. E. - R. PROM. (RE-RP) 2 ((RE-RP) 2) *

PROBABILIDAD

3.60% 12.96% 3.24%

0.00% 0.00% 0.00%

-3.60% 12.96% 4.54%

7.78%

D. E. 2.79%

C. V. DESV. ESTAND. = 2.79% = 0.09

REND. PROM. 30.00%
 R. E. - R. PROM. (RE-RP) 2 ((RE-RP) 2) *
PROBABILIDAD

0.60% 0.36% 0.07%

0.00% 0.00% 0.0%

-0.60% 0.36% 0.11%

0.18%

D. E. 0.42%

C. V. DESV. ESTAND. = 0.42% = 0.04

REND. PROM. 10.00%

RIESGOSO

COEF. VAR.

0.22

0.09

0.04

MAS BAJO
101.50% 145.00%

-43.50%

1892.25%
473.06% 1040.74% 32.260%
112.74% 145.00% 177.26%
ACTIVO A
ESCENARIOS R. E. PROBABILIDAD REND PROM R. E. - R. PROM.

MAS ALTO 153.70% 30% 145.00% 8.70%

INTERMEDIO 145.00% 45% 145.00% 0.00%

MAS BAJO 136.30% 25% 145.00% -8.70%

100%

REND PROM = 435.00% 145.00%

3

ACTIVO B
ESCENARIOS R. E. PROBABILIDAD REND PROM R. E. - R. PROM.

MAS ALTO 31.80% 30% 30.00% 1.80%

INTERMEDIO 30.00% 45% 30.00% 0.00%

MAS BAJO 28.20% 25% 30.00% -1.80%

100%

REND PROM = 90.00% 30.00%

3
ACTIVO C

ESCENARIOS R. E. PROBABILIDAD REND PROM R. E. - R. PROM.

MAS ALTO 10.60% 30% 10.00% 0.60%

INTERMEDIO 10.00% 45% 10.00% 0.00%

MAS BAJO 9.40% 25% 10.00% -0.60%

100%

REND PROM = 30.00% 10.00%

3

DETERMINAR EL ACTIVO MENOS RIESGOSO

DESV. ESTANDAR COEF. VAR.

ACTIVO A 6.45% 0.0445

ACTIVO B 1.33% 0.0443

ACTIVO C 0.45% 0.0447

(RE-RP) 2 ((RE-RP) 2) *
PROBABILIDAD

75.69% 22.71% 145.00% 6.45% 151.45%

0.00% 0 145.00% 6.45% 138.55%

75.69% 18.92%

41.63%

D. E. 6.45%

C. V. DESV. ESTAND. = 6.45% = 0.04

REND. PROM. 145.00%

((RE-RP) 2) *
(RE-RP) 2 PROBABILIDAD

3.24% 0.97%

0 0

3.24% 0.81%

1.78%

D. E. 1.33%

C. V. DESV. ESTAND. = 1.33% = 0.04

REND. PROM. 30.00%
 ((RE-RP) 2) *
(RE-RP) 2 PROBABILIDAD

0.36% 0.11%

0 0 10.00% 0.45% 10.45%

0.36% 0.09% 10.00% 0.45% 9.55%

0.20%

D. E. 0.45%

C. V. DESV. ESTAND. = 0.45% = 0.04

REND. PROM. 10.00%