EVALUACIÓN T1 - FINANZAS CORPORATIVAS UG

APELLIDOS Y NOMBRES:

FECHA: 9/13/2022
DURACIÓN:
CÓDIGO QR: UPN-FINNCORP//L0823D.PRA--.****/.REM1B.20211
EJERCICIO 1
Dados los siguientes datos para un activo, se solicita:
a). Calcular el rendimiento esperado 3 pts
b). La desviación estándar (riesgo) 1 pts
Price(Stock): Price at the end of each month
DPS(Stock): Includes dividends, if the stock went ex-dividend during the month

Time period Price(Stock) DPS(Stock) Return(Stock)

Periodo de tiempo Precio Dividendo por a Rendimiento
Feb-21 $69.75
Jan-21 $73.88
Dec-20 $65.88 $0.11 0.17%
Nov-20 $63.25
Oct-20 $57.00
Sep-20 $55.63 $0.11 0.20%
Aug-20 $62.88
Jul-20 $60.75
Jun-20 $62.00 $0.09 0.15%
May-20 $63.88
Apr-20 $65.50
Mar-20 $64.25 $0.09 0.14%
Feb-20 $58.88
Jan-20 $60.13
Dec-19 $57.88 $0.09 0.16%
Nov-19 $57.38
Oct-19 $56.25
Sep-19 $58.63 $0.09 0.15%
Aug-19 $55.50
Jul-19 $55.50
Jun-19 $55.38 $0.09 0.16%
May-19 $53.50
Apr-19 $53.38
Mar-19 $50.88 $0.08 0.15%
Feb-19 $46.00
Jan-19 $43.50
Dec-18 $39.50 $0.08 0.19%
Nov-18 $38.75
Oct-18 $41.25
Sep-18 $42.38 $0.08 0.18%
Aug-18 $41.63
Jul-18 $43.38
Jun-18 $42.50 $0.08 0.18%
May-18 $42.00
Apr-18 $48.00
Mar-18 $47.25 $0.06 0.13%
Feb-18 $42.63
Jan-18 $39.88
Dec-17 $43.00 $0.06 0.15%
Nov-17 $37.75
Oct-17 $39.25
Sep-17 $37.50 $0.06 0.17%
Aug-17 $40.75
Jul-17 $44.00
Jun-17 $40.75 $0.06 0.15%
May-17 $44.50
Apr-17 $44.38
Mar-17 $45.63 $0.05 0.12%
Feb-17 $43.00
Jan-17 $42.18
Dec-16 $39.38 $0.05 0.13%
Nov-16 $36.25
Oct-16 $34.50
Sep-16 $36.00 $0.05 0.15%
Aug-16 $36.13
Jul-16 $38.00
Jun-16 $36.42 $0.05 0.14%
May-16 $37.87
Apr-16 $38.42
Mar-16 $34.16 $0.04 0.13%
3.08%
 0.15%
1.70%

Variación
(R-RE) (R-RE)^2

-2.910% 0.085%

-2.879% 0.083%

-2.931% 0.086%

-2.936% 0.086%

-2.921% 0.085%

-2.923% 0.085%

-2.914% 0.085%

-2.929% 0.086%

-2.887% 0.083%

-2.900% 0.084%

-2.900% 0.084%

-2.944% 0.087%
-2.931% 0.086%

-2.910% 0.085%

-2.923% 0.085%

-2.961% 0.088%

-2.943% 0.087%

-2.931% 0.086%

-2.932% 0.086%

-2.948% 0.087%
1.709%
 INDICACIONES /ejercicio 2

Seleccione 7 Activos (empresas) para elaborar un

1.- portafolio con el propósito de realizar una inversión en
el corto plazo (120 datos por acción)

2.- Indique las razones por las cuales elige dichas empresas
Use la hoja: "RAZON DE ELECCIÓN"
Calcule los rendimientos, Riesgos de su portafolio,
3.- minimize el riesgo en un caso, y máximize el desenpeño
en otro caso
Use la hoja: "CÁLCULOS"

4.- Explique los resultados obtenidos

Use la hoja: "EXPLICACIÓN"
RAZONES
Indique las razones por las cuales elige dichas empresas 2 pts.
 Descarga de datos (1 pts) Cálculo de rendimiento

Date /Fecha Adj Close Adj Close RENDIMIENTO

Adj Close Adj Close Adj Close Adj Close Adj Close
META GM VISA TESLA IGM.TO PEP WMT META GM VISA
9/6/2022 158.54 38.709999 198.64 278.94 35.67 169.51 132.34 -1.1% 0.6% 0.4%
9/2/2022 160.32 38.470001 197.76 274.42 35.35 170.66 133 -3.0% -0.2% -1.2%
9/1/2022 165.36 38.560001 200.13 270.21 35.05 172.85 134.48 1.5% 0.9% 0.7%
8/31/2022 162.93 38.209999 198.71 277.16 35.75 171.12 132.55 3.7% -2.4% -1.3%
8/30/2022 157.16 39.130001 201.38 275.61 35.77 171.8352 132.48 -1.3% -0.7% -0.5%
8/29/2022 159.17 39.419998 202.33 277.7 35.74 173.3252 132.88 -1.6% 0.7% -0.3%
8/26/2022 161.78 39.140636 202.89 284.82 36.32 173.8715 131.6 -4.1% -2.9% -3.3%
8/25/2022 168.78 40.297993 209.82 288.09 36.96 178.0733 135.87 3.4% 2.9% 1.5%
8/24/2022 163.26 39.160591 206.67 296.07 36.59 178.0633 134.97 1.3% 1.8% -0.1%
8/23/2022 161.11 38.472164 206.8 297.0967 36.49 177.1793 134 -1.2% 0.0% -0.9%
8/22/2022 163.05 38.462185 208.61 296.4533 36.28 177.2587 134.57 -2.9% -2.9% -2.0%
8/19/2022 167.96 39.60957 212.82 289.9133 37.52 178.9673 137.02 -3.8% 2.5% -1.1%
8/18/2022 174.66 38.631802 215.25 296.6667 38.1 179.1957 139.07 -0.1% 0.8% 0.3%
8/17/2022 174.85 38.312531 214.52 302.87 37.96 179.0169 139.52 -2.6% -1.5% -1.2%
8/16/2022 179.47 38.901184 217.14 303.9967 38.35 179.1163 139.37 -0.8% -1.0% 0.3%
8/15/2022 180.89 39.310253 216.42 306.5633 38.25 178.0832 132.6 0.2% -0.2% 2.4%
8/12/2022 180.5 39.390068 211.33 309.32 38.38 176.1462 132.22 1.7% 2.7% 0.1%
8/11/2022 177.49 38.372391 211.08 300.03 37.85 173.8715 129.82 -0.5% 1.3% -0.3%
8/10/2022 178.34 37.863556 211.725 286.63 37.99 174.7655 128.58 5.8% 3.6% 0.9%
8/9/2022 168.53 36.536583 209.8882 294.3567 37.36 173.3351 128.3112 -1.0% -2.5% -1.4%
8/8/2022 170.25 37.474442 212.9428 283.3333 37.9 172.6895 127.0566 1.9% 4.2% -1.2%
8/5/2022 167.11 35.977859 215.4883 290.4233 37.37 173.3848 126.0311 -2.0% -0.5% 1.1%
8/4/2022 170.57 36.147472 213.0926 288.17 37.77 174.696 125.0255 1.0% -2.9% 2.4%
8/3/2022 168.8 37.225014 208.1114 308.6333 37.51 175.6496 129.9341 5.4% 3.3% 1.1%
8/2/2022 160.19 36.047699 205.8953 307.3967 37.14 174.3185 132.1046 0.2% -1.7% -2.4%
8/1/2022 159.93 36.686241 210.9863 300.5867 37.18 175.7688 131.9653 0.5% 1.4% -0.4%
7/29/2022 159.1 36.177402 211.735 297.2767 36.63 173.7921 131.4774 -1.0% 1.5% 0.4%
7/28/2022 160.72 35.658588 210.9763 297.15 36.04 173.6729 129.1874 -5.2% 3.1% 0.4%
7/27/2022 169.58 34.601002 210.0979 280.9 35.5 170.4445 126.0411 6.6% 4.0% -1.0%
7/26/2022 159.15 33.264053 212.1143 274.82 36.27 170.6829 121.4511 -4.5% -3.4% -0.8%
7/25/2022 166.65 34.441368 213.8912 258.86 36.31 168.7162 131.4475 -1.5% -0.4% 0.3%
7/22/2022 169.27 34.591022 213.3222 268.4333 36.29 168.4778 131.6367 -7.6% -1.3% -1.2%
7/21/2022 183.17 35.049976 215.8078 272.2433 35.8 167.3851 131.9752 0.0% 1.1% 1.3%
7/20/2022 183.09 34.680817 212.9928 271.7067 35.61 167.1368 130.0735 4.2% 1.0% -0.1%
7/19/2022 175.78 34.32164 213.2822 247.5 35.11 168.9248 128.9982 5.1% 5.5% 3.1%
7/18/2022 167.23 32.545692 206.8436 245.53 34.92 167.1368 128.2116 1.5% -0.8% -1.3%
7/15/2022 164.7 32.795124 209.6686 240.5467 34.59 169.9777 128.5103 4.2% 4.1% 2.0%
7/14/2022 158.05 31.518042 205.5459 240.0667 34.92 169.8386 127.2657 -3.3% -0.4% 0.9%
7/13/2022 163.49 31.647743 203.789 238.3133 35.34 168.9645 124.8264 0.1% 0.6% -0.3%
7/12/2022 163.27 31.458178 204.4579 237.04 35.03 168.3685 124.5276 0.2% 2.1% -0.1%
7/11/2022 162.88 30.799683 204.6974 233.07 35.37 169.332 124.906 -4.7% -4.5% 0.7%
 7/8/2022 170.88 32.236401 203.2101 234.3433 35.15 170.7326 124.8562 -0.8% -1.1% 0.4%
7/7/2022 172.19 32.585602 202.4414 250.7633 34.63 169.2227 124.7766 1.4% 4.4% 0.8%
7/6/2022 169.77 31.198771 200.7644 244.5433 34.77 169.5605 124.5874 0.9% -3.4% 0.3%
7/5/2022 168.19 32.296265 200.1854 231.7333 34.56 167.8818 123.7112 5.1% 0.6% 0.7%
7/1/2022 160.03 32.116673 198.8278 233.0667 34.5 168.2592 122.0982 -0.8% 1.4% 1.2%
6/30/2022 161.25 31.687654 196.5419 227.2633 34.51 165.5475 121.0528 -1.6% -5.1% -1.3%
6/29/2022 163.94 33.373806 199.1473 224.4733 34.657 165.617 121.3913 2.0% -1.6% 0.7%
6/28/2022 160.68 33.912575 197.7697 228.49 34.96204 162.9151 121.8394 -5.2% -1.8% -2.7%
6/27/2022 169.49 34.551117 203.2001 232.6633 35.35565 165.2395 123.5818 -0.4% -0.5% -0.9%
6/24/2022 170.16 34.740685 205.1466 244.92 34.61764 165.021 123.1835 7.2% 5.5% 4.5%
6/23/2022 158.75 32.914852 196.2923 245.7067 34.63732 163.0045 123.0839 1.9% 0.5% 1.5%
6/22/2022 155.85 32.755219 193.4773 235.07 34.88332 160.9484 120.1666 -0.8% 0.6% -0.3%
6/21/2022 157.05 32.565647 194.0463 236.0867 34.82428 159.6372 121.6402 -4.1% 2.4% 2.3%
6/17/2022 163.74 31.807379 189.674 237.0367 34.35196 156.0115 117.7771 1.8% 1.5% 0.5%
6/16/2022 160.87 31.348429 188.7158 216.76 34.01739 155.9817 120.097 -5.0% -8.1% -3.6%
6/15/2022 169.35 34.102142 195.8132 213.1 35.70005 156.7367 118.8623 3.4% 3.0% 1.4%
6/14/2022 163.73 33.124374 193.1779 233 34.86364 155.0778 118.942 -0.3% 2.9% 0.7%
6/13/2022 164.26 32.206467 191.9201 220.89 34.71604 158.6737 118.8922 -6.4% -7.8% -3.6%
6/10/2022 175.57 34.930248 199.1573 215.7367 36.48727 161.4351 121.1723 -4.6% -4.5% -3.2%
6/9/2022 184 36.566517 205.7456 232.23 36.88087 161.6934 120.4952 -6.4% -2.8% -3.5%
6/8/2022 196.64 37.604145 213.1225 239.7067 37.31384 164.6237 121.7697 0.5% -1.8% -0.5%
6/7/2022 195.65 38.282597 214.1208 241.8667 37.57952 165.4481 122.835 0.7% 1.4% 0.7%
6/6/2022 194.25 37.743828 212.5635 238.8867 37.75665 164.4349 124.3285 1.8% 0.6% 0.1%
6/3/2022 190.78 37.52433 212.274 238.28 37.4024 163.7495 124.7766 -4.1% -3.2% -1.1%
6/2/2022 198.86 38.781456 214.6698 234.5167 38.29785 165.5673 126.9571 5.4% 1.6% 2.4%
6/1/2022 188.64 38.182823 209.5588 258.3333 37.48112 164.2363 124.906 -2.6% -1.1% -1.1%
5/31/2022 193.64 38.591892 211.7949 246.79 38.33722 165.4792 128.0722 -0.8% 0.3% -0.3%
5/27/2022 195.13 38.48214 212.5036 252.7533 38.47498 169.4448 127.9229 1.8% 3.1% 2.1%
5/26/2022 191.63 37.334759 208.1813 253.21 37.66808 167.8073 125.4536 4.2% 4.0% 2.3%
5/25/2022 183.83 35.898041 203.4796 235.91 37.058 166.6827 122.835 1.4% 2.2% 0.6%
5/24/2022 181.28 35.129795 202.2717 219.6 36.53647 165.5483 123.5917 -7.6% -2.2% -2.4%
5/23/2022 196.23 35.917995 207.193 209.3867 36.17238 163.3583 122.0684 1.4% 1.7% 4.3%
5/20/2022 193.54 35.319363 198.6781 224.9667 36.12318 160.0142 118.6831 1.2% -2.0% 0.8%
5/19/2022 191.29 36.03772 197.021 221.3 35.8083 159.0179 118.5537 -0.5% 0.8% -1.3%
5/18/2022 192.24 35.748383 199.6364 236.4733 36.44791 161.4347 121.8991 -5.1% -6.0% -2.0%
5/17/2022 202.62 38.01321 203.6393 236.6033 37.2548 172.0984 130.7804 1.3% 2.7% 3.1%
5/16/2022 200.04 37.015488 197.4603 253.87 36.48727 173.0947 147.5673 0.7% -2.9% -0.7%
5/13/2022 198.62 38.122959 198.8777 241.4567 36.37903 171.3684 147.408 3.9% 7.5% 2.7%
5/12/2022 191.24 35.479 193.627 256.53 35.38517 168.0933 146.8405 1.3% -4.6% -1.2%
5/11/2022 188.74 37.185104 195.9978 242.6667 35.35565 168.3498 146.9799 -4.5% -3.7% 1.6%
5/10/2022 197.65 38.611847 192.8694 244.6667 35.57214 169.1686 148.5331 0.7% 1.2% 0.3%
5/9/2022 196.21 38.172844 192.2915 266.68 35.89686 169.3757 150.6539 -3.7% -3.3% -4.8%
5/6/2022 203.77 39.489841 202.0755 262.37 36.82183 168.1032 148.9115 -2.2% -0.9% -1.2%
5/5/2022 208.28 39.858997 204.4866 288.55 39.32123 168.0835 152.0777 -6.8% -3.0% -4.3%
5/4/2022 223.41 41.076218 213.7325 291.0933 40.71853 171.5065 153.3919 5.4% 3.1% 2.9%
 5/3/2022 212.03 39.849018 207.7944 317.54 40.02972 165.716 151.2987 0.4% 3.9% -1.4%
5/2/2022 211.13 38.362415 210.7535 303.0833 40.15764 165.4891 150.7729 5.3% 1.4% -0.8%
4/29/2022 200.47 37.823643 212.3476 300.98 40.05924 169.3856 151.7749 -2.6% -2.2% -3.4%
4/28/2022 205.73 38.661732 219.85 290.2533 40.39381 175.0972 154.9693 17.6% 0.2% 3.1%
4/27/2022 174.95 38.571938 213.324 292.5033 39.87228 172.4831 153.015 -3.3% 1.6% 6.5%
4/26/2022 180.95 37.95335 200.3618 293.8367 39.79356 170.9541 154.0666 -3.2% -4.5% -4.2%
4/25/2022 186.99 39.729294 209.1793 292.14 40.8071 171.3881 155.6935 1.6% -0.1% 0.9%
4/22/2022 184.11 39.749249 207.4058 332.6733 41.28926 169.8196 155.6142 -2.1% -2.1% -3.8%
4/21/2022 188.07 40.617264 215.6554 335.0167 42.33231 172.4732 158.6002 -6.2% -2.4% -0.6%
4/20/2022 200.42 41.624966 216.9905 336.26 42.91288 173.0947 158.3622 -7.8% -0.9% 1.0%
4/19/2022 217.31 41.984146 214.9082 325.7333 42.67672 170.5595 156.3979 3.1% 3.6% 1.2%
4/18/2022 210.77 40.537449 212.3875 342.7167 41.88951 168.1131 154.6419 0.3% 1.2% 0.2%
4/14/2022 210.18 40.038589 212.0089 334.7633 41.91903 169.573 155.8324 -2.2% -0.2% -0.2%
4/13/2022 214.99 40.128384 212.4871 328.3333 41.95839 170.6581 155.9713 0.4% 0.4% 0.9%
4/12/2022 214.14 39.948792 210.624 340.79 41.72223 170.9541 152.013 -1.1% -0.7% -1.6%
4/11/2022 216.46 40.238132 213.9617 328.9833 42.02727 170.2636 153.0646 -2.6% 2.5% -1.0%
4/8/2022 222.33 39.260365 216.1835 325.31 42.26344 170.7864 156.1598 -0.3% 1.6% 0.4%
4/7/2022 222.95 38.631802 215.3565 341.83 41.57462 170.2142 155.2967 -0.2% -2.0% -1.3%
4/6/2022 223.3 39.410023 218.206 352.42 41.92887 170.0564 153.759 -3.7% -4.6% -3.1%
4/5/2022 231.84 41.325645 225.26 348.5867 42.95224 167.2055 150.267 -0.9% -4.1% -0.7%
4/4/2022 233.89 43.081638 226.904 363.7533 43.37537 167.028 149.8404 4.0% 0.5% 0.6%
4/1/2022 224.85 42.862141 225.529 381.8167 43.38521 167.462 149.8106 1.1% -1.8% 2.1%
3/31/2022 222.36 43.640366 220.9559 361.53 43.46393 165.1142 147.7372 -2.4% -3.3% -1.0%
3/30/2022 227.85 45.116993 223.1279 359.2 44.28066 165.6864 148.6797 -0.9% -2.2% -1.8%
3/29/2022 229.86 46.154621 227.2826 364.6633 44.10059 165.9133 146.0606 2.8% 4.6% 3.3%
3/28/2022 223.59 44.11927 219.9596 366.5233 43.80905 163.4865 144.8404 0.8% 1.3% 1.1%
3/25/2022 221.82 43.550571 217.6281 363.9467 43.85764 163.0032 142.3107 1.0% -1.6% 0.5%
3/24/2022 219.57 44.248974 216.5123 336.88 44.052 162.2436 141.6956 2.9% 1.3% 1.2%
3/23/2022 213.46 43.680271 213.8919 337.9733 43.99369 161.267 140.8226 -1.5% -1.8% -1.7%
3/22/2022 216.65 44.458496 217.668 333.0367 44.31438 162.1154 142.6579 2.4% 2.2% 0.7%
3/21/2022 211.49 43.510662 216.2432 331.3267 43.72158 160.3595 143.0845 -2.3% -2.7% -0.9%
3/18/2022 216.49 44.717903 218.3056 307.0533 44.60593 160.5863 144.2849 4.2% 2.7% 2.7%
3/17/2022 207.84 43.560547 212.6664 301.7967 44.57677 158.7614 143.8583 2.1% -0.4% 0.7%
3/16/2022 203.63 43.750111 211.0922 290.5333 44.01313 157.5382 143.64
Cálculo de rendimientos (1 pts) https://www.youtube.com/
RENDIMIENTOS Proporciones optimizadas (2
pts) Revisen el minuto 27.30 has
TESLA IGM.TO PEP WMT RENDIMIENTO ESPERADO
1.6% 0.9% -0.7% -0.5% Accs Proporción W Rendi Esp (Re) MATRIZ DE COVARIANZAS
1.6% 0.9% -1.3% -1.1% META 14% -0.1446%
-2.5% -2.0% 1.0% 1.5% GM 14% -0.0634%
0.6% -0.1% -0.4% 0.1% VISA 14% -0.0326% META
-0.8% 0.1% -0.9% -0.3% TESLA 14% 0.0494% GM
-2.5% -1.6% -0.3% 1.0% IGM.TO 14% -0.1645% VISA
-1.1% -1.7% -2.4% -3.1% PEP 14% 0.0692% TESLA
-2.7% 1.0% 0.0% 0.7% WMT 14% -0.0486% IGM.TO
-0.3% 0.3% 0.5% 0.7% 100% -0.335% PEP
0.2% 0.6% 0.0% -0.4% WMT
2.3% -3.3% -1.0% -1.8%
-2.3% -1.5% -0.1% -1.5%
-2.0% 0.4% 0.1% -0.3% W…
-0.4% -1.0% -0.1% 0.1%
-0.8% 0.3% 0.6% 5.1% Wi*Wj…
-0.9% -0.3% 1.1% 0.3% META
3.1% 1.4% 1.3% 1.8% GM
4.7% -0.4% -0.5% 1.0% VISA
-2.6% 1.7% 0.8% 0.2% TESLA
3.9% -1.4% 0.4% 1.0% IGM.TO
-2.4% 1.4% -0.4% 0.8% PEP
0.8% -1.1% -0.8% 0.8% RIESGO DE PORTAFOLIO 4 pts WMT
-6.6% 0.7% -0.5% -3.8%
0.4% 1.0% 0.8% -1.6% RETORNO ESP -0.05% Matriz markowitz
2.3% -0.1% -0.8% 0.1%
1.1% 1.5% 1.1% 0.4% META
0.0% 1.6% 0.1% 1.8% GM
5.8% 1.5% 1.9% 2.5% VISA
2.2% -2.1% -0.1% 3.8% TESLA
6.2% -0.1% 1.2% -7.6% IGM.TO
-3.6% 0.1% 0.1% -0.1% PEP
-1.4% 1.4% 0.7% -0.3% WMT
0.2% 0.5% 0.1% 1.5%
9.8% 1.4% -1.1% 0.8% Varianza:
0.8% 0.5% 1.1% 0.6% Desviación:
2.1% 1.0% -1.7% -0.2%
0.2% -0.9% 0.1% 1.0% RIESGO Y DESEMPEÑO
0.7% -1.2% 0.5% 2.0%
0.5% 0.9% 0.4% 0.2% VARIANZA 1 pts
1.7% -1.0% -0.6% -0.3% RIESGO 1 pts
-0.5% 0.6% -0.8% 0.0% DESEMPEÑO 1 pts
-6.5% 1.5% 0.9% 0.1%
2.5% -0.4% -0.2% 0.2%
5.5% 0.6% 1.0% 0.7%
-0.6% 0.2% -0.2% 1.3%
2.6% 0.0% 1.6% 0.9%
1.2% -0.4% 0.0% -0.3%
-1.8% -0.9% 1.7% -0.4%
-1.8% -1.1% -1.4% -1.4%
-5.0% 2.1% 0.1% 0.3%
-0.3% -0.1% 1.2% 0.1%
4.5% -0.7% 1.3% 2.4%
-0.4% 0.2% 0.8% -1.2%
-0.4% 1.4% 2.3% 3.3%
9.4% 1.0% 0.0% -1.9%
1.7% -4.7% -0.5% 1.0%
-8.5% 2.4% 1.1% -0.1%
5.5% 0.4% -2.3% 0.0%
2.4% -4.9% -1.7% -1.9%
-7.1% -1.1% -0.2% 0.6%
-3.1% -1.2% -1.8% -1.0%
-0.9% -0.7% -0.5% -0.9%
1.2% -0.5% 0.6% -1.2%
0.3% 0.9% 0.4% -0.4%
1.6% -2.3% -1.1% -1.7%
-9.2% 2.2% 0.8% 1.6%
4.7% -2.2% -0.8% -2.5%
-2.4% -0.4% -2.3% 0.1%
-0.2% 2.1% 1.0% 2.0%
7.3% 1.6% 0.7% 2.1%
7.4% 1.4% 0.7% -0.6%
4.9% 1.0% 1.3% 1.2%
-6.9% 0.1% 2.1% 2.9%
1.7% 0.9% 0.6% 0.1%
-6.4% -1.8% -1.5% -2.7%
-0.1% -2.2% -6.2% -6.8%
-6.8% 2.1% -0.6% -11.4%
5.1% 0.3% 1.0% 0.1%
-5.9% 2.8% 1.9% 0.4%
5.7% 0.1% -0.2% -0.1%
-0.8% -0.6% -0.5% -1.0%
-8.3% -0.9% -0.1% -1.4%
1.6% -2.5% 0.8% 1.2%
-9.1% -6.4% 0.0% -2.1%
-0.9% -3.4% -2.0% -0.9%
-8.3% 1.7% 3.5% 1.4%
 4.8% -0.3% 0.1% 0.3%
0.7% 0.2% -2.3% -0.7%
3.7% -0.8% -3.3% -2.1%
-0.8% 1.3% 1.5% 1.3%
-0.5% 0.2% 0.9% -0.7%
0.6% -2.5% -0.3% -1.0%
-12.2% -1.2% 0.9% 0.1%
-0.7% -2.5% -1.5% -1.9%
-0.4% -1.4% -0.4% 0.2%
3.2% 0.6% 1.5% 1.3%
-5.0% 1.9% 1.5% 1.1%
2.4% -0.1% -0.9% -0.8%
2.0% -0.1% -0.6% -0.1%
-3.7% 0.6% -0.2% 2.6%
3.6% -0.7% 0.4% -0.7%
1.1% -0.6% -0.3% -2.0%
-4.8% 1.7% 0.3% 0.6%
-3.0% -0.8% 0.1% 1.0%
1.1% -2.4% 1.7% 2.3%
-4.2% -1.0% 0.1% 0.3%
-4.7% 0.0% -0.3% 0.0%
5.6% -0.2% 1.4% 1.4%
0.6% -1.8% -0.3% -0.6%
-1.5% 0.4% -0.1% 1.8%
-0.5% 0.7% 1.5% 0.8%
0.7% -0.1% 0.3% 1.8%
8.0% -0.4% 0.5% 0.4%
-0.3% 0.1% 0.6% 0.6%
1.5% -0.7% -0.5% -1.3%
0.5% 1.4% 1.1% -0.3%
7.9% -2.0% -0.1% -0.8%
1.7% 0.1% 1.1% 0.3%
3.9% 1.3% 0.8% 0.2%
ps://www.youtube.com/watch?v=noi-RdvYw30

visen el minuto 27.30 hasta el minuto 31.45 donde Florencia explica como armar la matriz de forma sencilla

ATRIZ DE COVARIANZAS 1 pts

META GM VISA TESLA

0.0013288 0.0005794 0.0003815 -0.0001506
0.0005794 0.0007838 0.0003370 -0.0001296
0.0003815 0.0003370 0.0003687 -0.0001261
-0.0001506 -0.0001296 -0.0001261 0.0016556
0.0002419 0.0002381 0.0001633 -0.0000220
0.0001424 0.0001308 0.0001235 -0.0000379
0.0001558 0.0001244 0.0000671 0.0000529

META GM VISA TESLA

0.142857142857143 0.1428571429 0.142857142857143 0.142857142857143

META GM VISA TESLA

0.0204081632653061 0.0204081633
0.0204081632653061 0.0204081633
0.0204081632653061 0.0204081633
0.0204081632653061 0.0204081633
0.0204081632653061 0.0204081633
0.0204081632653061 0.0204081633
0.0204081632653061 0.0204081633

atriz markowitz
META GM VISA TESLA
0.003% 0.001% 0.001% 0.000%
0.001% 0.002% 0.001% 0.000%
0.001% 0.001% 0.001%
0.000% 0.000% 0.000%
0.000% 0.000% 0.000%
0.000% 0.000% 0.000%
0.000% 0.000% 0.000%
 IGM.TO PEP WMT
0.0002419 0.0001424 0.0001558
0.0002381 0.0001308 0.0001244
0.0001633 0.0001235 0.0000671
-0.0000220 -0.0000379 0.0000529 re
0.0002355 0.0000748 0.0000544 var
0.0000748 0.0001521 0.0001148
0.0000544 0.0001148 0.0003921

IGM.TO PEP WMT

0.142857142857143 0.142857142857143 0.142857142857143 1.00

IGM.TO PEP WMT

IGM.TO PEP WMT

0.000% 0.000% 0.000%
0.000% 0.000% 0.000%
Desviación
META GM VISA TESLA IGM.TO PEP WMT
4% 3% 2% 4% 2% 1% 2%

-0.14% -0.06% -0.03% 0.05% -0.16% 0.07% -0.05%

0.13% 0.08% 0.04% 0.17% 0.02% 0.02% 0.04%
3.65% 2.80% 1.92% 4.07% 1.53% 1.23% 1.98%
14% 14% 14% 14% 14% 14% 14%
RAZONES
Explique los resultados obtenidos 2 pts