Con los precios históricos de las acciones e índice bursátil, se pide:

a) Calcular el rendimiento histórico de las acciones e índice bursátil (LOG)

b) Calcular el rendimiento esperado (geométrico) de las acciones e índice bursátil
c) Calcular la varianza poblacional de las acciones e índice bursátil
d) Calcular el riesgo de las acciones e índice bursátil
e) Calcular la matriz de varianzas y covarianzas (poblacional) de las acciones
f) Calcular la matriz de correlaciones de las acciones
g) Con las acciones de NVDA y ZM, construir la cartera de pesos iguales y de mínima varianza (ecuac
h) Con todas las acciones, construir la cartera de pesos iguales y de mínima varianza. Riesgo y Rendi
i) Compare las cuatro carteras según su rendimiento histórico. Que cartera obtiene mejores rendimien
j) Algunas cartera consiguió sobrepasar los rendimientos históricos del mercado? Cuales?
(*) Todas las respuestas deben ir a la pestaña "Respuestas".

Date S&P500 EA ZM NVDA MSFT

6/8/2020 3,210.62 118.43 208.70 350.26 186.91
6/1/2020 3,193.93 118.32 207.60 356.64 187.20
5/25/2020 3,044.31 122.88 179.48 354.86 183.25
5/18/2020 2,955.45 119.82 171.06 360.89 183.00
5/11/2020 2,863.70 118.13 174.83 339.48 182.65
5/4/2020 2,929.80 116.62 155.40 312.36 184.17
4/27/2020 2,830.71 113.27 138.56 282.65 174.09
4/20/2020 2,836.74 116.31 158.80 289.46 174.07
4/13/2020 2,874.56 115.15 150.06 292.19 178.10
4/6/2020 2,789.82 105.80 124.51 262.83 164.68
3/30/2020 2,488.65 102.83 128.20 243.80 153.40
3/23/2020 2,541.47 95.37 151.70 252.61 149.28
3/16/2020 2,304.92 86.94 130.55 205.66 136.97
3/9/2020 2,711.02 97.06 107.47 240.73 158.39
3/2/2020 2,972.37 107.67 114.32 265.92 161.12
2/24/2020 2,954.22 101.37 105.00 269.79 161.56
2/17/2020 3,337.75 108.01 101.76 293.76 177.61
2/10/2020 3,380.16 109.69 90.95 289.48 184.33
2/3/2020 3,327.71 109.09 88.64 251.32 182.88
1/27/2020 3,225.52 107.92 76.30 236.18 169.29
1/20/2020 3,295.47 112.33 73.00 250.22 164.13
1/13/2020 3,329.62 112.93 75.56 249.02 166.18
1/6/2020 3,265.35 108.59 73.09 244.06 160.45
12/30/2019 3,234.85 107.20 67.28 235.82 157.75
12/23/2019 3,240.02 108.43 66.64 236.62 158.09
12/16/2019 3,221.22 107.95 66.93 239.12 156.55
12/9/2019 3,168.80 104.55 63.54 223.75 153.68
12/2/2019 3,145.91 103.23 62.74 211.95 150.92
11/25/2019 3,140.98 101.01 74.50 216.35 150.55
11/18/2019 3,110.29 99.19 73.16 210.51 148.26
11/11/2019 3,120.46 97.54 70.01 203.82 148.64
11/4/2019 3,093.08 98.27 69.85 207.41 144.67
10/28/2019 3,066.91 95.30 70.39 202.23 142.45
10/21/2019 3,022.55 96.31 63.45 204.17 139.48
10/14/2019 2,986.20 95.13 66.08 190.15 136.19
10/7/2019 2,970.27 94.19 71.35 185.66 138.44
9/30/2019 2,952.01 95.61 76.53 181.64 136.90
9/23/2019 2,961.79 95.67 76.04 171.45 136.51
9/16/2019 2,992.07 98.70 82.63 172.38 138.20
9/9/2019 3,007.39 98.48 78.85 181.61 136.10
9/2/2019 2,978.71 98.53 85.41 178.33 137.87
8/26/2019 2,926.46 93.68 91.67 167.04 136.64
8/19/2019 2,847.11 92.91 91.63 161.99 132.21
8/12/2019 2,888.68 89.56 92.53 159.12 134.48
8/5/2019 2,918.65 91.97 94.20 153.75 136.04
7/29/2019 2,932.05 92.89 93.66 160.74 135.24
7/22/2019 3,025.86 89.51 102.20 174.58 139.62
7/15/2019 2,976.61 87.50 93.38 167.97 134.96
7/8/2019 3,013.77 92.82 93.30 167.14 137.21
7/1/2019 2,990.41 93.60 91.88 159.78 135.39
6/24/2019 2,941.76 101.26 88.79 163.77 132.33
ndice bursátil

uales y de mínima varianza (ecuación). Riesgo y Rendimiento:

mínima varianza. Riesgo y Rendimiento:
cartera obtiene mejores rendimientos históricos?
del mercado? Cuales?

GOOGL
1,437.22
1,440.02
1,433.52
1,413.24
1,373.06
1,384.34
1,317.32
1,276.60
1,279.00
1,206.57
1,092.70
1,110.26
1,068.21
1,214.27
1,295.74
1,339.25
1,483.46
1,518.73
1,479.11
1,432.78
1,466.17
1,479.52
1,428.96
1,361.52
1,354.64
1,351.22
1,346.87
1,339.39
1,304.09
1,293.67
1,333.54
1,309.00
1,272.25
1,264.30
1,244.41
1,215.71
1,210.96
1,225.95
1,229.84
1,240.03
1,206.32
1,190.53
1,153.58
1,179.21
1,188.90
1,196.32
1,245.22
1,131.55
1,145.34
1,132.67
1,082.80
Integrantes Grupo: Andrea Castrillo
Dara Cayo
Evelyn Herrera
Noelia Martinez
Belen Ortega

a)

Date S&P500 EA ZM NVDA MSFT

6/8/2020 3,210.62 118.43 208.70 350.26 186.91
6/1/2020 3,193.93 118.32 207.60 356.64 187.20
5/25/2020 3,044.31 122.88 179.48 354.86 183.25
5/18/2020 2,955.45 119.82 171.06 360.89 183.00
5/11/2020 2,863.70 118.13 174.83 339.48 182.65
5/4/2020 2,929.80 116.62 155.40 312.36 184.17
4/27/2020 2,830.71 113.27 138.56 282.65 174.09
4/20/2020 2,836.74 116.31 158.80 289.46 174.07
4/13/2020 2,874.56 115.15 150.06 292.19 178.10
4/6/2020 2,789.82 105.80 124.51 262.83 164.68
3/30/2020 2,488.65 102.83 128.20 243.80 153.40
3/23/2020 2,541.47 95.37 151.70 252.61 149.28
3/16/2020 2,304.92 86.94 130.55 205.66 136.97
3/9/2020 2,711.02 97.06 107.47 240.73 158.39
3/2/2020 2,972.37 107.67 114.32 265.92 161.12
2/24/2020 2,954.22 101.37 105.00 269.79 161.56
2/17/2020 3,337.75 108.01 101.76 293.76 177.61
2/10/2020 3,380.16 109.69 90.95 289.48 184.33
2/3/2020 3,327.71 109.09 88.64 251.32 182.88
1/27/2020 3,225.52 107.92 76.30 236.18 169.29
1/20/2020 3,295.47 112.33 73.00 250.22 164.13
1/13/2020 3,329.62 112.93 75.56 249.02 166.18
1/6/2020 3,265.35 108.59 73.09 244.06 160.45
12/30/2019 3,234.85 107.20 67.28 235.82 157.75
12/23/2019 3,240.02 108.43 66.64 236.62 158.09
12/16/2019 3,221.22 107.95 66.93 239.12 156.55
12/9/2019 3,168.80 104.55 63.54 223.75 153.68
12/2/2019 3,145.91 103.23 62.74 211.95 150.92
11/25/2019 3,140.98 101.01 74.50 216.35 150.55
11/18/2019 3,110.29 99.19 73.16 210.51 148.26
11/11/2019 3,120.46 97.54 70.01 203.82 148.64
11/4/2019 3,093.08 98.27 69.85 207.41 144.67
10/28/2019 3,066.91 95.30 70.39 202.23 142.45
10/21/2019 3,022.55 96.31 63.45 204.17 139.48
10/14/2019 2,986.20 95.13 66.08 190.15 136.19
10/7/2019 2,970.27 94.19 71.35 185.66 138.44
9/30/2019 2,952.01 95.61 76.53 181.64 136.90
9/23/2019 2,961.79 95.67 76.04 171.45 136.51
9/16/2019 2,992.07 98.70 82.63 172.38 138.20
9/9/2019 3,007.39 98.48 78.85 181.61 136.10
9/2/2019 2,978.71 98.53 85.41 178.33 137.87
8/26/2019 2,926.46 93.68 91.67 167.04 136.64
8/19/2019 2,847.11 92.91 91.63 161.99 132.21
8/12/2019 2,888.68 89.56 92.53 159.12 134.48
8/5/2019 2,918.65 91.97 94.20 153.75 136.04
7/29/2019 2,932.05 92.89 93.66 160.74 135.24
7/22/2019 3,025.86 89.51 102.20 174.58 139.62
7/15/2019 2,976.61 87.50 93.38 167.97 134.96
7/8/2019 3,013.77 92.82 93.30 167.14 137.21
7/1/2019 2,990.41 93.60 91.88 159.78 135.39
6/24/2019 2,941.76 101.26 88.79 163.77 132.33
 Rendimientos

GOOGL S&P500 EA ZM NVDA MSFT GOOGL

1,437.22 0.005212 0.0009293 0.0052842 -0.018055 -0.001533 -0.001946 6/8/2020
1,440.02 0.0479778 -0.037815 0.1455494 0.0050013 0.0213262 0.004524 6/1/2020
1,433.52 0.0296234 0.0252176 0.0480494 -0.016842 0.0013634 0.014248 5/25/2020
1,413.24 0.0315364 0.0142049 -0.0218 0.0611596 0.001909 0.0288431 5/18/2020
1,373.06 -0.0228197 0.0128649 0.1178117 0.0832523 -0.008264 -0.008182 5/11/2020
1,384.34 0.0344066 0.0291465 0.114699 0.0999353 0.0562986 0.0496241 5/4/2020
1,317.32 -0.002128 -0.026485 -0.136342 -0.023797 0.0001147 0.0313991 4/27/2020
1,276.60 -0.0132441 0.0100234 0.0566104 -0.009383 -0.022937 -0.001878 4/20/2020
1,279.00 0.0299225 0.0846851 0.1866492 0.1058852 0.0783551 0.0582969 4/13/2020
1,206.57 0.1142367 0.0284734 -0.029205 0.0751647 0.0709454 0.0991299 4/6/2020
1,092.70 -0.0210023 0.0753131 -0.168313 -0.035522 0.0272149 -0.015943 3/30/2020
1,110.26 0.0976967 0.0925458 0.1501485 0.2056599 0.0861008 0.0386099 3/23/2020
1,068.21 -0.162279 -0.110111 0.1945446 -0.157471 -0.145302 -0.128159 3/16/2020
1,214.27 -0.0920347 -0.103742 -0.06179 -0.099514 -0.017104 -0.064939 3/9/2020
1,295.74 0.006125 0.0602938 0.0850412 -0.014437 -0.00272 -0.033028 3/2/2020
1,339.25 -0.1220623 -0.063447 0.0313432 -0.085137 -0.094707 -0.102267 2/24/2020
1,483.46 -0.0126261 -0.015434 0.1123072 0.0146613 -0.037153 -0.023497 2/17/2020
1,518.73 0.0156387 0.005485 0.0257267 0.1413558 0.0079082 0.0264339 2/10/2020
1,479.11 0.0311902 0.010783 0.1499102 0.0621486 0.0771873 0.0318239 2/3/2020
1,432.78 -0.0214546 -0.040051 0.0442135 -0.057727 0.0309626 -0.023037 1/27/2020
1,466.17 -0.0103094 -0.005327 -0.034468 0.0048023 -0.012405 -0.009064 1/20/2020
1,479.52 0.0194912 0.0391889 0.0332355 0.0200978 0.0350785 0.0347708 1/13/2020
1,428.96 0.0093844 0.0128831 0.0828285 0.0343505 0.0170026 0.0483451 1/6/2020
1,361.52 -0.0015969 -0.011409 0.009558 -0.003383 -0.002141 0.005066 12/30/2019
1,354.64 0.0058193 0.0044367 -0.004342 -0.010499 0.0097988 0.0025279 12/23/2019
1,351.22 0.0164072 0.0320027 0.0519777 0.066409 0.0184656 0.0032245 12/16/2019
1,346.87 0.0072498 0.0127059 0.0126704 0.0542136 0.0181539 0.0055691 12/9/2019
1,339.39 0.0015683 0.02174 -0.1718 -0.020573 0.0024411 0.0267088 12/2/2019
1,304.09 0.0098189 0.0181823 0.0181502 0.0273618 0.015292 0.0080223 11/25/2019
1,293.67 -0.0032644 0.0167747 0.0440108 0.0322857 -0.002537 -0.030354 11/18/2019
1,333.54 0.008813 -0.007456 0.0022881 -0.017429 0.0271027 0.0185736 11/11/2019
1,309.00 0.0084969 0.0306889 -0.007701 0.0252956 0.0154656 0.0284765 11/4/2019
1,272.25 0.0145696 -0.010542 0.103799 -0.009579 0.0210239 0.0062683 10/28/2019
1,264.30 0.0120992 0.0123278 -0.040614 0.0711639 0.023874 0.0158571 10/21/2019
1,244.41 0.0053488 0.0099303 -0.076731 0.0239068 -0.016385 0.0233333 10/14/2019
1,215.71 0.0061666 -0.014963 -0.070085 0.0218511 0.0112311 0.0039148 10/7/2019
 1,210.96 -0.0033075 -0.000627 0.0064233 0.0577436 0.0028277 -0.012303 9/30/2019
1,225.95 -0.0101716 -0.03118 -0.083113 -0.0054 -0.012339 -0.003168 9/23/2019
1,229.84 -0.0051071 0.0022314 0.0468255 -0.052179 0.0153205 -0.008252 9/16/2019
1,240.03 0.0095822 -0.000508 -0.079916 0.0182485 -0.012879 0.0275612 9/9/2019
1,206.32 0.0176968 0.0504763 -0.070732 0.0653749 0.0089543 0.0131757 9/2/2019
1,190.53 0.027489 0.0082534 0.0004365 0.0307343 0.0329617 0.0315285 8/26/2019
1,153.58 -0.0144951 0.0367226 -0.009774 0.0178887 -0.017009 -0.021975 8/19/2019
1,179.21 -0.0103215 -0.026554 -0.017887 0.0342993 -0.01154 -0.008184 8/12/2019
1,188.90 -0.0045807 -0.009954 0.0057489 -0.044463 0.0058995 -0.006222 8/5/2019
1,196.32 -0.0314935 0.0370656 -0.08726 -0.082602 -0.031918 -0.040062 7/29/2019
1,245.22 0.0164103 0.0227116 0.0902545 0.0386065 0.033965 0.0957238 7/22/2019
1,131.55 -0.0124067 -0.059023 0.000857 0.0049397 -0.016551 -0.012113 7/15/2019
1,145.34 0.0077813 -0.008368 0.0153368 0.0450296 0.0133354 0.0111238 7/8/2019
1,132.67 0.0164024 -0.078661 0.0342093 -0.024658 0.0228775 0.0450274 7/1/2019
1,082.80 6/24/2019

Date
6/8/2020 100.52% 100.09% 100.53% 98.19% 99.85% 99.81%
6/1/2020 104.80% 96.22% 114.55% 100.50% 102.13% 100.45%
5/25/2020 102.96% 102.52% 104.80% 98.32% 100.14% 101.42%
5/18/2020 103.15% 101.42% 97.82% 106.12% 100.19% 102.88%
5/11/2020 97.72% 101.29% 111.78% 108.33% 99.17% 99.18%
5/4/2020 103.44% 102.91% 111.47% 109.99% 105.63% 104.96%
4/27/2020 99.79% 97.35% 86.37% 97.62% 100.01% 103.14%
4/20/2020 98.68% 101.00% 105.66% 99.06% 97.71% 99.81%
4/13/2020 102.99% 108.47% 118.66% 110.59% 107.84% 105.83%
4/6/2020 111.42% 102.85% 97.08% 107.52% 107.09% 109.91%
3/30/2020 97.90% 107.53% 83.17% 96.45% 102.72% 98.41%
3/23/2020 109.77% 109.25% 115.01% 120.57% 108.61% 103.86%
3/16/2020 83.77% 88.99% 119.45% 84.25% 85.47% 87.18%
3/9/2020 90.80% 89.63% 93.82% 90.05% 98.29% 93.51%
3/2/2020 100.61% 106.03% 108.50% 98.56% 99.73% 96.70%
2/24/2020 87.79% 93.66% 103.13% 91.49% 90.53% 89.77%
2/17/2020 98.74% 98.46% 111.23% 101.47% 96.28% 97.65%
2/10/2020 101.56% 100.55% 102.57% 114.14% 100.79% 102.64%
2/3/2020 103.12% 101.08% 114.99% 106.21% 107.72% 103.18%
1/27/2020 97.85% 95.99% 104.42% 94.23% 103.10% 97.70%
1/20/2020 98.97% 99.47% 96.55% 100.48% 98.76% 99.09%
1/13/2020 101.95% 103.92% 103.32% 102.01% 103.51% 103.48%
1/6/2020 100.94% 101.29% 108.28% 103.44% 101.70% 104.83%
12/30/2019 99.84% 98.86% 100.96% 99.66% 99.79% 100.51%
12/23/2019 100.58% 100.44% 99.57% 98.95% 100.98% 100.25%
12/16/2019 101.64% 103.20% 105.20% 106.64% 101.85% 100.32%
12/9/2019 100.72% 101.27% 101.27% 105.42% 101.82% 100.56%
 12/2/2019 100.16% 102.17% 82.82% 97.94% 100.24% 102.67%
11/25/2019 100.98% 101.82% 101.82% 102.74% 101.53% 100.80%
11/18/2019 99.67% 101.68% 104.40% 103.23% 99.75% 96.96%
11/11/2019 100.88% 99.25% 100.23% 98.26% 102.71% 101.86%
11/4/2019 100.85% 103.07% 99.23% 102.53% 101.55% 102.85%
10/28/2019 101.46% 98.95% 110.38% 99.04% 102.10% 100.63%
10/21/2019 101.21% 101.23% 95.94% 107.12% 102.39% 101.59%
10/14/2019 100.53% 100.99% 92.33% 102.39% 98.36% 102.33%
10/7/2019 100.62% 98.50% 92.99% 102.19% 101.12% 100.39%
9/30/2019 99.67% 99.94% 100.64% 105.77% 100.28% 98.77%
9/23/2019 98.98% 96.88% 91.69% 99.46% 98.77% 99.68%
9/16/2019 99.49% 100.22% 104.68% 94.78% 101.53% 99.17%
9/9/2019 100.96% 99.95% 92.01% 101.82% 98.71% 102.76%
9/2/2019 101.77% 105.05% 92.93% 106.54% 100.90% 101.32%
8/26/2019 102.75% 100.83% 100.04% 103.07% 103.30% 103.15%
8/19/2019 98.55% 103.67% 99.02% 101.79% 98.30% 97.80%
8/12/2019 98.97% 97.34% 98.21% 103.43% 98.85% 99.18%
8/5/2019 99.54% 99.00% 100.57% 95.55% 100.59% 99.38%
7/29/2019 96.85% 103.71% 91.27% 91.74% 96.81% 95.99%
7/22/2019 101.64% 102.27% 109.03% 103.86% 103.40% 109.57%
7/15/2019 98.76% 94.10% 100.09% 100.49% 98.34% 98.79%
7/8/2019 100.78% 99.16% 101.53% 104.50% 101.33% 101.11%
7/1/2019 101.64% 92.13% 103.42% 97.53% 102.29% 104.50%
6/24/2019
 Rendimientos historicos por cartera Rendimientos Acumulados
2 actv
2 actv pesos 2 actv minima 5 actv pesos 5 actv minima 2 actv pesos minima
iguales varianza iguales varianza iguales varianza
-0.64% -1.07% -0.31% 0.02% 80.74% 78.99%
7.53% 4.93% 2.77% 1.22% 81.38% 80.06%
1.56% 0.36% 1.44% 2.11% 73.85% 75.14%
1.97% 3.50% 1.69% 1.26% 72.29% 74.78%
10.05% 9.41% 3.95% 1.73% 70.32% 71.27%
10.73% 10.46% 6.99% 5.27% 60.27% 61.86%
-8.01% -5.92% -3.10% -1.75% 49.54% 51.40%
2.36% 1.14% 0.65% 0.77% 57.54% 57.33%
14.63% 13.13% 10.28% 8.89% 55.18% 56.19%
2.30% 4.23% 4.89% 5.18% 40.56% 43.05%
-10.19% -7.73% -2.35% 0.06% 38.26% 38.82%
17.79% 18.82% 11.46% 8.04% 48.45% 46.56%
1.85% -4.66% -6.93% -7.80% 30.66% 27.74%
-8.07% -8.76% -6.94% -7.13% 28.81% 32.40%
3.53% 1.69% 1.90% 2.12% 36.87% 41.16%
-2.69% -4.85% -6.28% -6.83% 33.34% 39.48%
6.35% 4.54% 1.02% -0.31% 36.03% 44.32%
8.35% 10.49% 4.14% 1.63% 29.68% 39.78%
10.60% 8.98% 6.64% 4.78% 21.33% 29.29%
-0.68% -2.56% -0.91% -1.17% 10.73% 20.31%
-1.48% -0.76% -1.13% -1.19% 11.40% 22.87%
2.67% 2.42% 3.25% 3.62% 12.88% 23.63%
5.86% 4.96% 3.91% 3.63% 10.22% 21.20%
0.31% 0.07% -0.05% -0.11% 4.36% 16.24%
-0.74% -0.86% 0.04% 0.33% 4.05% 16.17%
5.92% 6.19% 3.44% 2.25% 4.79% 17.03%
3.34% 4.11% 2.07% 1.09% -1.13% 10.84%
-9.62% -6.82% -2.83% -0.70% -4.47% 6.73%
2.28% 2.45% 1.74% 1.41% 5.15% 13.55%
3.81% 3.60% 1.20% 0.09% 2.87% 11.10%
-0.76% -1.12% 0.46% 0.83% -0.94% 7.50%
0.88% 1.49% 1.84% 2.22% -0.19% 8.63%
4.71% 2.61% 2.22% 1.64% -1.07% 7.13%
1.53% 3.60% 1.65% 0.77% -5.78% 4.52%
-2.64% -0.78% -0.72% -0.14% -7.30% 0.93%
-2.41% -0.71% -0.96% -1.23% -4.66% 1.70%
 3.21% 4.16% 1.08% -0.33% -2.25% 2.42%
-4.43% -2.99% -2.70% -2.58% -5.46% -1.74%
-0.27% -2.10% 0.08% 0.67% -1.03% 1.24%
-3.08% -1.27% -0.95% -0.35% -0.77% 3.34%
-0.27% 2.25% 1.34% 1.37% 2.32% 4.61%
1.56% 2.12% 2.08% 1.91% 2.58% 2.36%
0.41% 0.92% 0.12% 0.12% 1.03% 0.24%
0.82% 1.79% -0.60% -1.65% 0.62% -0.68%
-1.94% -2.86% -0.98% -0.41% -0.20% -2.46%
-8.49% -8.41% -4.10% -1.85% 1.74% 0.40%
6.44% 5.49% 5.63% 6.03% 10.23% 8.81%
0.29% 0.37% -1.64% -2.74% 3.79% 3.32%
3.02% 3.57% 1.53% 0.52% 3.50% 2.96%
0.48% -0.61% -0.02% -0.33% 0.48% -0.61%
Rendimientos Acumulados
5 actv
5 actv pesos minima Rendimiento
iguales varianza del mercado S&P500
48.00% 32.94% 8.75% b) Geométrico 0.08%
48.30% 32.92% 8.22% c) Varianza 0.00173
45.53% 31.70% 3.43% d) Riesgo 4.16%
44.09% 29.59% 0.46%
42.41% 28.33% -2.69% Pesos
38.46% 26.60% -0.41% e) Covarianza EA
31.46% 21.34% -3.85% EA 0.0016292
34.56% 23.09% -3.64% ZM -0.0000094
33.92% 22.32% -2.31% NVDA 0.0014960
23.64% 13.43% -5.30% MSFT 0.0008850
18.75% 8.26% -16.73% GOOGL 0.0007822
21.09% 8.20% -14.63%
9.63% 0.15% -24.40%
16.56% 7.95% -8.17% f) Correlaciones EA
23.50% 15.08% 1.04% EA 1
21.60% 12.97% 0.42% ZM -0.0028383305
27.89% 19.80% 12.63% NVDA 0.6095024971
26.87% 20.12% 13.89% MSFT 0.58470668772
22.73% 18.49% 12.33% GOOGL 0.49654651664
16.09% 13.70% 9.21%
17.00% 14.87% 11.35%
18.13% 16.06% 12.39%
14.89% 12.44% 10.44%
10.98% 8.81% 9.50%
11.02% 8.93% 9.66% g) Pesos iguales
10.99% 8.60% 9.08% Rendimiento: 1.36%
7.54% 6.34% 7.43% Riesgo: 5.37%
5.48% 5.25% 6.71%
8.31% 5.95% 6.55%
6.57% 4.54% 5.57%
5.36% 4.45% 5.90% h)
4.90% 3.62% 5.02% Rendimiento: 0.73%
3.06% 1.40% 4.17% Riesgo: 3.60%
0.84% -0.24% 2.71%
-0.81% -1.01% 1.50%
-0.09% -0.87% 0.96%
 0.87% 0.36% 0.35%
-0.21% 0.70% 0.68%
2.49% 3.28% 1.70%
2.41% 2.61% 2.21%
3.36% 2.96% 1.25%
2.02% 1.59% -0.52%
-0.06% -0.31% -3.27%
-0.18% -0.43% -1.82% i)
0.42% 1.22% -0.79% Haciendo la comparacion de las 4 carte
1.40% 1.63% -0.33% cartera que tiene mejores rendimien
5.49% 3.48% 2.82%
-0.13% -2.56% 1.18%
1.51% 0.19% 2.42% j)
-0.02% -0.33% 1.64% Tomando como base los rendimientos his
que consiguieron sobrepasar el rendimie
pesos iguales, la cartera de 2 activos con
 EA ZM NVDA MSFT GOOGL
0.23% 1.37% 1.34% 0.62% 0.49%
0.00163 0.00675 0.00370 0.00141 0.00152
4.04% 8.22% 6.08% 3.75% 3.90%

ZM NVDA MSFT GOOGL

-0.0000094 0.0014960 0.0008850 0.0007822
0.0067541 0.0010969 0.0003150 -0.0000779
0.0010969 0.0036977 0.0015080 0.0015416
0.0003150 0.0015080 0.0014063 0.0011736
-0.0000779 0.0015416 0.0011736 0.0015230

ZM NVDA MSFT GOOGL

-0.00283833051993 0.6095024971 0.584706688 0.49654651664
1 0.2194956794 0.102207909 -0.0243008926
0.219495679403106 1 0.66131966 0.64961144177
0.10220790914421 0.66131966038 1 0.80193998527
-0.02430089258535 0.64961144177 0.801939985 1

Pesos
Minima Varianza ZM NVDA Covarianza
1.35% 1.37% 1.34% 50% ZM
5.37% 8.22% 6.08% 50% NVDA

EA ZM NVDA MSFT GOOGL

0.48% 0.08% 0.23% 1.37% 1.34% 0.62%
3.13% 4.16% 4.04% 8.22% 6.08% 3.75%
Haciendo la comparacion de las 4 carteras según el rendimiento histórico, se pudo demostrar que la
cartera que tiene mejores rendimientos historicos es la cartera de 2 activos con pesos iguales.

mando como base los rendimientos históricos del mercado, se pudo evidenciar que existen 3 carteras
ue consiguieron sobrepasar el rendimiento de mercado, las cuales fueron: la cartera de 2 activos con
sos iguales, la cartera de 2 activos con minima varianza y la cartera de 5 activos con minima varianza.
 50% 50% 100% Pesos 31%
ZM NVDA Covarianza ZM
0.0067541 0.0010969 31% ZM 0.0067541
0.0010969 0.0036977 69% NVDA 0.0010969
Rendimiento 1.35%
Riesgo 5.37%

Pesos 20% 20% 20% 20%

Covarianza EA ZM NVDA MSFT
20% EA 0.0016292 -0.0000094 0.0014960 0.0008850
20% ZM -0.0000094 0.0067541 0.0010969 0.0003150
20% NVDA 0.0014960 0.0010969 0.0036977 0.0015080
20% MSFT 0.0008850 0.0003150 0.0015080 0.0014063
20% GOOGL 0.0007822 -0.0000779 0.0015416 0.0011736
 69% 100%
NVDA
0.0010969
0.0036977

20% 100% Pesos 35% 14% 0%

GOOGL Covarianza EA ZM NVDA
0.0007822 35% EA 0.0016292 -0.0000094 0.0014960
-0.0000779 14% ZM -0.0000094 0.0067541 0.0010969
0.0015416 0% NVDA 0.0014960 0.0010969 0.0036977
0.0011736 14% MSFT 0.0008850 0.0003150 0.0015080
0.0015230 36% GOOGL 0.0007822 -0.0000779 0.0015416
Rendimiento 0.48%
Riesgo 3.13%
 14% 36% 100%
MSFT GOOGL
0.0008850 0.0007822
0.0003150 -0.0000779
0.0015080 0.0015416
0.0014063 0.0011736
0.0011736 0.0015230