Documentos de Académico
Documentos de Profesional
Documentos de Cultura
A: 3.5
Portafolios Posibles:
% Invertido A % Invertido B E[Rp] σp U
100% 0% 10% 31.50% -0.07364375
90% 10% 11% 30.07% -4.82%
80% 20% 12% 29.83% -3.57%
70% 30% 13% 30.81% -3.61%
60% 40% 14% 32.89% -4.93%
50% 50% 15% 35.89% -7.54%
40% 60% 16% 39.59% -11.43%
30% 70% 17% 43.83% -16.62%
20% 80% 18% 48.45% -23.09%
10% 90% 19% 53.37% -30.84%
0% 100% 20% 58.50% -39.89%
Portafolio Eficiente:
Acción A Acción B Total
% Participación 75.27% 24.73% 100%
Retorno Esperado, E[Rp] 12.47%
Desviación Estándar, σp 30.14%
Utilidad -0.0342868646908918
Retorno Vs Riesgo
25%
20%
15%
10%
5%
0%
25.00% 30.00% 35.00% 40.00% 45.00% 50.00% 55.00% 60.00% 65.00%