MARKOWITZ PORTFOLIO OPTIMIZER

Asset Return Std Dev Weight R(p) 15

CMPC 4.000 18.000 0.000% Rf 4.500

COPEC 11.310 14.000 132.626%
ENDESA 9.840 11.000 0.000% Var(p) 344.757
ENERSIS -9.530 15.000 0.000%
CTC -A 2.540 29.000 0.000% Std Dev(p) 18.57
0.000 0.000 0.000%
0.000 0.000 0.000% Sharpe(p) 0.566

Sum W(i) 132.626%

CMPC COPEC ENDESA ENERSIS CTC -A Vector s x wi

CMPC 1.000 0.400 0.270 0.220 0.370 0

COPEC 0.400 1.000 0.610 0.430 0.580 18.5676393613
ENDESA 0.270 0.610 1.000 0.370 0.760 0
ENERSIS 0.220 0.430 0.370 1.000 0.340 0
CTC -A 0.370 0.580 0.760 0.340 1.000 0
 MARKOWITZ PORTFOLIO OPTIMIZER

Asset Return Std Dev Weight R(p)

CMPC 18.59 0.012 134.481% Rf

COPEC 17.61 0.009 0.000%
ENDESA 4.87 0.009 0.000% Var(p)
ENERSIS 15.32 0.011 0.000%
CTC -A -12.27 0.015 0.000% Std Dev(p)
CAP -8.41 0.011 0.000%
CENCOSUD 17.01 0.014 0.000% Sharpe(p)
Sum W(i) 134.481%

CMPC COPEC ENDESA ENERSIS CTC -A CAP CENCOSUD

CMPC 1.000 0.512 0.456 0.463 0.429 0.569 0.511

COPEC 0.512 1.000 0.510 0.515 0.446 0.444 0.580
ENDESA 0.456 0.510 1.000 0.772 0.458 0.497 0.498
ENERSIS 0.463 0.515 0.772 1.000 0.420 0.435 0.469
CTC -A 0.429 0.446 0.458 0.420 1.000 0.474 0.521
CAP 0.569 0.444 0.497 0.435 0.474 1.000 0.499
CENCOSUD 0.511 0.580 0.498 0.469 0.521 0.499 1.000
24.9999998606

4.500

0.002

0.05

423.439
 MARKOWITZ PORTFOLIO OPTIMIZER

Asset Return Std Dev Weight

CMPC 18.59 0.012 0.000%

COPEC 17.61 0.009 36.264%
ENDESA 4.87 0.009 2.728%
ENERSIS 15.32 0.011 1.384%
CTC -A -12.27 0.015 6.397%
CAP -8.41 0.011 0.000%
CENCOSUD 17.01 0.014 53.227%
Sum W(i) 100.000%

CMPC COPEC ENDESA ENERSIS CTC -A CAP

CMPC 1.000 0.512 0.456 0.463 0.429 0.569

COPEC 0.512 1.000 0.510 0.515 0.446 0.444
ENDESA 0.456 0.510 1.000 0.772 0.458 0.497
ENERSIS 0.463 0.515 0.772 1.000 0.420 0.435
CTC -A 0.429 0.446 0.458 0.420 1.000 0.474
CAP 0.569 0.444 0.497 0.435 0.474 1.000
CENCOSUD 0.511 0.580 0.498 0.469 0.521 0.499
R(p) 15

Rf 4.500

Var(p) 0.000

Std Dev(p) 0.00

Sharpe(p) #DIV/0!

CENCOSUD

0.511
0.580
0.498
0.469
0.521
0.499
1.000