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Frontera Inversion
Frontera Inversion
Frontera Inversion
Retorno 0.00945705
Varianza 0.01147618
Riesgo 0.10712691
Portafolio Riesgo Retorno
Minima Varianza 0.0345989 0.00168574 0.0024176
latam Copec 1 0.0370165 0.0037004
0.009600 0.004180 2 0.0394341 0.00371995
LATAM COPEC 3 0.0418517 0.00424435
0.1096 0.04316 4 0.0442693 0.00470636
5 0.0466869 0.0051086
6 0.0491045 0.0054121
7 0.0515221 0.00566739
8 0.0539397 0.00589558
9 0.0563573 0.00610614
10 0.0587749 0.00630421
11 0.0611925 0.00649293
12 0.0636101 0.0066441
13 0.0660277 0.00685009
14 0.0684453 0.00702103
15 0.0708629 0.00718804
16 0.07328051 0.00735171
17 0.07569811 0.00751255
18 0.07811571 0.00767093
19 0.08053331 0.00782717
20 0.08295091 0.00798154
21 0.08536851 0.00813424
22 0.08778611 0.00828548
23 0.09020371 0.00843539
24 0.09262131 0.00858411
25 0.09503891 0.00873176
26 0.09745651 0.00887844
27 0.09987411 0.00902424
28 0.10229171 0.00916923
29 0.10470931 0.00931348
30 0.10712691 0.00945705
Maximo Retorno 0.10954451 0.0096
Frontera Eficiente de Inversion
0.012
0.01
0.008
0.006
0.004
0.002
0
9 89 06 13 19 26 32 39 45 52 58 65 71 77 84 09 97
4 5 410 930 450 970 490 010 530 050 570 090 610 130 650 917 690
03 43 26 10 93 77 61 44 28 11 95 78 62 45 22 12
0. 39 44 49 53 58 63 68 73 78 82 87 92 97 .10 07
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.1
0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.