PRECIOS RENDIMIENTOS

FECHA MICROSOFT TEXAS INST BONO EEUU MICROSOFT TEXAS INST BONO
1 3/12/2019 113.62 106.52 2.60
2 3/13/2019 114.50 107.58 2.63 0.77% 1.00% 0.96%
3 3/14/2019 114.59 107.10 2.63 0.08% -0.45% 0.19%
4 3/15/2019 115.91 110.74 2.59 1.15% 3.40% -1.48%
5 3/18/2019 117.57 109.81 2.61 1.43% -0.84% 0.54%
6 3/19/2019 117.65 110.02 2.62 0.07% 0.19% 0.50%
7 3/20/2019 117.52 109.63 2.53 -0.11% -0.35% -3.55%
8 3/21/2019 120.22 112.22 2.54 2.30% 2.36% 0.55%
9 3/22/2019 117.05 109.68 2.44 -2.64% -2.26% -4.02%
10 3/25/2019 117.66 107.11 2.41 0.52% -2.34% -1.31%
11 3/26/2019 117.91 108.33 2.43 0.21% 1.14% 0.83%
12 3/27/2019 116.77 105.97 2.38 -0.97% -2.18% -1.81%
13 3/28/2019 116.93 104.91 2.39 0.14% -1.00% 0.42%
14 3/29/2019 117.94 106.07 2.41 0.86% 1.11% 0.67%
15 4/1/2019 119.02 108.64 2.50 0.92% 2.42% 3.99%
16 4/2/2019 119.19 110.28 2.47 0.14% 1.51% -1.24%
17 4/3/2019 119.97 112.75 2.53 0.65% 2.24% 2.27%
18 4/4/2019 119.36 113.24 2.51 -0.51% 0.43% -0.59%
19 4/5/2019 119.89 113.63 2.50 0.44% 0.34% -0.56%
20 4/8/2019 119.93 115.22 2.52 0.03% 1.40% 0.84%
21 4/9/2019 119.28 113.94 2.50 -0.54% -1.11% -0.71%
22 4/10/2019 120.19 114.92 2.47 0.76% 0.86% -1.48%
23 4/11/2019 120.33 114.88 2.50 0.12% -0.03% 1.38%
24 4/12/2019 120.95 116.76 2.56 0.52% 1.64% 2.52%
MICROSOFT TEXAS INST BONO
RENTABILIDAD DEL MES 0.28% 0.41% -0.05%
RENTABILIDAD ANUAL 4.23% 6.36% -0.72%
DESVIACIÓN ESTANDAR DEL MES 0.94% 1.57%
DESVIACIÓN ESTANDAR ANUAL 3.64% 6.08%
COVARIANZA 0.00918%
CORRELACIÓN 62.27967%
MATRIZ COVARIANZA MATRIZ CORRELACIÓN
MICROSOFT TEXAS MICROSOFT TEXAS
MICROSOFT 0.00881% 0.00918% MICROSOFT 100.00% 62.28% 1
TEXAS 0.00918% 0.02466% TEXAS 62.28% 100.00% 2
3
σ(p) MES R(p) MES 4
5
1.84% 0.41% 6
1.66% 0.40% 7
1.50% 0.38% 8
1.35% 0.37% 9
 1.23% 0.36% 10
1.14% 0.34% 11
1.09% 0.33%
1.09% 0.32%
1.13% 0.30%
1.22% 0.29%
1.34% 0.28%

RIESGO - RETORNO MICROSOFT - TEXAS INSTRUMENT

0.0045
0.004
0.0035
0.003
RENDIMIENTO

0.0025
R(p) MES
0.002
0.0015
0.001
0.0005
0
0.01 0.011 0.012 0.013 0.014 0.015 0.016 0.017 0.018 0.019
RIESGO
 PORTAFOLIO DOS ACCIONES
σP R(p) w (MCSFT) w (TEXAS) W1+W2 SHARP
0.0096 0.0028 1.0000 0.0000 1.0000 0.3384

MICROSOFT TEXAS R(p) MES σ(p) MES σ(POND) DIVERSIFICACIÓN SHARP

0% 100% 0.41% 1.84% 1.57% -17.15% 0.24978

10% 90% 0.40% 1.66% 1.51% -10.21% 0.26849
20% 80% 0.38% 1.50% 1.44% -3.59% 0.28909
30% 70% 0.37% 1.35% 1.38% 2.30% 0.31052
40% 60% 0.36% 1.23% 1.32% 6.86% 0.33033
50% 50% 0.34% 1.14% 1.25% 9.26% 0.34425
60% 40% 0.33% 1.09% 1.19% 8.47% 0.34696
70% 30% 0.32% 1.09% 1.13% 3.46% 0.33497
80% 20% 0.30% 1.13% 1.07% -6.51% 0.30968
 90% 10% 0.29% 1.22% 1.00% -21.89% 0.27661
100% 0% 0.28% 1.34% 0.94% -42.89% 0.24174

PORTAFOLIO TANGENTE Portafolio Riesgoso + Rf Riesgo (P)

Riesgoso Rf
WEIGHT RIESGO REND 0% 100% 0.00%
60% 40.00% 1.09% 0.33% 50% 50% 0.55%
ACTIVO LIBRE DE RIESGO -0.05% 100% 0% 1.09%
RATIO SHARP 0.34696 150% -50% 1.64%

T RIESGO-RETORNO MICROSOF -TEXAS INSTRUMENT

0.0045
0.004
0.0035
0.003
0.0025
RETORNO

Portafolio microsof - texas

R(p) MES
0.002 Portafolio tangente
0.0015
0.001
0.0005
0
0.019 0.01 0.011 0.012 0.013 0.014 0.015 0.016 0.017 0.018 0.019
RIESGO

RIESGO-RETORNO MICROSOF -TEXAS INSTRUMENT

0.006

0.005

0.004

0.003
RETORNO

Portafolio microsof - texas

Portafolio tangente
0.002

0.001

0
0 0.002 0.004 0.006 0.008 0.01 0.012 0.014 0.016 0.018 0.02
-0.001
RIESGO
 Retorno (P)

-0.05%
0.14%
0.33%
0.52%
w2

UMENT

Portafolio microsof - texas

Portafolio tangente

o microsof - texas
o tangente