Activos

Periodo (t) Activo A (PA) Activo B (PB) Activo C (PC) Activo D (PD)
1 $24.00 $94.00 $159.00 $57.00
2 $27.00 $95.00 $165.00 $56.00
3 $25.00 $96.00 $162.00 $58.00
4 $29.00 $98.00 $168.00 $57.00
5 $31.00 $101.00 $170.00 $62.00

Rendimiento absoluto
Periodo (t) RAA RAB RAC RAD
1_2 $3.00 $1.00 $6.00 -$1.00
2_3 -$2.00 $1.00 -$3.00 $2.00
3_4 $4.00 $2.00 $6.00 -$1.00
4_5 $2.00 $3.00 $2.00 $5.00
 Rendimiento Rendimiento absoluto
Periodo (t) RA RB RC RD 𝑅𝐴=𝑃_𝑡−𝑃_(𝑡−1)
1_2 12.50% 1.06% 3.77% -1.75%
2_3 -7.41% 1.05% -1.82% 3.57%
3_4 16.00% 2.08% 3.70% -1.72% Rendimiento
4_5 6.90% 3.06% 1.19% 8.77% 𝑅=(𝑃_𝑡−𝑃_(𝑡−1))/𝑃_(𝑡−1)

Rendimiento esperado y riesgo

A B C D Rendimiento esperado
RE 7.00% 1.82% 1.71% 2.22% 𝑅𝐸=𝑅 ̅=1/𝑇 ∑24_(𝑡=1)^𝑇▒𝑅_𝑡
Var 0.01063 0.00009 0.00070 0.00254
RI 10.31% 0.96% 2.64% 5.04%
Var(f) 0.010628 0.000092 0.000698 0.002537
RI(f) 10.31% 0.96% 2.64% 5.04%
 Riesgo
𝑅𝐼=√(1/(𝑇−1) ∑_(𝑡=1)^𝑇▒(𝑅_𝑡−𝑅 ̅ )^2 )
 Activos Rendim
Periodo (t) Activo A (PA) Activo B (PB) Activo C (PC) Activo D (PD) Periodo (t)
1 $15.00 $89.00 $157.00 $52.00 1_2
2 $25.00 $79.00 $166.00 $52.00 2_3
3 $30.00 $88.00 $165.00 $52.00 3_4
4 $50.00 $98.00 $165.00 $57.00 4_5
5 $60.00 $99.00 $175.00 $62.00

Rendimiento absoluto Rendimiento es

Periodo (t) RAA RAB RAC RAD
1_2 $10.00 -$10.00 $9.00 $0.00 RE
2_3 $5.00 $9.00 -$1.00 $0.00 Var
3_4 $20.00 $10.00 $0.00 $5.00 RI
4_5 $10.00 $1.00 $10.00 $5.00 Var(f)
RI(f)
 Rendimiento Rendimiento absoluto
RA RB RC RD 𝑅𝐴=𝑃_𝑡−𝑃_(𝑡−1)
66.67% -11.24% 5.73% 0.00%
20.00% 11.39% -0.60% 0.00%
66.67% 11.36% 0.00% 9.62% Rendimiento
20.00% 1.02% 6.06% 8.77% 𝑅=(𝑃_𝑡−𝑃_(𝑡−1))/𝑃_(𝑡−1)

Rendimiento esperado y riesgo

A B C D Rendimiento esperado
43.33% 3.14% 2.80% 4.60% 𝑅𝐸=𝑅 ̅=1/𝑇 ∑_(𝑡=1)^𝑇▒𝑅_𝑡
0.07259 0.01156 0.00129 0.00283
26.94% 10.75% 3.59% 5.32%
0.072593 0.011563 0.001288 0.002829
26.94% 10.75% 3.59% 5.32%
 absoluto Riesgo
𝑅𝐼=√(1/(𝑇−1) ∑_(𝑡=1)^𝑇▒(𝑅_𝑡−𝑅 ̅ )^2 )

ento
1)

esperado
▒𝑅_𝑡