AT&T Best buy Risk free

retorno promedio 6.00% 14.00% 5.00%

varianza del retorno 0.0014348 0.004043
Desv Estándar 3.79% 6.36%
Covar del retorno -0.00079741

PORTAFOLIO RIESGO Y RETORNO

% AT&T 68%
%BestBuy 32%
Portafolio return 10.00%
Portafolio variance 0.000730
Portafolio std devn 0.0270238
Risk premium 5.00%
Sharpe ratio 1.8502182004 0.16

1.8502182004
0.14 0.14
0.132
0.124
0.12
0.116
0.108
0.1 0.1
0.092

Retornos
0.084
0.08
0.076
0.068
0.06 0.06

0.04

0.02

0
0 0.2 0.4 0.6

Volatilidad
 AT&T Best buy mean varianza Desvest Desvest
0% 100% 14.00% 0.00404 6.36% 0.06358459
10% 90% 13.20% 0.00315 5.61% 0.05608605
20% 80% 12.40% 0.00239 4.89% 0.04888499
30% 70% 11.60% 0.00178 4.21% 0.04213421
40% 60% 10.80% 0.00130 3.61% 0.03608731
50% 50% 10.00% 0.00097 3.12% 0.03115682
60% 40% 9.20% 0.00078 2.79% 0.02794018
70% 30% 8.40% 0.00073 2.71% 0.02705572
80% 20% 7.60% 0.00082 2.87% 0.02871972
90% 10% 6.80% 0.00106 3.25% 0.03254359
100% 0% 6.00% 0.00143 3.79% 0.03787875

mean
retorno del libre de riesgo

5.00%

2 0.4 0.6 0.8 1 1.2

Volatilidad
mean
0.14
0.132
0.124
0.116
0.108
0.1
0.092
0.084
0.076
0.068
0.06
 Retorno espeVarianza Desvet Correlación rf
Acc A 2.00% 0.0067% 0.82% 0.92447 0.20%
Acc B 1.67% 0.0239% 1.55%

Peso portaf
A 50%
B 50%

E (portafolio) 0.01833333
Varianza port 0.46231311
Sharpe

Portafolio entre activo riesgoso y rf

W portafolio W rf Desvet E (Retorno)
0% 100%
5% 95%
10% 90%
15% 85%
20% 80%
25% 75%
30% 70%
35% 65%
40% 60%
45% 55%
50% 50%
55% 45%
60% 40%
65% 35%
70% 30%
75% 25%
80% 20%
85% 15%
90% 10%
95% 5%
100% 0%
 RENDIMIENTOS
Sharpe Acc A Acc B
2.20 1.00% -0.50%
0.95 2.00% 2.50%
3.00% 3.00%
 RENTABILIDAD
días A B C D A B
1 0.96% 0.96% 2.65% 1.26% -0.00392702 0.01284382
2 1.10% -0.13% 2.65% 0.49% 0.00430077 0.00818085
3 -0.64% 0.56% -0.70% 1.40% 0.00685024 0.01058289
4 -0.32% 1.40% -0.70% 0.13% 0.01185773 0.01053952
5 -0.15% -0.12% 0.61% 2.58% -0.00366848 0.00443212
6 0.57% 0.97% 2.12% 2.16% 0.00710683 0.02439153
7 0.84% 1.13% 0.40% -0.19% -0.00016826 0.00010715
8 0.42% 0.42% 0.05% -2.15% 0.01291434 0.01858104
9 1.04% 1.59% 2.16% 2.80% 0.00672072 -0.00278804
10 0.41% 1.26% 0.60% -0.70% 0.01255407 0.02759134
11 0.32% 2.44% 2.32% 3.58% 0.00857122 0.01083284
12 0.58% 0.51% -0.06% 1.06% -0.00233817 0.00590953
13 0.16% -0.52% 2.05% 0.53% 0.00080576 0.01003455
14 0.54% 1.07% 1.13% -0.94% 0.00467089 0.0037025
15 -0.16% -0.45% 0.69% -1.77% 0.00240648 0.01392987
16 -0.18% 0.13% 0.69% 0.14% 0.00679741 0.03130038
17 0.75% -0.26% -0.69% -0.26% 0.00375443 0.01722911
18 0.01% 0.32% -0.19% 0.68% 0.00270539 0.00139561
19 1.40% 0.52% 2.51% 1.69% 0.0075161 0.00633634
20 0.68% 1.23% 2.09% -0.69% 0.0056597 0.01773639
21 0.32% 0.87% 0.85% 1.25% -0.00096115 0.00776163
22 0.79% 1.10% -0.14% -0.02% 0.00842462 0.00838456
23 0.24% 1.81% 2.27% 2.63% 0.00117192 0.00850281
24 1.32% -0.15% 0.43% -0.63% 0.01110878 0.01602694
25 0.93% -0.33% -0.84% -0.85% 0.00329361 0.0066207
26 0.52% 0.51% 0.27% -0.76% 0.00151118 0.02378839
27 0.90% -0.68% -0.16% -0.21% -0.0010983 -0.00208317
28 0.40% 1.24% 1.26% -2.32% 0.01037669 0.01247043
29 -0.22% 0.86% 0.56% -0.10% 0.01160077 0.01926515
30 0.95% 2.17% 2.00% -0.13% 0.00732744 0.02055459
31 0.85% 1.04% 1.01% 0.58% 0.006584 0.02636185
32 0.39% 1.98% 1.83% 1.61% 0.00183695 0.02289507
33 0.20% 0.91% 2.34% 0.27% 0.00654407 -0.00057265
34 -0.33% 0.95% 1.10% 1.14% 0.0025906 0.00185461
35 0.36% 0.45% -0.55% -0.40% 0.01584377 0.00460743
36 0.77% 0.77% 1.40% -2.59% 0.00152615 -0.00139293
37 0.55% 2.71% 1.30% 1.70% 0.01579808 0.01099856
38 1.02% 0.95% 3.14% 1.38% 0.00230115 0.01890796
39 0.56% 0.84% 1.10% 0.25% 0.00477664 0.0109529
40 0.88% -0.41% 2.58% 0.48% 0.0020826 0.01096984
41 -0.21% 1.50% 2.09% 1.44% 0.0021552 0.0230195
42 -0.01% 2.43% 0.22% -0.49% -0.00304946 0.00342751
43 -0.45% 1.72% 2.00% 1.80% -0.00037501 -0.00266443
44 0.52% 0.86% 1.42% 1.15% 0.00194756 0.01293147
45 1.13% 0.57% 1.49% 1.92% 0.00641345 0.0126075
46 -0.36% 0.49% 1.49% -1.20% 0.00573014 0.02464536
47 0.56% 2.18% 0.08% -0.32% 0.00904416 0.00695645
48 0.41% 1.01% 1.54% 2.40% -0.00513379 0.01943481
49 -0.23% 0.95% 1.67% -0.82% 0.0080102 0.00502369
50 0.92% 0.74% 0.86% -0.77% 0.01057413 0.01196584
51 1.46% 1.79% 0.72% 1.03% 0.0037062 0.01725226
52 0.63% 1.99% 1.30% -0.19% 0.00838324 -0.00303716
53 0.96% 1.91% -2.00% -1.39% 0.00057517 0.00837497
54 0.31% 1.13% 1.18% 1.37% 0.0030806 -0.00160363
55 0.38% 1.04% -0.06% 0.97% 0.00047165 0.02242652
56 0.09% -0.57% 0.93% 0.68% 0.0060125 0.03407158
57 1.32% 1.79% 1.78% -1.17% 0.01202019 -0.00969118
58 0.22% 1.23% 0.33% 1.45% 0.00209719 0.02152331
59 1.01% 1.32% 1.82% 0.04% -0.0008286 -0.0003884
60 0.07% -0.16% 0.04% 0.37% 0.00153061 0.01057307
61 -0.34% 1.40% 1.63% 1.50% 0.00616446 0.01103909
62 0.47% 1.88% 1.63% -1.08% 0.00423458 0.02714162
63 0.72% 1.20% -0.20% 0.09% -0.00178326 0.01918467
64 0.38% 0.46% 2.14% 1.69% 0.01306234 -0.00245205
65 0.54% -1.60% 0.12% 1.36% -0.00238675 -0.00117901
66 0.65% 2.40% 1.41% 2.18% 0.01286993 0.02805198
67 -0.06% 0.75% 1.13% -1.61% 0.00546735 0.01055501
68 0.35% 0.93% -0.31% -0.71% 0.00791625 0.0143222
69 0.20% 1.41% 1.02% 0.70% 0.00168692 0.01655607
70 0.22% -1.61% 0.33% 0.56% 0.00805569 0.01348496
71 0.33% 1.59% 0.62% -1.36% 0.00595817 0.00997888
72 0.92% 2.00% 3.25% 0.47% -0.00015416 0.0110326
73 -0.09% 0.15% 0.47% 0.31% 0.00768471 0.01811919
74 0.76% 0.66% 1.54% -0.26% 0.00524472 0.01198483
75 0.97% -0.96% 1.53% 0.95% 0.00819654 -0.00741126
76 -0.06% 1.40% 0.91% 0.91% 0.00072466 0.01265712
77 0.12% 0.17% 1.67% 1.02% 0.00599941 -0.00430493
78 -0.11% 1.18% 2.64% 2.37% 0.00318796 -0.00971993
79 0.51% 1.72% 0.53% 0.22% 0.00344709 0.00937895
80 0.65% 0.51% 1.84% -0.67% -0.00367712 0.01153488
81 -0.03% 1.48% 1.58% -0.10% 0.00106326 0.00199009
82 0.02% 0.49% 0.65% 0.45% -0.00119198 0.01239178
83 1.49% 1.58% -0.05% -0.96% 0.00702337 0.00628396
84 0.21% 0.09% -0.05% -2.46% 0.00372709 0.00967101
85 0.67% 0.16% 0.56% 0.39% 0.01074044 -0.0043599
86 0.57% 0.76% 0.86% 0.29% 0.00279669 0.00111514
87 1.22% 1.15% 1.24% -0.59% 0.00674219 0.01533009
88 0.08% 2.05% 0.46% 0.36% 0.00370388 0.00821671
 89 -0.45% -0.73% -0.42% -0.29% 0.00848405 0.02676729
90 1.43% 0.72% 1.61% -0.12% 0.00279976 0.013362
91 0.55% 1.69% 0.18% 2.05% 0.00786252 0.0026342
92 -0.06% 0.39% 1.06% 0.95% 0.00471128 0.03991261
93 -0.21% 0.84% 1.23% -0.12% -0.00163428 0.01254713
94 0.43% 2.09% 0.30% -0.64% 0.00559952 0.01534201
95 0.49% 0.38% -0.60% -1.19% 0.00766872 0.02041994
96 -0.38% 2.31% 1.29% 0.63% 0.00982117 0.01848644
97 0.71% 1.96% 1.68% -0.19% 0.00749313 0.00523052
98 0.20% -0.19% 0.49% -1.02% 0.00708935 0.00805495
99 0.22% 1.51% 1.75% 0.16% 0.01176283 0.00235419
100 0.47% 1.10% -0.59% -0.20% 0.00501808 -0.00306587
101 0.94% 0.06% 0.93% 0.42% -0.00498165 0.01351874
102 0.64% 1.46% 3.44% 1.86% 0.00790141 0.00489339
103 0.43% 2.39% 1.47% -0.33% 0.0004198 0.0082397
104 0.97% 0.62% 0.99% 1.04% 0.00396499 -0.02008103
105 1.12% 1.86% 0.36% -0.98% 0.00286013 0.01973677
106 0.41% 0.89% 1.85% 1.86% 0.01371002 -0.0134483
107 -0.09% 1.90% 0.69% 1.08% 0.0015065 -0.00302115
108 0.50% 1.66% 1.52% -1.73% 0.00060073 0.01056517
109 -0.35% 0.93% 1.34% -1.24% 0.00590847 0.02260529
110 0.17% 1.60% 2.98% 0.24% 0.00478853 0.00545442
111 1.34% 2.03% 0.85% -0.42% 0.00273394 0.01641973
112 0.63% 0.15% 1.86% 0.46% -0.00188587 0.01514439
113 1.12% 1.39% 1.76% 0.73% 0.01294007 0.01415231
114 0.69% 1.29% -0.51% -1.02% 0.01035677 0.0124841
115 0.43% 0.91% 2.11% 2.19% 0.01243971 0.0130401
116 2.04% 1.30% 2.08% 1.67% 0.0035786 0.01894872
117 -0.13% -2.41% 2.74% 2.63% 0.00338178 -0.00597361
118 -0.02% -0.92% 3.53% 2.31% 0.00248209 -0.00698031
119 0.52% 2.16% 2.31% -0.99% 0.00596413 0.01501977
120 0.99% -1.02% -1.57% -0.08% -0.00099494 0.00033179
121 1.12% 1.35% 1.14% 0.01% 0.00607287 -6.492E-05
122 -0.33% 1.16% 0.78% 0.61% 0.00621959 0.00834943
123 -0.21% 1.58% 0.88% 1.81% 0.00759221 -0.00045218
124 -0.12% 1.36% 0.98% 0.82% 0.00494829 -0.00467398
125 0.78% 2.93% -1.01% -1.11% 0.00662752 0.02015049
126 0.80% 0.81% -1.69% -1.47% 0.00421589 0.00612517
127 1.42% 3.52% 1.88% 0.38% 0.00315667 -0.00222897
128 1.13% -0.37% 0.70% 0.10% 0.0057386 0.00802133
129 0.60% -0.67% 0.47% -1.40% 0.00901603 0.00624264
130 0.28% -0.13% 1.96% 0.97% 0.00339278 0.01439344
131 0.53% 1.40% 0.23% 0.12% 0.00466649 0.01791023
132 0.76% 0.96% -0.84% -0.73% 0.00321167 0.00099229
133 0.61% 1.08% 2.08% 0.71% 0.00549524 0.0062069
134 0.78% 1.54% 0.11% 1.13% 0.01266899 0.01515353
135 0.60% -0.05% 0.60% 0.61% 0.01041809 0.01416346
C D MATRIZ DE COVARIANZAS
0.02141165 0.01325471 A B C D
0.00977633 0.00412165 A 0.0020% 0.0002% 0.0008% 0.0012%
0.00378235 0.00612861 B 0.0002% 0.0099% 0.0001% -0.0014%
0.01105067 0.01284753 C 0.0008% 0.0001% 0.0108% 0.0076%
0.01759828 -0.00106345 D 0.0012% -0.0014% 0.0076% 0.0155%
0.00017433 -0.00043843
0.01264791 0.00369662
0.02375144 0.02704088
0.0114944 0.02293288
0.01549437 0.01010401
0.01428075 0.01856186
0.02623744 0.0237394
0.01007323 0.0089153
0.00611093 0.00822242
-0.0035524 -0.00410529
0.0148745 -0.00624063
0.02571964 0.01495775
-0.00232862 0.00712434
0.02849792 0.01726629
0.00846217 0.00409631
0.00074303 -0.0091106
0.00703516 0.01760893
-2.5965E-05 0.00317598
0.0004778 0.01827839
-0.00273589 0.00725319
0.0155742 0.01684427
0.01022954 0.00236711
0.00995938 -0.00995127
0.00880431 -0.01492085
0.01037752 0.01226673
0.02398487 0.01304298
0.00015104 -0.00588567
0.0111586 0.00248705
0.0012009 0.00389983
0.0216466 0.01114896
0.00468319 0.01972207
0.01701268 0.00594954
0.02430164 0.00845301
0.01300671 0.00523178
0.00356833 -0.01016392
0.00855517 -0.01154514
-0.01118751 -0.01137648
0.00451927 0.00205998
-0.01083186 -0.01633153
-0.00274091 -0.0020434
0.00012242 -0.01521485
-0.00292657 0.0087503
0.01558807 0.00874403
0.02375257 0.01812399
0.0326822 0.01080464
0.00198106 0.00027086
0.01883656 0.00158698
0.01150363 0.03127096
0.01215816 0.02586676
0.02499594 0.02412679
0.014105 -0.00125691
0.03255923 0.01011946
-0.01161909 -0.00268493
0.01478718 0.00407989
0.01252352 -0.00761659
0.03246427 0.01151813
-0.00626831 -0.0177001
-0.00719246 0.00466467
0.01754833 0.01509789
-0.00417099 -0.01027743
0.01871168 0.0105071
0.01428655 -0.00121219
0.01154926 0.01434465
0.00870019 -0.01837672
-0.00128898 0.00792287
0.01260494 -0.00842624
0.00736309 -0.00354428
0.01494413 0.00935625
0.00842881 -0.01414728
0.00629411 -0.00362998
0.01904095 0.00606477
0.0056683 0.00283352
-0.00076363 -0.02176624
-0.00577196 -0.00280354
0.03079318 0.01331463
0.00902383 -0.00078487
0.01335577 0.00970989
0.01742984 0.02532705
-0.00653117 -0.00533097
0.01441196 0.0177799
0.01931289 0.01072172
0.0057628 0.0003163
0.02077915 0.00404444
 0.0115819 0.00737249
0.01323069 0.00357231
0.01074065 0.01393319
0.00537112 -0.01368751
0.02240276 -0.00092305
0.00489197 -0.02503553
0.01788602 0.00361766
0.00568562 0.01966719
0.01140447 0.0007261
0.0091727 0.00150957
-0.00276688 -0.01028137
0.00180122 -0.01107917
-0.00052007 -0.0228176
0.02310562 0.0199293
0.00400613 -0.00977958
0.00450074 0.00151722
0.00388088 0.00279386
0.00836674 0.00091441
0.00255292 0.00802841
0.00526614 0.01737442
0.02492394 0.02047162
0.0115923 0.01244282
0.02317756 0.00452589
0.00022504 -0.01301973
-0.00380248 -0.01680183
0.02255562 0.02293694
0.01209131 0.0088132
-0.01113646 -0.01949723
0.02205106 0.0121793
0.01565874 -0.00415163
0.00598772 0.01306886
0.02099268 0.01836129
0.01114457 0.01871633
0.01881568 0.01934049
0.00334227 0.00214314
0.01492647 0.00504895
0.01545754 0.00312877
-0.0048999 0.01073308
0.00062679 0.00887235
0.0310774 0.03747062
0.02832683 0.02505073
-0.00561848 -0.01638728
0.00878723 -0.01230745
-0.01507829 -0.01515321
0.00196186 0.01086427
0.01917275 0.02229207
0.00616838 0.01166138
rf
RETORNO 0.00492142 0.00993016 0.00995297 0.00459463
RIESGO 0.00448282 0.00999664 0.01043233 0.01250231
Var (p) = 0.000023
Desvest(P) 0.4842%
emplando solver para varianza mínima
establecer objetivo es la varianza mínima
deseo obtener un mayor retorno dado mi nivel de riesgo
resultados