PORTAFOLIO

MATRIZ DE RENTABILIDAD

Date NETFLIX 3MMM ROLEX CSCO NETFLIX 3MMM ROLEX

1/2/2009 43 16.77 82.65 54.41

1/5/2009 42.24 16.92 82.13 53.77 -0.017832476 0.0089047783 -0.006311467
1/6/2009 41.99 17.59 84.41 54.41 -0.005936145 0.0388342046 0.0273825202
1/7/2009 40.03 17.13 83.05 53.38 -0.047802322 -0.026499246 -0.016243042
1/8/2009 40.35 17.34 82.47 53.85 0.0079622217 0.012184659 -0.007008245
1/9/2009 39.6 16.51 80.13 53.08 -0.018762276 -0.049049713 -0.028784275
1/12/2009 37.76 16.22 81.08 52.47 -0.047578777 -0.017721209 0.0117860058
1/13/2009 37.95 16.27 80.73 51.71 0.0050191626 0.0030778725 -0.004326068
1/14/2009 36.07 15.56 78.7 50.59 -0.050808009 -0.044619402 -0.025467098
1/15/2009 36.5 15.63 79.58 50.71 0.0118507657 0.0044886257 0.0111196496
1/16/2009 36.65 15.64 80.34 51.86 0.0041011677 0.0006395907 0.0095048239
1/20/2009 35.51 14.84 77.55 49.56 -0.031599081 -0.052505497 -0.035344739
1/21/2009 36.65 15.52 86.49 49.86 0.0315990814 0.044803277 0.1091059107
1/22/2009 34.5 15.2 85.21 49.69 -0.060454104 -0.020834087 -0.014910002
1/23/2009 33.04 15.71 84.66 48.63 -0.043240375 0.0330020244 -0.006475563
1/26/2009 30.27 16.12 86.66 49.23 -0.087561826 0.0257632848 0.0233491812
1/27/2009 29.95 16.54 86.71 49.63 -0.010627798 0.0257209525 0.0005768011
1/28/2009 30.58 16.69 89.7 50.94 0.0208168759 0.0090280481 0.0339015517
1/29/2009 29.51 15.75 87.52 51.98 -0.035617012 -0.057969372 -0.02460343
1/30/2009 28.59 14.8 86.7 49.44 -0.031672183 -0.062213185 -0.009413455
2/2/2009 28.07 15.14 86.02 46.53 -0.018355616 0.0227130672 -0.007874056
2/3/2009 27.79 15.45 88.43 47.47 -0.010025147 0.0202687553 0.0276314512
2/4/2009 28.35 15.66 87.82 46.73 0.0199507864 0.0135006872 -0.006922013
2/5/2009 29.29 16.17 87.42 47.39 0.0326191307 0.032047983 -0.004565176
2/6/2009 30.84 16.85 91.45 48.16 0.0515663879 0.0411929832 0.0450682854
2/9/2009 30.32 16.66 92.09 49.74 -0.017004988 -0.01134002 0.0069739849
2/10/2009 28.65 15.87 88.72 46.95 -0.056654118 -0.048580102 -0.037281017
2/11/2009 28.84 15.99 90.51 47.15 0.0066098693 0.0075329923 0.0199749988
2/12/2009 28.74 16.02 90.43 45.93 -0.003473432 0.0018744148 -0.000884271
2/13/2009 28.67 15.92 89.26 45.43 -0.002438601 -0.006261761 -0.013022612
2/17/2009 26.85 15.12 86.24 43.59 -0.065585459 -0.05155781 -0.034419352
2/18/2009 26.35 15.2 87.04 43.8 -0.018797546 0.0052770571 0.0092336759
2/19/2009 25.04 14.87 84.59 43.74 -0.050993729 -0.021949667 -0.028551727
2/20/2009 24.7 14.91 84.45 43.91 -0.013671303 0.0026863683 -0.001656413
2/23/2009 23.28 14.2 80.25 42.2 -0.059208621 -0.048790164 -0.051012881
2/24/2009 24.13 14.82 82.18 44.04 0.0358612568 0.0427356553 0.0237652014
2/25/2009 23.19 14.6 81.71 43.31 -0.039734728 -0.014956091 -0.00573557
2/26/2009 22.45 14.33 84.63 43.05 -0.032430537 -0.018666287 0.0351124203
2/27/2009 22.8 14.41 87.54 42.24 0.0154699218 0.0055671682 0.0338070181
3/2/2009 20.54 14.16 84.7 39.81 -0.104386331 -0.017501322 -0.03298023
3/3/2009 20.82 14.23 83.48 40.07 0.0135398587 0.0049313238 -0.014508519
3/4/2009 23.57 15.08 85.12 41.65 0.1240606538 0.0580169505 0.0194549434
3/5/2009 21.77 14.39 83.21 39.5 -0.079441842 -0.046835842 -0.022694493
3/6/2009 21.52 14.02 81.62 38.87 -0.01155014 -0.026048639 -0.019293203
3/9/2009 22.16 13.47 79.4 39.09 0.0293061266 -0.040019891 -0.027575962
3/10/2009 24.56 14.48 82.99 42.27 0.1028302414 0.0723033965 0.0442217504
3/11/2009 24.38 14.85 84.29 43.49 -0.007355979 0.0252314783 0.0155431154
3/12/2009 25.04 15.34 85.99 44.6 0.0267114222 0.0324639307 0.0199677764
3/13/2009 24.81 15.34 85.95 44.6 -0.009227749 0 -0.000465279
3/16/2009 24.48 15.28 86.77 44.11 -0.01339034 -0.003919012 0.009495208
3/17/2009 24.86 15.96 88.37 45.31 0.0154036284 0.0435408083 0.0182716057
3/18/2009 25.45 16.32 87.46 45.72 0.0234556569 0.0223057575 -0.010351
3/19/2009 26.32 16.05 88.14 44.11 0.0336133635 -0.0166825 0.0077449134
3/20/2009 25.08 15.73 87.99 42.68 -0.048258391 -0.020139133 -0.001703288
3/23/2009 27.46 16.79 93.89 45.83 0.0906596846 0.065213754 0.0649007126
3/24/2009 27.24 16.49 93.5 44.88 -0.008043919 -0.018029335 -0.004162448
3/25/2009 26.79 16.38 93.17 45.55 -0.016657798 -0.006693058 -0.003535655
3/26/2009 28.52 17.12 93.96 47.42 0.062576912 0.0441862923 0.0084433783
3/27/2009 28.12 16.76 89.55 46.77 -0.014124529 -0.021252276 -0.048072031
3/30/2009 25.51 16.13 89.9 45.21 -0.097410535 -0.038314203 0.003900813
3/31/2009 25.91 16.58 92.16 46.2 0.0155584624 0.0275162576 0.0248282555
4/1/2009 26.86 17.26 92.84 47.06 0.0360091965 0.0401945359 0.0073513845
4/2/2009 29.22 17.94 95.9 48.44 0.0842152152 0.038641171 0.0324284005
4/3/2009 29.79 17.96 97.23 48.42 0.0193193604 0.0011142062 0.0137733239
4/6/2009 29.01 17.33 96.6 48.39 -0.026532169 -0.035707959 -0.006500565
4/7/2009 27.29 16.66 93.93 47.2 -0.061120263 -0.039428467 -0.028028917
4/8/2009 27.4 16.94 96.25 47.74 0.0040226787 0.0166670525 0.0243991492
4/9/2009 30.13 17.62 96.73 49.37 0.0949783397 0.0393569313 0.004974619
4/13/2009 30.73 17.69 95.07 49.57 0.019718023 0.0039648877 -0.01731013
4/14/2009 30.3 17.73 94.42 49.19 -0.014091664 0.0022586119 -0.006860547
4/15/2009 30.6 17.36 94.02 49.93 0.0098522964 -0.021089411 -0.00424539
4/16/2009 30.7 17.88 96.48 50.88 0.0032626456 0.0295140605 0.0258282074
4/17/2009 30.31 17.79 96.32 50 -0.012784964 -0.005046268 -0.001659751
4/20/2009 28.61 17.12 95.53 48.29 -0.057721384 -0.038389131 -0.008235647
4/21/2009 29.46 17.49 97.31 49.52 0.029277104 0.0213819183 0.0184614246
4/22/2009 30.46 17.24 97.54 49.3 0.0333809364 -0.014397024 0.0023607914
4/23/2009 30.46 17.42 96.47 50.37 0 0.0103867062 -0.011030471
4/24/2009 31.56 18.21 95.19 52.97 0.0354761485 0.0443519223 -0.013357185
4/27/2009 31.34 18.16 95.07 53.29 -0.006995259 -0.002749521 -0.001261432
4/28/2009 30.77 18.46 96.96 52.55 -0.018355048 0.0163848559 0.01968506
4/29/2009 31.62 19.03 98.96 53.45 0.0272496424 0.0304104522 0.0204172058
4/30/2009 33.39 19.1 98.17 53.52 0.0544666222 0.0036716537 -0.008015058
5/1/2009 34.97 19.36 99.5 53.78 0.0462340971 0.0135207468 0.0134569745
5/4/2009 36.11 19.28 101 54.34 0.0320792842 -0.004140793 0.0149628727
5/5/2009 36.99 19.41 100.68 54.29 0.0240777706 0.006720108 -0.003173347
5/6/2009 37.54 19.39 100.03 54.95 0.0147594253 -0.001030928 -0.006477029
5/7/2009 35.59 18.74 98.09 54.61 -0.053342332 -0.034097192 -0.019584716
5/8/2009 37.2 18.52 97.04 55.84 0.0442440618 -0.011809048 -0.01076216
5/11/2009 36.07 18.4 98.39 54.93 -0.030847266 -0.006500565 0.0138159082
5/12/2009 35.72 18.51 99.38 55.32 -0.009750739 0.005960462 0.0100117133
5/13/2009 33.86 17.85 97.77 52.91 -0.053476379 -0.036307618 -0.016333105
5/14/2009 33.85 17.89 96.62 53.84 -0.000295377 0.0022383893 -0.011832022
5/15/2009 33.54 17.72 96.92 53.82 -0.009200243 -0.009547952 0.0031001368
5/18/2009 35.46 18.51 99.99 55.04 0.0556665443 0.0436171814 0.031184285
5/19/2009 35.35 18.67 100.88 54.82 -0.003106908 0.008606831 0.0088615107
5/20/2009 35.01 18.39 99.49 54.55 -0.009664657 -0.015110919 -0.013874555
5/21/2009 33.36 17.9 98.31 53.01 -0.048276157 -0.027006326 -0.011931385
5/22/2009 32.2 17.7 97.42 52.56 -0.035391125 -0.011236073 -0.009094223
5/26/2009 32.85 18.28 100.41 54.28 0.0199852924 0.0322429264 0.0302302755
5/27/2009 32.9 18.02 98.42 52.53 0.0015209128 -0.014325314 -0.020017768
5/28/2009 32.46 18.3 100.1 53.01 -0.013464096 0.0154188077 0.0169256509
5/29/2009 33.28 18.29 101.62 53.52 0.0249480539 -0.000546597 0.0150706798
6/1/2009 35.24 19.28 103.62 55.57 0.0572251851 0.0527138268 0.0194899952
6/2/2009 35.15 19.39 102.14 56.2 -0.002557183 0.0056891801 -0.01438594
6/3/2009 34.41 19.14 101.82 55.77 -0.021277398 -0.012977083 -0.003137873
6/4/2009 35.68 19.45 101.67 56.1 0.0362430879 0.016066684 -0.001474274
6/5/2009 36.11 19.65 102.54 57.12 0.0119795276 0.0102302683 0.0085206921
6/8/2009 36.2 19.65 102.78 56.89 0.0024892835 0 0.0023378152
6/9/2009 35.89 19.86 103.4 56.56 -0.008600414 0.0106303203 0.0060141805
6/10/2009 35.31 19.73 103.6 56.67 -0.016292495 -0.006567339 0.0019323678
6/11/2009 35.3 19.88 104.6 56.78 -0.000283246 0.0075738812 0.0096062218
6/12/2009 35.41 19.69 103.46 57.18 0.0031113022 -0.009603309 -0.010958487
6/15/2009 33.9 19.14 102.9 55.59 -0.043579252 -0.028330507 -0.005427422
6/16/2009 33.37 18.87 102.61 54.75 -0.015757722 -0.014207027 -0.002822249
6/17/2009 32.66 18.99 102.31 55.34 -0.021506205 0.0063391654 -0.002927974
6/18/2009 31.99 18.78 101.67 55.59 -0.020727734 -0.011120051 -0.006275146
6/19/2009 31.58 18.71 101.25 55.65 -0.012899345 -0.003734333 -0.004139568
6/22/2009 30.37 18.2 99.94 53.87 -0.03906873 -0.027636546 -0.0130227
6/23/2009 30.97 18.36 99.86 53.48 0.0195637149 0.0087527911 -0.000800801
6/24/2009 31.35 18.4 99.58 53.88 0.0121952731 0.0021762794 -0.002807864
6/25/2009 32.37 18.82 101.41 55.21 0.0320178009 0.0225694695 0.0182103644
6/26/2009 32.44 18.7 101.04 55.55 0.0021601613 -0.00639661 -0.003655228
6/29/2009 32.6 18.78 101.19 56.2 0.0049200591 0.0042689499 0.0014834597
6/30/2009 31.01 18.44 99.84 56.33 -0.050002555 -0.018270256 -0.013431033
7/1/2009 31.15 18.59 100.24 56.93 0.0045045121 0.0081015836 0.003998406
7/2/2009 29.79 18.29 97.27 56.47 -0.044641479 -0.016269339 -0.030076694
7/6/2009 29.75 18.32 97.19 56.87 -0.001343635 0.0016388968 -0.000822791
7/7/2009 28.43 18.04 95.8 55.08 -0.045384206 -0.015401845 -0.014405141
7/8/2009 28.7 17.93 96.26 55.32 0.0094521971 -0.006116227 0.0047901789
7/9/2009 28.77 17.97 97.6 55.39 0.0024360548 0.0022284132 0.0138246295
7/10/2009 28.65 18.13 96.41 56.04 -0.004179734 0.008864324 -0.012267563
7/13/2009 29.85 18.36 99.07 56.7 0.0410313967 0.0126063604 0.0272167403
7/14/2009 29.97 18.52 98.72 56.83 0.0040120415 0.008676844 -0.003539111
7/15/2009 31.76 19.59 102.52 58.11 0.0580107551 0.0561680027 0.0377703413
7/16/2009 32.45 19.9 105.79 59.43 0.0214928068 0.0157004998 0.0313980955
7/17/2009 32.3 20.28 110.36 58.98 -0.004633213 0.018915447 0.0422917524
7/20/2009 34.83 20.91 111.33 59.84 0.0754118541 0.0305923347 0.0087510144
7/21/2009 37.5 21.35 111.91 60.18 0.0738618486 0.0208242262 0.0051962131
7/22/2009 36.74 21.21 110.5 60.62 -0.020474853 -0.006578971 -0.012679456
7/23/2009 39.21 21.66 111.93 65.08 0.0650657365 0.020994473 0.0128581549
7/24/2009 39.91 21.64 112.48 65.07 0.0176951028 -0.000923788 0.0049017522
7/27/2009 40.73 21.6 112.47 65.53 0.0203380026 -0.001850139 -8.89086E-05
7/28/2009 40.77 21.68 112.14 65.5 0.0009815952 0.0036968619 -0.002938429
7/29/2009 39.75 21.48 112.12 64.41 -0.025336676 -0.009267907 -0.000178364
7/30/2009 41.25 21.73 112.69 65.52 0.0370412717 0.0115715246 0.0050709597
7/31/2009 41.87 21.76 112.76 66.1 0.0149184673 0.0013796277 0.0006209803
8/3/2009 42.88 22.32 114.66 67.62 0.0238359367 0.0254097155 0.0167095612
8/4/2009 45.51 22.19 114.35 67.52 0.0595265653 -0.005841401 -0.002707307
8/5/2009 44.32 21.92 113.27 67.33 -0.02649604 -0.012242275 -0.009489571
8/6/2009 44.8 22.06 112.75 67.86 0.010772097 0.0063665517 -0.004601371
8/7/2009 45.41 21.94 114.63 68.33 0.0135242057 -0.005454559 0.0165365717
8/10/2009 44.81 21.4 114.02 66.47 -0.013301016 -0.024920533 -0.005335679
8/11/2009 43.98 20.93 113.15 66.87 -0.018696344 -0.022207386 -0.0076595
8/12/2009 45.22 21.19 114.59 67.8 0.0278044817 0.0123458358 0.0126461684
8/13/2009 44.83 21.27 114.87 68.05 -0.008661909 0.0037682569 0.0024405137
8/14/2009 43.72 21.07 113.9 66.85 -0.025071895 -0.009447401 -0.008480184
8/17/2009 41.77 20.5 112.26 65.69 -0.045627285 -0.027425342 -0.014503261
8/18/2009 42.87 20.78 112.99 65.94 0.0259939021 0.0135660995 0.0064817097
8/19/2009 42.93 21 113.9 66.84 0.0013986016 0.0105314521 0.0080215512
8/20/2009 43.24 21.65 114.26 67.25 0.0071951105 0.0304830167 0.0031556828
8/21/2009 44.95 21.94 115.18 68.58 0.0387847681 0.0133060004 0.0080195688
8/24/2009 45.2 21.81 114.62 68.51 0.0055463259 -0.005942875 -0.004873813
8/25/2009 45.45 21.75 114.15 68.62 0.0055157338 -0.002754823 -0.004108936
8/26/2009 44.9 21.68 114.76 67.43 -0.012175026 -0.003223581 0.0053296181
8/27/2009 44.74 21.64 114.72 67.63 -0.003569839 -0.001846723 -0.000348614
8/28/2009 44.39 21.75 113.56 67.9 -0.007853737 0.0050703036 -0.010163045
8/31/2009 43.06 21.36 113.4 68.07 -0.030419727 -0.018093743 -0.00140994
9/1/2009 41.66 20.93 112.09 66.2 -0.033053056 -0.020336478 -0.011619271
9/2/2009 41.35 21.31 111.52 66.64 -0.007469014 0.0179929097 -0.005098173
9/3/2009 42.8 21.25 111.75 67.05 0.0344656811 -0.002819551 0.0020602865
9/4/2009 43.82 21.6 112.83 67.37 0.0235522316 0.0163364193 0.0096180277
9/8/2009 44.64 21.67 112.54 67.69 0.0185399839 0.0032355009 -0.002573547
9/9/2009 46.01 21.98 112.16 69.09 0.0302284461 0.0142041334 -0.003382291
9/10/2009 46.27 22.75 113.03 70.24 0.0056350388 0.0344321964 0.0077268469
9/11/2009 46.12 22.83 113.4 69.87 -0.003247108 0.0035103151 0.0032681211
9/14/2009 46.35 22.54 114.2 70.4 0.0049745966 -0.012783952 0.0070299059
9/15/2009 49.13 22.72 114.65 70.51 0.0582485542 0.0079540852 0.0039327121
9/16/2009 50.01 23.1 117.02 71.17 0.0177531393 0.0165870237 0.0204608511
9/17/2009 51.21 23.13 117.08 70.71 0.02371184 0.0012978587 0.0005126015
9/18/2009 50.77 23.14 117.3 70.45 -0.008629197 0.0004322455 0.0018772938
9/21/2009 49.85 23.37 116.78 70.38 -0.018287133 0.0098904268 -0.004442933
9/22/2009 51.64 23.15 116.82 70.78 0.0352780696 -0.009458368 0.0003424658
9/23/2009 50.5 22.55 116.06 70.26 -0.02232323 -0.026259715 -0.00652699
9/24/2009 49.27 22.4 116.17 69.96 -0.02465796 -0.006674107 0.0009473368
9/25/2009 48.66 22.37 116.31 69.68 -0.012458039 -0.001340183 0.0012044048
9/28/2009 49.59 23.35 114.63 70.82 0.0189318631 0.0428762086 -0.01454949
9/29/2009 49.04 23.04 114.13 69.81 -0.011152909 -0.013365148 -0.004371401
9/30/2009 48.78 23.28 114.9 69.68 -0.005315899 0.010362787 0.0067240353
10/1/2009 46.99 22.83 113.25 68.5 -0.03738558 -0.019519162 -0.01446442
10/2/2009 46.4 22.42 114.33 67.91 -0.012635354 -0.018122043 0.0094912392
10/5/2009 48.23 22.68 115.03 68.94 0.0386817748 0.0115300612 0.0061039604
10/6/2009 49.13 23.09 116.57 69.8 0.0184886121 0.0179161445 0.013298987
10/7/2009 49.32 23.35 117.94 69.06 0.0038598321 0.0111973607 0.0116840696
10/8/2009 50.45 23.41 117.47 70.37 0.0226530685 0.0025662974 -0.003993039
10/9/2009 50.98 23.76 120.97 70.56 0.0104506521 0.014840213 0.0293595991
10/12/2009 50.41 23.51 122.03 70.7 -0.011243831 -0.010577632 0.0087243352
10/13/2009 50.12 23.62 122.01 70.48 -0.005769438 0.0046679482 -0.000163908
10/14/2009 51.8 24.11 123.29 72.29 0.0329700192 0.0205328814 0.0104362953
10/15/2009 52.05 24.1 122.94 72.48 0.0048146458 -0.000414852 -0.002842872
10/16/2009 51.86 23.75 116.85 71.78 -0.003657015 -0.01462931 -0.05080537
10/19/2009 54.98 23.98 118.21 72.06 0.0584217026 0.0096376191 0.0115716428
10/20/2009 56.65 23.84 117.98 71.71 0.0299225047 -0.005855307 -0.001947585
10/21/2009 55.5 23.69 116.11 72.07 -0.020508967 -0.006311824 -0.015977101
10/22/2009 56.23 23.91 117.86 74.39 0.0130674016 0.0092437633 0.0149594618
10/23/2009 55.14 23.9 115.62 73.47 -0.019575017 -0.000418323 -0.019188528
10/26/2009 54.63 23.43 115.38 72.53 -0.009292223 -0.019861206 -0.002077923
10/27/2009 54.26 23.28 115.9 71.76 -0.006795875 -0.00642263 0.0044967215
10/28/2009 52.1 22.76 116.71 70.3 -0.040622358 -0.022590014 0.0069644751
10/29/2009 54.8 23.26 118.03 71.27 0.0505252452 0.0217305378 0.011246604
10/30/2009 52.7 22.55 115.86 69.46 -0.039074738 -0.031000081 -0.018556264
11/2/2009 53.12 22.74 115.81 70.13 0.0079380496 0.0083904224 -0.000431648
11/3/2009 54.04 22.65 116.39 69.92 0.0171710079 -0.003965636 0.0049957038
11/4/2009 53.81 23.03 116.51 69.93 -0.00426519 0.0166378619 0.0010304853
11/5/2009 55.51 23.66 118.25 71.25 0.0311038612 0.0269881447 0.0148239211
11/6/2009 55.14 23.55 119.16 71.2 -0.006687779 -0.004660038 0.0076661005
11/9/2009 57.43 23.72 121.58 72.89 0.0406914093 0.0071927537 0.0201053545
11/10/2009 57.39 23.39 122.46 73.64 -0.000696743 -0.014009994 0.0072119637
11/11/2009 57.49 23.65 122.73 73.61 0.0017409475 0.0110545343 0.0022023746
11/12/2009 56.06 23.14 121.83 72.9 -0.025188474 -0.021800393 -0.00736019
11/13/2009 56.26 23.44 122.57 73 0.0035612573 0.0128812429 0.006055665
11/16/2009 57.82 23.6 123.71 73.66 0.0273509335 0.0068027473 0.0092578215
11/17/2009 57.32 23.82 124.12 74.38 -0.008685134 0.0092788519 0.0033087227
11/18/2009 56.87 23.73 123.65 73.93 -0.007881642 -0.003785493 -0.003793846
11/19/2009 56.1 23.42 123.06 73.41 -0.013632149 -0.013149712 -0.004782953
11/20/2009 55.47 23.2 122.5 72.83 -0.011293478 -0.009438079 -0.004561011
11/23/2009 55.65 23.63 123.7 73.87 0.0032397437 0.0183648125 0.0097482494
11/24/2009 55.52 23.47 123.44 73.75 -0.002338762 -0.006794081 -0.002104071
11/25/2009 56.51 23.47 122.81 74.04 0.0176742974 0 -0.005116762
11/27/2009 54.99 23.12 121.29 72.94 -0.027266263 -0.015024966 -0.012454073
11/30/2009 55.89 23.14 121.92 73.59 0.0162341228 0.000864678 0.0051807196
12/1/2009 57.13 23.65 123.45 74.72 0.0219438995 0.0218003932 0.0124711239
12/2/2009 56.42 23.6 122.75 74.51 -0.012505667 -0.002116403 -0.005686449
12/3/2009 55.71 23.56 123.07 73.32 -0.012664042 -0.001696353 0.0026035325
12/4/2009 55.81 23.89 122.78 74.35 0.0017934008 0.0139096026 -0.002359163
12/7/2009 55.1 23.94 122.58 74.04 -0.012803349 0.0020907388 -0.001630258
12/8/2009 53.97 23.54 122.35 73.28 -0.02072138 -0.016849598 -0.001878088
12/9/2009 53.78 23.59 123.88 75.78 -0.003526686 0.0021217916 0.0124275652
12/10/2009 54.5 23.67 124.8 76.67 0.0132990508 0.0033855301 0.0073991008
12/11/2009 55.05 23.5 125.13 77.69 0.0100411615 -0.007208002 0.0026407409
12/14/2009 55.81 23.57 125.37 77.84 0.0137112016 0.0029742958 0.0019161683
12/15/2009 55.71 23.22 123.98 78.59 -0.001793401 -0.014960741 -0.011149103
12/16/2009 55.74 23.19 124.19 77.66 0.000538358 -0.001292825 0.0016923887
12/17/2009 55.07 22.92 122.93 76.47 -0.012092919 -0.011711259 -0.010197563
12/18/2009 54.74 23.07 123.42 76.95 -0.0060104 0.0065231803 0.0039780852
12/21/2009 55.14 23.38 124.14 77.38 0.007280702 0.0133478839 0.0058167881
12/22/2009 55.41 23.48 125.37 77.89 0.0048846773 0.0042680389 0.0098594041
12/23/2009 55.82 23.51 125.44 78.11 0.0073721452 0.0012768676 0.0005581915
12/24/2009 55.83 23.69 125.99 78.45 0.0001791312 0.0076271556 0.0043749821
12/28/2009 56.01 23.81 127.67 79.3 0.0032188869 0.0050526423 0.0132462711
12/29/2009 55.69 23.83 127.22 79.95 -0.005729649 0.0008396306 -0.003530939
12/30/2009 55.57 23.91 127.92 79.73 -0.00215711 0.0033514904 0.0054871973
12/31/2009 54.55 23.67 126.31 78.56 -0.018525775 -0.010088358 -0.012665866
1/4/2010 56.04 24.41 127.8 78.9 0.0269480092 0.0307844609 0.0117273392
FOLIO
NTABILIDAD

CSCO

-0.01183227 RENTABILIDAD ANUALIZADA POR ACCIÓN

0.0118322697 Rent. Anual Riesgo Anual
-0.019111817 NETFLIX 26.49% 51.86%
0.0087662596 3MMM 37.54% 34.72%
-0.014402194 ROLEX 43.59% 27.31%
-0.011558632 CSCO 37.16% 31.33%
-0.014590391
-0.021897258
0.0023692015
0.0224246503 MATRIZ DE VAIANZAS Y COVARIANZAS
-0.045363723
0.0060350213 NETFLIX 3MMM ROLEX CSCO
-0.003415372 NETFLIX 0.001067376 0.000497321 0.000285607 0.000446722
-0.021563081 3MMM 0.000497321 0.000478314 0.000250652 0.000303998
0.0122625694 ROLEX 0.000285607 0.000250652 0.000296005 0.000178565
0.0080922958 CSCO 0.000446722 0.000303998 0.000178565 0.000389494
0.02605298
0.0202105597 ASSET ALLOCATION
-0.050099216 Ponderaciones 100%
-0.060662547 NETFLIX 25%
0.0200006667 3MMM 25%
-0.015711576 ROLEX 25%
0.0140248793 CSCO 25%
0.016117565
0.0322806374
-0.057726233 VARIANZA Y RIESGO PROMEDIO DIARIO DEL PORTAFOLIO
0.0042508034
-0.026215511 Varianza 0.0003848074
-0.010945819 Riesgo 1.96%
-0.041344914
0.0048060511 RENTABILIDAD Y RIESGO ANUALIZADOS DEL PORTAFOLIO
-0.001370802
0.0038790693 Rentabilidad 36.19%
-0.039721864 Riesgo Anual 31.14%
0.0426780908
-0.016714757 MODELO MARKOWITZ
-0.006021324 Max Func Objetivo 36.19%
-0.018994591 Numero de activos 4
-0.059249502 Participacion NETFLIX 1
0.0065097876 Participacion 3MMM 1
 0.038673444 Participacion ROLEX 1
-0.053000697 Participacion CSCO 1
-0.016077927 Participación total 1
0.0056439349 Riesgo Objetivo
0.0782109348
0.028453412
0.0252028324 a) Determinar cartera de máxima rentabilidad. 5 ptos
0
-0.011047345 Rentabilidad 36.19%
0.0268412446 Riesgo Anual 31.14%
0.0090080802
-0.035849325
-0.032956088
0.0712084721
-0.020946637
0.0148183625
0.0402334569 b) Determinar cartera de mínimo riesgo 5 ptos.
-0.013802109
-0.03392367 Rentabilidad 0.00%
0.0216614968 Riesgo Anual 0.00%
0.0184435852
0.0289025354
-0.000412967
-0.000619771
-0.024899288 c) Elabore el gráfico correspondiente. 6 ptos.
0.0113757283
0.0335733314 Pasos Portafolio Riesgo Rentabilidad
0.0040428598 0.0005 MV 25.30% 40.38%
-0.007695461 1 66.23% 40.70%
0.0149316737 2 107.16% 40.83%
0.0188478945 3 148.09% 40.93%
-0.017446914 X 25.50% 41.01%
-0.034798506
0.0251521285
-0.004452547
0.0214716787
0.0503299558 2.- Cuando se debe usar y porqué los instrumentos financieros derivados. Explicar. 4 ptos.
0.0060229808
-0.013983599
0.0169815401
0.0013087783
0.004846235
0.0103589532
-0.000920556
0.0120836329
-0.006206665
0.0222734423
-0.016430811
0.0070748594
 -0.04454215
0.0174243284
-0.00037154
0.0224150483
-0.004005103
-0.004937379
-0.028637137
-0.008525201
0.0322004608
-0.0327714
0.00909614
0.0095748408
0.0375880715
0.0112732696
-0.007680666
0.0058997221
0.0180185055
-0.004034739
-0.005817557
0.0019429486
0.0019391809
0.0070200358
-0.028200858
-0.01522596
0.0107186057
0.0045073546
0.0010787488
-0.032508341
-0.007265984
0.0074515993
0.0243847448
0.0061394198
0.0116332408
0.002310496
0.0105951901
-0.008112919
0.0070584376
-0.031981287
0.0043478329
0.0012645652
0.0116666494
0.0117084893
0.0022901446
0.0222734108
0.0224613833
-0.007600746
0.0144759303
0.0056657375
0.0072848004
0.0709924107
-0.000153669
0.0070444395
-0.00045791
-0.016781242
0.017086539
0.0088133073
0.0227350504
-0.001479947
-0.002817948
0.0078408568
0.0069021494
-0.027598191
0.005999718
0.0138117589
0.0036805342
-0.017791426
-0.017504597
0.0037985307
0.0135564661
0.0061153148
0.0195839286
-0.001021227
0.0016043174
-0.017494015
0.0029616488
0.003984363
0.0025005529
-0.027856125
0.0066245349
0.0061336119
0.0047612052
0.0047386435
0.020471544
0.0165079468
-0.005281577
0.0075568906
0.0015612806
0.0093168376
-0.006484376
-0.003683767
-0.000994106
0.005667343
-0.007373828
-0.004278997
-0.004010318
0.0162281141
-0.014364181
-0.001863933
-0.017079587
-0.008650446
0.015053262
0.0123974487
-0.010658318
0.018791344
0.0026963757
0.0019821612
-0.003116591
0.0253568254
0.0026248547
-0.009704776
0.0038932196
-0.004868897
0.005007661
0.0316836553
-0.012444365
-0.01287689
-0.010673052
-0.020555419
0.0137036827
-0.025724434
0.0095996152
-0.002998931
0.0001430104
0.0187000774
-0.000702001
0.023458637
0.010236901
-0.00040747
-0.009692247
0.0013708021
0.0090004699
0.0097271775
-0.006068389
-0.007058533
-0.007932208
0.0141788333
-0.001625796
0.0039244925
-0.014968302
0.0088719616
0.015238647
-0.002814449
-0.016099922
0.0139502499
-0.004178185
-0.010317767
0.0335466852
 0.011676092
0.0132160514
0.0019288889
0.009589027
-0.011904141
-0.015441817
0.0062573532
0.005572489
0.0065692257
0.0028205147
0.0043433896
0.0107766495
0.0081633106
-0.002755513
-0.014783262
0.0043185638
Explicar. 4 ptos.