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  • Fecha Coca Cola Ko IBM Precio Acción Precio Acción

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    Belu Rodriguez
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    The document analyzes the performance of Coca-Cola (KO) and IBM stock prices over a year. It calculates the individual and combined expected returns, variance, covariance and risk of portfolios with different allocations to the two stocks. It maps out the efficient frontier of optimal portfolios that maximize return for a given risk level. A portfolio with 70% in KO and 30% in IBM stock has the highest expected return of 0.46% and risk level of 3.31%.

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    The document analyzes the performance of Coca-Cola (KO) and IBM stock prices over a year. It calculates the individual and combined expected returns, variance, covariance and risk of portfolios with different allocations to the two stocks. It maps out the efficient frontier of optimal portfolios that maximize return for a given risk level. A portfolio with 70% in KO and 30% in IBM stock has the highest expected return of 0.46% and risk level of 3.31%.

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    Download as XLSX, PDF, TXT or read online from Scribd
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    24 views3 pages

    Fecha Coca Cola Ko IBM Precio Acción Precio Acción

    Uploaded by

    Belu Rodriguez
    The document analyzes the performance of Coca-Cola (KO) and IBM stock prices over a year. It calculates the individual and combined expected returns, variance, covariance and risk of portfolios with different allocations to the two stocks. It maps out the efficient frontier of optimal portfolios that maximize return for a given risk level. A portfolio with 70% in KO and 30% in IBM stock has the highest expected return of 0.46% and risk level of 3.31%.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
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    of 3

    COCA COLA KO IBM

    Fecha PRECIO ACCIÓN PRECIO ACCIÓN


    Dec-15 42.96 137.62
    Nov-15 42.62 139.42
    Oct-15 42.36 140.08
    Sep-15 40.12 144.97
    Aug-15 39.32 147.89
    Jul-15 41.08 161.99
    Jun-15 39.23 162.66
    May-15 40.96 169.65
    Apr-15 40.56 171.29
    Mar-15 40.66 160.6
    Feb-15 43.3 161.94
    Jan-15 41.17 153.31

    RENDIMIENTO DE LAS ACCIONES

    KO IBM
    FECHA Ri Rj
    Dec-15 0.007977475363679 -0.012910629751829
    Nov-15 0.006137865911237 -0.004711593375214
    Oct-15 0.055832502492523 -0.033731116782783
    Sep-15 0.020345879959308 -0.019744404625059
    Aug-15 -0.04284323271665 -0.08704241002531
    Jul-15 0.047157787407596 -0.004119021271364
    Jun-15 -0.042236328125 -0.041202475685234
    May-15 0.009861932938856 -0.009574405978166
    Apr-15 -0.00245941957698 0.066562889165629
    Mar-15 -0.060969976905312 -0.008274669630727
    Feb-15 0.051736701481661 0.056291174743983
    Jan-15

    Hallamos resultados individuales


    KO IBM
    % Inversión 70% 30%
    Rendimiento
    esperado 0.46% -0.90%
    Varianza 0.001430995925192 0.001625973809803
    Riesgo 3.78% 4.03%
    Covarianza 0.000588120402021
    Matriz de varianza y covarianza

    KO IBM SUMA
    KO 0.000701188003344 0.000123505284424 0.000824693
    IBM 0.000123505284424 0.000146337642882 0.000269843
    Total 0.001094536

    Rendimiento
    esperado del
    portafolio 0.000531075708802
    Riesgo de 0.006
    portafolio 3.31%
    0.004
    Frontera eficiente
    0.002
    Y X
    Rendimiento del Riesgo de 0
    13.0% 14.0% 15.
    % Inversión KO % Inversión IBM portafolio portafolio
    0% 100% -0.008950605746916 20.1% -0.002

    5% 95% -0.008273342785793 19.1%


    -0.004
    10% 90% -0.00759607982467 18.2%
    15% 85% -0.006918816863548 17.4% -0.006
    20% 80% -0.006241553902425 16.6%
    -0.008
    25% 75% -0.005564290941302 15.9%
    30% 70% -0.00488702798018 15.3% -0.01
    35% 65% -0.004209765019057 14.8%
    40% 60% -0.003532502057934 14.4%
    45% 55% -0.002855239096812 14.2%
    50% 50% -0.002177976135689 14.1%
    55% 45% -0.001500713174566 14.1%
    60% 40% -0.000823450213444 14.3%
    65% 35% -0.000146187252321 14.6%
    70% 30% 0.000531075708802 15.0%
    75% 25% 0.001208338669925 15.5%
    80% 20% 0.001885601631047 16.1%
    85% 15% 0.00256286459217 16.8%
    90% 10% 0.003240127553293 17.6%
    95% 5% 0.003917390514415 18.5%
    100% 0% 0.004594653475538 19.4%
    0.006

    0.004

    0.002

    0
    13.0% 14.0% 15.0% 16.0% 17.0% 18.0% 19.0% 20.0% 21.0%
    -0.002

    -0.004

    -0.006

    -0.008

    -0.01

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