ESCENARIOS p Rend SUPER Ren Slow

DEPRESION 25% -20% 5%

RECESION 25% 10% 20%
Normal 25% 30% -12%
Auge 25% 50% 9%

Rendi. Esper prom 17.50% 5.50%

Varianza 6.69% 1.32%
Desviacion Estandar 25.86% 11.50%
Covarianza( Rsup ; Rslow) -0.004875
Coef. Corre ( Rsup ; Rslow) -0.163925

W 0.6 0.4
Rendimiento de portafolio 0.127
Riesgo de portafolio 15.44%
ACCIONES A B
E(Ri) 10% 25%
Desv Estandar 12% 30% Coef. Correlacion -1

wa wb E(Rp) Desv Stand(p) Desv Stand(p

100% 0% 10.0% 12.0% 12.0%
99% 1% 10.2% 11.6% 11.7%
98% 2% 10.3% 11.2% 11.5%
97% 3% 10.5% 10.7% 11.2%
96% 4% 10.6% 10.3% 11.0%
95% 5% 10.8% 9.9% 10.7%
94% 6% 10.9% 9.5% 10.5%
93% 7% 11.1% 9.1% 10.3%
92% 8% 11.2% 8.6% 10.1%
91% 9% 11.4% 8.2% 9.9%
90% 10% 11.5% 7.8% 9.7%
89% 11% 11.7% 7.4% 9.5%
88% 12% 11.8% 7.0% 9.3%
87% 13% 12.0% 6.5% 9.1%
86% 14% 12.1% 6.1% 9.0%
85% 15% 12.3% 5.7% 8.9%
84% 16% 12.4% 5.3% 8.7%
83% 17% 12.6% 4.9% 8.6%
82% 18% 12.7% 4.4% 8.5%
81% 19% 12.9% 4.0% 8.5%
80% 20% 13.0% 3.6% 8.4%
79% 21% 13.2% 3.2% 8.4%
78% 22% 13.3% 2.8% 8.3%
77% 23% 13.5% 2.3% 8.3%
76% 24% 13.6% 1.9% 8.3%
75% 25% 13.8% 1.5% 8.4%
74% 26% 13.9% 1.1% 8.4%
73% 27% 14.1% 0.7% 8.4%
72% 28% 14.2% 0.2% 8.5%
71% 29% 14.4% 0.2% 8.6%
70% 30% 14.5% 0.6% 8.7%
69% 31% 14.7% 1.0% 8.8%
68% 32% 14.8% 1.4% 9.0%
67% 33% 15.0% 1.9% 9.1%
66% 34% 15.1% 2.3% 9.3%
65% 35% 15.3% 2.7% 9.4%
64% 36% 15.4% 3.1% 9.6%
63% 37% 15.6% 3.5% 9.8%
62% 38% 15.7% 4.0% 10.0%
61% 39% 15.9% 4.4% 10.2%
60% 40% 16.0% 4.8% 10.5%
59% 41% 16.2% 5.2% 10.7%
58% 42% 16.3% 5.6% 10.9%
57% 43% 16.5% 6.1% 11.2%
56% 44% 16.6% 6.5% 11.4%
55% 45% 16.8% 6.9% 11.7%
54% 46% 16.9% 7.3% 12.0%
53% 47% 17.1% 7.7% 12.2%
52% 48% 17.2% 8.2% 12.5%
51% 49% 17.4% 8.6% 12.8%
50% 50% 17.5% 9.0% 13.1%
49% 51% 17.7% 9.4% 13.4%
48% 52% 17.8% 9.8% 13.7%
47% 53% 18.0% 10.3% 14.0%
46% 54% 18.1% 10.7% 14.3%
45% 55% 18.3% 11.1% 14.6%
44% 56% 18.4% 11.5% 14.9%
43% 57% 18.6% 11.9% 15.2%
42% 58% 18.7% 12.4% 15.5%
41% 59% 18.9% 12.8% 15.8%
40% 60% 19.0% 13.2% 16.1%
39% 61% 19.2% 13.6% 16.5%
38% 62% 19.3% 14.0% 16.8%
37% 63% 19.5% 14.5% 17.1%
36% 64% 19.6% 14.9% 17.4%
35% 65% 19.8% 15.3% 17.8%
34% 66% 19.9% 15.7% 18.1%
33% 67% 20.1% 16.1% 18.4%
32% 68% 20.2% 16.6% 18.8%
31% 69% 20.4% 17.0% 19.1%
30% 70% 20.5% 17.4% 19.5%
29% 71% 20.7% 17.8% 19.8%
28% 72% 20.8% 18.2% 20.1%
27% 73% 21.0% 18.7% 20.5%
26% 74% 21.1% 19.1% 20.8%
25% 75% 21.3% 19.5% 21.2%
24% 76% 21.4% 19.9% 21.5%
23% 77% 21.6% 20.3% 21.9%
22% 78% 21.7% 20.8% 22.2%
21% 79% 21.9% 21.2% 22.5%
20% 80% 22.0% 21.6% 22.9%
19% 81% 22.2% 22.0% 23.2%
18% 82% 22.3% 22.4% 23.6%
17% 83% 22.5% 22.9% 23.9%
16% 84% 22.6% 23.3% 24.3%
15% 85% 22.8% 23.7% 24.6%
14% 86% 22.9% 24.1% 25.0%
13% 87% 23.1% 24.5% 25.4%
12% 88% 23.2% 25.0% 25.7%
11% 89% 23.4% 25.4% 26.1%
10% 90% 23.5% 25.8% 26.4%
9% 91% 23.7% 26.2% 26.8%
8% 92% 23.8% 26.6% 27.1%
7% 93% 24.0% 27.1% 27.5%
6% 94% 24.1% 27.5% 27.8%
5% 95% 24.3% 27.9% 28.2%
4% 96% 24.4% 28.3% 28.6%
3% 97% 24.6% 28.7% 28.9%
2% 98% 24.7% 29.2% 29.3%
1% 99% 24.9% 29.6% 29.6%
0% 100% 25.0% 30.0% 30.0%
 -0.5 0 0.5 1

Desv Stand(pDesv Stand(pDesv Stand(pDesv Stand(p)

12.0% 12.0% 12.0% 12.0%
11.9% 12.0% 12.2% 11.9%
11.8% 12.1% 12.4% 11.8%
11.7% 12.1% 12.5% 11.7%
11.6% 12.2% 12.7% 11.6%
11.5% 12.2% 12.9% 11.5%
11.4% 12.3% 13.1% 11.4%
11.4% 12.3% 13.3% 11.4%
11.3% 12.4% 13.4% 11.3%
11.2% 12.5% 13.6% 11.2%
11.2% 12.6% 13.8% 11.2%
11.2% 12.7% 14.0% 11.2%
11.2% 12.7% 14.2% 11.2%
11.1% 12.8% 14.3% 11.1%
11.1% 12.9% 14.5% 11.1%
11.1% 13.0% 14.7% 11.1%
11.2% 13.2% 14.9% 11.2%
11.2% 13.3% 15.1% 11.2%
11.2% 13.4% 15.2% 11.2%
11.3% 13.5% 15.4% 11.3%
11.3% 13.6% 15.6% 11.3%
11.4% 13.8% 15.8% 11.4%
11.5% 13.9% 16.0% 11.5%
11.5% 14.0% 16.1% 11.5%
11.6% 14.2% 16.3% 11.6%
11.7% 14.3% 16.5% 11.7%
11.8% 14.5% 16.7% 11.8%
11.9% 14.6% 16.9% 11.9%
12.1% 14.8% 17.0% 12.1%
12.2% 14.9% 17.2% 12.2%
12.3% 15.1% 17.4% 12.3%
12.5% 15.2% 17.6% 12.5%
12.6% 15.4% 17.8% 12.6%
12.8% 15.6% 17.9% 12.8%
12.9% 15.7% 18.1% 12.9%
13.1% 15.9% 18.3% 13.1%
13.3% 16.1% 18.5% 13.3%
13.4% 16.3% 18.7% 13.4%
13.6% 16.4% 18.8% 13.6%
13.8% 16.6% 19.0% 13.8%
14.0% 16.8% 19.2% 14.0%
14.2% 17.0% 19.4% 14.2%
14.4% 17.2% 19.6% 14.4%
14.6% 17.4% 19.7% 14.6%
14.8% 17.6% 19.9% 14.8%
15.0% 17.7% 20.1% 15.0%
15.2% 17.9% 20.3% 15.2%
15.5% 18.1% 20.5% 15.5%
15.7% 18.3% 20.6% 15.7%
15.9% 18.5% 20.8% 15.9%
16.2% 18.7% 21.0% 16.2%
16.4% 18.9% 21.2% 16.4%
16.6% 19.1% 21.4% 16.6%
16.9% 19.3% 21.5% 16.9%
17.1% 19.6% 21.7% 17.1%
17.4% 19.8% 21.9% 17.4%
17.6% 20.0% 22.1% 17.6%
17.9% 20.2% 22.3% 17.9%
18.1% 20.4% 22.4% 18.1%
18.4% 20.6% 22.6% 18.4%
18.6% 20.8% 22.8% 18.6%
18.9% 21.0% 23.0% 18.9%
19.2% 21.3% 23.2% 19.2%
19.4% 21.5% 23.3% 19.4%
19.7% 21.7% 23.5% 19.7%
19.9% 21.9% 23.7% 19.9%
20.2% 22.1% 23.9% 20.2%
20.5% 22.3% 24.1% 20.5%
20.8% 22.6% 24.2% 20.8%
21.0% 22.8% 24.4% 21.0%
21.3% 23.0% 24.6% 21.3%
21.6% 23.2% 24.8% 21.6%
21.9% 23.5% 25.0% 21.9%
22.1% 23.7% 25.1% 22.1%
22.4% 23.9% 25.3% 22.4%
22.7% 24.1% 25.5% 22.7%
23.0% 24.4% 25.7% 23.0%
23.3% 24.6% 25.9% 23.3%
23.5% 24.8% 26.0% 23.5%
23.8% 25.1% 26.2% 23.8%
24.1% 25.3% 26.4% 24.1%
24.4% 25.5% 26.6% 24.4%
24.7% 25.7% 26.8% 24.7%
25.0% 26.0% 26.9% 25.0%
25.3% 26.2% 27.1% 25.3%
25.6% 26.4% 27.3% 25.6%
25.9% 26.7% 27.5% 25.9%
26.1% 26.9% 27.7% 26.1% Chart Title
26.4% 27.1% 27.8% 26.4% 35.0%
26.7% 27.4% 28.0% 26.7%
30.0%
27.0% 27.6% 28.2% 27.0%
25.0%
27.3% 27.9% 28.4% 27.3%
27.6% 28.1% 28.6% 27.6% 20.0%
27.9% 28.3% 28.7% 27.9% 15.0%
28.2% 28.6% 28.9% 28.2% 10.0%
28.5% 28.8% 29.1% 28.5%
5.0%
28.8% 29.0% 29.3% 28.8%
29.1% 29.3% 29.5% 29.1% 0.0%
8.0% 10.0% 12.0% 14.0% 16.0% 18.0% 20.0%
29.4% 29.5% 29.6% 29.4%
Desv Stand(p) Desv Stand(p) Desv St
29.7% 29.8% 29.8% 29.7%
Desv Stand(p) Desv Stand(p) Desv St
30.0% 30.0% 30.0% 30.0%
 Chart Title

% 14.0% 16.0% 18.0% 20.0% 22.0% 24.0% 26.0%

v Stand(p) Desv Stand(p) Desv Stand(p)

v Stand(p) Desv Stand(p) Desv Stand(p)