DYS BESALCO

2006 6.87% 0.49%

2007 6.55% 46.17%
2008 31.62% 92.18%
2009 13.81% -44.87%
2010 -19.28% 108.80%

esperanza(re 7.91% 40.55% x* (a) 88%

Var® 0.02678403 0.32513367 x*(b) 12%
desv R 16.4% 57.0%
Coef var(CV)
covarianza(a,-0.02203058

porcentaque q invierto en a
x(a) y(b) E (rp) Var(rp) Desv(rp) Portfolio
50% 50% 24.23% 0.0769641 27.74% 45.00%
0% 100% 40.55% 0.3251337 57.02%
40.00%
5% 95% 38.92% 0.2914072 53.98%
10% 90% 37.29% 0.2596606 50.96% 35.00%

15% 85% 35.66% 0.2298939 47.95% 30.00%

20% 80% 34.03% 0.2021071 44.96% 25.00%
25% 75% 32.39% 0.1763002 41.99%
20.00%
30% 70% 30.76% 0.1524732 39.05%
15.00%
35% 65% 29.13% 0.1306261 36.14%
40% 60% 27.50% 0.1107589 33.28% 10.00%
45% 55% 25.87% 0.0928716 30.47% 5.00%
50% 50% 24.23% 0.0769641 27.74%
0.00%
55% 45% 22.60% 0.0630366 25.11% 10.00% 15.00% 20.00% 25.00% 30.00% 35.00% 40.0
60% 40% 20.97% 0.0510890 22.60%
65% 35% 19.34% 0.0411212 20.28%
70% 30% 17.71% 0.0331334 18.20%
75% 25% 16.07% 0.0271254 16.47%
80% 20% 14.44% 0.0230973 15.20%
85% 15% 12.81% 0.0210492 14.51%
90% 10% 11.18% 0.0209809 14.48%
95% 5% 9.55% 0.0228925 15.13%
100% 0% 7.91% 0.0267840 16.37%
 Portfolio

% 20.00% 25.00% 30.00% 35.00% 40.00% 45.00% 50.00% 55.00% 60.00%