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  • SOLUCIÓN DESVIACIÓN ESTANDAR CASO PRÁCTICO 3 - EJERCICIOS 1 - 2 - 3 y 4

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    The document contains information on four financial assets (Asset A, B, C, D) including expected rates of return and probabilities for four scenarios. It calculates the average expected rate of return and standard deviation for each asset. Asset C has the highest risk based on its coefficient of variation of 0.13, followed by Asset D at 0.21, Asset B at 0.15, and Asset A at 0.17.

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    SOLUCIÓN DESVIACIÓN ESTANDAR CASO PRÁCTICO 3 - EJERCICIOS 1 - 2 - 3 y 4

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    The document contains information on four financial assets (Asset A, B, C, D) including expected rates of return and probabilities for four scenarios. It calculates the average expected rate of return and standard deviation for each asset. Asset C has the highest risk based on its coefficient of variation of 0.13, followed by Asset D at 0.21, Asset B at 0.15, and Asset A at 0.17.

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    4 views34 pages

    SOLUCIÓN DESVIACIÓN ESTANDAR CASO PRÁCTICO 3 - EJERCICIOS 1 - 2 - 3 y 4

    Uploaded by

    perlefaro1234
    The document contains information on four financial assets (Asset A, B, C, D) including expected rates of return and probabilities for four scenarios. It calculates the average expected rate of return and standard deviation for each asset. Asset C has the highest risk based on its coefficient of variation of 0.13, followed by Asset D at 0.21, Asset B at 0.15, and Asset A at 0.17.

    Copyright:

    © All Rights Reserved
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    of 34

    CASO 1

    ACTIVO A
    ESCENARIOS R. E. = Kj Probabildad = Prj R. PROM.

    1 6.00% 15.00% 8.25%

    2 8.00% 25.00% 8.25%

    3 10.00% 30.00% 8.25%

    4 9.00% 30.00% 8.25%

    100.00%

    R. PROM. = 33.00% = 8.25%


    4

    ACTIVO B
    ESCENARIOS R. E. = Kj Probabildad = Prj R. PROM.

    1 7.00% 20.00% 9.25%

    2 9.00% 25.00% 9.25%

    3 11.00% 20.00% 9.25%

    4 10.00% 35.00% 9.25%

    100.00%

    R. PROM. = 37.00% = 9.25%


    4
    ACTIVO C
    ESCENARIOS R. E. = Kj Probabildad = Prj R. PROM.

    1 15.00% 25.00% 14.50%

    2 17.00% 25.00% 14.50%

    3 14.00% 20.00% 14.50%

    4 12.00% 30.00% 14.50%

    100.00%

    R. PROM. = 58.00% = 14.50%


    4

    ACTIVO D
    ESCENARIOS R. E. = Kj Probabildad = Prj R. PROM.

    1 15.00% 20.00% 11.25%

    2 12.00% 35.00% 11.25%

    3 10.00% 25.00% 11.25%


    4 8.00% 20.00% 11.25%

    100.00%

    R. PROM. = 45.00% = 11.25%


    4

    ACTIVO FINANCIERO CON MAS RIESGO

    ACTIVOS D. E. C. V.

    A 1.36% 0.17

    B 1.36% 0.15

    C 1.88% 0.13

    D 2.35% 0.21
    VALORES
    R. E. - R. PROM. (R,E. - R. PROM.)2 ((R.E. - R. PROM.)2)*Prj ESCENARIO
    1
    -2.25% 5.06% 0.76% 2
    3
    -0.25% 0.06% 0.02% 4

    1.75% 3.06% 0.92%

    0.75% 0.56% 0.17%

    1.86%

    D. E. = 1.36%

    C. V. = D. E = 1.36% = 0.17
    R. PROM. 8.25%

    VALORES
    R. E. - R. PROM. (R,E. - R. PROM.)2 ((R.E. - R. PROM.)2)*Prj ESCENARIO
    1
    -2.25% 5.06% 1.01% 2
    3
    -0.25% 0.06% 0.02% 4

    1.75% 3.06% 0.61%

    0.75% 0.56% 0.20%

    1.84%

    D. E. = 1.36%
    C. V. = D. E = 1.36% = 0.15
    R. PROM. 9.25%

    VALORES
    R. E. - R. PROM. (R,E. - R. PROM.)2 ((R.E. - R. PROM.)2)*Prj ESCENARIO
    1
    0.50% 0.25% 0.06% 2
    3
    2.50% 6.25% 1.56% 4

    -0.50% 0.25% 0.05%

    -2.50% 6.25% 1.88%

    3.55%

    D. E. = 1.88%

    C. V. = D. E = 1.88% = 0.13
    R. PROM. 14.50%

    VALORES
    R. E. - R. PROM. (R,E. - R. PROM.)2 ((R.E. - R. PROM.)2)*Prj ESCENARIO
    1
    3.75% 14.06% 2.81% 2
    3
    0.75% 0.56% 0.20% 4

    -1.25% 1.56% 0.39%


    -3.25% 10.56% 2.11%

    5.51%

    D. E. = 2.35%

    C. V. = D. E = 2.35% = 0.21
    R. PROM. 11.25%
    A
    R. E. Pr.
    6.00% 15.00%
    8.00% 25.00%
    10.00% 30.00%
    9.00%

    B
    R. E. Pr.
    7.00% 20.00%
    9.00% 25.00%
    11.00%
    10.00% 35.00%
    C
    R. E. Pr.
    15.00% 25.00%
    17.00%
    14.00% 20.00%
    12.00% 30.00%

    D
    R. E. Pr.
    15.00%
    12.00% 35.00%
    10.00% 25.00%
    8.00% 20.00%
    CASO 2

    ACTIVO A
    ESCENARIOS R. E. = Kj Probabildad = Prj R. PROM.

    1 13.00% 18.00% 11.50%

    2 12.00% 21.00% 11.50%

    3 11.00% 29.00% 11.50%

    4 10.00% 32.00% 11.50%

    100.00%

    R. PROM. = 46.00% = 11.50%


    4

    ACTIVO B
    ESCENARIOS R. E. = Kj Probabildad = Prj R. PROM.

    1 10.00% 39.00% 12.00%

    2 11.00% 28.00% 12.00%

    3 13.00% 14.00% 12.00%

    4 14.00% 19.00% 12.00%

    100.00%

    R. PROM. = 48.00% = 12.00%


    4
    ACTIVO C
    ESCENARIOS R. E. = Kj Probabildad = Prj R. PROM.

    1 14.00% 27.00% 15.50%

    2 15.00% 23.00% 15.50%

    3 16.00% 19.00% 15.50%

    4 17.00% 31.00% 15.50%

    100.00%

    R. PROM. = 62.00% = 15.50%


    4

    ACTIVO D
    ESCENARIOS R. E. = Kj Probabildad = Prj R. PROM.

    1 18.00% 22.00% 14.75%

    2 15.00% 31.00% 14.75%

    3 12.00% 21.00% 14.75%


    4 14.00% 26.00% 14.75%

    100.00%

    R. PROM. = 59.00% = 14.75%


    4

    ACTIVO FINANCIERO CON MAS RIESGO

    ACTIVOS D. E. C. V.

    A 1.12% 0.0972

    B 1.66% 0.1379

    C 1.19% 0.0766

    D 2.02% 0.1369
    VALORES
    R. E. - R. PROM. (R,E. - R. PROM.)2 ((R.E. - R. PROM.)2)*Prj ESCENARIO
    1
    1.50% 2.25% 0.41% 2
    3
    0.50% 0.25% 0.05% 4

    -0.50% 0.25% 0.07%

    -1.50% 2.25% 0.72%

    1.25%

    D. E. = 1.12%

    C. V. = D. E = 1.12% = 0.10
    R. PROM. 11.50%

    VALORES
    R. E. - R. PROM. (R,E. - R. PROM.)2 ((R.E. - R. PROM.)2)*Prj ESCENARIO
    1
    -2.00% 4.00% 1.56% 2
    3
    -1.00% 1.00% 0.28% 4

    1.00% 1.00% 0.14%

    2.00% 4.00% 0.76%

    2.74%

    D. E. = 1.66%
    C. V. = D. E = 1.66% = 0.14
    R. PROM. 12.00%

    VALORES
    R. E. - R. PROM. (R,E. - R. PROM.)2 ((R.E. - R. PROM.)2)*Prj ESCENARIO
    1
    -1.50% 2.25% 0.61% 2
    3
    -0.50% 0.25% 0.06% 4

    0.50% 0.25% 0.05%

    1.50% 2.25% 0.70%

    1.41%

    D. E. = 1.19%

    C. V. = D. E = 1.19% = 0.08
    R. PROM. 15.50%

    VALORES
    R. E. - R. PROM. (R,E. - R. PROM.)2 ((R.E. - R. PROM.)2)*Prj ESCENARIO
    1
    3.25% 10.56% 2.32% 2
    3
    0.25% 0.06% 0.02% 4

    -2.75% 7.56% 1.59%


    -0.75% 0.56% 0.15%

    4.08%

    D. E. = 2.02%

    C. V. = D. E = 2.02% = 0.14
    R. PROM. 14.75%
    A
    R. E. Pr.
    13.00% 18.00%
    12.00% 21.00%
    11.00% 29.00%
    10.00%

    B
    R. E. Pr.
    10.00%
    11.00% 28.00%
    13.00% 14.00%
    14.00% 19.00%
    C
    R. E. Pr.
    14.00% 27.00%
    15.00% 23.00%
    16.00% 19.00%
    17.00%

    D
    R. E. Pr.
    18.00% 22.00%
    15.00% 31.00%
    12.00%
    14.00% 26.00%
    CASO 3

    ACTIVO A
    ESCENARIOS R. E. = Kj Probabildad = Prj R. PROM.

    1 12.00% 25.00% 9.00%

    2 10.00% 20.00% 9.00%

    3 8.00% 32.00% 9.00%

    4 6.00% 23.00% 9.00%

    100.00%

    R. PROM. = 36.00% 9.00%


    4

    ACTIVO B
    ESCENARIOS R. E. = Kj Probabildad = Prj R. PROM.

    1 10.00% 18.00% 9.25%

    2 11.00% 25.00% 9.25%

    3 9.00% 27.00% 9.25%

    4 7.00% 30.00% 9.25%

    100.00%

    R. PROM. = 37.00% = 9.25%


    4
    ACTIVO C
    ESCENARIOS R. E. = Kj Probabildad = Prj R. PROM.

    1 14.00% 35.00% 11.75%

    2 12.00% 20.00% 11.75%

    3 11.00% 25.00% 11.75%

    4 10.00% 20.00% 11.75%

    100.00%

    R. PROM. = 47.00% = 11.75%


    4

    ACTIVO D
    ESCENARIOS R. E. = Kj Probabildad = Prj R. PROM.

    1 9.00% 30.00% 10.50%

    2 10.00% 28.00% 10.50%

    3 11.00% 23.00% 10.50%

    4 12.00% 19.00% 10.50%

    100.00%

    R. PROM. = 42.00% = 10.50%


    4
    ACTIVO FINANCIERO CON MAS RIESGO

    ACTIVOS D. E. C. V.

    A 2.20% 0.24

    B 1.55% 0.17

    C 1.59% 0.14

    D 1.11% 0.11
    R. E. - R. PROM. (R,E. - R. PROM.)2 ((R.E. - R. PROM.)2)*Prj

    3.00% 9.00% 2.25%

    1.00% 1.00% 0.20%

    -1.00% 1.00% 0.32%

    -3.00% 9.00% 2.07%

    4.84%

    D. E. = 2.20%

    C. V. = D. E = 2.20% =
    R. PROM. 9.00%

    R. E. - R. PROM. (R,E. - R. PROM.)2 ((R.E. - R. PROM.)2)*Prj

    0.75% 0.56% 0.10%

    1.75% 3.06% 0.77%

    -0.25% 0.06% 0.02%

    -2.25% 5.06% 1.52%

    2.40%

    D. E. = 1.55%

    C. V. = D. E = 1.55% =
    R. PROM. 9.25%

    R. E. - R. PROM. (R,E. - R. PROM.)2 ((R.E. - R. PROM.)2)*Prj

    2.25% 5.06% 1.77%

    0.25% 0.06% 0.01%

    -0.75% 0.56% 0.14%

    -1.75% 3.06% 0.61%

    2.54%

    D. E. = 1.59%

    C. V. = D. E = 1.59% =
    R. PROM. 11.75%

    R. E. - R. PROM. (R,E. - R. PROM.)2 ((R.E. - R. PROM.)2)*Prj

    -1.50% 2.25% 0.68%

    -0.50% 0.25% 0.07%

    0.50% 0.25% 0.06%

    1.50% 2.25% 0.43%

    1.23%

    D. E. = 1.11%
    C. V. = D. E = 1.11% =
    R. PROM. 10.50%
    VALORES A
    ESCENARIOS R. E. Pr.
    1 12.00% 25.00%
    2 10.00% 20.00%
    3 8.00% 32.00%
    4 6.00%

    0.24

    VALORES B
    ESCENARIOS R. E. Pr.
    1 10.00% 18.00%
    2 11.00% 25.00%
    3 9.00%
    4 7.00% 30.00%

    0.17
    VALORES C
    ESCENARIOS R. E. Pr.
    1 14.00% 35.00%
    2 12.00%
    3 11.00% 25.00%
    4 10.00% 20.00%

    0.14

    VALORES D
    ESCENARIOS R. E. Pr.
    1 9.00%
    2 10.00% 28.00%
    3 11.00% 23.00%
    4 12.00% 19.00%
    0.11
    CASO 4

    ACTIVO A
    ESCENARIOS R. E. = Kj Probabildad = Prj R. PROM.

    1 6.00% 23.00% 9.00%

    2 8.00% 22.00% 9.00%

    3 10.00% 24.00% 9.00%

    4 12.00% 31.00% 9.00%

    100.00%

    R. PROM. = 36.00% = 9.00%


    4

    ACTIVO B
    ESCENARIOS R. E. = Kj Probabildad = Prj R. PROM.

    1 7.00% 19.00% 10.00%

    2 9.00% 27.00% 10.00%

    3 11.00% 21.00% 10.00%

    4 13.00% 23.00% 10.00%

    90.00%

    R. PROM. = 40.00% = 10.00%


    4
    ACTIVO C
    ESCENARIOS R. E. = Kj Probabildad = Prj R. PROM.

    1 10.00% 27.00% 11.50%

    2 11.00% 25.00% 11.50%

    3 12.00% 27.00% 11.50%

    4 13.00% 21.00% 11.50%

    100.00%

    R. PROM. = 46.00% = 11.50%


    4

    ACTIVO D
    ESCENARIOS R. E. = Kj Probabildad = Prj R. PROM.

    1 11.00% 25.00% 11.50%

    2 10.00% 29.00% 11.50%

    3 12.00% 22.00% 11.50%

    4 13.00% 24.00% 11.50%

    100.00%

    R. PROM. = 46.00% = 11.50%


    4
    ACTIVO FINANCIERO CON MAS RIESGO

    ACTIVOS D. E. C. V.

    A 2.31% 0.26

    B 2.06% 0.21

    C 1.10% 0.10

    D 1.14% 0.10
    R. E. - R. PROM. (R,E. - R. PROM.)2 ((R.E. - R. PROM.)2)*Prj

    -3.00% 9.00% 2.07%

    -1.00% 1.00% 0.22%

    1.00% 1.00% 0.24%

    3.00% 9.00% 2.79%

    5.32%

    D. E. = 2.31%

    C. V. = D. E = 2.31% =
    R. PROM. 9.00%

    R. E. - R. PROM. (R,E. - R. PROM.)2 ((R.E. - R. PROM.)2)*Prj

    -3.00% 9.00% 1.71%

    -1.00% 1.00% 0.27%

    1.00% 1.00% 0.21%

    3.00% 9.00% 2.07%

    4.26%

    D. E. = 2.06%

    C. V. = D. E = 2.06% =
    R. PROM. 10.00%

    R. E. - R. PROM. (R,E. - R. PROM.)2 ((R.E. - R. PROM.)2)*Prj

    -1.50% 2.25% 0.61%

    -0.50% 0.25% 0.06%

    0.50% 0.25% 0.07%

    1.50% 2.25% 0.47%

    1.21%

    D. E. = 1.10%

    C. V. = D. E = 1.10% =
    R. PROM. 11.50%

    R. E. - R. PROM. (R,E. - R. PROM.)2 ((R.E. - R. PROM.)2)*Prj

    -0.50% 0.25% 0.06%

    -1.50% 2.25% 0.65%

    0.50% 0.25% 0.05%

    1.50% 2.25% 0.54%

    1.31%

    D. E. = 1.14%
    C. V. = D. E = 1.14% =
    R. PROM. 11.50%
    VALORES A
    ESCENARIOS R. E. Pr.
    1 6.00%
    2 8.00% 22.00%
    3 10.00% 24.00%
    4 12.00% 31.00%

    0.26

    VALORES B
    ESCENARIOS R. E. Pr.
    1 7.00% 19.00%
    2 9.00%
    3 11.00% 21.00%
    4 13.00% 23.00%

    0.21
    VALORES C
    ESCENARIOS R. E. Pr.
    1 10.00% 27.00%
    2 11.00% 25.00%
    3 12.00%
    4 13.00% 21.00%

    0.10

    VALORES D
    ESCENARIOS R. E. Pr.
    1 11.00% 25.00%
    2 10.00% 29.00%
    3 12.00% 22.00%
    4 13.00%
    0.10

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