Date IPC BIMBO CEMEX %IPC %BIMBO %CEMEX

12/2/2019 42544.1406 33.364624 6.97464 -0.59% -0.38% -2.55%

12/3/2019 42294.5195 33.236492 6.797068 -0.24% 0.00% -0.73%
12/4/2019 42191.9219 33.236492 6.747742 0.06% -1.30% 1.61%
12/5/2019 42216.0313 32.802799 6.856258 -0.66% -0.72% -2.73%

12/6/2019 41938.6914 32.566242 6.668821 0.03% -0.33% 1.48%

12/9/2019 41951.5898 32.457817 6.767472 1.63% 1.00% 0.00%
12/10/2019 42633.4297 32.783085 6.767472 1.32% 3.16% 2.19%
12/11/2019 43195.1914 33.818031 6.91545 2.45% -1.63% 3.25%
12/13/2019 44254.4297 33.26606 7.14 0.23% 0.21% 0.42%
12/16/2019 44356.2188 33.335056 7.17 0.10% -0.12% -0.56%
12/17/2019 44401.1602 33.295628 7.13 1.59% 1.21% 3.09%
12/18/2019 45106.2891 33.699749 7.35 -1.01% 0.94% -0.54%
12/19/2019 44649.4297 34.01516 7.31 -0.32% 0.99% -1.09%
12/20/2019 44505.6406 34.350285 7.23 -0.51% -2.07% 0.28%
12/23/2019 44276.8516 33.640614 7.25 -0.27% -0.94% -0.28%
12/24/2019 44157.9688 33.325199 7.23 0.32% -0.21% 1.38%
12/26/2019 44300.1719 33.256207 7.33 -0.09% 3.38% -1.36%
12/27/2019 44261.5117 34.379856 7.23 -1.36% 0.00% -0.97%
12/30/2019 43657.4805 34.379856 7.16 -0.27% 0.00% 0.00%
12/31/2019 43541.0195 34.379856 7.16 2.06% 1.38% 0.00%
1/2/2020 44437.2305 34.852974 7.16 0.42% 0.03% 0.42%
1/3/2020 44624.8516 34.862831 7.19 -0.29% 0.44% 0.14%
1/6/2020 44495.3008 35.01561 7.2 -0.76% -1.34% -1.81%
1/7/2020 44157.8086 34.547417 7.07 0.71% -0.09% 1.84%
1/8/2020 44470.9102 34.517849 7.2 0.23% 2.31% -1.39%
1/9/2020 44572.1719 35.316238 7.1 0.20% -0.39% 1.13%
1/10/2020 44660.3281 35.178242 7.18 0.42% 0.28% -0.42%
1/13/2020 44847.4688 35.27681 7.15 -0.17% -0.59% -0.42%
1/14/2020 44773.2383 35.06982 7.12 -0.71% -1.69% -2.39%
1/15/2020 44453.3281 34.478424 6.95 1.91% 0.91% 4.89%

1/16/2020 45303.0781 34.793835 7.29 1.14% 1.10% 7.27%

1/17/2020 45817.7617 35.178242 7.82 0.19% 0.98% -1.53%
1/20/2020 45902.6797 35.523224 7.7 -0.58% -0.61% 0.13%
1/21/2020 45637.3203 35.306377 7.71 -0.07% -2.82% 2.33%
1/22/2020 45604.4414 34.310863 7.89 -0.28% -0.80% -0.13%
1/23/2020 45476.4297 34.034874 7.88 -0.74% -2.98% -0.13%
1/24/2020 45141.6211 33.019646 7.87 -2.23% -2.31% -1.08%
1/27/2020 44134.3906 32.255756 7.785 1.32% 3.50% 3.40%
1/28/2020 44717.9414 33.384338 8.05 0.93% 0.03% -1.24%
1/29/2020 45132.6016 33.394196 7.95 -0.60% 0.50% -1.26%
1/30/2020 44862.7617 33.561756 7.85 -1.68% -0.72% -3.25%
1/31/2020 44108.3086 33.320271 7.595 2.13% 1.42% 4.61%
2/4/2020 45047.0703 33.793388 7.945 -0.59% -0.89% -2.45%
2/5/2020 44782.8594 33.49276 7.75 -0.65% -2.50% 0.00%
2/6/2020 44493.1484 32.654949 7.75 -0.21% 0.12% 0.52%
2/7/2020 44399.3281 32.694374 7.79 -0.25% -0.59% -0.71%

2/10/2020 44290.5313 32.502171 7.735 1.66% 2.65% 4.07%

2/11/2020 45027.4102 33.364624 8.05 0.69% 0.68% -4.97%
2/12/2020 45338.3711 33.591331 7.65 -0.74% -1.00% -4.84%
2/13/2020 45005.1211 33.256207 7.28 -0.01% -2.40% -1.79%
2/14/2020 44999.6797 32.457817 7.15 0.04% -0.09% 0.14%
2/17/2020 45016.9609 32.428249 7.16 -0.10% -1.46% -2.23%
2/18/2020 44974.1094 31.95513 7 -0.16% -2.13% -0.71%
2/19/2020 44901.5 31.275024 6.95 -0.28% -2.62% 0.72%
2/20/2020 44774.5391 30.456926 7 0.06% 3.95% 1.43%
2/21/2020 44802.5391 31.659431 7.1 -2.20% 0.59% -0.70%
2/24/2020 43818.0703 31.846708 7.05 -1.76% -2.82% -2.13%
2/25/2020 43045.6797 30.949757 6.9 -0.72% 0.41% -6.67%
2/26/2020 42737.2813 31.077892 6.44 -2.64% -4.44% -4.19%
2/27/2020 41607.4219 29.697966 6.17 -0.68% -1.46% 2.76%
2/28/2020 41324.3086 29.264277 6.34 2.04% 3.87% 1.10%
3/2/2020 42167.2383 30.397787 6.41 0.72% 1.04% 2.81%
3/3/2020 42472.25 30.713198 6.59 2.20% 2.76% 2.12%
3/4/2020 43404.7617 31.560867 6.73 -2.44% -3.37% -6.98%
3/5/2020 42344.8594 30.496353 6.26 -2.26% -3.36% -6.07%
3/6/2020 41388.7813 29.471264 5.88 -6.42% -9.87% -8.33%
3/9/2020 38730.5586 26.563566 5.39 2.16% 4.30% 5.19%
3/10/2020 39565.4414 27.706932 5.67 -2.24% -0.57% -0.35%
3/11/2020 38678.5508 27.549227 5.65 -5.28% 0.43% -7.43%
3/12/2020 36636.6992 27.667505 5.23 3.95% 5.06% 2.68%
3/13/2020 38085.0508 29.067144 5.37 -3.21% 6.68% -5.59%
3/17/2020 36862.8398 31.008896 5.07 -3.61% -1.37% -6.51%
3/18/2020 35532.7383 30.585062 4.74 -1.10% 1.87% -3.59%
3/19/2020 35143.6289 31.156746 4.57 -2.49% -3.83% -5.47%
3/20/2020 34269.5117 29.964094 4.32 -3.81% -2.80% -1.85%
3/23/2020 32964.2188 29.126282 4.24 4.27% 8.26% 5.42%
3/24/2020 34371.5313 31.531296 4.47 3.39% 7.53% -4.03%
3/25/2020 35536.6992 33.906742 4.29 0.48% 4.04% 7.46%
3/26/2020 35706.5703 35.27681 4.61 -5.34% -11.79% -6.94%
3/27/2020 33799.4883 31.117319 4.29 1.18% 8.58% 1.17%
3/30/2020 34199.9688 33.78846 4.34 1.04% 0.58% 13.59%
3/31/2020 34554.5313 33.985592 4.93 -2.50% -5.02% -6.90%
4/1/2020 33691.8789 32.280399 4.59 -0.30% 1.44% -2.83%
4/2/2020 33590.6211 32.74366 4.46 -1.53% -5.15% -5.61%
4/3/2020 33075.4102 31.05818 4.21 3.95% 0.51% 9.50%
4/6/2020 34381.5586 31.215885 4.61 0.42% 3.32% 6.94%
4/7/2020 34526.3086 32.250832 4.93 0.12% 2.26% 1.62%
4/8/2020 34567.7813 32.980217 5.01 0.13% -3.50% 1.60%
4/13/2020 34613.6719 31.826996 5.09 0.38% 4.21% -4.72%
4/14/2020 34746.3906 33.167496 4.85 -2.56% -3.39% -0.21%
4/15/2020 33855.2383 32.043839 4.84 -0.28% -0.86% -2.48%
4/16/2020 33759.75 31.767855 4.72 2.91% 3.85% 6.99%
4/17/2020 34743.1016 32.990074 5.05 -0.77% -4.63% -1.58%
4/20/2020 34477.0586 31.462299 4.97 -1.70% 1.44% -5.84%
4/21/2020 33892.2813 31.915705 4.68 0.98% 1.14% 0.21%
4/22/2020 34223.8516 32.280399 4.69 0.05% -2.56% -0.43%
4/23/2020 34240.6016 31.452444 4.67 1.01% 2.26% -0.86%
4/24/2020 34586.8203 32.162121 4.63 1.10% 1.59% 1.08%
4/27/2020 34968.0898 32.674664 4.68 2.47% 10.05% 7.91%
4/28/2020 35830.8086 35.956913 5.05 2.90% -4.30% 3.37%
4/29/2020 36870.0898 34.409428 5.22 -1.08% 1.95% -2.87%
4/30/2020 36470.1094 35.079678 5.07 -0.27% 1.43% 1.18%
5/4/2020 36370.4297 35.582363 5.13 0.68% -1.16% 0.97%
5/5/2020 36616.0586 35.168385 5.18 1.01% -2.05% -3.09%
5/6/2020 36986.1992 34.448853 5.02 -0.52% -0.23% 1.20%
5/7/2020 36792.4102 34.369999 5.08 2.26% 0.38% 0.79%
5/8/2020 37623.6797 34.5 5.12 0.02% 5.30% 0.20%
5/11/2020 37631.8906 36.330002 5.13 -0.45% 2.15% -1.56%
5/12/2020 37462.8906 37.110001 5.05 -2.85% -1.35% -8.12%
5/13/2020 36394.5898 36.610001 4.64 -0.83% -2.57% -1.51%
5/14/2020 36094.1406 35.669998 4.57 -1.12% -0.20% 1.09%
5/15/2020 35691.3906 35.599998 4.62 3.98% 3.93% 2.16%
5/18/2020 37112.4609 37 4.72 -3.37% -2.73% -1.48%
5/19/2020 35862.0391 35.990002 4.65 0.46% -0.31% 3.87%
5/20/2020 36026.9805 35.880001 4.83 -1.29% -0.53% 0.83%
5/21/2020 35560.7617 35.689999 4.87 0.63% -0.42% -2.05%
5/22/2020 35784.4219 35.540001 4.77 0.14% -0.79% 0.00%
5/25/2020 35832.7695 35.259998 4.77 1.04% 1.62% 3.56%
5/26/2020 36206.8594 35.830002 4.94 1.89% 0.56% 7.29%
5/27/2020 36889.9609 36.029999 5.3 -1.04% -2.50% -0.19%
5/28/2020 36508.1406 35.130001 5.29 -1.06% -1.31% -0.76%
5/29/2020 36122.7305 34.669998 5.25 2.38% 4.96% 1.52%
6/1/2020 36980.8516 36.389999 5.33 1.30% 1.79% 9.19%
6/2/2020 37460.4414 37.040001 5.82 2.22% -1.30% 8.25%
 6/3/2020 38290.7695 36.560001 6.3 -1.09% -1.91% -1.90%
6/4/2020 37872.8906 35.860001 6.18 2.84% -1.65% 4.53%
6/5/2020 38948.0781 35.27 6.46 2.58% 2.81% 3.41%
6/8/2020 39954.0117 36.259998 6.68 -1.92% -1.93% -4.19%
6/9/2020 39185.6602 35.560001 6.4 -2.35% -0.65% -6.56%
6/10/2020 38266.1914 35.330002 5.98 -3.76% -2.32% -2.17%
6/11/2020 36827.3594 34.509998 5.85 2.31% 1.68% 5.81%
6/12/2020 37679.2383 35.09 6.19 -0.70% 0.20% -4.20%
6/15/2020 37416.7383 35.16 5.93 1.28% 1.39% 5.23%
6/16/2020 37894.0508 35.650002 6.24 0.01% 5.30% 0.32%
6/17/2020 37897.2383 37.540001 6.26 -0.70% -1.39% 5.43%
6/18/2020 37632.8906 37.02 6.6 2.05% 2.19% -3.79%
6/19/2020 38404.6289 37.830002 6.35 -0.73% 1.82% 1.89%
6/22/2020 38123.5586 38.52 6.47 0.25% 2.49% -1.55%
6/23/2020 38217.6797 39.48 6.37 -0.81% -1.24% -1.73%
6/24/2020 37908.3789 38.990002 6.26 -0.46% 0.64% 1.76%
6/25/2020 37734.5195 39.240002 6.37 -0.80% 0.59% -1.41%
6/26/2020 37431.9492 39.470001 6.28 0.90% -1.27% 2.71%
6/29/2020 37769.1914 38.970001 6.45 -0.14% -1.28% 0.47%
6/30/2020 37716.4297 38.470001 6.48 -0.26% 1.35% -3.70%
7/1/2020 37619.7695 38.990002 6.24 0.73% 0.03% 2.24%
7/2/2020 37894.0781 39 6.38 0.15% -0.41% 0.78%
7/3/2020 37950 38.84 6.43 -0.17% 0.72% 0.00%
7/6/2020 37884.7617 39.119999 6.43 -0.13% 1.02% -0.93%
7/7/2020 37837.3906 39.52 6.37 -0.93% -2.73% -1.26%
7/8/2020 37483.8789 38.439999 6.29 -1.84% -2.78% -4.77%
7/9/2020 36795.9492 37.369999 5.99 -0.90% 0.37% -0.50%
7/10/2020 36465.4609 37.509998 5.96 -0.21% -1.36% 3.86%
7/13/2020 36389.3906 37 6.19 -0.55% -2.19% -0.97%
7/14/2020 36190.9102 36.189999 6.13 1.10% -1.08% 3.75%
7/15/2020 36590.2617 35.799999 6.36 -0.34% 0.06% 1.26%
7/16/2020 36465.6719 35.82 6.44 -0.38% 1.51% -1.09%
7/17/2020 36327.8398 36.360001 6.37 -0.01% -0.39% -1.10%
7/20/2020 36323.6914 36.220001 6.3 1.54% 1.52% -0.48%
7/21/2020 36881.6719 36.77 6.27 1.53% 1.63% 0.32%
7/22/2020 37447.1016 37.369999 6.29 -0.04% 1.10% -0.16%
7/23/2020 37433.3008 37.779999 6.28 -0.20% 3.07% -0.64%
7/24/2020 37357.4609 38.939999 6.24 1.03% 0.69% 8.97%
7/27/2020 37742.1406 39.209999 6.8 0.08% 14.08% -0.29%
7/28/2020 37771.2109 44.73 6.78 -0.13% -5.81% 1.62%
7/29/2020 37720.8398 42.130001 6.89 -1.55% -2.85% -1.74%
7/30/2020 37136.7813 40.93 6.77 -0.32% -2.05% 0.74%
7/31/2020 37019.6797 40.09 6.82 1.42% 2.99% 3.08%
8/3/2020 37546.7188 41.290001 7.03 -0.21% -0.39% 1.71%
8/4/2020 37466.9492 41.130001 7.15 1.16% 1.46% 1.82%
 8/5/2020 37901.9609 41.73 7.28 0.25% -2.44% 0.27%
8/6/2020 37998.3398 40.709999 7.3 0.02% -1.65% 0.27%
8/7/2020 38005 40.040001 7.32 0.75% 3.77% 2.05%
8/10/2020 38289.7617 41.549999 7.47 1.08% 0.17% 0.54%
8/11/2020 38703.5898 41.619999 7.51 -0.18% -0.77% -1.60%
8/12/2020 38634.1016 41.299999 7.39 -0.05% 0.00% 0.14%
8/13/2020 38615.6211 41.299999 7.4 0.87% 0.36% 1.35%
8/14/2020 38949.8789 41.450001 7.5 0.86% 5.16% 4.13%
8/17/2020 39285.8516 43.59 7.81 -0.51% 2.84% -2.43%
8/18/2020 39087.3516 44.830002 7.62 -0.17% 0.07% -1.84%
8/19/2020 39021.9219 44.860001 7.48 -0.81% -2.70% 2.54%
8/20/2020 38707.2383 43.650002 7.67 -1.58% -1.58% -1.30%
8/21/2020 38095.8789 42.959999 7.57 -0.17% -2.09% 1.19%
8/24/2020 38029.6211 42.060001 7.66 0.58% 4.14% 0.78%
8/25/2020 38249.8984 43.799999 7.72 -1.30% -1.67% -0.78%
8/26/2020 37753.0391 43.07 7.66 -0.28% -0.09% -1.31%
8/27/2020 37647.1914 43.029999 7.56 0.39% -2.46% -2.38%
8/28/2020 37794.25 41.970001 7.38 -2.52% -3.69% -4.88%
8/31/2020 36840.7305 40.419998 7.02 1.76% 4.11% 2.56%
9/1/2020 37487.9883 42.080002 7.2 -1.16% -2.09% -1.53%
9/2/2020 37053.7695 41.200001 7.09 -1.68% -2.28% -3.24%
9/3/2020 36429.6602 40.259998 6.86 0.05% -0.45% 0.15%
9/4/2020 36448.5 40.080002 6.87 0.52% 2.77% 0.87%
9/7/2020 36637.4492 41.189999 6.93 -1.54% -2.65% -1.73%
9/8/2020 36071.4297 40.099998 6.81 0.24% 2.14% 1.62%
9/9/2020 36157.9609 40.959999 6.92 0.06% -2.32% 8.67%
9/10/2020 36180.7383 40.009998 7.52 0.43% -0.95% 6.91%
9/11/2020 36334.8906 39.630001 8.04 1.51% 1.19% 3.23%
9/14/2020 36881.9883 40.099998 8.3 -0.41% -0.45% 1.57%
9/15/2020 36729.1484 39.919998 8.43 -1.63% -2.58% -3.44%
9/17/2020 36130.9219 38.889999 8.14 -0.31% -3.81% 0.12%
9/18/2020 36017.3516 37.41 8.15 -1.39% 4.49% -4.05%
9/21/2020 35517.7695 39.09 7.82 0.95% 1.59% 2.17%
9/22/2020 35853.5781 39.709999 7.99 -0.07% 0.08% -0.13%
9/23/2020 35829.5781 39.740002 7.98 1.08% -0.91% -1.25%
9/24/2020 36217.4883 39.380001 7.88 1.01% 0.61% 1.40%
9/25/2020 36583.7109 39.619999 7.99 1.77% 0.71% 3.88%
9/28/2020 37231.5 39.900002 8.3 -0.26% 2.56% -1.93%
9/29/2020 37134.9219 40.919998 8.14 0.87% 1.10% 2.95%
9/30/2020 37458.6914 41.369999 8.38 -2.22% -4.98% -2.74%
10/1/2020 36626.1094 39.310001 8.15 0.04% -0.94% 0.37%
10/2/2020 36642.3789 38.939999 8.18 0.27% 1.36% 3.18%
10/5/2020 36740.3281 39.470001 8.44 0.56% -0.58% -1.18%
10/6/2020 36947.8711 39.240002 8.34 1.27% 3.44% 0.60%
10/7/2020 37418.7891 40.59 8.39 2.63% 2.37% 3.81%
 10/8/2020 38404.0508 41.549999 8.71 0.19% 0.00% 0.00%
10/9/2020 38478.5781 41.549999 8.71 -0.35% -2.31% -3.79%
10/12/2020 38342.0898 40.59 8.38 -0.55% 0.37% -1.43%
10/13/2020 38131.7813 40.740002 8.26 -0.28% 1.50% 2.54%
10/14/2020 38025.7188 41.349998 8.47 0.09% -0.24% 3.54%
10/15/2020 38059.2305 41.25 8.77 -0.48% -0.15% -0.91%
10/16/2020 37876.4883 41.189999 8.69 -0.50% 0.00% 0.00%
10/19/2020 37685.7383 41.189999 8.69 1.37% 0.51% 1.50%
10/20/2020 38201.8086 41.400002 8.82 1.22% 2.22% 0.79%
10/21/2020 38669.25 42.32 8.89 -0.04% -2.39% -0.56%
10/22/2020 38652.1914 41.310001 8.84 0.14% -0.05% -2.04%
10/23/2020 38707.7188 41.290001 8.66 -1.19% 2.69% -2.08%
10/26/2020 38245.8594 42.400002 8.48 -0.64% 2.50% -2.48%
10/27/2020 38001.3086 43.459999 8.27 -1.60% -1.56% 1.21%
10/28/2020 37393.7109 42.779999 8.37 -1.58% -4.98% 0.84%
10/29/2020 36801.3711 40.650002 8.44 0.51% 0.84% 3.79%
10/30/2020 36987.8594 40.990002 8.76 1.29% 1.63% 2.74%
11/3/2020 37466.0898 41.66 9 0.03% 0.94% -6.22%
11/4/2020 37475.7617 42.049999 8.44 2.46% 0.69% 1.78%
11/5/2020 38399.0703 42.34 8.59 0.34% -1.30% -2.91%
11/6/2020 38530.5 41.790001 8.34 2.91% -1.48% 4.44%
11/9/2020 39652.5195 41.169998 8.71 1.90% 4.30% 5.74%
11/10/2020 40404.5781 42.939999 9.21 1.12% 0.19% -0.11%
11/11/2020 40858.9492 43.02 9.2 -1.28% 1.65% -1.74%
11/12/2020 40335.9492 43.73 9.04 1.13% -0.55% 0.33%
11/13/2020 40791.8086 43.490002 9.07 2.84% 3.68% 2.76%
11/17/2020 41948.7891 45.09 9.32 0.72% -0.73% 4.51%
11/18/2020 42252.6094 44.759998 9.74 -0.91% -3.60% -2.98%
11/19/2020 41868.8203 43.150002 9.45 0.09% -2.87% -2.33%
11/20/2020 41905.0586 41.91 9.23 0.86% 1.96% 0.54%
11/23/2020 42267.1992 42.73 9.28 1.11% 0.19% 5.50%
11/24/2020 42736.4805 42.810001 9.79 -1.25% -0.72% -3.78%
11/25/2020 42200.5898 42.5 9.42 0.50% 1.18% -1.38%
11/26/2020 42412.4688 43 9.29 -1.74% 0.30% 0.22%
11/27/2020 41674.3008 43.130001 9.31 0.25% -0.86% -1.18%
11/30/2020 41778.8711 42.759998 9.2 2.67% 0.09% 8.91%
12/1/2020 42895.6289 42.799999 10.02 -100.00% -100.00% -100.00%

%IPC %BIMBO %CMC

ESPERANZAS 0.0154% 0.14% 0.20%
VARIANZAS 0.0002 0.0008 0.0012
DESVIACIÓN
ESTÁNDAR 1.55% 2.81% 3.44%
BETAS 0.2924 0.2523
COVARIANZA 0.0003
 FRONTERA EFICIENTE DE MARKOWITZ
RIESGO ESPERANZA

Portafolio de Máximo Rendimiento 0.00118 0.20%

Portafolio Meta 1 0.00049 0.13%
Portafolio Meta 2 0.00038 0.13%
Portafolio Meta 3 0.00023 0.10%
Portafolio Meta 4 0.00011 0.07%
Portafolio Meta 5 0.00004 0.04%
Portafolio de Mínimo Riesgo Global 0.00001 0.02%

rf: Tasa Libre de Riesgo (Cetes a un Año)

rf: Tasa Libre de Riesgo (Cetes Diaría)
Participación Portafoilio

MATRIZ DE VARIANZAS Y COVARIANZAS

ACCIÓN 1 ACCCIÓN 2
ACCION 1 0.0008 0.00030
ACCIÓN 2 0.00030 0.0012

SISTEMA DE ECUACIONES PARA EL PORTAFOLIO DE MÍNIMO RIESGO GLOBAL

Asignacione
s
de capital
ACCIÓN 1 ACCCIÓN 2
ACCION 1 0.0008 0.0003 1 X1
ACCIÓN 2 0.0003 0.0012 1 X2
1 1 0 L

SISTEMA DE ECUACIONES PARA PORTAFOLIOS

 ACCION 1
ACCIÓN 2

RIESGO PARA UN

s2P X1 X2
NTERA EFICIENTE DE MARKOWITZ ÍNDICES DE DESEMPEÑO
% BIMBO % CEMEX BP EP>rf Diaria I.T. I.S

0% 100% 0.25 0.19% 0.008 0.06

1% 64% 0.16 0.12% 0.007 0.05
15% 52% 0.18 0.12% 0.007 0.06
21% 36% 0.15 0.09% 0.006 0.06
19% 22% 0.11 0.06% 0.005 0.06
15% 9% 0.07 0.03% 0.004 0.05
13% 1% 0.04 0.01% 0.002 0.02

: Tasa Libre de Riesgo (Cetes a un Año) 4.25%

: Tasa Libre de Riesgo (Cetes Diaría) 0.01%
Participación Portafoilio $ 1,000,000.00

Z<
Frontera Eficient
0.25%

0.20%

0.15%

0.10%

0.05%

RIESGO GLOBAL
0.00%
- 0.00020 0.00040 0.00060 0.00
Vector de
Términos
independientes

0 BIMBO A X1 64.37%
0 CMX CPO X2 35.63%
100% 100.00%

A DE ECUACIONES PARA PORTAFOLIOS CON RENDIMIENTOS META

 Vector de
Asignacione
s Términos
independient
de capital
es
ACCIÓN 1 ACCCIÓN 2
0.0008 0.0003 1 0.14% X1 0
0.0003 0.0012 1 0.203% X2 0
1 1 0 0 L1 1
0.14% 0.20% 0 0 L2 0.20%

RIESGO PARA UN PORTAFOLIO CON 2 ACCIONES

* Varianza 1 Covarianza * X1
Covarianza Varianza 2 X2
O RIESGO
VaR VaR
CAPM I.J
1 Día 10 Días
0.00013 0.19% -$ 80,077.12 -$ 332,206.33
0.00014 0.12% -$ 51,625.90 -$ 267,611.91
0.00283 -0.16% -$ 45,716.23 -$ 262,462.73
0.00010 0.09% -$ 35,428.08 -$ 235,365.97
0.00014 0.06% -$ 24,765.00 -$ 197,491.08
0.00011 0.03% -$ 14,390.41 -$ 148,642.12
0.00011 0.01% -$ 8,581.00 -$ 102,684.80

Frontera Eficiente

0.00040 0.00060 0.00080 0.00100 0.00120 0.00140