Precios de los activos Rendimientos

Periodo(t) PA PB Periodo(t) RA RB
1 9,110,000 34,370.00 1_2 0.22% -2.04%
2 9,130,000 33,670.00 2_3 1.97% -1.40%
3 9,310,000 33,200.00 3_4 -0.86% -2.89%
4 9,230,000 32,240.00 4_5 -0.76% -0.71%
5 9,160,000 32,010.00 5_6 3.17% -0.34%
6 9,450,000 31,900.00 6_7 -1.38% 2.19%
7 9,320,000 32,600.00 7_8 0.75% -3.28%
8 9,390,000 31,530.00 8_9 0.32% 0.00%
9 9,420,000 31,530.00 9_10 0.85% -0.22%
10 9,500,000 31,460.00 10_11 0.32% -6.23%
11 9,530,000 29,500.00 11_12 -3.15% -0.14%
12 9,230,000 29,460.00
 RE(RA) 0.1319% Varianza-Covarianza
RE(RB) -1.3688% A B
VAR(RA) 0.000284 A 0.000284 -0.000065
VAR(RB) 0.000489 B -0.000065 0.000489
RI(RA) 1.6843%
RI(RB) 2.2124%
COV(RA,RB) -0.000065

P1 P2 P3 P4 P5 P6
WA 5% 10% 15% 20% 25% 30%
WB 95% 90% 85% 80% 75% 70%
RE(P) #NAME? -1.2187% -1.1437% -1.0686% -0.9936% -0.9186%
VAR(P) 0.000436 0.000388 0.000343 0.000304 0.000269 0.000238
RI(P) 2.0887% 1.9688% 1.8533% 1.7431% 1.6393% 1.5431%
 𝑅𝐼(𝑃)=√(𝑤×𝑠×𝑤^𝑡 )
𝑅𝐸(𝑃)=𝑤×𝑟^𝑡 donde
donde 𝑤=[𝑤_1 𝑤_2 ⋯ 𝑤_𝑛 ]
𝑟=[𝑅 ̅_1 𝑅 ̅_2 ⋯ 𝑅 ̅_𝑛 ] 𝑠=[■8(𝜎_1^2&𝜎_12&⋯
𝑤=[𝑤_1 𝑤_2 ⋯ 𝑤_𝑛 ] &𝜎_1𝑛@𝜎_21&𝜎_2^2&⋯
&𝜎_2𝑛@⋮&⋮&⋱&⋮@𝜎_𝑛1&𝜎_𝑛2&⋯
&𝜎_𝑛^2 )]

P7 P8 P9 P10 P11 P12 P13 P14

35% 40% 45% 50% 55% 60% 65% 70%
65% 60% 55% 50% 45% 40% 35% 30%
-0.8435% -0.7685% -0.6935% -0.6184% -0.5434% -0.4684% -0.3933% -0.3183%
0.000212 0.000190 0.000173 0.000161 0.000153 0.000149 0.000150 0.000156
1.4561% 1.3800% 1.3168% 1.2683% 1.2362% 1.2219% 1.2260% 1.2482%
 P15 P16 P17 P18 P19
75% 80% 85% 90% 95%
25% 20% 15% 10% 5%
-0.2432% -0.1682% -0.0932% -0.0181% 0.0569%
0.000166 0.000180 0.000199 0.000223 0.000251
1.2878% 1.3431% 1.4122% 1.4934% 1.5846%
 P1*
WA
WB
WA+WB
RE(P)
VAR(P)
RI(P)

$WA
$WB