Activo A Activo B

Retorno esperado 15.00% 12.00%

Desviación estándar (riesgo) 14.00% 11.00%
Varianza 1.96% 1.21%
Correlación 0.70
Covarianza 0.01
Rf 8.00%

Portafolio W total W-A W-B S^2 Portafolio S Portafolio

1 100.00% 100% 0.00% 1.9600% 14.00%
2 100.00% 95% 5.00% 1.8743% 13.69%
3 100.00% 90% 10.00% 1.7937% 13.39%
4 100.00% 85% 15.00% 1.7182% 13.11%
5 100.00% 80% 20.00% 1.6478% 12.84%
6 100.00% 75% 25.00% 1.5824% 12.58%
7 100.00% 70% 30.00% 1.5221% 12.34%
8 100.00% 65% 35.00% 1.4668% 12.11%
9 100.00% 60% 40.00% 1.4166% 11.90%
10 100.00% 55% 45.00% 1.3715% 11.71%
11 100.00% 50% 50.00% 1.3315% 11.54%
12 100.00% 45% 55.00% 1.2965% 11.39%
13 100.00% 40% 60.00% 1.2666% 11.25%
14 100.00% 35% 65.00% 1.2418% 11.14%
15 100.00% 30% 70.00% 1.2221% 11.05%
16 100.00% 25% 75.00% 1.2074% 10.99%
17 100.00% 20% 80.00% 1.1978% 10.94%
18 100.00% 15% 85.00% 1.1932% 10.92%
19 100.00% 10% 90.00% 1.1937% 10.93%
20 100.00% 5% 95.00% 1.1993% 10.95%
21 100.00% 0% 100.00% 1.2100% 11.00%
22 100.00% -5% 105.00% 1.2257% 11.07%
23 100.00% -10% 110.00% 1.2465% 11.16%
24 100.00% -15% 115.00% 1.2724% 11.28%
25 100.00% -20% 120.00% 1.3034% 11.42%
26 100.00% -25% 125.00% 1.3394% 11.57%
27 100.00% -30% 130.00% 1.3805% 11.75%
28 100.00% -35% 135.00% 1.4266% 11.94%
29 100.00% -40% 140.00% 1.4778% 12.16%
30 100.00% -45% 145.00% 1.5341% 12.39%
Retorno Portafolio Ratio de Sharpe
15.00% 50.00%
14.85% 50.03%
14.70% 50.03%
14.55% 49.97% 16.00%

14.40% 49.86%
14.25% 49.69%
14.10% 49.44% 15.00%
13.95% 49.13%
13.80% 48.73%
13.65% 48.24%
13.50% 47.66% 14.00%

Rendimiento del Portafolio

13.35% 46.99%
13.20% 46.20%
13.05% 45.32%
13.00%
12.90% 44.33%
12.75% 43.23%
12.60% 42.03%
12.45% 40.74% 12.00%
12.30% 39.36%
12.15% 37.89%
12.00% 36.36%
11.85% 34.77% 11.00%
11.70% 33.14%
11.55% 31.47%
11.40% 29.78%
10.00%
11.25% 28.08% 10.00% 10.50% 11.00%
11.10% 26.38%
10.95% 24.70%
10.80% 23.03%
10.65% 21.40%
 Frontera Eficiente de Capital

10.50% 11.00% 11.50% 12.00% 12.50% 13.00% 13.50% 14.00% 14.50%

Riesgo