CAPM

DIA AR BR CR DR ER FR
1
2 -0.200000 0.000000 -0.411765 0.250000 -0.600000 -0.500000
3 0.875000 0.700000 0.500000 -0.100000 2.500000 1.000000
4 -0.333333 -0.470588 -0.533333 0.111111 0.428571 0.500000
5 0.000000 0.666667 1.857143 0.500000 -0.400000 -0.333333
6 0.500000 0.333333 -0.450000 -0.266667 0.666667 1.000000
7 -0.333333 0.000000 -0.090909 -0.272727 0.500000 -0.750000
8 -0.100000 -0.250000 0.330000 -0.375000 0.333333 1.140000
9 0.111111 -0.200000 -0.248120 1.000000 0.000000 -0.065421
10 0.000000 0.500000 0.200000 0.000000 0.000000 -0.100000
11 0.100000 0.000000 -0.166667 -0.100000 0.000000 0.111111
12 -0.090909 -0.166667 0.000000 0.111111 -0.100000 0.000000

Cov(rM,rI) -0.1156961498 -0.1079635642 -0.0996747321 -0.0309522662 -0.0091232736 -0.0806885864

Desvia rM
ELEGIR
Beta Activo -0.2368921112 -0.2210593585 -0.2040876707 -0.0633759005 -0.0186802373 -0.1652128407

DECI VALI
 GR Rm rm de R Rf
2% 1.50%
0.000000 1.50% -25.00% 1.50% 0
-0.100000 1% -33.33% 1.50% 0
-0.444444 2% 100.00% 1.50% 0
-0.500000 1.50% -25.00% 1.50% 0
1.000000 1% -33.33% 1.70% 0.1333333
-0.500000 2% 100.00% 1.70% 0
1.520000 2.10% 5.00% 1.70% 0
-0.206349 2% -4.76% 1.70% 0
0.200000 2% 0.00% 1.60% -0.0588235
-0.166667 1.50% -25.00% 1.60% 0
0.200000 1.70% 13.33% 1.60% 0

-0.1030818938
0.4883917376

-0.2110639592
 DIA A rA B rB C rC
1 1 1.0000 1.7000
2 0.8 -0.2000 1.0000 0.0000 1.0000 -0.4118
3 1.5 0.8750 1.7000 0.7000 1.5000 0.5000
4 1 -0.3333 0.9000 -0.4706 0.7000 -0.5333
5 1 0.0000 1.5000 0.6667 2.0000 1.8571
6 1.5 0.5000 2.0000 0.3333 1.1000 -0.4500
7 1 -0.3333 2.0000 0.0000 1.0000 -0.0909
8 0.9 -0.1000 1.5000 -0.2500 1.3300 0.3300
9 1 0.1111 1.2000 -0.2000 1.0000 -0.2481
10 1 0.0000 1.8000 0.5000 1.2000 0.2000
Cov(rM,rI) 0.0748 0.1185 0.1134 0.2117
Desvia rM
ELEGIR
Beta Activo 0.221039824444837 0.35000586 0.3350157047 0.62563774

DECI VALI 6.33% 2.90% 8.33%

ARMAR CARTERA
D A B
I 50% 30% 20%
II 60% 25% 15%

ELEGIR CARTERA
Cartera I
% Beta beta x %
D 50% 0.1570179 0.07850895
A 30% 0.22103982 0.06631195
B 20% 0.35000586 0.07000117
Beta pond 0.21482207

Cartera II
% Beta beta x %
D 60% 0.1570179 0.09421074
A 25% 0.22103982 0.05525996
B 15% 0.35000586 0.05250088
Beta pond 0.20197157

DECI VALI CAR

rII 6.0305593959257300%
 D rD rM
0.8000 rF 2%
1.0000 0.2500 -0.0904 embi 0.90%
0.9000 -0.1000 0.4938
1.0000 0.1111 -0.3065
1.5000 0.5000 0.7560
1.1000 -0.2667 0.0292
0.8000 -0.2727 -0.1742
0.5000 -0.3750 -0.0988
1.0000 1.0000 0.1657
1.0000 0.0000 0.1750
0.0546 0.0531 0.1145
0.3384

0.16135192 0.1570178987 0.33842533

5.33%

% Beta
D 50% 0
A 30% 0
B 20% 0
Beta pond
beta x %
0
0
0
0