A B

RENTABILIDAD RENTABILIDAD
FECHA INTEL SONY TOYOTA APPLE
DE INTEL DE SONY
1/1/2021 50.854527 95.709999 140.520004 129.84 - -

2/1/2021 55.682552 105.809998 147.929993 119.31 9.49% 10.55%

3/1/2021 58.988392 106.010002 156.059998 120.37 5.94% 0.19%
4/1/2021 53.025036 100.160004 150.770004 129.54 -10.11% -5.52%
5/1/2021 52.647141 99.610001 165.979996 122.79 -0.71% -0.55%
6/1/2021 52.06258 97.220001 174.839996 135.19 -1.11% -2.40%
7/1/2021 49.818344 104.300003 179.839996 143.98 -4.31% 7.28%
8/1/2021 50.133644 103.459999 174.229996 149.87 0.63% -0.81%
9/1/2021 49.731369 110.580002 177.75 139.88 -0.80% 6.88%
10/1/2021 45.736443 115.790001 176.570007 148.09 -8.03% 4.71%
11/1/2021 45.923126 121.849998 177.850006 163.41 0.41% 5.23%
12/1/2021 48.404217 126.400002 185.300003 175.80 5.40% 3.73%
1/1/2022 45.885319 111.660004 198.449997 173.03 -5.20% -11.66%
2/1/2022 44.832649 102.529999 182.949997 163.47 -2.29% -8.18%
3/1/2022 46.935677 102.709999 180.25 173.09 4.69% 0.18%
4/1/2022 41.281799 86.050003 171 156.27 -12.05% -16.22%
5/1/2022 42.067856 94.07 166.369995 147.54 1.90% 9.32%
6/1/2022 35.709103 81.769997 154.169998 135.73 -15.12% -13.08%
7/1/2022 34.659122 85.389999 162.589996 161.33 -2.94% 4.43%
8/1/2022 30.468714 79.349998 149.369995 156.08 -12.09% -7.07%
9/1/2022 24.846664 64.050003 130.289993 137.38 -18.45% -19.28%
10/1/2022 27.411358 67.470001 138.809998 152.44 10.32% 5.34%
11/1/2022 28.992594 83.07 147.690002 147.16 5.77% 23.12%
12/1/2022 25.82719 76.279999 136.580002 129.38 -10.92% -8.17%
1/1/2023 27.615454 89.459999 147.110001 143.68 6.92% 17.28%
2/1/2023 24.361403 83.580002 135.919998 146.78 -11.78% -6.57%
3/1/2023 32.313869 90.650002 141.690002 164.45 32.64% 8.46%
4/1/2023 30.72142 89.669998 137.330002 169.22 -4.93% -1.08%
5/1/2023 31.097279 93.699997 136.130005 176.77 1.22% 4.49%
6/1/2023 33.210922 90.040001 160.75 193.71 6.80% -3.91%
7/1/2023 35.52496 93.599998 168.240005 196.19 6.97% 3.95%
8/1/2023 34.899277 83.190002 172.130005 187.62 -1.76% -11.12%
9/1/2023 35.433487 82.410004 179.75 171.21 1.53% -0.94%
10/1/2023 36.380375 83.050003 175.179993 170.77 2.67% 0.78%
 C D
RENTABILIDAD RENTABILIDAD
DE TOYOTA DE APPLE Rendimiento esperado y riesgo
- - A B C D

5.27% -8.11% Media Aritmetica -0.58% -0.02% 0.87% 1.14%

5.50% 0.88% Var 0.008797 0.269773 0.133002 0.204547
-3.39% 7.62% RIESGO 9.38% 51.94% 36.47% 45.23%
10.09% -5.21% RE(f) -0.58% -0.02% 0.87% 1.14%
5.34% 10.10% Var(f) 0.008797 0.008177 0.004065 0.006204
2.86% 6.50% RI(f) 9.38% 51.94% 36.47% 45.23%
-3.12% 4.09%
2.02% -6.66% RA,RB RA,RD RB,RC RB,RD
-0.66% 5.87% COV ### ### ### ###
0.72% 10.35% CORRE 0.64641093 0.43160224 0.50073748 0.41233285
4.19% 7.58%
7.10% -1.57%
-7.81% -5.53%
-1.48% 5.88%
-5.13% -9.71%
-2.71% -5.59%
-7.33% -8.01%
5.46% 18.86%
-8.13% -3.26%
-12.77% -11.98%
6.54% 10.96%
6.40% -3.46%
-7.52% -12.08%
7.71% 11.05%
-7.61% 2.16%
4.25% 12.04%
-3.08% 2.90%
-0.87% 4.46%
18.09% 9.58%
4.66% 1.28%
2.31% -4.37%
4.43% -8.74%
-2.54% -0.26%
^2
 Precios de los activos Rendimientos
Periodo(t) PA INTEL PB SONY Periodo(t) RA RB
1 50.85 95.71 1_2 9.49% 10.55%
2 55.68 105.81 2_3 5.94% 0.19%
3 58.99 106.01 3_4 -10.11% -5.52%
4 53.03 100.16 4_5 -0.71% -0.55%
5 52.65 99.61 5_6 -1.11% -2.40%
6 52.06 97.22 6_7 -4.31% 7.28%
7 49.82 104.30 7_8 0.63% -0.81%
8 50.13 103.46 8_9 -0.80% 6.88%
9 49.73 110.58 9_10 -8.03% 4.71%
10 45.74 115.79 10_11 0.41% 5.23%
11 45.92 121.85 11_12 5.40% 3.73%
12 48.40 126.40 12_13 -5.20% -11.66%
13 45.89 111.66 13_14 -2.29% -8.18%
14 44.83 102.53 14_15 4.69% 0.18%
15 46.94 102.71 15_16 -12.05% -16.22%
16 41.28 86.05 16_17 1.90% 9.32%
17 42.07 94.07 17_18 -15.12% -13.08%
18 35.71 81.77 18_19 -2.94% 4.43%
19 34.66 85.39 19_20 -12.09% -7.07%
20 30.47 79.35 20_21 -18.45% -19.28%
21 24.85 64.05 21_22 10.32% 5.34%
22 27.41 67.47 22_23 5.77% 23.12%
23 28.99 83.07 23_24 -10.92% -8.17%
24 25.83 76.28 24_25 6.92% 17.28%
25 27.62 89.46 25_26 -11.78% -6.57%
26 24.36 83.58 26_27 32.64% 8.46%
27 32.31 90.65 27_28 -4.93% -1.08%
28 30.72 89.67 28_29 1.22% 4.49%
29 31.10 93.70 29_30 6.80% -3.91%
30 33.21 90.04 30_31 6.97% 3.95%
31 35.52 93.60 31_32 -1.76% -11.12%
32 34.90 83.19 32_33 1.53% -0.94%
33 35.43 82.41 33_34 2.67% 0.78%
34 36.38 83.05
 RENT(RA) -0.585%
RENT(RB) -0.019%
VAR(RA) 0.880%
VAR(RB) 0.818%
RIESGO(RA) 9.379%
RIESGO(RB) 9.043%
COV(RA,RB) 0.005

Varianza-Covarianza
A B
A 0.008797 0.005482
B 0.005482 0.008177

P1 P2 P3 P4 P5 P6
WA 100% 95% 90% 85% 80% 75%
WB 0% 5% 10% 15% 20% 25%
TOTAL 100% 100% 100% 100% 100% 100%
RENT(P) -0.5846% -0.5563% -0.5280% -0.4998% -0.4715% -0.4432%
VAR(P) 0.008797 0.008480 0.008194 0.007938 0.007711 0.007515
RIESGO(P) 9.3791% 9.2089% 9.0521% 8.9094% 8.7814% 8.6690%
-0.005846 -0.005563 -0.005280 -0.004998 -0.004715 -0.004432

0.000000
8.2000% 8.4000% 8.6000% 8.8

-0.001000

-0.002000

-0.003000

-0.004000

-0.005000

-0.006000

-0.007000
 P7 P8 P9 P10 P11 P12 P13 P14
70% 65% 60% 55% 50% 45% 40% 35%
30% 35% 40% 45% 50% 55% 60% 65%
100% 100% 100% 100% 100% 100% 100% 100%
-0.4149% -0.3866% -0.3583% -0.3300% -0.3018% -0.2735% -0.2452% -0.2169%
0.007349 0.007213 0.007107 0.007031 0.006985 0.006969 0.006983 0.007027
8.5726% 8.4928% 8.4301% 8.3849% 8.3574% 8.3478% 8.3562% 8.3826%
-0.004149 -0.003866 -0.003583 -0.003300 -0.003018 -0.002735 -0.002452 -0.002169

00000
8.2000% 8.4000% 8.6000% 8.8000% 9.0000% 9.2000% 9.4000% 9.6000%

01000

02000

03000

04000

05000

06000

07000
 P15 P16 P17 P18 P19 P20 P21
30% 25% 20% 15% 10% 5% 0%
70% 75% 80% 85% 90% 95% 100%
100% 100% 100% 100% 100% 100% 100%
-0.1886% -0.1603% -0.1320% -0.1037% -0.0755% -0.0472% -0.0189%
0.007101 0.007205 0.007339 0.007504 0.007698 0.007922 0.008177
8.4267% 8.4883% 8.5670% 8.6624% 8.7738% 8.9008% 9.0426%
-0.001886 -0.001603 -0.001320 -0.001037 -0.000755 -0.000472 -0.000189