Precios de los activos

Periodo(t) PA PB PC PD PE PF
1 $31.46 $49.72 $109.13 $51.29 $39.32 $41.00
2 $32.06 $49.65 $109.91 $52.25 $39.32 $40.81
3 $31.86 $49.04 $110.66 $52.68 $39.38 $43.22
4 $31.87 $49.90 $111.48 $54.25 $39.11 $43.52
5 $31.60 $49.68 $112.55 $53.88 $39.25 $43.95
6 $31.70 $49.70 $114.19 $54.15 $39.38 $44.27
7 $31.96 $49.88 $112.75 $54.16 $39.61 $44.77
8 $31.99 $49.02 $111.48 $54.66 $39.69 $44.72
9 $31.54 $49.34 $108.91 $54.97 $39.95 $45.06
10 $31.87 $51.18 $109.12 $55.61 $39.68 $44.22
11 $31.84 $51.02 $108.80 $55.68 $39.88 $44.93
12 $32.04 $51.23 $104.63 $55.72 $39.45 $44.70
 Rendimientos
Periodo(t) RA RB RC RD RE RF
2_1 1.91% -0.14% 0.71% 1.87% 0.00% -0.46%
3_2 -0.62% -1.23% 0.68% 0.82% 0.15% 5.91%
4_3 0.03% 1.75% 0.74% 2.98% -0.69% 0.69%
5_4 -0.85% -0.44% 0.96% -0.68% 0.36% 0.99%
6_5 0.32% 0.04% 1.46% 0.50% 0.33% 0.73%
7_6 0.82% 0.36% -1.26% 0.02% 0.58% 1.13%
8_7 0.09% -1.72% -1.13% 0.92% 0.20% -0.11%
9_8 -1.41% 0.65% -2.31% 0.57% 0.66% 0.76%
10_9 1.05% 3.73% 0.19% 1.16% -0.68% -1.86%
11_10 -0.09% -0.31% -0.29% 0.13% 0.50% 1.61%
12_11 0.63% 0.41% -3.83% 0.07% -1.08% -0.51%
 Rendimiento esperado y riesgo individual
A B C D E F
r
RI
Proporciones invertidas
A B C D E F
w
Matriz de varianza-covarianza
 Portafolio
RE(P)
Var(P)
RI(P)

TOTAL
0%