Cartera A-B: Desviacion Estandar
Cartera A-B: Desviacion Estandar
Cartera A-B: Desviacion Estandar
Retorno
A 12% 13%
B 15% 22%
B
B A
B
Desviacion E. Retorno
12%
15%
13%
22%
ponderacion
40%
20%
C 0% 10% 40%
retornos
-0.5 -0.016
0 0
0.9 0.0288
varianza 0.0128
retorno 13.600%
varianza 0.0128
volatilidad 11%
C
Desviacion Est Re
A 12% 13%
B 15% 22%
C 0% 10%
CARTERA A-C De Re
A 12% 13%
C 0% 10%
CARTERA A-C
14.0% 25.0%
12.0%
O ESPERADO
20.0%
ESPERADO
10.0%
15.0%
8.0%
CARTERA A-C
14.0% 25.0%
12.0%
RENDIMIENTO ESPERADO
20.0%
RENDIMIENTO ESPERADO
10.0%
15.0%
8.0%
6.0% 10.0%
4.0%
5.0%
2.0%
0.0% 0.0%
0.00% 2.00% 4.00% 6.00% 8.00% 10.00% 12.00% 14.00% 0.00%
VOLATILIDAD
D
Desviacion Est Re
A 12% 13% 0.33333333 0.04333333
B 15% 22% 0.33333333 0.07333333
C 0% 10% 0.33333333 0.03333333
0.15 0.0041
RENDIMIENTO ESPERADO
20% 80% 20.20% 0.014976 12.24% 15.00%
30% 70% 19.30% 0.012321 11.10%
40% 60% 18.40% 0.010404 10.20% 10.00%
50% 50% 17.50% 0.009225 9.60%
5.00%
60% 40% 16.60% 0.008784 9.37%
70% 30% 15.70% 0.009081 9.53% 0.00%
80% 20% 14.80% 0.010116 10.06% % %
00 00
90% 10% 13.90% 0.011889 10.90% 0. 2.
20.0%
15.0%
10.0%
5.0%
0.0%
9.0% 10.0% 11.0% 12.0% 13.0% 14.0% 15.0% 16.0%
desviacion estandar
CARTERA B-C De Re
B 15% 22%
C 0% 10%
CARTERA B-C
25.0%
O ESPERADO
20.0%
15.0%
CARTERA B-C
25.0%
RENDIMIENTO ESPERADO
20.0%
15.0%
10.0%
5.0%
0.0%
0.00% 2.00% 4.00% 6.00% 8.00% 10.00% 12.00% 14.00% 16.00%
VOLATILIDAD
6.40%
CARTERA TANGENTE
25.00%
20.00%
RENDIMIENTO ESPERADO
15.00%
CARTERA AB
10.00% CARTERA AC
CARTERA BC
5.00%
0.00%
% % % % % 0% 00% 00% 00%
00 00 00 00 00 .0
0. 2. 4. 6. 8. 10 12
.
14
.
16
.
VOLATILIDAD