finanzas tarea 3

8/16/2019 finanzas tarea 3

1/13

Tarea 3

Profesor:

Miranda Castillo, Oscar Enrique

Integrantes:

Calixto Mendoza, Erasmo RogelioCamayo Maravi, Edgar

Espinoza Bernardo, José LuisEsquica !az, "#ctor $ugo %ru&illo 'arc#a, !atricia


2/13

Precios de las acciones

Cotizaci(n al cierre)*+CEMC %ELE-BC

./.0/1.2 2304. 131..

.1/.0/1.2 230.. 131..

.2/.0/1.2 2350. 136.

.4/.0/1.2 2350. 136.

.6/.0/1.2 2356. 136.

.7/.0/1.2 2356. 136.

.8/.0/1.2 235. 134.

./.0/1.2 235.. 134.

/.0/1.2 2351. 136.

1/.0/1.2 2368. 136.

6/.0/1.2 2368. 136.

5/.0/1.2 2352. 136.

0/.0/1.2 2306. 136.

7/.0/1.2 2300. 131..

8/.0/1.2 237.. 131..

11/.0/1.2 2300. 131..

12/.0/1.2 2371. 136.

14/.0/1.2 2306. 131..

16/.0/1.2 237. 1316.

15/.0/1.2 2376. 134..

2./.0/1.2 2374. 134..

2/.0/1.2 238.. 134..

./.7/1.2 2376. 134..

.1/.7/1.2 2376. 1346.

.6/.7/1.2 2376. 1346.

.5/.7/1.2 2374. 1356.

.0/.7/1.2 2374. 130..

.7/.7/1.2 2372. 1356.

.8/.7/1.2 2386. 135..

1/.7/1.2 43.6. 130..

2/.7/1.2 43.. 1306.

4/.7/1.2 43... 1306.

6/.7/1.2 43... 1306.5/.7/1.2 43... 130..

8/.7/1.2 2384. 130..

1./.7/1.2 2386. 1306.

1/.7/1.2 2386. 137..

11/.7/1.2 238.. 1376.

12/.7/1.2 2376. 138..

15/.7/1.2 238.. 1375.

-EC$+CO%9:+C9O*


3/13

10/.7/1.2 238.. 1376.

17/.7/1.2 238.. 137..

18/.7/1.2 238.. 130..

.1/.8/1.2 237.. 130..

.2/.8/1.2 2376. 137..

.4/.8/1.2 2374. 1372.

.6/.8/1.2 2372. 1372.

.5/.8/1.2 2372. 1372.

.8/.8/1.2 2370. 1372.

./.8/1.2 238.. 1371.

/.8/1.2 238.. 1371.

1/.8/1.2 2306. 1371.

2/.8/1.2 2306. 1371.

5/.8/1.2 2300. 1371.

0/.8/1.2 235.. 1371.

7/.8/1.2 2366. 1300.

8/.8/1.2 235.. 1300.1./.8/1.2 2356. 1300.

12/.8/1.2 2366. 1300.

14/.8/1.2 236.. 1300.

16/.8/1.2 236.. 1358.

15/.8/1.2 236. 1358.

10/.8/1.2 236. 1358.

2./.8/1.2 2367. 1358.

././1.2 2367. 1358.

.1/./1.2 235.. 1358.

.2/./1.2 2351. 1358.

.4/./1.2 2346. 1357.

.0/./1.2 2346. 1358.

.8/./1.2 235.. 1302.

././1.2 2367. 135.

/./1.2 235.. 130..

4/./1.2 236.. 130..

6/./1.2 2346. 1302.

5/./1.2 2345. 1302.

0/./1.2 2366. 1302.

7/./1.2 235.. 1302.

1/./1.2 235.. 137..11/./1.2 2351. 137..

12/./1.2 2365. 138..

14/./1.2 236.. 1386.

16/./1.2 2340. 23...

17/./1.2 2340. 23...

18/./1.2 235.. 23...

2././1.2 235.. 1387.


4/13

2/./1.2 2351. 1384.

.4//1.2 2350. 1387.

.6//1.2 2350. 1380.

.5//1.2 2350. 1387.

.0//1.2 2350. 1386.

.7//1.2 2356. 138..

//1.2 2356. 138..1//1.2 2356. 138..

2//1.2 236.. 138..

4//1.2 236.. 138..

6//1.2 2361. 1376.

7//1.2 236. 1376.

8//1.2 2346. 1376.

1.//1.2 2327. 137..

1//1.2 2327. 137..

11//1.2 2346. 137..

16//1.2 2340. 137..15//1.2 2365. 1306.

10//1.2 2347. 130..

17//1.2 2347. 1306.

18//1.2 2364. 137..

.1/1/1.2 2364. 137..

.2/1/1.2 236.. 1307.

.4/1/1.2 236.. 1305.

.6/1/1.2 236.. 1305.

.5/1/1.2 2366. 1300.

.8/1/1.2 2366. 1305.

./1/1.2 2355. 1305.

/1/1.2 230.. 1305.

1/1/1.2 2306. 1305.

2/1/1.2 2302. 1304.

5/1/1.2 2301. 1304.

0/1/1.2 2306. 1304.

7/1/1.2 2301. 1304.

8/1/1.2 2302. 137..

1./1/1.2 230.. 1308.

12/1/1.2 230.. 137..

14/1/1.2 2300. 138..15/1/1.2 2306. 138..

10/1/1.2 2301. 138..

2./1/1.2 2301. 138..

2/1/1.2 2300. 138..


5/13

-EC$+

Renta;ilidad

)*+CEMC %ELE-BC

+


6/13

10/.7/1.2 .3.... =.3..26

17/.7/1.2 .3.... =.3.06

18/.7/1.2 .3.... =.3.260

.1/.8/1.2 =.3.165 .3....

.2/.8/1.2 .3.21 .3.20.

.4/.8/1.2 =.3..15 .3..0

.6/.8/1.2 =.3..15 .3....

.5/.8/1.2 .3.... .3....

.8/.8/1.2 .3..4 .3....

./.8/1.2 .3..07 =.3..26

/.8/1.2 .3.... .3....

1/.8/1.2 =.3.276 .3....

2/.8/1.2 .3.... .3....

5/.8/1.2 .3..62 .3....

0/.8/1.2 =.3.46 .3....

7/.8/1.2 =.3.28 =.3.00

8/.8/1.2 .3.4 .3....1./.8/1.2 .3.28 .3....

12/.8/1.2 =.3.104 .3....

14/.8/1.2 =.3.4 .3....

16/.8/1.2 .3.... =.3.178

15/.8/1.2 .3..18 .3....

10/.8/1.2 .3.... .3....

2./.8/1.2 .3.88 .3....

././1.2 .3.... .3....

.1/./1.2 .3..65 .3....

.2/./1.2 .3..65 .3....

.4/./1.2 =.3.40. =.3..20

.0/./1.2 .3.... .3..20

.8/./1.2 .3.426 .3.48

././1.2 =.3..65 =.3.44.

/./1.2 .3..65 .3.246

4/./1.2 =.3.107 .3....

6/./1.2 =.3.42 .3.

5/./1.2 .3..18 .3....

0/./1.2 .3.15. .3....

7/./1.2 .3.4 .3....

1/./1.2 .3.... .3.16511/./1.2 .3..65 .3....

12/./1.2 =.3.55 .3.260

14/./1.2 =.3.58 .3.01

16/./1.2 =.3..75 .3.58

17/./1.2 .3.... .3....

18/./1.2 .3.206 .3....

2././1.2 .3.... =.3..50


7/13

2/./1.2 .3..65 =.3.24

.4//1.2 .3.27 .3.25

.6//1.2 .3.... =.3..24

.5//1.2 .3.... .3..24

.0//1.2 .3.... =.3..

.7//1.2 =.3..64 =.3.58

//1.2 .3.... .3....1//1.2 .3.... .3....

2//1.2 =.3.4 .3....

4//1.2 .3.... .3....

6//1.2 .3..60 =.3.01

7//1.2 =.3..17 .3....

8//1.2 =.3.0 .3....

1.//1.2 =.3.1.2 =.3.06

1//1.2 .3.... .3....

11//1.2 .3.1.0 .3....

16//1.2 .3..67 .3....15//1.2 .3.168 =.3.08

10//1.2 =.3.116 =.3.71

17//1.2 .3.... .3.76

18//1.2 .3.01 .3.71

.1/1/1.2 .3.... .3....

.2/1/1.2 =.3.2 =.3..0

.4/1/1.2 .3.... =.3..01

.6/1/1.2 .3.... .3....

.5/1/1.2 .3.42 .3..25

.8/1/1.2 .3.... =.3..25

./1/1.2 .3.2. .3....

/1/1.2 .3..8 .3....

1/1/1.2 .3.26 .3....

2/1/1.2 =.3..62 =.3..01

5/1/1.2 =.3..10 .3....

0/1/1.2 .3..7 .3....

7/1/1.2 =.3..7. .3....

8/1/1.2 .3..10 .3.18

1./1/1.2 =.3..7. =.3..25

12/1/1.2 .3.... .3..25

14/1/1.2 .3.78 .3.26015/1/1.2 =.3..62 .3....

10/1/1.2 =.3..7. .3....

2./1/1.2 .3.... .3....

2/1/1.2 .3.24 .3....


8/13

)*+CEMC %ELE-BC

.3.401 .3.512

CoeAciente de correlaci(n =.32..

>esviaci(n Estndar ?@


9/13


10/13


11/13

Rendimiento de un portafolio

.3.1D

.312D

Cálculo de la rentabilidad y desviación estánda

Renta;ilidad

86D 6D .3.2D

8.D .D .3.4D

76D 6D .3.6D

7.D 1.D .3.5D

06D 16D .3.0D

0.D 2.D .3.7D

56D 26D .3.8D

5.D 4.D .3.D66D 46D .3D

6.D 6.D .31D

46D 66D .34D

4.D 5.D .36D

26D 56D .35D

2.D 0.D .30D

16D 06D .37D

1.D 7.D .38D

6D 76D .31.D

.D 8.D .31D

6D 86D .311D

r A (UNACEMC1):

r B (TELEFBC1):

+cci(n

+cci(n 11


12/13

Desviación Estándar de

.3.401

.3.512

de cada portafolio

>esviaci(n Estndar

.3.28 .3.1.

.3.2 .3.186

.3.14 .3.287

.3.7 .3.6

.3.2 .3.52

.3..7 .3.060

.3..6 .3.774

.3..2 .3..0.3..1 .31

.3..1 .311

.3..4 .32.4

.3..0 .3250

.3. .342

.3.5 .3441

.3.12 .3467

.3.18 .3454

.3.20 .3451

.3.46 .3465

.3.62 .3446

σ A (UNACEMC1):

σB (TELEFBC1):

Relaci(nRenta;ilidad/Riesgo

2 2 2 2

1 1 2 2 1x *σ x *σ 2* x *

P

σ = + +


13/13

l Portafolio

CoeAciente de correlaci(nF =.32..4

e!or alternativa de Inversión

2 2

2 2 1 2 12 1 2x *σ 2*x *x *ρ *σ *σ+ +

Documents

finanzas tarea 3