Inicio Aug-18

Termino Aug-22

KO IBM GOOG
#NAME? Cierre #NAME? #NAME?
43313 44.57 146.48 60.9095 r KO r IBM r GOO
43344 46.19 151.21 59.6735 0.0363473 0.0322911 -0.020292
43374 47.88 115.43 53.8385 0.036588 -0.236625 -0.097782
43405 50.4 124.27 54.7215 0.0526316 0.0765832 0.0164009
43435 47.35 113.67 51.7805 -0.060516 -0.085298 -0.053745
43466 48.13 134.42 55.8185 0.0164731 0.182546 0.077983
43497 45.34 138.13 55.996 -0.057968 0.0276001 0.0031799
43525 46.86 141.1 58.6655 0.0335245 0.0215015 0.047673
43556 49.06 140.27 59.424 0.0469484 -0.005882 0.0129292
43586 49.13 126.99 55.1815 0.0014268 -0.094675 -0.071394
43617 50.92 137.9 54.0455 0.036434 0.0859123 -0.020587
43647 52.63 148.24 60.834 0.0335821 0.0749819 0.1256071
43678 55.04 135.53 59.405 0.0457914 -0.085739 -0.02349
43709 54.44 145.42 60.95 -0.010901 0.0729728 0.0260079
43739 54.43 133.73 63.0055 -0.000184 -0.080388 0.0337244
43770 53.4 134.45 65.248 -0.018923 0.005384 0.0355921
43800 55.35 134.04 66.851 0.0365169 -0.003049 0.0245678
43831 58.4 143.73 71.7115 0.0551039 0.0722919 0.0727065
43862 53.49 130.15 66.9665 -0.084075 -0.094483 -0.066168
43891 44.25 110.93 58.1405 -0.172743 -0.147676 -0.131797
43922 45.89 125.56 67.433 0.0370621 0.131885 0.1598283
43952 46.68 124.9 71.446 0.0172151 -0.005256 0.0595109
43983 44.68 120.77 70.6805 -0.042845 -0.033066 -0.010714
44013 47.24 122.94 74.148 0.0572963 0.017968 0.0490588
44044 49.53 123.31 81.709 0.0484759 0.0030096 0.1019717
44075 49.37 121.67 73.48 -0.00323 -0.0133 -0.100711
44105 48.06 111.66 81.0505 -0.026534 -0.082272 0.103028
44136 51.6 123.52 88.037 0.0736579 0.1062153 0.0861993
44166 54.84 125.88 87.594 0.0627907 0.0191062 -0.005032
44197 48.15 119.11 91.787 -0.121991 -0.053781 0.0478686
44228 48.99 118.93 101.843 0.0174455 -0.001511 0.109558
44256 52.71 133.26 103.4315 0.0759339 0.120491 0.0155975
44287 53.98 141.88 120.506 0.0240941 0.0646856 0.1650803
44317 55.29 143.74 120.578 0.0242682 0.0131097 0.0005975
44348 54.11 146.59 125.316 -0.021342 0.0198275 0.0392941
44378 57.03 140.96 135.221 0.0539641 -0.038406 0.0790402
44409 56.31 140.34 145.462 -0.012625 -0.004398 0.0757353
44440 52.47 138.93 133.2655 -0.068194 -0.010047 -0.083847
44470 56.37 125.1 148.2705 0.0743282 -0.099547 0.1125948
44501 52.45 117.1 142.452 -0.069541 -0.063949 -0.039242
44531 59.21 133.66 144.6795 0.1288847 0.1414176 0.0156368
44562 61.01 133.57 135.6985 0.0304003 -0.000673 -0.062075
44593 62.24 122.51 134.891 0.0201606 -0.082803 -0.005951
44621 62 130.02 139.6495 -0.003856 0.0613011 0.0352766
44652 64.61 132.21 114.9665 0.0420968 0.0168436 -0.17675
44682 63.38 138.84 114.039 -0.019037 0.0501475 -0.008068
44713 62.91 141.19 109.3725 -0.007416 0.016926 -0.04092
44743 64.17 130.79 116.64 0.0200286 -0.07366 0.0664472
44774 61.71 128.45 109.15 -0.038336 -0.017891 -0.064215
 KO IBM GOOG
Retorno esperado 0.83% 0.04% 1.49%
Desviación estandar 5.42% 7.86% 7.32%
Varianza 0.0029362 0.0061769 0.005359

Covarianza (KO,IBM) 0.0018344

Covarianza (KO,GOOG) 0.0014107
Covarianza (IBM, GOOG) 0.0023059

var-cov KO IBM GOOG

KO 0.0029362 0.0018344 0.0014107
IBM 0.0018344 0.0061769 0.0023059
GOOG 0.0014107 0.0023059 0.005359

r KO r IBM r GOO
r KO 0.0029362
r IBM 0.0018344 0.0061769
r GOO 0.0014107 0.0023059 0.005359

r KO r IBM r GOO
Portafolio pesos iguales 0.3333333 0.3333333 0.3333333
Retorno esperado portaf. 0.0078872 mmult
0.0078872 sumaproducto
desv. Estand. portafolio 0.0533065 Forma corta

0.0020604 0.0034391 0.0030252

#NAME? Forma larga

r KO r IBM r GOO
Portafolio pesos iguales 0 0 0 1
Retorno esperado portaf. 0 mmult
0 sumaproducto
desv. Estand. portafolio 0 Forma corta

0 0 0
#NAME? Forma larga