ejercicio practico portafolio - fontera

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0.7

0.8

0.9

1

0

0.5

1

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4

4.5

Column BColumn C

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 10

0.5

1

1.5

2

2.5

3

3.5

4

4.5

f(x) = − 0.416719618628099 x + 3.35524263865499R² = 0.0216437642870023

Column CLinear (Column C)

Proyecto AAAPeriodo Proyecto AAAProyecto BBB (Xi-Xpromedio) (Xi-Xpromedio)^2

1 0.82732184 3.86544469 0.36811281189306 0.13550704227982 0.47088458 4.15687906 0.011675547773468 0.00013631841583 0.49174881 4.09953796 0.032539773661095 0.00105883686994 0.29966459 2.93017629 -0.159544438042984 0.02545442771055 0.86646023 3.20240183 0.407251202492568 0.16585354193166 0.51802477 4.0072979 0.058815733941343 0.00345929055917 0.14601666 3.6267221 -0.313192369913383 0.0980894605728 0.8045696 2.52514496 0.345360566282365 0.11927392074299 0.4177862 2.53135921 -0.041422831346984 0.0017158509568

10 0.36834291 3.62154278 -0.090866126537213 0.008256652951911 0.4072404 2.27985295 -0.051968630703821 0.002700738577212 0.36017292 4.28462524 -0.099036110376384 0.009808151158513 0.89606596 2.22004779 0.436856930761995 0.190843977954814 0.29576124 2.96883968 -0.163447792762693 0.02671518095915 0.90983466 2.01424082 0.450625630418173 0.203063458789816 0.18483174 2.2138413 -0.274377289118623 0.075282896784117 0.07785124 2.40937329 -0.381357789810816 0.145433763849418 0.24096197 4.06076685 -0.218247060979139 0.04763177962619 0.14143127 3.09564856 -0.317777757632028 0.1009827032456

Promedio 0.45920903 3.16388123 Varianza 0.0716456838913Desviacion Estandar 0.2676671139518

PORTAFOLIOProyecto AAA 0.3Proyecto BBB 0.7

Retorno Esperado 2.35247957Varianza 0.27557892

Proyecto BBB(Yi-Ypromedio) (Yi-Ypromedio)^20.701563465711294 0.49219129642080.992997829410958 0.98604468921490.935656735012826 0.8754535257749

-0.2337049335429 0.05461799596230.038520607409721 0.00148383719520.843416675415813 0.71135168836950.462840877775991 0.2142216781404-0.63873626113873 0.4079840112935-0.63252201198022 0.40008409563950.457661554661435 0.2094540986151-0.88402827166709 0.78150598510671.12074401658909 1.2560671507202-0.9438334310702 0.8908215456058

-0.19504154531256 0.0380412043979-1.14964040829182 1.3216730683774-0.95003992587137 0.9025758607497

-0.754507935544 0.56928222479890.896885626935601 0.8044038278037-0.06823266450384 0.0046556965053

Varianza 0.5748375516153 CovarianzaDesviacion Estandar 0.7581804215458

(Xi-Xpromedio)(Yi-Ypromedio)0.258254500084425

0.01159379359623810.03044605838179650.03728632228997460.01568756368835290.0496061707829483-0.144958231403453-0.2205943168519520.0262008526255119

-0.04158593273708370.0459417387820036-0.110994128130589-0.4123201758478920.0318791100783632-0.5180574337407080.2606693794150450.287737478693781

-0.1957426521131270.021682823123288

-0.0298561620675304

Proyecto AAAPeriodo Proyecto AAAProyecto BBB (Xi-Xpromedio) (Xi-Xpromedio)^2

1 0.82732184 3.86544469 0.36811281189306 0.13550704227982 0.47088458 4.15687906 0.011675547773468 0.00013631841583 0.49174881 4.09953796 0.032539773661095 0.00105883686994 0.29966459 2.93017629 -0.159544438042984 0.02545442771055 0.86646023 3.20240183 0.407251202492568 0.16585354193166 0.51802477 4.0072979 0.058815733941343 0.00345929055917 0.14601666 3.6267221 -0.313192369913383 0.0980894605728 0.8045696 2.52514496 0.345360566282365 0.11927392074299 0.4177862 2.53135921 -0.041422831346984 0.0017158509568

10 0.36834291 3.62154278 -0.090866126537213 0.008256652951911 0.4072404 2.27985295 -0.051968630703821 0.002700738577212 0.36017292 4.28462524 -0.099036110376384 0.009808151158513 0.89606596 2.22004779 0.436856930761995 0.190843977954814 0.29576124 2.96883968 -0.163447792762693 0.02671518095915 0.90983466 2.01424082 0.450625630418173 0.203063458789816 0.18483174 2.2138413 -0.274377289118623 0.075282896784117 0.07785124 2.40937329 -0.381357789810816 0.145433763849418 0.24096197 4.06076685 -0.218247060979139 0.04763177962619 0.14143127 3.09564856 -0.317777757632028 0.1009827032456

Promedio 0.45920903 3.16388123 Varianza 0.0716456838913Desviacion Estandar 0.2676671139518

PORTAFOLIOProyecto AAA 0.3 PonderacionesProyecto BBB 0.7 AAA BBB

0.1 0.90.11 0.89

Retorno Esperado 2.35247957 0.12 0.88Varianza 0.27557892 0.13 0.87

0.14 0.860.15 0.850.16 0.840.17 0.830.18 0.820.19 0.81

0.2 0.80.21 0.790.22 0.780.23 0.770.24 0.760.25 0.750.26 0.740.27 0.73

0.28 0.720.29 0.71

0.3 0.70.31 0.690.32 0.680.33 0.670.34 0.660.35 0.650.36 0.640.37 0.630.38 0.620.39 0.61

0.4 0.60.41 0.590.42 0.580.43 0.570.44 0.560.45 0.550.46 0.540.47 0.530.48 0.520.49 0.51

0.5 0.50.51 0.490.52 0.480.53 0.470.54 0.460.55 0.450.56 0.440.57 0.430.58 0.420.59 0.41

0.6 0.40.61 0.390.62 0.380.63 0.37

0.640000000000001 0.360.650000000000001 0.350.660000000000001 0.340.670000000000001 0.330.680000000000001 0.320.690000000000001 0.310.700000000000001 0.30.710000000000001 0.290.720000000000001 0.280.730000000000001 0.270.740000000000001 0.260.750000000000001 0.25

0.760000000000001 0.240.770000000000001 0.230.780000000000001 0.220.790000000000001 0.210.800000000000001 0.20.810000000000001 0.190.820000000000001 0.180.830000000000001 0.170.840000000000001 0.160.850000000000001 0.150.860000000000001 0.140.870000000000001 0.130.880000000000001 0.120.890000000000001 0.110.900000000000001 0.10.910000000000001 0.090.920000000000001 0.080.930000000000001 0.070.940000000000001 0.060.950000000000001 0.050.960000000000001 0.040.970000000000001 0.030.980000000000001 0.020.990000000000001 0.01

1 0

Proyecto BBB(Yi-Ypromedio) (Yi-Ypromedio)^20.701563465711294 0.49219129642080.992997829410958 0.98604468921490.935656735012826 0.8754535257749

-0.2337049335429 0.05461799596230.038520607409721 0.00148383719520.843416675415813 0.71135168836950.462840877775991 0.2142216781404-0.63873626113873 0.4079840112935-0.63252201198022 0.40008409563950.457661554661435 0.2094540986151-0.88402827166709 0.78150598510671.12074401658909 1.2560671507202-0.9438334310702 0.8908215456058

-0.19504154531256 0.0380412043979-1.14964040829182 1.3216730683774-0.95003992587137 0.9025758607497

-0.754507935544 0.56928222479890.896885626935601 0.8044038278037-0.06823266450384 0.0046556965053

Varianza 0.5748375516153 CovarianzaDesviacion Estandar 0.7581804215458 Correlacion

Retorno Espevarianza2.89341401 0.4609607644751892.86636728 0.4503499008767792.83932056 0.4398802763902972.81227384 0.4295518910157442.78522712 0.419364744753119

2.7581804 0.4093188376024222.73113367 0.3994141695636542.70408695 0.3896507406368142.67704023 0.3800285508219032.64999351 0.3705476001189192.62294679 0.3612078885278652.59590007 0.3520094160487382.56885334 0.342952182681542.54180662 0.33403618842627

2.5147599 0.3252614332829282.48771318 0.3166279172515152.46066646 0.308135640332032.43361973 0.299784602524474

0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.50

0.5

1

1.5

2

2.5

3

3.5

Column G

2.40657301 0.2915748038288452.37952629 0.2835062442451462.35247957 0.2755789237733742.32543285 0.2677928424135312.29838612 0.260148000165616

2.2713394 0.252644397029632.24429268 0.2452820330055712.21724596 0.2380609080934422.19019924 0.230981022293242.16315251 0.2240423756049672.13610579 0.2172449680286222.10905907 0.2105887995642062.08201235 0.2040738702117182.05496563 0.197700179971158

2.0279189 0.1914677288425272.00087218 0.1853765168258241.97382546 0.1794265439210491.94677874 0.1736178101282021.91973202 0.1679503154472841.89268529 0.1624240598782951.86563857 0.1570390434212331.83859185 0.15179526607611.81154513 0.1466927278428961.78449841 0.1417314287216191.75745169 0.1369113687122711.73040496 0.1322325478148521.70335824 0.127694966029361.67631152 0.123298623355797

1.6492648 0.1190435197941631.62221808 0.1149296553444561.59517135 0.1109570300066781.56812463 0.1071256437808291.54107791 0.1034354966669081.51403119 0.0998865886649151.48698447 0.096478919774851.45993774 0.0932124899967141.43289102 0.090087299330506

1.4058443 0.0871033477762261.37879758 0.0842606353338751.35175086 0.0815591620034521.32470413 0.0789989277849581.29765741 0.0765799326783911.27061069 0.0743021766837541.24356397 0.0721656598010441.21651725 0.0701703820302631.18947052 0.06831634337141

1.1624238 0.0666035438244861.13537708 0.065031983389489

1.10833036 0.0636016620664221.08128364 0.0623125798552821.05423691 0.0611647367560711.02719019 0.0601581327687881.00014347 0.0592927678934340.97309675 0.0585686421300080.94605003 0.05798575547851

0.9190033 0.0575441079389410.89195658 0.0572436995112990.86490986 0.0570845301955870.83786314 0.0570665999918020.81081642 0.057189908899946

0.7837697 0.0574544569200190.75672297 0.0578602440520190.72967625 0.0584072702959480.70262953 0.0590955356518050.67558281 0.0599250401195910.64853609 0.0608957836993050.62148936 0.0620077663909470.59444264 0.0632609881945180.56739592 0.064655449110017

0.5403492 0.0661911491374440.51330248 0.06786808827680.48625575 0.0696862665280840.45920903 0.071645683891296

(Xi-Xpromedio)(Yi-Ypromedio)0.258254500084425

0.01159379359623810.03044605838179650.03728632228997460.01568756368835290.0496061707829483-0.144958231403453-0.2205943168519520.0262008526255119

-0.04158593273708370.0459417387820036-0.110994128130589-0.4123201758478920.0318791100783632-0.5180574337407080.2606693794150450.287737478693781

-0.1957426521131270.021682823123288

-0.0298561620675304-0.147118198354256

0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.50

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1

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Column G