Pregunta N°1

Precios
Fecha Starbucks Coca-Cola Company Activision Blizzard Citigroup
1/2/2018 57.63 45.54 64.31 74.36
1/3/2018 58.71 45.44 65.31 74.59
1/4/2018 58.93 46.08 64.66 75.51
1/5/2018 59.61 46.07 66.37 75.41
1/8/2018 59.31 46.00 66.63 74.53
1/9/2018 59.18 46.23 66.19 75.31
1/10/2018 59.82 46.07 66.83 75.65
1/11/2018 60.00 46.04 69.24 75.56
1/12/2018 60.40 46.15 70.36 76.84
1/16/2018 60.56 46.53 68.71 77.11
1/17/2018 60.66 46.82 70.36 77.47
1/18/2018 61.09 46.88 69.80 77.39
1/19/2018 61.26 47.16 70.57 78.30
1/22/2018 61.41 47.38 71.30 78.59
1/23/2018 61.69 47.45 71.55 78.55
1/24/2018 60.83 47.83 70.08 79.45
1/25/2018 60.55 47.84 70.82 79.44
1/26/2018 57.99 48.53 72.52 80.08
1/29/2018 57.02 47.70 72.45 79.96
1/30/2018 57.19 47.41 71.61 78.62
1/31/2018 56.81 47.59 74.13 78.48
2/1/2018 56.00 47.45 73.35 79.20
2/2/2018 55.77 46.73 71.42 77.02
2/5/2018 54.69 44.89 67.98 73.27
2/6/2018 55.61 44.67 69.70 74.82
2/7/2018 54.46 44.56 69.46 74.99
2/8/2018 53.77 43.10 65.83 71.87
2/9/2018 54.58 43.13 67.08 73.68
2/12/2018 55.38 43.97 68.32 74.76
2/13/2018 55.67 44.19 68.03 75.18
2/14/2018 55.99 44.10 69.65 76.71
2/15/2018 56.58 44.78 71.99 77.08
2/16/2018 56.48 44.98 70.19 76.82
2/20/2018 55.97 43.99 70.84 76.46
2/21/2018 56.10 43.34 70.22 77.00
2/22/2018 55.40 43.52 69.49 76.27
2/23/2018 56.14 44.04 72.07 77.08
2/26/2018 57.17 44.03 73.16 77.65
2/27/2018 56.57 43.62 72.61 76.38
2/28/2018 57.10 43.22 73.13 75.49
3/1/2018 56.17 43.43 72.01 73.66
3/2/2018 56.93 43.72 74.01 73.68
3/5/2018 56.99 43.89 75.10 74.42
3/6/2018 57.03 43.93 73.92 74.06
3/7/2018 57.03 43.82 74.07 73.92
3/8/2018 57.47 44.45 76.81 74.11
3/9/2018 58.46 44.82 78.22 76.11
3/12/2018 59.40 44.53 76.86 76.02
3/13/2018 59.05 44.57 75.93 74.91
3/14/2018 58.83 43.78 74.22 73.47
3/15/2018 59.37 43.67 73.38 73.34
3/16/2018 59.00 43.46 71.68 73.47
3/19/2018 58.30 43.26 71.05 72.70
3/20/2018 58.66 43.16 71.37 72.92
3/21/2018 58.47 43.00 71.61 73.32
3/22/2018 57.77 42.76 69.76 70.31
3/23/2018 56.31 42.33 68.04 67.90
3/26/2018 57.80 42.69 70.08 69.78
3/27/2018 57.46 42.89 66.29 68.28
3/28/2018 57.90 43.32 65.97 68.26
3/29/2018 57.89 43.43 67.46 67.50
4/2/2018 56.24 42.67 65.09 67.71
4/3/2018 58.00 43.38 65.48 68.48
4/4/2018 58.83 44.24 66.27 69.31
4/5/2018 59.14 44.40 66.53 70.22
4/6/2018 58.34 43.92 64.56 68.60
4/9/2018 58.70 43.83 65.77 69.44
4/10/2018 59.41 43.99 66.52 70.51
4/11/2018 59.42 43.99 65.85 69.89
4/12/2018 59.43 44.03 67.22 72.13
4/13/2018 59.24 44.51 65.88 71.01
4/16/2018 59.43 44.68 66.56 70.07
4/17/2018 59.83 44.88 68.28 69.74
4/18/2018 59.50 44.51 68.69 68.98
4/19/2018 59.22 44.31 67.68 70.28
4/20/2018 58.00 43.74 66.30 70.00
4/23/2018 58.16 43.98 66.23 69.48
4/24/2018 57.81 43.07 65.34 69.12
4/25/2018 57.71 42.43 64.82 69.36
4/26/2018 59.38 42.75 66.34 69.18
4/27/2018 58.36 43.31 65.79 68.99
4/30/2018 57.57 43.21 66.35 68.27
5/1/2018 58.13 42.59 67.80 68.25
5/2/2018 56.70 42.06 68.39 67.99
5/3/2018 56.13 41.89 66.82 67.94
 5/4/2018 57.68 42.36 69.84 67.94
5/7/2018 57.45 42.14 70.37 68.50
5/8/2018 57.67 41.81 69.61 71.00
5/9/2018 57.04 41.78 71.31 71.95
5/10/2018 57.65 42.18 72.90 72.57
5/11/2018 57.27 42.14 71.70 72.86
5/14/2018 57.13 42.04 71.70 72.62
5/15/2018 56.64 41.72 70.17 72.68
5/16/2018 57.15 41.55 70.33 71.95
5/17/2018 57.20 42.30 71.66 71.56
5/18/2018 57.16 42.18 71.99 69.96
5/21/2018 57.34 42.41 71.45 70.43
5/22/2018 56.96 42.25 71.35 71.08
5/23/2018 57.49 42.40 71.74 70.24
5/24/2018 57.68 42.32 70.80 69.31
5/25/2018 57.92 42.40 71.46 68.44
5/29/2018 57.23 42.68 70.64 65.71
5/30/2018 57.48 43.13 70.69 66.68
5/31/2018 56.67 43.00 70.91 66.69
6/1/2018 56.91 43.12 73.03 67.28
6/4/2018 57.07 43.49 72.79 67.34
6/5/2018 55.68 43.11 72.77 66.76
6/6/2018 57.17 43.46 74.79 68.23
6/7/2018 57.14 43.44 73.95 68.45
6/8/2018 56.60 43.95 74.29 68.47
6/11/2018 56.48 44.13 75.00 68.11
6/12/2018 56.48 44.41 75.94 67.61
6/13/2018 56.21 44.18 76.67 67.29
6/14/2018 57.02 43.58 77.71 66.16
6/15/2018 57.11 44.12 77.41 66.34
6/18/2018 57.22 43.55 77.87 66.75
6/19/2018 57.43 43.60 77.24 66.78
6/20/2018 52.22 43.26 76.84 67.38
6/21/2018 50.62 43.09 76.05 67.63
6/22/2018 51.24 43.25 75.98 67.20
6/25/2018 50.66 43.58 74.70 65.75
6/26/2018 50.38 43.33 75.27 66.31
6/27/2018 49.84 43.07 73.42 65.46
6/28/2018 48.54 43.47 76.01 66.88
6/29/2018 48.85 43.86 76.32 66.92
7/2/2018 49.06 43.75 77.28 67.16
7/3/2018 48.77 43.99 75.88 66.06
7/5/2018 48.61 44.66 76.19 66.56
7/6/2018 48.98 44.64 77.19 67.14
7/9/2018 49.90 44.40 76.84 68.94
7/10/2018 50.42 44.97 76.19 68.23
7/11/2018 50.14 44.79 78.61 67.91
7/12/2018 50.25 44.67 81.37 68.51
7/13/2018 51.62 44.74 81.50 67.00
7/16/2018 50.94 44.73 80.23 69.46
7/17/2018 51.28 45.25 80.95 69.35
7/18/2018 51.15 45.12 81.27 69.85
7/19/2018 51.34 45.11 80.61 68.99
7/20/2018 50.91 45.28 79.65 69.22
7/23/2018 51.19 44.95 79.75 70.21
7/24/2018 51.17 45.26 78.41 71.07
7/25/2018 51.62 46.09 79.45 71.72
7/26/2018 51.45 46.24 77.65 71.34
7/27/2018 52.15 46.21 75.36 71.69
7/30/2018 51.90 46.23 72.75 72.29
7/31/2018 52.39 46.63 73.42 71.89
8/1/2018 51.93 46.39 73.08 71.93
8/2/2018 51.68 46.18 74.06 71.84
8/3/2018 52.23 46.62 71.32 72.39
8/6/2018 52.07 46.65 70.57 72.40
8/7/2018 52.07 46.50 70.23 72.41
8/8/2018 51.55 46.15 70.01 72.89
8/9/2018 51.92 46.35 70.50 71.98
8/10/2018 51.51 46.08 70.61 70.26
8/13/2018 51.81 45.83 70.52 69.16
8/14/2018 52.59 45.89 71.29 70.01
8/15/2018 52.75 46.08 69.31 68.65
8/16/2018 53.04 46.22 69.69 69.56
8/17/2018 53.56 46.60 69.15 69.67
8/20/2018 53.92 46.73 68.93 70.53
8/21/2018 54.00 46.22 69.66 71.24
8/22/2018 52.82 45.93 71.43 71.12
8/23/2018 52.66 45.70 71.17 70.81
8/24/2018 52.75 45.63 74.09 70.67
8/27/2018 52.97 45.69 74.09 72.39
8/28/2018 53.05 45.37 74.00 72.38
8/29/2018 53.25 45.33 74.91 72.53
8/30/2018 53.10 44.95 74.10 71.46
8/31/2018 53.45 44.57 72.10 71.24
9/4/2018 53.53 44.76 72.98 71.40
9/5/2018 53.79 45.38 71.65 71.17
9/6/2018 54.21 45.77 71.96 70.11
9/7/2018 54.86 45.72 73.57 69.64
9/10/2018 54.97 46.06 74.26 69.63
9/11/2018 55.12 46.02 79.50 69.43
9/12/2018 54.97 46.24 80.52 70.51
9/13/2018 54.89 45.83 80.43 70.15
9/14/2018 54.75 45.99 81.27 70.54
9/17/2018 54.57 46.32 78.88 70.88
9/18/2018 55.07 45.93 79.63 71.36
9/19/2018 55.43 45.96 79.58 73.72
9/20/2018 56.43 46.64 80.65 74.79
9/21/2018 57.45 46.58 80.29 74.15
9/24/2018 56.69 46.07 80.60 73.84
9/25/2018 56.90 45.68 80.53 73.51
9/26/2018 57.27 45.85 81.57 72.45
9/27/2018 57.34 46.01 82.87 72.95
9/28/2018 56.84 46.19 83.19 71.74
10/1/2018 55.58 46.23 83.28 71.93
10/2/2018 55.59 46.51 83.39 71.80
10/3/2018 55.47 45.87 83.02 72.36
10/4/2018 55.89 45.85 80.36 72.62
10/5/2018 55.76 45.88 79.59 72.42
10/8/2018 56.54 46.48 77.63 72.59
10/9/2018 57.71 46.39 77.64 71.89
10/10/2018 56.01 45.68 73.58 69.95
10/11/2018 54.86 44.64 73.85 68.38
10/12/2018 56.45 44.68 77.92 69.84
10/15/2018 56.75 44.91 75.67 69.21
10/16/2018 57.81 45.49 78.73 69.71
10/17/2018 59.10 45.86 78.30 69.84
10/18/2018 58.64 45.61 71.81 68.62
10/19/2018 58.66 46.33 69.75 68.86
10/22/2018 58.90 45.97 69.78 66.59
10/23/2018 58.81 46.36 68.98 65.73
10/24/2018 58.06 46.73 67.25 63.80
10/25/2018 58.96 46.51 70.32 64.97
10/26/2018 58.07 45.92 68.84 64.21
10/29/2018 58.37 46.46 65.22 64.35
10/30/2018 58.59 47.63 67.48 64.53
10/31/2018 58.27 47.88 69.05 65.46
11/1/2018 58.63 47.74 69.32 65.83
11/2/2018 64.32 48.00 68.99 65.92
11/5/2018 64.48 48.69 64.34 67.30
11/6/2018 66.01 49.11 64.25 66.68
11/7/2018 68.16 49.37 65.09 68.26
11/8/2018 68.72 49.33 62.79 67.78
11/9/2018 68.60 49.68 55.01 65.76
11/12/2018 67.91 49.87 53.89 64.21
11/13/2018 67.41 49.86 52.55 64.78
11/14/2018 67.04 49.76 51.60 63.50
11/15/2018 67.62 49.74 53.56 64.60
11/16/2018 68.16 50.17 50.94 64.95
11/19/2018 67.91 50.51 49.14 64.62
11/20/2018 67.18 49.38 49.26 62.53
11/21/2018 66.77 48.73 50.85 62.87
11/23/2018 65.70 49.02 50.05 61.75
11/26/2018 65.69 48.87 50.91 63.73
11/27/2018 66.08 49.37 50.75 63.46
11/28/2018 66.82 49.71 51.02 65.58
11/29/2018 66.88 48.98 52.56 64.90
11/30/2018 66.72 50.40 49.88 64.79
12/3/2018 67.50 49.69 46.60 65.16
12/4/2018 66.65 49.58 46.52 62.26
12/6/2018 66.55 49.38 48.15 60.06
12/7/2018 65.47 49.09 47.23 58.35
12/10/2018 65.49 49.24 47.88 57.07
12/11/2018 65.92 49.54 48.20 56.22
12/12/2018 66.13 49.22 48.45 55.98
12/13/2018 66.91 49.47 48.51 55.77
12/14/2018 65.34 49.34 47.75 55.02
12/17/2018 64.47 48.33 47.08 54.25
12/18/2018 64.92 48.32 47.32 53.93
12/19/2018 64.06 47.90 46.33 52.82
12/20/2018 62.15 47.54 47.05 52.27
12/21/2018 61.39 47.57 45.85 50.24
12/24/2018 60.56 45.96 43.99 49.26
12/26/2018 63.08 46.94 46.42 51.44
12/27/2018 63.20 47.53 47.04 51.77
12/28/2018 63.39 47.20 46.80 51.83
12/31/2018 64.40 47.35 46.57 52.06
1/2/2019 64.32 46.93 47.03 53.53
1/3/2019 61.53 46.64 45.36 52.56
1/4/2019 63.57 47.57 47.17 55.13
1/7/2019 63.57 46.95 48.50 55.61
1/8/2019 63.62 47.48 49.97 55.46
1/9/2019 63.88 46.57 50.83 56.38
1/10/2019 64.19 47.07 51.35 56.44
1/11/2019 63.73 47.34 46.54 56.69
1/14/2019 63.37 47.15 47.29 58.93
1/15/2019 64.08 47.57 46.84 61.38
1/16/2019 63.77 46.92 47.13 62.19
1/17/2019 64.28 47.06 47.38 62.47
1/18/2019 64.70 47.61 48.65 63.12
1/22/2019 65.39 47.72 47.06 61.85
1/23/2019 66.43 48.27 46.02 62.13
1/24/2019 64.74 47.69 47.27 62.71
1/25/2019 67.09 47.37 47.80 64.02
1/28/2019 66.90 47.17 46.74 63.85
1/29/2019 67.04 47.40 45.73 63.21
1/30/2019 68.15 47.86 46.31 64.22
1/31/2019 68.14 48.13 47.24 64.46
2/1/2019 68.11 48.70 46.01 63.67
 2/4/2019 67.58 49.25 46.78 64.06
2/5/2019 69.34 49.26 47.84 63.81
2/6/2019 68.85 49.26 43.00 63.89
2/7/2019 69.14 49.42 43.96 62.81
2/8/2019 69.75 49.50 43.41 62.01
2/11/2019 69.99 49.61 40.11 61.61
2/12/2019 69.75 49.66 41.67 62.67
2/13/2019 70.51 49.79 44.57 63.04
2/14/2019 70.84 45.59 45.43 62.42
2/15/2019 70.71 45.24 44.60 64.27
2/19/2019 70.20 44.83 44.48 64.38
2/20/2019 70.39 45.10 42.78 64.64
2/21/2019 70.70 45.86 41.90 64.32
2/22/2019 71.30 45.28 41.50 64.14
2/25/2019 71.05 44.94 41.96 64.53
2/26/2019 71.14 44.69 42.08 64.12
2/27/2019 70.15 44.94 41.79 64.40
2/28/2019 70.26 45.34 42.14 63.98
3/1/2019 70.85 45.38 42.84 64.47
3/4/2019 70.95 45.65 41.79 63.75
3/5/2019 71.58 45.60 41.88 62.93
3/6/2019 71.27 45.45 42.56 62.51
3/7/2019 70.61 45.28 41.42 61.90
3/8/2019 69.36 44.84 42.03 62.06
3/11/2019 69.68 46.18 42.92 62.31
3/12/2019 70.05 46.05 42.63 62.81
3/13/2019 70.10 46.22 43.70 63.65
3/14/2019 70.74 45.70 43.32 64.11
3/15/2019 70.67 45.30 44.63 65.19
3/18/2019 70.84 45.41 44.97 65.93
3/19/2019 71.38 45.56 46.42 65.63
3/20/2019 71.63 45.53 46.16 64.30
3/21/2019 72.26 45.51 48.60 63.91
3/22/2019 71.96 45.93 46.87 60.98
3/25/2019 72.30 46.03 46.98 60.33
3/26/2019 72.96 46.64 46.43 61.22
3/27/2019 72.74 46.61 45.52 60.73
3/28/2019 73.96 46.58 45.62 61.98
3/29/2019 74.34 46.86 45.53 62.22
4/1/2019 73.96 46.72 47.12 64.36
4/2/2019 74.27 46.57 47.46 64.42
4/3/2019 74.33 46.18 47.65 65.06
4/4/2019 74.35 46.48 46.96 65.82
4/5/2019 75.03 46.47 47.29 65.55
4/8/2019 75.20 46.55 47.57 66.07
4/9/2019 75.12 46.67 47.01 65.20
4/10/2019 75.48 46.64 47.86 65.52
4/11/2019 75.87 46.71 47.17 65.91
4/12/2019 76.65 46.74 47.28 67.42
4/15/2019 76.16 47.00 45.75 67.38
4/16/2019 75.70 46.95 45.06 69.31
4/17/2019 75.12 47.28 44.98 70.35
4/18/2019 76.06 47.48 45.31 69.67
4/22/2019 75.40 47.40 45.34 69.09
4/23/2019 75.99 48.21 46.51 69.20
4/24/2019 76.39 47.98 46.75 68.83
4/25/2019 77.11 47.84 47.41 68.73
4/26/2019 77.45 48.26 48.15 69.51
4/29/2019 76.91 48.42 48.40 71.03
4/30/2019 77.68 49.06 48.21 70.70
5/1/2019 77.52 48.59 48.56 69.96
5/2/2019 77.47 48.39 49.55 70.36
5/3/2019 78.05 48.72 47.15 70.67
5/6/2019 78.06 48.47 48.16 70.41
5/7/2019 77.96 48.00 46.68 68.16
5/8/2019 78.05 47.85 46.82 68.22
5/9/2019 77.90 47.40 46.64 67.63
5/10/2019 78.42 48.19 46.02 67.90
5/13/2019 76.68 48.05 43.41 64.38
5/14/2019 77.06 48.69 44.70 65.26
5/15/2019 77.76 49.18 46.28 64.87
5/16/2019 78.90 49.58 47.29 65.98
5/17/2019 78.91 49.20 46.39 65.07
5/20/2019 76.66 48.85 43.61 64.96
5/21/2019 77.53 48.60 43.45 66.08
5/22/2019 77.25 49.65 42.91 64.66
5/23/2019 76.41 49.85 42.19 63.90
5/24/2019 76.15 49.61 42.29 64.39
5/28/2019 75.70 49.10 43.51 63.79
5/29/2019 75.28 48.61 43.99 63.71
5/30/2019 76.17 49.25 43.56 63.61
5/31/2019 76.06 49.13 43.37 62.15
6/3/2019 76.22 49.98 42.38 62.61
6/4/2019 78.52 50.00 43.61 65.88
6/5/2019 79.96 50.78 44.52 65.78
6/6/2019 81.40 51.40 44.08 66.47
6/7/2019 82.48 51.49 45.38 65.69
6/10/2019 81.93 51.38 46.01 67.12
6/11/2019 82.37 51.33 46.70 67.88
6/12/2019 82.93 51.64 45.09 66.81
6/13/2019 83.35 51.13 46.05 67.08
6/14/2019 84.24 51.31 45.62 67.48
6/17/2019 83.02 50.87 45.07 66.54
6/18/2019 82.92 50.64 45.77 67.98
6/19/2019 83.81 51.12 45.33 67.59
6/20/2019 84.69 51.66 45.67 68.10
6/21/2019 83.82 51.55 45.91 67.97
6/24/2019 83.65 51.92 47.15 67.41
6/25/2019 84.25 51.76 46.20 66.54
6/26/2019 83.38 51.12 46.73 67.22
6/27/2019 83.56 51.08 47.28 68.15
6/28/2019 83.83 50.92 47.20 70.03
7/1/2019 84.55 51.60 47.50 70.74
7/2/2019 85.51 51.98 47.98 70.44
7/3/2019 87.79 52.10 48.66 70.85
7/5/2019 87.79 52.11 48.15 71.40
7/8/2019 87.44 52.00 46.47 71.13
7/9/2019 87.23 51.59 46.37 71.56
7/10/2019 88.38 51.82 46.84 71.13
7/11/2019 89.07 52.04 47.34 71.61
7/12/2019 89.77 52.12 47.20 71.77
7/15/2019 90.16 52.13 47.66 71.71
7/16/2019 90.08 52.14 46.99 71.32
7/17/2019 90.25 52.18 46.68 70.82
7/18/2019 91.50 52.03 45.72 71.79
7/19/2019 90.30 51.39 45.14 70.92
7/22/2019 90.92 51.22 45.57 71.11
7/23/2019 90.11 54.33 45.92 71.99
7/24/2019 90.65 53.78 46.86 73.01
7/25/2019 90.98 53.07 47.19 71.39
7/26/2019 99.11 54.17 47.99 72.16
7/29/2019 98.02 53.99 48.45 71.76
7/30/2019 96.65 53.72 48.29 71.71
7/31/2019 94.69 52.63 48.74 71.16
8/1/2019 95.38 52.03 50.19 68.35
8/2/2019 95.51 52.33 49.02 67.61
8/5/2019 93.70 51.65 46.10 65.18
8/6/2019 95.34 52.27 46.59 66.25
8/7/2019 95.22 53.18 48.10 65.14
8/8/2019 96.27 53.69 49.33 66.74
8/9/2019 96.30 53.42 48.06 66.05
8/12/2019 94.91 53.20 47.08 64.24
8/13/2019 96.63 53.50 48.13 64.83
8/14/2019 94.92 52.99 45.26 61.41
8/15/2019 95.53 53.87 45.51 61.32
8/16/2019 96.52 54.41 46.66 63.48
8/19/2019 96.66 54.69 47.92 64.31
8/20/2019 95.63 53.88 48.80 63.42
8/21/2019 96.32 54.10 49.04 63.25
8/22/2019 96.49 54.49 49.08 63.91
8/23/2019 94.70 53.74 47.33 61.95
8/26/2019 96.50 54.54 48.69 62.72
8/27/2019 96.09 54.72 51.09 61.66
8/28/2019 97.07 55.11 50.21 62.36
8/29/2019 97.70 55.05 50.96 63.90
8/30/2019 96.56 55.04 50.60 64.35
9/3/2019 96.77 55.30 51.06 63.42
9/4/2019 96.11 55.77 53.50 64.28
9/5/2019 95.56 55.12 54.58 66.34
9/6/2019 95.74 55.23 54.58 65.97
9/9/2019 94.16 54.52 55.19 68.79
9/10/2019 90.35 54.40 56.03 68.98
9/11/2019 90.98 54.77 54.91 68.90
9/12/2019 92.06 55.11 55.45 69.30
9/13/2019 90.48 54.26 55.95 70.39
9/16/2019 89.42 53.96 55.78 69.83
9/17/2019 90.75 54.24 55.35 69.48
9/18/2019 90.96 54.23 55.12 70.09
9/19/2019 91.56 54.52 55.01 69.73
9/20/2019 90.07 53.91 54.76 69.35
9/23/2019 90.81 54.14 54.18 69.55
9/24/2019 89.92 54.30 53.96 67.90
9/25/2019 90.35 54.17 54.94 69.38
9/26/2019 89.80 54.39 54.22 69.11
9/27/2019 88.37 54.31 52.33 69.46
9/30/2019 88.42 54.44 52.92 69.08
10/1/2019 86.51 54.65 52.90 68.15
10/2/2019 84.32 53.08 52.25 66.26
10/3/2019 84.67 53.84 54.07 66.70
10/4/2019 85.92 54.54 55.44 68.18
10/7/2019 85.85 53.87 55.41 68.15
10/8/2019 84.91 53.58 54.13 66.40
10/9/2019 85.85 53.83 53.43 67.43
10/10/2019 85.96 53.66 53.69 68.62
10/11/2019 86.36 53.30 54.82 70.10
10/14/2019 86.62 53.30 55.01 70.24
10/15/2019 86.45 53.51 55.56 71.22
10/16/2019 86.71 53.49 55.59 69.50
10/17/2019 86.29 53.79 55.59 69.60
10/18/2019 86.03 54.78 54.54 69.74
10/21/2019 85.35 54.23 55.51 71.81
10/22/2019 83.46 53.85 54.52 72.06
10/23/2019 82.74 54.64 54.80 72.45
10/24/2019 83.18 54.61 55.44 72.30
10/25/2019 83.38 53.75 55.26 73.17
10/28/2019 83.60 53.57 54.56 73.59
10/29/2019 84.13 53.41 54.00 73.09
10/30/2019 84.19 53.94 55.87 72.97
10/31/2019 84.56 54.43 56.03 71.86
11/1/2019 83.21 53.90 55.82 73.84
11/4/2019 82.37 53.14 55.71 75.15
11/5/2019 81.89 52.42 55.54 74.83
11/6/2019 82.99 52.80 56.36 74.42
11/7/2019 81.95 52.29 54.55 75.81
11/8/2019 81.77 52.21 54.30 76.12
11/11/2019 82.43 51.84 52.52 75.60
11/12/2019 83.32 51.71 51.95 75.07
11/13/2019 83.94 52.41 52.33 73.91
11/14/2019 84.38 52.63 52.70 73.84
11/15/2019 84.21 52.67 53.44 74.40
11/18/2019 84.02 53.03 52.73 74.40
11/19/2019 83.66 53.08 53.28 74.82
11/20/2019 83.60 53.22 54.09 73.91
11/21/2019 82.30 52.96 53.69 73.90
11/22/2019 83.02 53.03 53.04 74.87
11/25/2019 83.75 53.22 53.73 75.68
11/26/2019 84.56 53.90 54.17 75.46
11/27/2019 85.77 53.95 54.48 75.72
11/29/2019 85.43 53.40 54.83 75.12
12/2/2019 84.57 53.75 54.23 74.52
12/3/2019 84.82 53.80 54.59 73.33
12/4/2019 85.40 54.29 53.88 74.23
12/5/2019 84.45 54.19 54.99 74.71
12/6/2019 86.32 54.42 55.21 75.81
12/9/2019 86.28 54.07 54.39 75.33
12/10/2019 86.04 53.77 55.94 75.78
12/11/2019 86.59 53.95 56.48 75.55
12/12/2019 88.21 54.14 58.56 77.05
12/13/2019 88.67 54.42 58.65 76.39
12/16/2019 88.78 54.42 58.61 76.91
12/17/2019 88.13 54.42 58.26 77.74
12/18/2019 87.99 53.91 59.02 77.92
12/19/2019 88.52 54.32 59.13 78.20
12/20/2019 88.46 54.97 59.22 78.51
12/23/2019 88.23 54.91 58.89 78.76
12/24/2019 88.52 54.71 58.81 78.59
12/26/2019 88.08 55.02 58.89 79.83
12/27/2019 88.13 55.35 59.19 79.67
12/30/2019 87.44 55.27 58.88 79.51
12/31/2019 87.92 55.35 59.42 79.89
 Retornos
Fecha Starbucks Coca-Cola Company Activision Blizzard Citigroup
1/2/2018
1/3/2018 1.87% -0.22% 1.55% 0.31%
1/4/2018 0.37% 1.41% -1.00% 1.23%
1/5/2018 1.15% -0.02% 2.64% -0.13%
1/8/2018 -0.50% -0.15% 0.39% -1.17%
1/9/2018 -0.22% 0.50% -0.66% 1.05% E[R]=[■8(𝐸[𝑟_1
1/10/2018 1.08% -0.35% 0.97% 0.45% ]@𝐸[𝑟_2]@■8(𝐸
1/11/2018 0.30% -0.07% 3.61% -0.12% [𝑟_3]@■8(⋮@ 〖𝐸
1/12/2018 0.67% 0.24% 1.62% 1.69%
1/16/2018 0.26% 0.82% -2.35% 0.35% [𝑟 〗 _𝑛])))]
1/17/2018 0.17% 0.62% 2.40% 0.47%
1/18/2018 0.71% 0.13% -0.80% -0.10%
1/19/2018 0.28% 0.60% 1.10% 1.18%
1/22/2018 0.24% 0.47% 1.03% 0.37%
1/23/2018 0.46% 0.15% 0.35% -0.05%
1/24/2018 -1.39% 0.80% -2.05% 1.15%
1/25/2018 -0.46% 0.02% 1.06% -0.01%
1/26/2018 -4.23% 1.44% 2.40% 0.81%
1/29/2018 -1.67% -1.71% -0.10% -0.15%
1/30/2018 0.30% -0.61% -1.16% -1.68%
1/31/2018 -0.66% 0.38% 3.52% -0.18%
2/1/2018 -1.43% -0.29% -1.05% 0.92%
2/2/2018 -0.41% -1.52% -2.63% -2.75%
2/5/2018 -1.94% -3.94% -4.82% -4.87%
2/6/2018 1.68% -0.49% 2.53% 2.12%
2/7/2018 -2.07% -0.25% -0.34% 0.23%
2/8/2018 -1.27% -3.28% -5.23% -4.16%
2/9/2018 1.51% 0.07% 1.90% 2.52%
2/12/2018 1.47% 1.95% 1.85% 1.47%
2/13/2018 0.52% 0.50% -0.42% 0.56%
2/14/2018 0.57% -0.20% 2.38% 2.04%
2/15/2018 1.05% 1.54% 3.36% 0.48%
2/16/2018 -0.18% 0.45% -2.50% -0.34%
2/20/2018 -0.90% -2.20% 0.93% -0.47%
2/21/2018 0.23% -1.48% -0.88% 0.71%
2/22/2018 -1.25% 0.42% -1.04% -0.95%
2/23/2018 1.34% 1.19% 3.71% 1.06%
2/26/2018 1.83% -0.02% 1.51% 0.74%
2/27/2018 -1.05% -0.93% -0.75% -1.64%
2/28/2018 0.94% -0.92% 0.72% -1.17%
3/1/2018 -1.63% 0.49% -1.53% -2.42% E[R_p ]= 〖 E[W
3/2/2018 1.35% 0.67% 2.78% 0.03% [■8(𝐸[𝑟_1 ]@𝐸
3/5/2018 0.11% 0.39% 1.47% 1.00%
3/6/2018 0.07% 0.09% -1.57% -0.48%
3/7/2018 0.00% -0.25% 0.20% -0.19%
3/8/2018 0.77% 1.44% 3.70% 0.26%
3/9/2018 1.72% 0.83% 1.84% 2.70%
3/12/2018 1.61% -0.65% -1.74% -0.12%
3/13/2018 -0.59% 0.09% -1.21% -1.46%
3/14/2018 -0.37% -1.77% -2.25% -1.92%
3/15/2018 0.92% -0.25% -1.13% -0.18%
3/16/2018 -0.62% -0.48% -2.32% 0.18%
3/19/2018 -1.19% -0.46% -0.88% -1.05%
3/20/2018 0.62% -0.23% 0.45% 0.30%
3/21/2018 -0.32% -0.37% 0.34% 0.55%
3/22/2018 -1.20% -0.56% -2.58% -4.11% 〖𝜎 _𝑝 〗 ^2=var
3/23/2018 -2.53% -1.01% -2.47% -3.43% [■8( 〖𝜎 _1 〗 ^2@
3/26/2018 2.65% 0.85% 3.00% 2.77% ■8(𝜎_1,2@ 〖𝜎 _
3/27/2018 -0.59% 0.47% -5.41% -2.15% ■8(𝜎_(1,𝑛)@𝜎_
3/28/2018 0.77% 1.00% -0.48% -0.03% [■8(𝑤_1@𝑤_2@
3/29/2018 -0.02% 0.25% 2.26% -1.11%
4/2/2018 -2.85% -1.75% -3.51% 0.31%
4/3/2018 3.13% 1.66% 0.60% 1.14%
4/4/2018 1.43% 1.98% 1.21% 1.21%
4/5/2018 0.53% 0.36% 0.39% 1.31%
4/6/2018 -1.35% -1.08% -2.96% -2.31%
4/9/2018 0.62% -0.20% 1.87% 1.22%
4/10/2018 1.21% 0.37% 1.14% 1.54%
4/11/2018 0.02% 0.00% -1.01% -0.88%
4/12/2018 0.02% 0.09% 2.08% 3.21%
4/13/2018 -0.32% 1.09% -1.99% -1.55%
4/16/2018 0.32% 0.38% 1.03% -1.32%
4/17/2018 0.67% 0.45% 2.58% -0.47%
4/18/2018 -0.55% -0.82% 0.60% -1.09%
4/19/2018 -0.47% -0.45% -1.47% 1.88%
4/20/2018 -2.06% -1.29% -2.04% -0.40%
4/23/2018 0.28% 0.55% -0.11% -0.74%
4/24/2018 -0.60% -2.07% -1.34% -0.52%
4/25/2018 -0.17% -1.49% -0.80% 0.35%
4/26/2018 2.89% 0.75% 2.34% -0.26%
4/27/2018 -1.72% 1.31% -0.83% -0.27%
4/30/2018 -1.35% -0.23% 0.85% -1.04%
5/1/2018 0.97% -1.43% 2.19% -0.03%
5/2/2018 -2.46% -1.24% 0.87% -0.38%
5/3/2018 -1.01% -0.40% -2.30% -0.07%
5/4/2018 2.76% 1.12% 4.52% 0.00%
5/7/2018 -0.40% -0.52% 0.76% 0.82%
5/8/2018 0.38% -0.78% -1.08% 3.65%
5/9/2018 -1.09% -0.07% 2.44% 1.34%
5/10/2018 1.07% 0.96% 2.23% 0.86%
5/11/2018 -0.66% -0.09% -1.65% 0.40%
5/14/2018 -0.24% -0.24% 0.00% -0.33%
5/15/2018 -0.86% -0.76% -2.13% 0.08%
5/16/2018 0.90% -0.41% 0.23% -1.00%
5/17/2018 0.09% 1.81% 1.89% -0.54%
5/18/2018 -0.07% -0.28% 0.46% -2.24%
5/21/2018 0.31% 0.55% -0.75% 0.67%
5/22/2018 -0.66% -0.38% -0.14% 0.92%
5/23/2018 0.93% 0.36% 0.55% -1.18%
5/24/2018 0.33% -0.19% -1.31% -1.32%
5/25/2018 0.42% 0.19% 0.93% -1.26%
5/29/2018 -1.19% 0.66% -1.15% -3.99%
5/30/2018 0.44% 1.05% 0.07% 1.48%
5/31/2018 -1.41% -0.30% 0.31% 0.02%
6/1/2018 0.42% 0.28% 2.99% 0.88%
6/4/2018 0.28% 0.86% -0.33% 0.09%
6/5/2018 -2.44% -0.87% -0.03% -0.86%
6/6/2018 2.68% 0.81% 2.78% 2.20%
6/7/2018 -0.05% -0.05% -1.12% 0.32%
6/8/2018 -0.95% 1.17% 0.46% 0.03%
6/11/2018 -0.21% 0.41% 0.96% -0.53%
6/12/2018 0.00% 0.63% 1.25% -0.73%
6/13/2018 -0.48% -0.52% 0.96% -0.47%
6/14/2018 1.44% -1.36% 1.36% -1.68%
6/15/2018 0.16% 1.24% -0.39% 0.27%
6/18/2018 0.19% -1.29% 0.59% 0.62%
6/19/2018 0.37% 0.11% -0.81% 0.04%
6/20/2018 -9.07% -0.78% -0.52% 0.90%
6/21/2018 -3.06% -0.39% -1.03% 0.37%
6/22/2018 1.22% 0.37% -0.09% -0.64%
6/25/2018 -1.13% 0.76% -1.68% -2.16%
6/26/2018 -0.55% -0.57% 0.76% 0.85%
6/27/2018 -1.07% -0.60% -2.46% -1.28%
6/28/2018 -2.61% 0.93% 3.53% 2.17%
6/29/2018 0.64% 0.90% 0.41% 0.06%
7/2/2018 0.43% -0.25% 1.26% 0.36%
7/3/2018 -0.59% 0.55% -1.81% -1.64%
7/5/2018 -0.33% 1.52% 0.41% 0.76%
7/6/2018 0.76% -0.04% 1.31% 0.87%
7/9/2018 1.88% -0.54% -0.45% 2.68%
7/10/2018 1.04% 1.28% -0.85% -1.03%
7/11/2018 -0.56% -0.40% 3.18% -0.47%
7/12/2018 0.22% -0.27% 3.51% 0.88%
7/13/2018 2.73% 0.16% 0.16% -2.20%
7/16/2018 -1.32% -0.02% -1.56% 3.67%
7/17/2018 0.67% 1.16% 0.90% -0.16%
7/18/2018 -0.25% -0.29% 0.40% 0.72%
7/19/2018 0.37% -0.02% -0.81% -1.23%
7/20/2018 -0.84% 0.38% -1.19% 0.33%
7/23/2018 0.55% -0.73% 0.13% 1.43%
7/24/2018 -0.04% 0.69% -1.68% 1.22%
7/25/2018 0.88% 1.83% 1.33% 0.91%
7/26/2018 -0.33% 0.33% -2.27% -0.53%
7/27/2018 1.36% -0.06% -2.95% 0.49%
7/30/2018 -0.48% 0.04% -3.46% 0.84%
7/31/2018 0.94% 0.87% 0.92% -0.55%
8/1/2018 -0.88% -0.51% -0.46% 0.06%
8/2/2018 -0.48% -0.45% 1.34% -0.13%
8/3/2018 1.06% 0.95% -3.70% 0.77%
8/6/2018 -0.31% 0.06% -1.05% 0.01%
8/7/2018 0.00% -0.32% -0.48% 0.01%
8/8/2018 -1.00% -0.75% -0.31% 0.66%
8/9/2018 0.72% 0.43% 0.70% -1.25%
8/10/2018 -0.79% -0.58% 0.16% -2.39%
8/13/2018 0.58% -0.54% -0.13% -1.57%
8/14/2018 1.51% 0.13% 1.09% 1.23%
8/15/2018 0.30% 0.41% -2.78% -1.94%
8/16/2018 0.55% 0.30% 0.55% 1.33%
8/17/2018 0.98% 0.82% -0.77% 0.16%
8/20/2018 0.67% 0.28% -0.32% 1.23%
8/21/2018 0.15% -1.09% 1.06% 1.01%
8/22/2018 -2.19% -0.63% 2.54% -0.17%
8/23/2018 -0.30% -0.50% -0.36% -0.44%
8/24/2018 0.17% -0.15% 4.10% -0.20%
8/27/2018 0.42% 0.13% 0.00% 2.43%
8/28/2018 0.15% -0.70% -0.12% -0.01%
8/29/2018 0.38% -0.09% 1.23% 0.21%
8/30/2018 -0.28% -0.84% -1.08% -1.48%
8/31/2018 0.66% -0.85% -2.70% -0.31%
9/4/2018 0.15% 0.43% 1.22% 0.22%
9/5/2018 0.49% 1.39% -1.82% -0.32%
9/6/2018 0.78% 0.86% 0.43% -1.49%
9/7/2018 1.20% -0.11% 2.24% -0.67%
9/10/2018 0.20% 0.74% 0.94% -0.01%
9/11/2018 0.27% -0.09% 7.06% -0.29%
9/12/2018 -0.27% 0.48% 1.28% 1.56%
9/13/2018 -0.15% -0.89% -0.11% -0.51%
9/14/2018 -0.26% 0.35% 1.04% 0.56%
9/17/2018 -0.33% 0.72% -2.94% 0.48%
 9/18/2018 0.92% -0.84% 0.95% 0.68%
9/19/2018 0.65% 0.07% -0.06% 3.31%
9/20/2018 1.80% 1.48% 1.34% 1.45%
9/21/2018 1.81% -0.13% -0.45% -0.86%
9/24/2018 -1.32% -1.09% 0.39% -0.42%
9/25/2018 0.37% -0.85% -0.09% -0.45%
9/26/2018 0.65% 0.37% 1.29% -1.44%
9/27/2018 0.12% 0.35% 1.59% 0.69%
9/28/2018 -0.87% 0.39% 0.39% -1.66%
10/1/2018 -2.22% 0.09% 0.11% 0.26%
10/2/2018 0.02% 0.61% 0.13% -0.18%
10/3/2018 -0.22% -1.38% -0.44% 0.78%
10/4/2018 0.76% -0.04% -3.20% 0.36%
10/5/2018 -0.23% 0.07% -0.96% -0.28%
10/8/2018 1.40% 1.31% -2.46% 0.23%
10/9/2018 2.07% -0.19% 0.01% -0.96%
10/10/2018 -2.95% -1.53% -5.23% -2.70%
10/11/2018 -2.05% -2.28% 0.37% -2.24%
10/12/2018 2.90% 0.09% 5.51% 2.14%
10/15/2018 0.53% 0.51% -2.89% -0.90%
10/16/2018 1.87% 1.29% 4.04% 0.72%
10/17/2018 2.23% 0.81% -0.55% 0.19%
10/18/2018 -0.78% -0.55% -8.29% -1.75%
10/19/2018 0.03% 1.58% -2.87% 0.35%
10/22/2018 0.41% -0.78% 0.04% -3.30%
10/23/2018 -0.15% 0.85% -1.15% -1.29%
10/24/2018 -1.28% 0.80% -2.51% -2.94%
10/25/2018 1.55% -0.47% 4.57% 1.83%
10/26/2018 -1.51% -1.27% -2.10% -1.17%
10/29/2018 0.52% 1.18% -5.26% 0.22%
10/30/2018 0.38% 2.52% 3.47% 0.28%
10/31/2018 -0.55% 0.52% 2.33% 1.44%
11/1/2018 0.62% -0.29% 0.39% 0.57%
11/2/2018 9.70% 0.54% -0.48% 0.14%
11/5/2018 0.25% 1.44% -6.74% 2.09%
11/6/2018 2.37% 0.86% -0.14% -0.92%
11/7/2018 3.26% 0.53% 1.31% 2.37%
11/8/2018 0.82% -0.08% -3.53% -0.70%
11/9/2018 -0.17% 0.71% -12.39% -2.98%
11/12/2018 -1.01% 0.38% -2.04% -2.36%
11/13/2018 -0.74% -0.02% -2.49% 0.89%
11/14/2018 -0.55% -0.20% -1.81% -1.98%
11/15/2018 0.87% -0.04% 3.80% 1.73%
11/16/2018 0.80% 0.86% -4.89% 0.54%
11/19/2018 -0.37% 0.68% -3.53% -0.51%
11/20/2018 -1.07% -2.24% 0.24% -3.23%
11/21/2018 -0.61% -1.32% 3.23% 0.54%
11/23/2018 -1.60% 0.60% -1.57% -1.78%
11/26/2018 -0.02% -0.31% 1.72% 3.21%
11/27/2018 0.59% 1.02% -0.31% -0.42%
11/28/2018 1.12% 0.69% 0.53% 3.34%
11/29/2018 0.09% -1.47% 3.02% -1.04%
11/30/2018 -0.24% 2.90% -5.10% -0.17%
12/3/2018 1.17% -1.41% -6.58% 0.57%
12/4/2018 -1.26% -0.22% -0.17% -4.45%
12/6/2018 -0.15% -0.40% 3.50% -3.53%
12/7/2018 -1.62% -0.59% -1.91% -2.85%
12/10/2018 0.03% 0.31% 1.38% -2.19%
12/11/2018 0.66% 0.61% 0.67% -1.49%
12/12/2018 0.32% -0.65% 0.52% -0.43%
12/13/2018 1.18% 0.51% 0.12% -0.38%
12/14/2018 -2.35% -0.26% -1.57% -1.34%
12/17/2018 -1.33% -2.05% -1.40% -1.40%
12/18/2018 0.70% -0.02% 0.51% -0.59%
12/19/2018 -1.32% -0.87% -2.09% -2.06%
12/20/2018 -2.98% -0.75% 1.55% -1.04%
12/21/2018 -1.22% 0.06% -2.55% -3.88%
12/24/2018 -1.35% -3.38% -4.06% -1.95%
12/26/2018 4.16% 2.13% 5.52% 4.43%
12/27/2018 0.19% 1.26% 1.34% 0.64%
12/28/2018 0.30% -0.69% -0.51% 0.12%
12/31/2018 1.59% 0.32% -0.49% 0.44%
1/2/2019 -0.12% -0.89% 0.99% 2.82%
1/3/2019 -4.34% -0.62% -3.55% -1.81%
1/4/2019 3.32% 1.99% 3.99% 4.89%
1/7/2019 0.00% -1.30% 2.82% 0.87%
1/8/2019 0.08% 1.13% 3.03% -0.27%
1/9/2019 0.41% -1.92% 1.72% 1.66%
1/10/2019 0.49% 1.07% 1.02% 0.11%
1/11/2019 -0.72% 0.57% -9.37% 0.44%
1/14/2019 -0.56% -0.40% 1.61% 3.95%
1/15/2019 1.12% 0.89% -0.95% 4.16%
1/16/2019 -0.48% -1.37% 0.62% 1.32%
1/17/2019 0.80% 0.30% 0.53% 0.45%
1/18/2019 0.65% 1.17% 2.68% 1.04%
1/22/2019 1.07% 0.23% -3.27% -2.01%
1/23/2019 1.59% 1.15% -2.21% 0.45%
1/24/2019 -2.54% -1.20% 2.72% 0.93%
1/25/2019 3.63% -0.67% 1.12% 2.09%
1/28/2019 -0.28% -0.42% -2.22% -0.27%
1/29/2019 0.21% 0.49% -2.16% -1.00%
1/30/2019 1.66% 0.97% 1.27% 1.60%
1/31/2019 -0.01% 0.56% 2.01% 0.37%
2/1/2019 -0.04% 1.18% -2.60% -1.23%
2/4/2019 -0.78% 1.13% 1.67% 0.61%
2/5/2019 2.60% 0.02% 2.27% -0.39%
2/6/2019 -0.71% 0.00% -10.12% 0.13%
2/7/2019 0.42% 0.32% 2.23% -1.69%
2/8/2019 0.88% 0.16% -1.25% -1.27%
2/11/2019 0.34% 0.22% -7.60% -0.65%
2/12/2019 -0.34% 0.10% 3.89% 1.72%
2/13/2019 1.09% 0.26% 6.96% 0.59%
2/14/2019 0.47% -8.44% 1.93% -0.98%
2/15/2019 -0.18% -0.77% -1.83% 2.96%
2/19/2019 -0.72% -0.91% -0.27% 0.17%
2/20/2019 0.27% 0.60% -3.82% 0.40%
2/21/2019 0.44% 1.69% -2.06% -0.50%
2/22/2019 0.85% -1.26% -0.95% -0.28%
2/25/2019 -0.35% -0.75% 1.11% 0.61%
2/26/2019 0.13% -0.56% 0.29% -0.64%
2/27/2019 -1.39% 0.56% -0.69% 0.44%
2/28/2019 0.16% 0.89% 0.84% -0.65%
3/1/2019 0.84% 0.09% 1.66% 0.77%
3/4/2019 0.14% 0.59% -2.45% -1.12%
3/5/2019 0.89% -0.11% 0.22% -1.29%
3/6/2019 -0.43% -0.33% 1.62% -0.67%
3/7/2019 -0.93% -0.37% -2.68% -0.98%
3/8/2019 -1.77% -0.97% 1.47% 0.26%
3/11/2019 0.46% 2.99% 2.12% 0.40%
3/12/2019 0.53% -0.28% -0.68% 0.80%
3/13/2019 0.07% 0.37% 2.51% 1.34%
3/14/2019 0.91% -1.13% -0.87% 0.72%
3/15/2019 -0.10% -0.88% 3.02% 1.68%
3/18/2019 0.24% 0.24% 0.76% 1.14%
3/19/2019 0.76% 0.33% 3.22% -0.46%
3/20/2019 0.35% -0.07% -0.56% -2.03%
3/21/2019 0.88% -0.04% 5.29% -0.61%
3/22/2019 -0.42% 0.92% -3.56% -4.58%
3/25/2019 0.47% 0.22% 0.23% -1.07%
3/26/2019 0.91% 1.33% -1.17% 1.48%
3/27/2019 -0.30% -0.06% -1.96% -0.80%
3/28/2019 1.68% -0.06% 0.22% 2.06%
3/29/2019 0.51% 0.60% -0.20% 0.39%
4/1/2019 -0.51% -0.30% 3.49% 3.44%
4/2/2019 0.42% -0.32% 0.72% 0.09%
4/3/2019 0.08% -0.84% 0.40% 0.99%
4/4/2019 0.03% 0.65% -1.45% 1.17%
4/5/2019 0.91% -0.02% 0.70% -0.41%
4/8/2019 0.23% 0.17% 0.59% 0.79%
4/9/2019 -0.11% 0.26% -1.18% -1.32%
4/10/2019 0.48% -0.06% 1.81% 0.49%
4/11/2019 0.52% 0.15% -1.44% 0.60%
4/12/2019 1.03% 0.06% 0.23% 2.29%
4/15/2019 -0.64% 0.56% -3.24% -0.06%
4/16/2019 -0.60% -0.11% -1.51% 2.86%
4/17/2019 -0.77% 0.70% -0.18% 1.50%
4/18/2019 1.25% 0.42% 0.73% -0.97%
4/22/2019 -0.87% -0.17% 0.07% -0.83%
4/23/2019 0.78% 1.71% 2.58% 0.16%
4/24/2019 0.53% -0.48% 0.52% -0.53%
4/25/2019 0.94% -0.29% 1.41% -0.15%
4/26/2019 0.44% 0.88% 1.56% 1.13%
4/29/2019 -0.70% 0.33% 0.52% 2.19%
4/30/2019 1.00% 1.32% -0.39% -0.46%
5/1/2019 -0.21% -0.96% 0.73% -1.05%
5/2/2019 -0.06% -0.41% 2.04% 0.57%
5/3/2019 0.75% 0.68% -4.84% 0.44%
5/6/2019 0.01% -0.51% 2.14% -0.37%
5/7/2019 -0.13% -0.97% -3.07% -3.20%
5/8/2019 0.12% -0.31% 0.30% 0.09%
5/9/2019 -0.19% -0.94% -0.38% -0.86%
5/10/2019 0.67% 1.67% -1.33% 0.40%
5/13/2019 -2.22% -0.29% -5.67% -5.18%
5/14/2019 0.50% 1.33% 2.97% 1.37%
5/15/2019 0.91% 1.01% 3.53% -0.60%
5/16/2019 1.47% 0.81% 2.18% 1.71%
5/17/2019 0.01% -0.77% -1.90% -1.38%
5/20/2019 -2.85% -0.71% -5.99% -0.17%
5/21/2019 1.13% -0.51% -0.37% 1.72%
5/22/2019 -0.36% 2.16% -1.24% -2.15%
5/23/2019 -1.09% 0.40% -1.68% -1.18%
5/24/2019 -0.34% -0.48% 0.24% 0.77%
5/28/2019 -0.59% -1.03% 2.88% -0.93%
5/29/2019 -0.55% -1.00% 1.10% -0.13%
5/30/2019 1.18% 1.32% -0.98% -0.16%
5/31/2019 -0.14% -0.24% -0.44% -2.30%
6/3/2019 0.21% 1.73% -2.28% 0.74%
6/4/2019 3.02% 0.04% 2.90% 5.22%
6/5/2019 1.83% 1.56% 2.09% -0.15%
6/6/2019 1.80% 1.22% -0.99% 1.05%
6/7/2019 1.33% 0.18% 2.95% -1.17%
6/10/2019 -0.67% -0.21% 1.39% 2.18%
6/11/2019 0.54% -0.10% 1.50% 1.13%
6/12/2019 0.68% 0.60% -3.45% -1.58%
6/13/2019 0.51% -0.99% 2.13% 0.40%
6/14/2019 1.07% 0.35% -0.93% 0.60%
6/17/2019 -1.45% -0.86% -1.21% -1.39%
6/18/2019 -0.12% -0.45% 1.55% 2.16%
6/19/2019 1.07% 0.95% -0.96% -0.57%
6/20/2019 1.05% 1.06% 0.75% 0.75%
6/21/2019 -1.03% -0.21% 0.53% -0.19%
6/24/2019 -0.20% 0.72% 2.70% -0.82%
6/25/2019 0.72% -0.31% -2.01% -1.29%
6/26/2019 -1.03% -1.24% 1.15% 1.02%
6/27/2019 0.22% -0.08% 1.18% 1.38%
6/28/2019 0.32% -0.31% -0.17% 2.76%
7/1/2019 0.86% 1.34% 0.64% 1.01%
7/2/2019 1.14% 0.74% 1.01% -0.42%
7/3/2019 2.67% 0.23% 1.42% 0.58%
7/5/2019 0.00% 0.02% -1.05% 0.78%
7/8/2019 -0.40% -0.21% -3.49% -0.38%
7/9/2019 -0.24% -0.79% -0.22% 0.60%
7/10/2019 1.32% 0.45% 1.01% -0.60%
7/11/2019 0.78% 0.42% 1.07% 0.67%
7/12/2019 0.79% 0.15% -0.30% 0.22%
7/15/2019 0.43% 0.02% 0.97% -0.08%
7/16/2019 -0.09% 0.02% -1.41% -0.54%
7/17/2019 0.19% 0.08% -0.66% -0.70%
7/18/2019 1.39% -0.29% -2.06% 1.37%
7/19/2019 -1.31% -1.23% -1.27% -1.21%
7/22/2019 0.69% -0.33% 0.95% 0.27%
7/23/2019 -0.89% 6.07% 0.77% 1.24%
7/24/2019 0.60% -1.01% 2.05% 1.42%
7/25/2019 0.36% -1.32% 0.70% -2.22%
7/26/2019 8.94% 2.07% 1.70% 1.08%
7/29/2019 -1.10% -0.33% 0.96% -0.55%
7/30/2019 -1.40% -0.50% -0.33% -0.07%
7/31/2019 -2.03% -2.03% 0.93% -0.77%
8/1/2019 0.73% -1.14% 2.97% -3.95%
8/2/2019 0.14% 0.58% -2.33% -1.08%
8/5/2019 -1.90% -1.30% -5.96% -3.59%
8/6/2019 1.75% 1.20% 1.06% 1.64%
8/7/2019 -0.13% 1.74% 3.24% -1.68%
8/8/2019 1.10% 0.96% 2.56% 2.46%
8/9/2019 0.03% -0.50% -2.57% -1.03%
8/12/2019 -1.44% -0.41% -2.04% -2.74%
8/13/2019 1.81% 0.56% 2.23% 0.92%
8/14/2019 -1.77% -0.95% -5.96% -5.28%
8/15/2019 0.64% 1.66% 0.55% -0.15%
8/16/2019 1.04% 1.00% 2.53% 3.52%
8/19/2019 0.15% 0.51% 2.70% 1.31%
8/20/2019 -1.07% -1.48% 1.84% -1.38%
8/21/2019 0.72% 0.41% 0.49% -0.27%
8/22/2019 0.18% 0.72% 0.08% 1.04%
8/23/2019 -1.86% -1.38% -3.57% -3.07%
 8/26/2019 1.90% 1.49% 2.87% 1.24%
8/27/2019 -0.42% 0.33% 4.93% -1.69%
8/28/2019 1.02% 0.71% -1.72% 1.14%
8/29/2019 0.65% -0.11% 1.49% 2.47%
8/30/2019 -1.17% -0.02% -0.71% 0.70%
9/3/2019 0.22% 0.47% 0.91% -1.45%
9/4/2019 -0.68% 0.85% 4.78% 1.36%
9/5/2019 -0.57% -1.17% 2.02% 3.20%
9/6/2019 0.19% 0.20% 0.00% -0.56%
9/9/2019 -1.65% -1.29% 1.12% 4.27%
9/10/2019 -4.05% -0.22% 1.52% 0.28%
9/11/2019 0.70% 0.68% -2.00% -0.12%
9/12/2019 1.19% 0.62% 0.98% 0.58%
9/13/2019 -1.72% -1.54% 0.90% 1.57%
9/16/2019 -1.17% -0.55% -0.30% -0.80%
9/17/2019 1.49% 0.52% -0.77% -0.50%
9/18/2019 0.23% -0.02% -0.42% 0.88%
9/19/2019 0.66% 0.53% -0.20% -0.51%
9/20/2019 -1.63% -1.12% -0.45% -0.54%
9/23/2019 0.82% 0.43% -1.06% 0.29%
9/24/2019 -0.98% 0.30% -0.41% -2.37%
9/25/2019 0.48% -0.24% 1.82% 2.18%
9/26/2019 -0.61% 0.41% -1.31% -0.39%
9/27/2019 -1.59% -0.15% -3.49% 0.51%
9/30/2019 0.06% 0.24% 1.13% -0.55%
10/1/2019 -2.16% 0.39% -0.04% -1.35%
10/2/2019 -2.53% -2.87% -1.23% -2.77%
10/3/2019 0.42% 1.43% 3.48% 0.66%
10/4/2019 1.48% 1.30% 2.53% 2.22%
10/7/2019 -0.08% -1.23% -0.05% -0.04%
10/8/2019 -1.09% -0.54% -2.31% -2.57%
10/9/2019 1.11% 0.47% -1.29% 1.55%
10/10/2019 0.13% -0.32% 0.49% 1.76%
10/11/2019 0.47% -0.67% 2.10% 2.16%
10/14/2019 0.30% 0.00% 0.35% 0.20%
10/15/2019 -0.20% 0.39% 1.00% 1.40%
10/16/2019 0.30% -0.04% 0.05% -2.42%
10/17/2019 -0.48% 0.56% 0.00% 0.14%
10/18/2019 -0.30% 1.84% -1.89% 0.20%
10/21/2019 -0.79% -1.00% 1.78% 2.97%
10/22/2019 -2.21% -0.70% -1.78% 0.35%
10/23/2019 -0.86% 1.47% 0.51% 0.54%
10/24/2019 0.53% -0.05% 1.17% -0.21%
10/25/2019 0.24% -1.57% -0.32% 1.20%
10/28/2019 0.26% -0.33% -1.27% 0.57%
10/29/2019 0.63% -0.30% -1.03% -0.68%
10/30/2019 0.07% 0.99% 3.46% -0.16%
10/31/2019 0.44% 0.91% 0.29% -1.52%
11/1/2019 -1.60% -0.97% -0.37% 2.76%
11/4/2019 -1.01% -1.41% -0.20% 1.77%
11/5/2019 -0.58% -1.35% -0.31% -0.43%
11/6/2019 1.34% 0.72% 1.48% -0.55%
11/7/2019 -1.25% -0.97% -3.21% 1.87%
11/8/2019 -0.22% -0.15% -0.46% 0.41%
11/11/2019 0.81% -0.71% -3.28% -0.68%
11/12/2019 1.08% -0.25% -1.09% -0.70%
11/13/2019 0.74% 1.35% 0.73% -1.55%
11/14/2019 0.52% 0.42% 0.71% -0.09%
11/15/2019 -0.20% 0.08% 1.40% 0.76%
11/18/2019 -0.23% 0.68% -1.33% 0.00%
11/19/2019 -0.43% 0.09% 1.04% 0.56%
11/20/2019 -0.07% 0.26% 1.52% -1.22%
11/21/2019 -1.56% -0.49% -0.74% -0.01%
11/22/2019 0.87% 0.13% -1.21% 1.31%
11/25/2019 0.88% 0.36% 1.30% 1.08%
11/26/2019 0.97% 1.28% 0.82% -0.29%
11/27/2019 1.43% 0.09% 0.57% 0.34%
11/29/2019 -0.40% -1.02% 0.64% -0.79%
12/2/2019 -1.01% 0.66% -1.09% -0.80%
12/3/2019 0.30% 0.09% 0.66% -1.60%
12/4/2019 0.68% 0.91% -1.30% 1.23%
12/5/2019 -1.11% -0.18% 2.06% 0.65%
12/6/2019 2.21% 0.42% 0.40% 1.47%
12/9/2019 -0.05% -0.64% -1.49% -0.63%
12/10/2019 -0.28% -0.55% 2.85% 0.60%
12/11/2019 0.64% 0.33% 0.97% -0.30%
12/12/2019 1.87% 0.35% 3.68% 1.99%
12/13/2019 0.52% 0.52% 0.15% -0.86%
12/16/2019 0.12% 0.00% -0.07% 0.68%
12/17/2019 -0.73% 0.00% -0.60% 1.08%
12/18/2019 -0.16% -0.94% 1.30% 0.23%
12/19/2019 0.60% 0.76% 0.19% 0.36%
12/20/2019 -0.07% 1.20% 0.15% 0.40%
12/23/2019 -0.26% -0.11% -0.56% 0.32%
12/24/2019 0.33% -0.36% -0.14% -0.22%
12/26/2019 -0.50% 0.57% 0.14% 1.58%
12/27/2019 0.06% 0.60% 0.51% -0.20%
12/30/2019 -0.78% -0.14% -0.52% -0.20%
12/31/2019 0.55% 0.14% 0.92% 0.48%
 Parte A

Matriz transpuesta de retornos

〖 E[R] 〗 ^′=[■8(■8( 〖𝐸 [𝑟 〗 _1]& 〖𝐸 [𝑟 〗 _2])&⋯

& 〖𝐸 [𝑟Concepto
〗 _𝑛]]) Starbucks Coca-Cola Company Activision Blizzard
Retorno promedio 0.09% 0.04% 0.01%

Empresa Retorno promedio

E[R]=[■8(𝐸[𝑟_1 Starbucks 0.09%
]@𝐸[𝑟_2]@■8(𝐸 Coca-Cola Company 0.04%
[𝑟_3]@■8(⋮@ 〖𝐸 Activision Blizzard 0.01%
Citigroup 0.03%
[𝑟 〗 _𝑛])))]

Matriz de pesos

W^′=[■8(■8(w_1&w_2 )&⋯&w_𝑛])

Concepto Starbucks Coca-Cola Company Activision Blizzard

Pesos 30.00% 20.00% 15.00%

Matriz de varianzas y covarianzas

var(R)="Σ"=[■8( 〖𝜎 _1 〗 ^2@𝜎_2,1@■8(⋮@𝜎_(
𝑛,1) )) ■8(𝜎_1,2@ 〖𝜎 _2 〗 ^2@■8(⋮@𝜎_(𝑛,2) ))
■8(…@…@■8(⋱@…))
■8(𝜎_(1,𝑛)@𝜎_(2,𝑛)@■8(⋮@ 〖𝜎 _𝑛 〗 ^2 ))]
Empresas Starbucks Coca-Cola Company Activision Blizzard
Starbucks 0.01832% 0.00460% 0.00827%
Coca-Cola Company 0.00460% 0.01043% 0.00266%
Activision Blizzard 0.00827% 0.00266% 0.05257%
Citigroup 0.00584% 0.00320% 0.01250%

Retorno del portafolio

 E[R_p ]= 〖 E[W 〗 ^′ R]=W^′ E[R_p ]=[■8(■8(w_1&w_2 )&⋯&w_𝑛])
[■8(𝐸[𝑟_1 ]@𝐸[𝑟_2 ]@■8(𝐸[𝑟_3 ]@■8(⋮@ 〖𝐸 [𝑟 〗 _𝑛])))]=w_1 𝐸[𝑟_1 ]+w_2 𝐸[𝑟_2 ]+w_3 𝐸[𝑟

Retorno del portafolio 0.048%

Riesgo del portafolio

〖𝜎 _𝑝 〗 ^2=var(W^′ R)=W^′ "Σ" W=[■8(■8(w_1&w_2 )&⋯&w_𝑛]

[■8( 〖𝜎 _1 〗 ^2@𝜎_2,1@■8(⋮@𝜎_(𝑛,1) ))
■8(𝜎_1,2@ 〖𝜎 _2 〗 ^2@■8(⋮@𝜎_(𝑛,2) )) ■8(…@…@■8(⋱@…))
■8(𝜎_(1,𝑛)@𝜎_(2,𝑛)@■8(⋮@ 〖𝜎 _𝑛 〗 ^2 ))]
[■8(𝑤_1@𝑤_2@■8(𝑤_3@■8(⋮@𝑤_𝑛 )))] )

Riesgo del portafolio 1.028%

Citigroup
0.03%

Citigroup
35.00%

Citigroup
0.00584%
0.00320%
0.01250%
0.02342%
)
1 ]+w_2 𝐸[𝑟_2 ]+w_3 𝐸[𝑟_3 ]+⋯+w_𝑛 𝐸[𝑟_𝑛 ]

E[R_p ]= 〖 E[W 〗 ^′ R]=W^′ E[R

[■8(𝐸[𝑟_1 ]@𝐸[𝑟_2 ]@■8(𝐸[𝑟_3 ]
Parte B

Matriz transpuesta de retornos

〖 E[R] 〗 ^′=[■8(■8( 〖𝐸 [𝑟 〗 _1]& 〖𝐸 [𝑟 〗 _2])&⋯& 〖𝐸 [𝑟 〗 _𝑛]])

Concepto Starbucks Coca-Cola Company
Retorno promedio 0.09% 0.04%
Riesgo 1.35% 1.02%

Empresa Retorno promedio

E[R]=[■8(𝐸[𝑟 Starbucks 0.09%
_1]@𝐸[𝑟_2]@ Coca-Cola Company 0.04%
■8(𝐸[𝑟_3]@■ Activision Blizzard 0.01%
8(⋮@ 〖𝐸 [𝑟 〗 _ Citigroup 0.03%
𝑛])))]

Matriz de varianzas y covarianzas

var(R)="Σ"=[■8( 〖𝜎 _1 〗 ^2@𝜎_2,1@■8(⋮@𝜎_(𝑛,1) ))
■8(𝜎_1,2@ 〖𝜎 _2 〗 ^2@■8(⋮@𝜎_(𝑛,2) )) ■8(…@…
@■8(⋱@…)) ■8(𝜎_(1,𝑛)@𝜎_(2,𝑛)@■8(⋮@ 〖𝜎 _𝑛 〗 ^2 ))]

Empresas Starbucks Coca-Cola Company

Starbucks 0.01832% 0.00460%
Coca-Cola Company 0.00460% 0.01043%
Activision Blizzard 0.00827% 0.00266%
Citigroup 0.00584% 0.00320%

Portafolio

W^′=[■8(■8(w_1&w_2 )&⋯&w_𝑛])

Concepto Starbucks Coca-Cola Company

Pesos 19.64% 58.44%
 Suma de pesos 100.00%
Retorno del portafolio 0.049%
Riesgo del portafolio 0.876%

E[R_p ]= 〖 E[W 〗 ^′ R]=W^′ E[R_p ]=[■8(■8(w_1&w_2 )&⋯&w_𝑛])

[■8(𝐸[𝑟_1 ]@𝐸[𝑟_2 ]@■8(𝐸[𝑟_3 ]@■8(⋮@ 〖𝐸 [𝑟 〗 _𝑛])))]=w_1 𝐸[𝑟_1 ]+w_2 𝐸[𝑟_2 ]+w_3 𝐸[𝑟

〖𝜎 _𝑝 〗 ^2=var(W^′ R)=W^′ "Σ" W=[■8(■8(w_1&w_2 )&⋯&w_𝑛]

[■8( 〖𝜎 _1 〗 ^2@𝜎_2,1@■8(⋮@𝜎_(𝑛,1) )) ■8(𝜎_1,2@ 〖𝜎 _2 〗 ^2@■8(⋮@𝜎_(𝑛,2) ))
■8(…@…@■8(⋱@…)) ■8(𝜎_(1,𝑛)@𝜎_(2,𝑛)@■8(⋮@ 〖𝜎 _𝑛 〗 ^2 ))]
[■8(𝑤_1@𝑤_2@■8(𝑤_3@■8(⋮@𝑤_𝑛 )))] )
〗 _𝑛]])
Activision Blizzard Citigroup
0.01% 0.03%
2.29% 1.53%

Riesgo
1.35%
1.02%
2.29%
1.53%

Activision Blizzard Citigroup

0.00827% 0.00584%
0.00266% 0.00320%
0.05257% 0.01250%
0.01250% 0.02342%

Activision Blizzard Citigroup

4.39% 17.54%
⋯&w_𝑛])
w_1 𝐸[𝑟_1 ]+w_2 𝐸[𝑟_2 ]+w_3 𝐸[𝑟_3 ]+⋯+w_𝑛 𝐸[𝑟_𝑛 ]

⋯&w_𝑛]
〗 ^2@■8(⋮@𝜎_(𝑛,2) ))
〗 ^2 ))]
Riesgo del porRetorno del portafolio
0.876% 0.049%
0.926% 0.040%
0.929% 0.040%
0.934% 0.041%
0.941% 0.041%
0.945% 0.066%
0.949% 0.042%
0.958% 0.042%
0.969% 0.043%
0.969% 0.039%
0.981% 0.043%
0.994% 0.043%
1.005% 0.043%
1.008% 0.044%
1.012% 0.073%
1.016% 0.035%
1.079% 0.078%
1.113% 0.032%
1.147% 0.073%
1.214% 0.086%
1.239% 0.029%
1.282% 0.079%
1.349% 0.063%
1.381% 0.026%
1.416% 0.057%
1.484% 0.052%
1.531% 0.023%
1.551% 0.047%
1.619% 0.043%
1.683% 0.021%
1.686% 0.039%
1.754% 0.036%
1.821% 0.032%
1.837% 0.018%
1.889% 0.029%
1.956% 0.026%
1.991% 0.016%
2.023% 0.023%
2.090% 0.020%
2.143% 0.013%
2.157% 0.017%
2.225% 0.014%
2.293% 0.011%
Pregunta N°2

Activos Retorno promedio Riesgo 𝑅𝑒𝑡𝑜𝑟𝑛𝑜 𝑒𝑠𝑝𝑒𝑟𝑎𝑑𝑜 𝑑𝑒𝑙 𝑝𝑜𝑟𝑡𝑎𝑓𝑜𝑙𝑖𝑜=𝐸 (𝑟_𝑝 )= ∑_(𝑖=1)^𝑛▒ 〖𝑤
Activo A 5% 24%
Activo B 4% 13%
𝐷𝑒𝑠𝑣𝑖𝑎𝑐𝑖ó𝑛 𝑒𝑠𝑡á𝑛𝑑𝑎𝑟 𝑑𝑒 𝑙𝑜𝑠 𝑟𝑒𝑡𝑜𝑟𝑛𝑜𝑠 𝑑𝑒𝑙 𝑝𝑜𝑟𝑡𝑎𝑓𝑜𝑙𝑖𝑜 (2 𝑎𝑐𝑡𝑖𝑣𝑜𝑠)= 𝜎

Resolución

Caso: Coeficiente de correlación = 1

Peso (acción A) Peso (acción B) Riesgo del portafolio Retorno del portafolio

0.00% 100.00% 13.00% 4.00%

10.00% 90.00% 14.10% 4.10%
20.00% 80.00% 15.20% 4.20%
30.00% 70.00% 16.30% 4.30%
40.00% 60.00% 17.40% 4.40%
50.00% 50.00% 18.50% 4.50%
60.00% 40.00% 19.60% 4.60%
70.00% 30.00% 20.70% 4.70%
80.00% 20.00% 21.80% 4.80%
90.00% 10.00% 22.90% 4.90%
100.00% 0.00% 24.00% 5.00%

Caso: Coeficiente de correlación = 0.5

Peso (acción 1) Peso (acción 2) Riesgo del portafolio Retorno del portafolio

0.00% 100.00% 13.00% 4.00%

10.00% 90.00% 13.07% 4.10%
20.00% 80.00% 13.46% 4.20%
30.00% 70.00% 14.15% 4.30%
40.00% 60.00% 15.10% 4.40%
50.00% 50.00% 16.26% 4.50%
60.00% 40.00% 17.59% 4.60%
70.00% 30.00% 19.05% 4.70%
80.00% 20.00% 20.62% 4.80%
90.00% 10.00% 22.28% 4.90%
100.00% 0.00% 24.00% 5.00%

Caso: Coeficiente de correlación = 0

 Peso (acción 1) Peso (acción 2) Riesgo del portafolio Retorno del portafolio

0.00% 100.00% 13.00% 4.00%

10.00% 90.00% 11.94% 4.10%
20.00% 80.00% 11.45% 4.20%
30.00% 70.00% 11.60% 4.30%
40.00% 60.00% 12.37% 4.40%
50.00% 50.00% 13.65% 4.50%
60.00% 40.00% 15.31% 4.60%
70.00% 30.00% 17.25% 4.70%
80.00% 20.00% 19.38% 4.80%
90.00% 10.00% 21.64% 4.90%
100.00% 0.00% 24.00% 5.00%

Caso: Coeficiente de correlación = -0.5

Peso (acción 1) Peso (acción 2) Riesgo del portafolio Retorno del portafolio

0.00% 100.00% 13.00% 4.00%

10.00% 90.00% 10.70% 4.10%
20.00% 80.00% 9.02% 4.20%
30.00% 70.00% 8.31% 4.30%
40.00% 60.00% 8.84% 4.40%
50.00% 50.00% 10.40% 4.50%
60.00% 40.00% 12.63% 4.60%
70.00% 30.00% 15.23% 4.70%
80.00% 20.00% 18.04% 4.80%
90.00% 10.00% 20.98% 4.90%
100.00% 0.00% 24.00% 5.00%

Caso: Coeficiente de correlación = -1

Peso (acción 1) Peso (acción 2) Riesgo del portafolio Retorno del portafolio

0.00% 100.00% 13.00% 4.00%

10.00% 90.00% 9.30% 4.10%
20.00% 80.00% 5.60% 4.20%
30.00% 70.00% 1.90% 4.30%
40.00% 60.00% 1.80% 4.40%
50.00% 50.00% 5.50% 4.50%
60.00% 40.00% 9.20% 4.60%
70.00% 30.00% 12.90% 4.70%
80.00% 20.00% 16.60% 4.80%
 90.00% 10.00% 20.30% 4.90%
100.00% 0.00% 24.00% 5.00%
=𝐸 (𝑟_𝑝 )= ∑_(𝑖=1)^𝑛▒ 〖𝑤 _𝑖 𝑥 𝐸(𝑟_𝑖 ) 〗 ; ∑_(𝑖=1)^𝑛▒ 〖𝑤 _𝑖=1 〗

𝑝𝑜𝑟𝑡𝑎𝑓𝑜𝑙𝑖𝑜 (2 𝑎𝑐𝑡𝑖𝑣𝑜𝑠)= 𝜎_𝑝= √( 〖𝑤 _𝑖 〗 ^2 〖𝜎 _𝑖 〗 ^2+ 〖𝑤 _𝑗 〗 ^2 〖𝜎 _𝑗 〗 ^2+2 𝑤_𝑖 𝑤_𝑗 〖𝜎 _𝑖 𝜎_𝑗 𝜌 〗 _(𝑖,𝑗) )

5.20%

5.00%

4.80%
Retorno Esperado

4.60%

4.40%

4.20%

4.00%

3.80%
0.00% 5.00% 10.00% 15.00% 20.00% 25.00%

Riesgo

Coeficiente de correlación = -1 Coeficiente de correlación = -0.5 Coeficiente de correlación = 0

Coeficiente de correlación = +0.5 Coeficiente de correlación = 1
 𝜎_𝑗 𝜌 〗 _(𝑖,𝑗) )

25.00%

orrelación = 0
 Rockaway Bridgeport
Desviación estándar 0.2500 0.1300
Covarianza xy 0.0325

𝐷𝑒𝑠𝑣𝑖𝑎𝑐𝑖ó𝑛 𝑒𝑠𝑡á𝑛𝑑𝑎𝑟 𝑑𝑒 𝑙𝑜𝑠 𝑟𝑒𝑡𝑜𝑟𝑛𝑜𝑠 𝑑𝑒𝑙 𝑝𝑜𝑟𝑡𝑎𝑓𝑜𝑙𝑖𝑜 (2 𝑎𝑐𝑡𝑖𝑣𝑜𝑠)= 𝜎_𝑝= √( 〖𝑤 _𝑖 〗 ^2 〖𝜎 _𝑖 〗 ^2+ 〖𝑤 _𝑗 〗 ^2 〖𝜎 _𝑗 〗 ^2+2

A)
Pesos 80% 20%
Varianza 5.11%
Desviación estándar 22.60%

B) Bridgeport
Desviación estándar 0.1300

C)
Pesos 50% 50%
Varianza 3.61%
Desviación estándar 19.00%
𝑤 _𝑗 〗 ^2 〖𝜎 _𝑗 〗 ^2+2 𝑤_𝑖 𝑤_𝑗 〖𝜎 _𝑖 𝜎_𝑗 𝜌 〗 _(𝑖,𝑗) )