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    Ejercicio Calculo Riesgo Rendimiento

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    Paola Mary Cruz Vargas Vargas
    This document contains information about the returns and risks of 4 assets (A, B, C, D) over 5 periods. It includes the annual returns, absolute returns, expected returns, variance and standard deviation as a measure of risk for each asset. Overall, Asset A had the highest expected return of 7% but also the highest risk with a standard deviation of 10.31%.

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    Ejercicio Calculo Riesgo Rendimiento

    Uploaded by

    Paola Mary Cruz Vargas Vargas
    8 views2 pages
    This document contains information about the returns and risks of 4 assets (A, B, C, D) over 5 periods. It includes the annual returns, absolute returns, expected returns, variance and standard deviation as a measure of risk for each asset. Overall, Asset A had the highest expected return of 7% but also the highest risk with a standard deviation of 10.31%.

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    This document contains information about the returns and risks of 4 assets (A, B, C, D) over 5 periods. It includes the annual returns, absolute returns, expected returns, variance and standard deviation as a measure of risk for each asset. Overall, Asset A had the highest expected return of 7% but also the highest risk with a standard deviation of 10.31%.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    8 views2 pages

    Ejercicio Calculo Riesgo Rendimiento

    Uploaded by

    Paola Mary Cruz Vargas Vargas
    This document contains information about the returns and risks of 4 assets (A, B, C, D) over 5 periods. It includes the annual returns, absolute returns, expected returns, variance and standard deviation as a measure of risk for each asset. Overall, Asset A had the highest expected return of 7% but also the highest risk with a standard deviation of 10.31%.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
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    of 2

    EJERCICIO CALCULO RENDIMIENTO Y RIESGO

    ACTIVOS
    Periodo(t) Activo A(PA) Activo B(PB) Activo C(PC) ActivoD(PD)
    1 Bs24.00 Bs94.00 Bs159.00 Bs57.00
    2 Bs27.00 Bs95.00 Bs165.00 Bs56.00
    3 Bs25.00 Bs96.00 Bs162.00 Bs58.00
    4 Bs29.00 Bs98.00 Bs168.00 Bs57.00
    5 Bs31.00 Bs101.00 Bs170.00 Bs62.00

    RENDIMIENTO
    Periodo(t) RA RB RC RD
    1_2 12.50% 1.06% 3.77% -1.75%
    2_3 -7.41% 1.05% -1.82% 3.57%
    3_4 16.00% 2.08% 3.70% -1.72%
    4_5 6.90% 3.06% 1.19% 8.77%

    RENDIMIENTO ABSOLUTO
    Periodo(t) RAA RAB RAC RAD
    1_2 Bs3.00 Bs1.00 Bs6.00 -Bs1.00
    2_3 -Bs2.00 Bs1.00 -Bs3.00 Bs2.00
    3_4 Bs4.00 Bs2.00 Bs6.00 -Bs1.00
    4_5 Bs2.00 Bs3.00 Bs2.00 Bs5.00

    RENDIMIENTO ESPERADO Y RIESGO


    A B C D
    RE 7.00% 1.82% 1.71% 2.22%
    Var 0.010628 0.000092 0.000698 0.002537
    RI 10.31% 0.96% 2.64% 5.04%
    Vars(f) 0.01063 0.00009 0.00070 0.00254
    RI(f) 10.31% 0.96% 2.64% 5.04%

    Conclusion:

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