Linea De Mercado De Capitales

Question 1

Rentabilidad esperada con probabilidades

Answer 1

Re=sum[Ki*Pi()]

Question 2

Varianza del activo

Answer 2

Var=sum[ki-Re]^2*Pi()]

Question 3

Rentabilidad esperada del portafolio

Answer 3

Re(portafolio)=sum[Wi*E(Ri)]

Question 4

Covarianza de 2 activos

Answer 4

Cov(a,b)=sum[Kai-E(Ra)(Kbi-E(Rb)Pi()]

Question 5

Correlación de dos activos

Answer 5

Corr= Var^2(a,b)/desv(a)*desv(b)

Question 6

Varianza de dos activos

Answer 6

Var(a,b)=W(a)^2Var^2(a)+ W(b)^2Var^2(b)+ W(a)* W(b)*COV(a,b)

Question 7

Porcentaje de mínima varianza

Answer 7

[Var(b)-COV(Ra,Rb)]/[Var(a)+Var(b)-COV(Ra,Rb)]