EJERCCIO 1 Escenario

Probabilida Retorno de Retorno de RETORNO RENDIMIN

d Empresa A Empresa B DE AB ETO DE A

Recesión 30% -2% -4% -3.00% -0.600%

Normal 50% 6% 4% 5.00% 3.000%
Boom 20% 12% 13% 12.50% 2.400%
4.800%

PROB A PROB B
30% -6.80% 0.46% 0.1387% 30% -7.40%
50% 1.200% 0.01% 0.0072% 50% 0.60%
20% 7.20% 0.52% 0.1037% 20% 9.60%
VARIANZA 0.2496%
DESV 4.996%

-0.196% 4.800% 9.796% -2.519%

 RENDIMIEN RENDIMINE
TO DE B TO DE AB

-1.20% -0.90%
2.00% 2.50%
2.60% 2.50%
3.40% 4.10%

PROB AB
0.55% 0.1643% 30% -7.10% 0.50% 0.1512%
0.00% 0.0018% 50% 0.90% 0.01% 0.0041%
0.92% 0.1843% 20% 8.40% 0.71% 0.1411%
VARIANZA 0.3504% VARIANZA 0.2964%
DESV 5.919% DESV 5.444%

3.400% 9.319% -1.344% 4.100% 9.544%

 Año Acción A Acción B Acción C AB BC
2015 10% 18% 12% 14.00% 15.00%
2016 8% 12% 7% 10.00% 9.50%
2017 -5% -10% -5% -7.50% -7.50%
2018 -2% -12% 15% -7.00% 1.50%
2019 9% 15% -2% 12.00% 6.50%

PROM 4.00% 4.60% 5.40% 4.30% 5.00%

DESV 6.9642% 14.4153% 8.6776% DESV 10.639549% 8.529361%

A -2.964% 4.000% 10.964%

B -9.815% 4.600% 19.015%
C -3.278% 5.400% 14.078%

AB -6.340% 4.300% 14.940% .

BC -3.529% 5.000% 13.529%
AC -1.348% 4.700% 10.748%
 AC AB
11.00% 9.70% 0.94%
7.50% 5.70% 0.32%
-5.00% -11.80% 1.39%
6.50% -11.30% 1.28%
3.50% 7.70% 0.59%

SUMA 4.53%
4.70% PROM 1.13%
6.047727% DESV 10.639549%