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Ests en un mundo donde solo hay dos activos, oro y acciones. Ests interesado en invertir tu dinero en uno, el otro o ambos activos.

Ests en un mundo donde solo hay dos activos, oro y acciones. Ests interesado en invertir tu dinero en uno, el otro o ambos activos. En consecuencia, recopila los siguientes datos sobre los rendimientos de los dos activos durante los ltimos seis aos.

Mercado de valores de oro

Retorno promedio 8% 20%

Desviacin estndar 25% 22%

Correlacin -0.4

Calcule el rendimiento esperado y la desviacin estndar de una cartera que consta de

  1. 0% existencias
  2. 25% acciones
  3. 50% acciones
  4. 75% acciones
  5. 100% acciones

(el resto en dorado).

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