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Un inversor tiene una cartera de tres acciones. Los precios mensuales de las acciones y del ndice de mercado son los siguientes: T(Mes) TMG P&F
Un inversor tiene una cartera de tres acciones. Los precios mensuales de las acciones y del ndice de mercado son los siguientes: | ||||
| T(Mes) | TMG | P&F | L&G | IPC (mercado) |
| 0 | 35 | 45 | 80 | 10000 |
| 1 | 47 | 46 | 83 | 10100 |
| 2 | 53 | 47,5 | 85 | 12000 |
| 3 | 53 | 48 | 90 | 13500 |
| 4 | 55 | 55 | 105 | 15800 |
| Las inversiones en cada accin son las siguientes. |
| acciones yo | Inversin (Dinero) |
| TMG | 750000 |
| P&F | 500000 |
| L&G | 250000 |
| Cul es la beta de la cartera? |
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ISE Financial Markets And Institutions
Authors: Anthony Saunders, Marcia Cornett, Otgo Erhemjamts
8th International Edition
1265561435, 9781265561437
