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Caterpillar Inc.

Microsoft The Home Depot


NIKE Inc. (NKE)
(CAT) Corporation (MSFT) Inc. (HD)

9/25/2020 0.0140385 0.0209777 0.0046907 0.0165032


9/28/2020 -0.0021622 -0.0068285 -0.0067114 0.0014709
9/29/2020 -0.0064703 -0.0099833 0.0161654 -0.0047184
9/30/2020 0.0077702 0.0125163 -0.0044409 0.0154672
10/1/2020 -0.0214114 -0.0048246 -0.0085337 -0.0065131
10/2/2020 0.0393013 -0.0087019 0.0184158 0.0158944
10/5/2020 0.0086746 0.0152495 0.0066106 0.0042005
10/6/2020 -0.0160390 -0.0139355 -0.0092362 -0.0213451
10/7/2020 0.0097208 0.0133778 0.0129284 0.0069076
10/8/2020 0.0058427 0.0003326 -0.0052913 0.0023957
10/9/2020 0.0067778 0.0216825 0.0076159 0.0015764
10/12/2020 0.0165031 0.0119293 -0.0131869 -0.0016702
10/13/2020 0.0024734 0.0006286 0.0089808 0.0163107
10/14/2020 0.0058404 -0.0095964 -0.0144368 -0.0083590
10/15/2020 0.0297622 0.0117918 0.0199241 0.0120372
10/16/2020 0.0089686 -0.0022257 -0.0116593 -0.0020468
10/19/2020 -0.0071708 -0.0281281 -0.0129358 -0.0208103
10/20/2020 0.0046968 -0.0053290 0.0038282 0.0031563
10/21/2020 -0.0141924 0.0078829 0.0072373 -0.0030835
10/22/2020 0.0100012 0.0044875 0.0032407 -0.0097559
10/23/2020 -0.0046053 0.0055806 -0.0000769 0.0021956
10/26/2020 -0.0206433 -0.0176292 -0.0053464 -0.0128737
10/27/2020 -0.0189488 0.0078454 -0.0061345 -0.0005415
10/28/2020 -0.0171651 -0.0240285 -0.0255428 -0.0019611
10/29/2020 0.0270252 0.0031852 0.0047432 -0.0002225
10/30/2020 0.0200701 -0.0050614 -0.0289504 -0.0078492
11/2/2020 0.0255654 -0.0095942 0.0001634 0.0021840
11/3/2020 0.0163030 0.0124577 0.0046770 0.0091686
11/4/2020 -0.0248147 0.0110737 0.0160376 0.0215349
11/5/2020 0.0343756 0.0056296 0.0039476 -0.0086700

Beta (mensual
0.9800000 0.8700000 0.8200000 1.1200000
por 5 años)

Rendimiento
0.0046696 0.0006921 -0.0004426 0.0006861
Promedio
Pesos 0.1000000 0.1000000 0.1000000 0.1000000

Rendimiento del Portafolio -0.0000962


Varianza del Portafolio 0.0000637 0.0079795
Verizon
Amgen Inc. The Goldman Sachs Merck & Co. Inc. The Walt Disney
Communications
(AMGN) Group, Inc. (GS) (MRK) Company (DIS)
Inc. (VZ)
0.0091759 0.0179951 0.0103130 0.0094948 0.0217535
-0.0033580 -0.0026243 0.0065224 -0.0052884 0.0019085
-0.0006747 0.0030297 -0.0069137 -0.0094339 -0.0041296
0.0005046 0.0174133 0.0115261 0.0083880 0.0068160
0.0008417 0.0012545 -0.0147869 -0.0185141 -0.0130463
-0.0008433 -0.0276941 0.0233439 0.0000000 0.0045906
0.0005031 0.0384959 -0.0006437 0.0001230 0.0008924
-0.0050201 -0.0182983 -0.0154713 -0.0184888 -0.0178673
-0.0001677 0.0146086 -0.0014713 -0.0006242 0.0078721
0.0011840 -0.0368276 0.0137948 0.0011196 -0.0039651
0.0013502 -0.0075472 -0.0058440 -0.0064292 0.0091240
0.0037080 0.0074875 0.0323513 -0.0018631 0.0005604
-0.0056951 0.0005853 -0.0149526 0.0051058 -0.0064715
-0.0173226 -0.0114393 -0.0123902 -0.0042053 -0.0197460
0.0008604 -0.0041949 -0.0046760 -0.0092732 0.0188800
-0.0005166 0.0015721 -0.0101286 0.0066835 -0.0078241
-0.0146174 -0.0232844 -0.0081971 -0.0180979 -0.0246526
-0.0050400 0.0001731 0.0064345 -0.0088642 0.0029699
-0.0063036 -0.0021355 -0.0216018 -0.0024278 0.0182534
0.0070262 -0.0005261 0.0108268 0.0142126 0.0070261
0.0036363 -0.0068206 -0.0083188 0.0071915 0.0019516
0.0050417 -0.0049996 -0.0066670 -0.0061768 -0.0239950
-0.0055459 -0.0071092 -0.0216000 -0.0119093 -0.0058051
-0.0107167 -0.0120537 -0.0080497 -0.0123168 -0.0209900
0.0106837 0.0196134 0.0007376 -0.0036760 0.0286053
0.0068905 0.0033299 -0.0024801 -0.0022552 0.0050564
0.0005203 -0.0060931 -0.0093750 0.0034009 -0.0172611
-0.0010379 -0.0076659 0.0205733 -0.0070996 0.0198174
0.0005246 0.0178532 0.0082548 0.0085064 0.0120570
0.0024134 -0.0076999 0.0165791 -0.0194979 0.0014198

0.3900000 0.8100000 1.4200000 0.4300000 1.0800000

-0.0007332 -0.0014534 -0.0004103 -0.0034072 0.0001267

0.1000000 0.1000000 0.1000000 0.1000000 0.1000000


McDonald's
Corporation (MCD)

0.0133766
0.0011818
-0.0078940
0.0028328
-0.0090257
0.0237231
0.0053812
-0.0120796
0.0039897
-0.0012826
-0.0092976
0.0057827
0.0073106
-0.0034587
0.0154323
-0.0017409
-0.0154651
0.0031313
0.0042248
0.0061029
-0.0073781
-0.0110680
-0.0066824
-0.0169422
0.0012110
-0.0028090
-0.0153789
0.0056125
-0.0006047
0.0011107

0.6300000

-0.0006901

0.1000000 100%
(CAT) (MSFT) (NKE) (HD) (VZ) (AMGN) (GS)
(CAT) 0.000292 0.000061 0.000051 0.000048 0.000039 0.000006 0.000123
(MSFT) 0.000061 0.000153 0.000071 0.000076 0.000038 0.000098 0.000050
(NKE) 0.000051 0.000071 0.000142 0.000069 0.000018 0.000038 0.000026
(HD) 0.000048 0.000076 0.000069 0.000108 0.000015 0.000054 0.000048
(VZ) 0.000039 0.000038 0.000018 0.000015 0.000038 0.000038 0.000033
(AMGN) 0.000006 0.000098 0.000038 0.000054 0.000038 0.000223 0.000011
(GS) 0.000123 0.000050 0.000026 0.000048 0.000033 0.000011 0.000177
(MRK) 0.000029 0.000047 0.000023 0.000052 0.000022 0.000048 0.000030
(DIS) 0.000102 0.000132 0.000090 0.000083 0.000048 0.000090 0.000073
(MCD) 0.000092 0.000062 0.000061 0.000060 0.000018 0.000031 0.000067
(MRK) (DIS) (MCD)
0.000029 0.000102 0.000092
0.000047 0.000132 0.000062
0.000023 0.000090 0.000061
0.000052 0.000083 0.000060
0.000022 0.000048 0.000018
0.000048 0.000090 0.000031
0.000030 0.000073 0.000067
0.000079 0.000045 0.000033
0.000045 0.000193 0.000087
0.000033 0.000087 0.000086
(CAT) (MSFT) (NKE) (HD)

9/25/2020 0.0140385 0.0209777 0.0046907 0.0165032


9/28/2020 -0.0021622 -0.0068285 -0.0067114 0.0014709
9/29/2020 -0.0064703 -0.0099833 0.0161654 -0.0047184
9/30/2020 0.0077702 0.0125163 -0.0044409 0.0154672
10/1/2020 -0.0214114 -0.0048246 -0.0085337 -0.0065131
10/2/2020 0.0393013 -0.0087019 0.0184158 0.0158944
10/5/2020 0.0086746 0.0152495 0.0066106 0.0042005
10/6/2020 -0.0160390 -0.0139355 -0.0092362 -0.0213451
10/7/2020 0.0097208 0.0133778 0.0129284 0.0069076
10/8/2020 0.0058427 0.0003326 -0.0052913 0.0023957
10/9/2020 0.0067778 0.0216825 0.0076159 0.0015764
10/12/2020 0.0165031 0.0119293 -0.0131869 -0.0016702
10/13/2020 0.0024734 0.0006286 0.0089808 0.0163107
10/14/2020 0.0058404 -0.0095964 -0.0144368 -0.0083590
10/15/2020 0.0297622 0.0117918 0.0199241 0.0120372
10/16/2020 0.0089686 -0.0022257 -0.0116593 -0.0020468
10/19/2020 -0.0071708 -0.0281281 -0.0129358 -0.0208103
10/20/2020 0.0046968 -0.0053290 0.0038282 0.0031563
10/21/2020 -0.0141924 0.0078829 0.0072373 -0.0030835
10/22/2020 0.0100012 0.0044875 0.0032407 -0.0097559
10/23/2020 -0.0046053 0.0055806 -0.0000769 0.0021956
10/26/2020 -0.0206433 -0.0176292 -0.0053464 -0.0128737
10/27/2020 -0.0189488 0.0078454 -0.0061345 -0.0005415
10/28/2020 -0.0171651 -0.0240285 -0.0255428 -0.0019611
10/29/2020 0.0270252 0.0031852 0.0047432 -0.0002225
10/30/2020 0.0200701 -0.0050614 -0.0289504 -0.0078492
11/2/2020 0.0255654 -0.0095942 0.0001634 0.0021840
11/3/2020 0.0163030 0.0124577 0.0046770 0.0091686
11/4/2020 -0.0248147 0.0110737 0.0160376 0.0215349
11/5/2020 0.0343756 0.0056296 0.0039476 -0.0086700

Rendimiento
0.0046696 0.0006921 -0.0004426 0.0006861
Promedio
Pesos 0.0000000 0.0000000 0.0000000 0.0000000

Rendimiento del Portafolio -0.0007332


Varianza del Portafolio 0.0000307 0.005537
(VZ) (AMGN) (GS) (MRK) (DIS)

0.0091759 0.0179951 0.0103130 0.0094948 0.0217535


-0.0033580 -0.0026243 0.0065224 -0.0052884 0.0019085
-0.0006747 0.0030297 -0.0069137 -0.0094339 -0.0041296
0.0005046 0.0174133 0.0115261 0.0083880 0.0068160
0.0008417 0.0012545 -0.0147869 -0.0185141 -0.0130463
-0.0008433 -0.0276941 0.0233439 0.0000000 0.0045906
0.0005031 0.0384959 -0.0006437 0.0001230 0.0008924
-0.0050201 -0.0182983 -0.0154713 -0.0184888 -0.0178673
-0.0001677 0.0146086 -0.0014713 -0.0006242 0.0078721
0.0011840 -0.0368276 0.0137948 0.0011196 -0.0039651
0.0013502 -0.0075472 -0.0058440 -0.0064292 0.0091240
0.0037080 0.0074875 0.0323513 -0.0018631 0.0005604
-0.0056951 0.0005853 -0.0149526 0.0051058 -0.0064715
-0.0173226 -0.0114393 -0.0123902 -0.0042053 -0.0197460
0.0008604 -0.0041949 -0.0046760 -0.0092732 0.0188800
-0.0005166 0.0015721 -0.0101286 0.0066835 -0.0078241
-0.0146174 -0.0232844 -0.0081971 -0.0180979 -0.0246526
-0.0050400 0.0001731 0.0064345 -0.0088642 0.0029699
-0.0063036 -0.0021355 -0.0216018 -0.0024278 0.0182534
0.0070262 -0.0005261 0.0108268 0.0142126 0.0070261
0.0036363 -0.0068206 -0.0083188 0.0071915 0.0019516
0.0050417 -0.0049996 -0.0066670 -0.0061768 -0.0239950
-0.0055459 -0.0071092 -0.0216000 -0.0119093 -0.0058051
-0.0107167 -0.0120537 -0.0080497 -0.0123168 -0.0209900
0.0106837 0.0196134 0.0007376 -0.0036760 0.0286053
0.0068905 0.0033299 -0.0024801 -0.0022552 0.0050564
0.0005203 -0.0060931 -0.0093750 0.0034009 -0.0172611
-0.0010379 -0.0076659 0.0205733 -0.0070996 0.0198174
0.0005246 0.0178532 0.0082548 0.0085064 0.0120570
0.0024134 -0.0076999 0.0165791 -0.0194979 0.0014198

-0.0007332 -0.0014534 -0.0004103 -0.0034072 0.0001267

1.0000000 0.0000000 0.0000000 0.0000000 0.0000000


(MCD)

0.0133766
0.0011818
-0.0078940
0.0028328
-0.0090257
0.0237231
0.0053812
-0.0120796
0.0039897
-0.0012826
-0.0092976
0.0057827
0.0073106
-0.0034587
0.0154323
-0.0017409
-0.0154651
0.0031313
0.0042248
0.0061029
-0.0073781
-0.0110680
-0.0066824
-0.0169422
0.0012110
-0.0028090
-0.0153789
0.0056125
-0.0006047
0.0011107

-0.0006901

0.0000000 1.0000000
Microsoft
Caterpillar Inc. The Home Depot
Corporation NIKE Inc. (NKE)
(CAT) Inc. (HD)
(MSFT)
9/25/2020 0.0140385 0.0209777 0.0046907 0.0165032
9/28/2020 -0.0021622 -0.0068285 -0.0067114 0.0014709
9/29/2020 -0.0064703 -0.0099833 0.0161654 -0.0047184
9/30/2020 0.0077702 0.0125163 -0.0044409 0.0154672
10/1/2020 -0.0214114 -0.0048246 -0.0085337 -0.0065131
10/2/2020 0.0393013 -0.0087019 0.0184158 0.0158944
10/5/2020 0.0086746 0.0152495 0.0066106 0.0042005
10/6/2020 -0.0160390 -0.0139355 -0.0092362 -0.0213451
10/7/2020 0.0097208 0.0133778 0.0129284 0.0069076
10/8/2020 0.0058427 0.0003326 -0.0052913 0.0023957
10/9/2020 0.0067778 0.0216825 0.0076159 0.0015764
10/12/2020 0.0165031 0.0119293 -0.0131869 -0.0016702
10/13/2020 0.0024734 0.0006286 0.0089808 0.0163107
10/14/2020 0.0058404 -0.0095964 -0.0144368 -0.0083590
10/15/2020 0.0297622 0.0117918 0.0199241 0.0120372
10/16/2020 0.0089686 -0.0022257 -0.0116593 -0.0020468
10/19/2020 -0.0071708 -0.0281281 -0.0129358 -0.0208103
10/20/2020 0.0046968 -0.0053290 0.0038282 0.0031563
10/21/2020 -0.0141924 0.0078829 0.0072373 -0.0030835
10/22/2020 0.0100012 0.0044875 0.0032407 -0.0097559
10/23/2020 -0.0046053 0.0055806 -0.0000769 0.0021956
10/26/2020 -0.0206433 -0.0176292 -0.0053464 -0.0128737
10/27/2020 -0.0189488 0.0078454 -0.0061345 -0.0005415
10/28/2020 -0.0171651 -0.0240285 -0.0255428 -0.0019611
10/29/2020 0.0270252 0.0031852 0.0047432 -0.0002225
10/30/2020 0.0200701 -0.0050614 -0.0289504 -0.0078492
11/2/2020 0.0255654 -0.0095942 0.0001634 0.0021840
11/3/2020 0.0163030 0.0124577 0.0046770 0.0091686
11/4/2020 -0.0248147 0.0110737 0.0160376 0.0215349
11/5/2020 0.0343756 0.0056296 0.0039476 -0.0086700

Rendimiento
0.0046696 0.0006921 -0.0004426 0.0006861
Promedio
Pesos 0.0002898 0.0008737 0.0017918 0.0017903

Rendimiento del Portafolio -0.00073039


Varianza del Portafolio 0.00003100 0.005568
Verizon
Amgen Inc. The Goldman Sachs Merck & Co. Inc. The Walt Disney
Communications
(AMGN) Group, Inc. (GS) (MRK) Company (DIS)
Inc. (VZ)
0.0091759 0.0179951 0.0103130 0.0094948 0.0217535
-0.0033580 -0.0026243 0.0065224 -0.0052884 0.0019085
-0.0006747 0.0030297 -0.0069137 -0.0094339 -0.0041296
0.0005046 0.0174133 0.0115261 0.0083880 0.0068160
0.0008417 0.0012545 -0.0147869 -0.0185141 -0.0130463
-0.0008433 -0.0276941 0.0233439 0.0000000 0.0045906
0.0005031 0.0384959 -0.0006437 0.0001230 0.0008924
-0.0050201 -0.0182983 -0.0154713 -0.0184888 -0.0178673
-0.0001677 0.0146086 -0.0014713 -0.0006242 0.0078721
0.0011840 -0.0368276 0.0137948 0.0011196 -0.0039651
0.0013502 -0.0075472 -0.0058440 -0.0064292 0.0091240
0.0037080 0.0074875 0.0323513 -0.0018631 0.0005604
-0.0056951 0.0005853 -0.0149526 0.0051058 -0.0064715
-0.0173226 -0.0114393 -0.0123902 -0.0042053 -0.0197460
0.0008604 -0.0041949 -0.0046760 -0.0092732 0.0188800
-0.0005166 0.0015721 -0.0101286 0.0066835 -0.0078241
-0.0146174 -0.0232844 -0.0081971 -0.0180979 -0.0246526
-0.0050400 0.0001731 0.0064345 -0.0088642 0.0029699
-0.0063036 -0.0021355 -0.0216018 -0.0024278 0.0182534
0.0070262 -0.0005261 0.0108268 0.0142126 0.0070261
0.0036363 -0.0068206 -0.0083188 0.0071915 0.0019516
0.0050417 -0.0049996 -0.0066670 -0.0061768 -0.0239950
-0.0055459 -0.0071092 -0.0216000 -0.0119093 -0.0058051
-0.0107167 -0.0120537 -0.0080497 -0.0123168 -0.0209900
0.0106837 0.0196134 0.0007376 -0.0036760 0.0286053
0.0068905 0.0033299 -0.0024801 -0.0022552 0.0050564
0.0005203 -0.0060931 -0.0093750 0.0034009 -0.0172611
-0.0010379 -0.0076659 0.0205733 -0.0070996 0.0198174
0.0005246 0.0178532 0.0082548 0.0085064 0.0120570
0.0024134 -0.0076999 0.0165791 -0.0194979 0.0014198

-0.0007332 -0.0014534 -0.0004103 -0.0034072 0.0001267

0.9890168 0.0017573 0.0017571 0.0009282 0.0000000


McDonald's
Corporation (MCD)

0.0133766
0.0011818
-0.0078940
0.0028328
-0.0090257
0.0237231
0.0053812
-0.0120796
0.0039897
-0.0012826
-0.0092976
0.0057827
0.0073106
-0.0034587
0.0154323
-0.0017409
-0.0154651
0.0031313
0.0042248
0.0061029
-0.0073781
-0.0110680
-0.0066824
-0.0169422
0.0012110
-0.0028090
-0.0153789
0.0056125
-0.0006047
0.0011107

-0.0006901

0.0017950 1.000000
Microsoft
Caterpillar Inc. The Home Depot
Corporation NIKE Inc. (NKE)
(CAT) Inc. (HD)
(MSFT)
9/25/2020 0.0140385 0.0209777 0.0046907 0.0165032
9/28/2020 -0.0021622 -0.0068285 -0.0067114 0.0014709
9/29/2020 -0.0064703 -0.0099833 0.0161654 -0.0047184
9/30/2020 0.0077702 0.0125163 -0.0044409 0.0154672
10/1/2020 -0.0214114 -0.0048246 -0.0085337 -0.0065131
10/2/2020 0.0393013 -0.0087019 0.0184158 0.0158944
10/5/2020 0.0086746 0.0152495 0.0066106 0.0042005
10/6/2020 -0.0160390 -0.0139355 -0.0092362 -0.0213451
10/7/2020 0.0097208 0.0133778 0.0129284 0.0069076
10/8/2020 0.0058427 0.0003326 -0.0052913 0.0023957
10/9/2020 0.0067778 0.0216825 0.0076159 0.0015764
10/12/2020 0.0165031 0.0119293 -0.0131869 -0.0016702
10/13/2020 0.0024734 0.0006286 0.0089808 0.0163107
10/14/2020 0.0058404 -0.0095964 -0.0144368 -0.0083590
10/15/2020 0.0297622 0.0117918 0.0199241 0.0120372
10/16/2020 0.0089686 -0.0022257 -0.0116593 -0.0020468
10/19/2020 -0.0071708 -0.0281281 -0.0129358 -0.0208103
10/20/2020 0.0046968 -0.0053290 0.0038282 0.0031563
10/21/2020 -0.0141924 0.0078829 0.0072373 -0.0030835
10/22/2020 0.0100012 0.0044875 0.0032407 -0.0097559
10/23/2020 -0.0046053 0.0055806 -0.0000769 0.0021956
10/26/2020 -0.0206433 -0.0176292 -0.0053464 -0.0128737
10/27/2020 -0.0189488 0.0078454 -0.0061345 -0.0005415
10/28/2020 -0.0171651 -0.0240285 -0.0255428 -0.0019611
10/29/2020 0.0270252 0.0031852 0.0047432 -0.0002225
10/30/2020 0.0200701 -0.0050614 -0.0289504 -0.0078492
11/2/2020 0.0255654 -0.0095942 0.0001634 0.0021840
11/3/2020 0.0163030 0.0124577 0.0046770 0.0091686
11/4/2020 -0.0248147 0.0110737 0.0160376 0.0215349
11/5/2020 0.0343756 0.0056296 0.0039476 -0.0086700

Rendimiento
0.0046696 0.0006921 -0.0004426 0.0006861
Promedio
Pesos 1.0000000 0.0000000 0.0000000 0.0000000

Rendimiento del Portafolio 0.0046696


Varianza del Portafolio 0.0000844 0.0091844
Verizon
Amgen Inc. The Goldman Sachs Merck & Co. Inc. The Walt Disney
Communications
(AMGN) Group, Inc. (GS) (MRK) Company (DIS)
Inc. (VZ)
0.0091759 0.0179951 0.0103130 0.0094948 0.0217535
-0.0033580 -0.0026243 0.0065224 -0.0052884 0.0019085
-0.0006747 0.0030297 -0.0069137 -0.0094339 -0.0041296
0.0005046 0.0174133 0.0115261 0.0083880 0.0068160
0.0008417 0.0012545 -0.0147869 -0.0185141 -0.0130463
-0.0008433 -0.0276941 0.0233439 0.0000000 0.0045906
0.0005031 0.0384959 -0.0006437 0.0001230 0.0008924
-0.0050201 -0.0182983 -0.0154713 -0.0184888 -0.0178673
-0.0001677 0.0146086 -0.0014713 -0.0006242 0.0078721
0.0011840 -0.0368276 0.0137948 0.0011196 -0.0039651
0.0013502 -0.0075472 -0.0058440 -0.0064292 0.0091240
0.0037080 0.0074875 0.0323513 -0.0018631 0.0005604
-0.0056951 0.0005853 -0.0149526 0.0051058 -0.0064715
-0.0173226 -0.0114393 -0.0123902 -0.0042053 -0.0197460
0.0008604 -0.0041949 -0.0046760 -0.0092732 0.0188800
-0.0005166 0.0015721 -0.0101286 0.0066835 -0.0078241
-0.0146174 -0.0232844 -0.0081971 -0.0180979 -0.0246526
-0.0050400 0.0001731 0.0064345 -0.0088642 0.0029699
-0.0063036 -0.0021355 -0.0216018 -0.0024278 0.0182534
0.0070262 -0.0005261 0.0108268 0.0142126 0.0070261
0.0036363 -0.0068206 -0.0083188 0.0071915 0.0019516
0.0050417 -0.0049996 -0.0066670 -0.0061768 -0.0239950
-0.0055459 -0.0071092 -0.0216000 -0.0119093 -0.0058051
-0.0107167 -0.0120537 -0.0080497 -0.0123168 -0.0209900
0.0106837 0.0196134 0.0007376 -0.0036760 0.0286053
0.0068905 0.0033299 -0.0024801 -0.0022552 0.0050564
0.0005203 -0.0060931 -0.0093750 0.0034009 -0.0172611
-0.0010379 -0.0076659 0.0205733 -0.0070996 0.0198174
0.0005246 0.0178532 0.0082548 0.0085064 0.0120570
0.0024134 -0.0076999 0.0165791 -0.0194979 0.0014198

-0.0007332 -0.0014534 -0.0004103 -0.0034072 0.0001267

0.0000000 0.0000000 0.0000000 0.0000000 0.0000000


McDonald's
Corporation (MCD)

0.0133766
0.0011818
-0.0078940
0.0028328
-0.0090257
0.0237231
0.0053812
-0.0120796
0.0039897
-0.0012826
-0.0092976
0.0057827
0.0073106
-0.0034587
0.0154323
-0.0017409
-0.0154651
0.0031313
0.0042248
0.0061029
-0.0073781
-0.0110680
-0.0066824
-0.0169422
0.0012110
-0.0028090
-0.0153789
0.0056125
-0.0006047
0.0011107

-0.0006901

0.0000000 1.00
COEFICIENTE BETA DE LA CARTERA

𝑃𝑜𝑟𝑡𝑎𝑓𝑜𝑙𝑖𝑜 𝑏𝑒𝑡𝑎=𝛽_𝑝=𝑊_1 𝛽_1+𝑊_2 𝛽_2+…+𝑊_𝑁 𝛽_𝑁

=∑24_(𝑗=1)^𝑁▒ 〖𝑊 _𝑗 𝛽_𝑗 〗

(CAT) (MSFT) (NKE) (HD) (VZ) (AMGN)


Beta (mensual por 5
0.9800000 0.8700000 0.8200000 1.1200000 0.3900000 0.8100000
años)
Pesos 0.1000000 0.1000000 0.1000000 0.1000000 0.1000000 0.1000000

𝐶𝑜𝑒𝑓𝑖𝑐𝑖𝑒𝑛𝑡𝑒 𝑏𝑒𝑡𝑎=𝛽_𝑝=(0,98∗0,10)+(0,87∗0,10)+(0,82∗0,10)+(1,12∗0,10)+(0,39∗0,10)+(0,81∗0,10)+

Coeficiente beta de la
0.855
cartera

RIESGO MÍNIMO
(CAT) (MSFT) (NKE) (HD) (VZ) (AMGN)

Rendimiento Promedio 0.0046696 0.0006921 -0.0004426 0.0006861 -0.0007332 -0.0014534

Pesos 0.0000000 0.0000000 0.0456574 0.0450284 0.6692704 0.0000000

Rendimiento del Portafolio -0.0009704


Varianza del Portafolio 0.0000317 0.0056288

𝐶𝑜𝑒𝑓𝑖𝑐𝑖𝑒𝑛𝑡𝑒 𝑏𝑒𝑡𝑎=𝛽_𝑝=(0,98∗0,00)+(0,87∗0,00)+(0,82∗0,0456574)+(1,12∗0,0450284)+(0,39∗0,6692704

Coeficiente beta de la
carteracon con riesgo 0.47620924
mínimo

RIESGO MÁXIMO
(CAT) (MSFT) (NKE) (HD) (VZ) (AMGN)

Rendimiento Promedio 0.0607314 0.0499279 0.0425085 0.0605564 0.0254256 0.0457108

Pesos 1.0000000 0.0000000 0.0000000 0.0000000 0.0000000 0.0000000

Rendimiento del Portafolio 0.0607314


Varianza del Portafolio 0.0002922 0.0170926

𝐶𝑜𝑒𝑓𝑖𝑐𝑖𝑒𝑛𝑡𝑒 𝑏𝑒𝑡𝑎=𝛽_𝑝=(0,98∗1,00)+(0,87∗0,00)+(0,82∗0,00)+(1,12∗0,00)+(0,39∗0,00)+(0,81∗0,00)+(1,

Coeficiente beta de la
cartera con riesgo 0.980000
máximo

MÁXIMO RENDIMIENTO
(CAT) (MSFT) (NKE) (HD) (VZ) (AMGN)

Rendimiento Promedio 0.2188461 0.1974791 0.1342157 0.2069217 0.0984410 0.1837400

Pesos 0.0000000 0.0000000 0.0000000 0.0000000 0.0000000 0.0000000

Rendimiento del Portafolio 0.3088847


Varianza del Portafolio 0.0001767 0.0132928

𝐶𝑜𝑒𝑓𝑖𝑐𝑖𝑒𝑛𝑡𝑒 𝑏𝑒𝑡𝑎=𝛽_𝑝=(0,98∗0,00)+(0,87∗0,00)+(0,82∗0,00)+(1,12∗0,00)+(0,39∗0,00)+(0,81∗0,00)+(1,

Coeficiente beta de la
cartera con máximo 1.420000
rendimiento
BETA DE LA CARTERA

(GS) (MRK) (DIS) (MCD)

1.4200000 0.4300000 1.0800000 0.6300000

0.1000000 0.1000000 0.1000000 0.1000000 1.000000

10)+(0,39∗0,10)+(0,81∗0,10)+(1,42∗0,10)+(0,43∗0,10)+(1,08∗0,10)+(0,63∗0,10)

GO MÍNIMO
(GS) (MRK) (DIS) (MCD)

-0.0004103 -0.0034072 0.0001267 -0.0006901

0.0000000 0.1195234 0.0000000 0.1205204 1.000000

0,0450284)+(0,39∗0,6692704)+(0,81∗0,00)+(1,42∗0,00)+(0,43∗0,1195234)+(1,08∗0,00)+(0,63∗0,1205204)

GO MÁXIMO
(GS) (MRK) (DIS) (MCD)

0.0779948 0.0244733 0.0629282 0.0362140

0.0000000 0.0000000 0.0000000 0.0000000 1.000000


+(0,39∗0,00)+(0,81∗0,00)+(1,42∗0,00)+(0,43∗0,00)+(1,08∗0,00)+(0,63∗0,00)

O RENDIMIENTO
(GS) (MRK) (DIS) (MCD)

0.3088847 0.1031203 0.2387207 0.1459632

1.0000000 0.0000000 0.0000000 0.0000000 1.000000

+(0,39∗0,00)+(0,81∗0,00)+(1,42∗1,00)+(0,43∗0,00)+(1,08∗0,00)+(0,63∗0,00)
0,1205204)