Suponga que administra una cartera riesgosa con una tasa de rendimie.pdf

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El documento describe una cartera de inversiones riesgosa con una tasa de rendimiento esperada del 17% y una desviación estándar del 33%. Un cliente elige invertir el 75% de su cartera en este fondo riesgoso y el 25% en un fondo del mercado monetario con una tasa del 6%. Se pide calcular el rendimiento esperado, la desviación estándar y la relación entre recompensa y volatilidad de la cartera general del cliente.

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Suponga que administra una cartera riesgosa con una tasa de rendimiento esperada del 17 % y
una desviacin estndar del 33 %. La tasa de la letra del Tesoro es del 6%. Su cliente elige invertir
el 75% de una cartera en su fondo y el 25% en un fondo del mercado monetario T-bill.
a. Cul es el rendimiento esperado y la desviacin estndar de la cartera de su cliente? (Redondee
sus respuestas a 2 decimales).
b. Suponga que su cartera de riesgo incluye las siguientes inversiones en las proporciones dadas:
Cules son las proporciones de inversin de la cartera general de su cliente, incluida la posicin en
letras del Tesoro? (Redondee sus respuestas a 2 decimales).
C. Cul es la relacin entre recompensa y volatilidad ( S ) de su cartera de riesgo y la cartera
general de su cliente? (Redondee sus respuestas a 4 decimales).
Rendimiento esperado % por ao Desviacin Estndar % por ao

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