FORMULA:
ECUACIN DE LA LMV
rj = rf + j (rMKT - rf )
ACTIVO LIBRE DE RIESGO
r = rf + (rMKT - rf )
r = rf
r = rf + 1 (rMKT - rf )
r = rf + rMKT - rf
r = rMKT
Datos:
rf = 23.7% =
rMKT = 57.2% =1
rMKT
r = rf + 1 (rMKT - rf ) PORTAFOLIO L PORTAFOLIO M
r OBS.
23.7 rf
50.835 0.81 Port. M
57.2 1 rMKT
71.27 1.42 Port. L (ms riesgosa)
4.3% Real
PORTAFOLIO L PORTAFOLIO M
rMKT' = 43.9 + 1(33.5) rL' = 43.9+ 1.42 (33.5) rM' = 43.9+ 0.81(33.5)
= 77.4%
rL' = 91.47% rM' = 71.035%
r OBS.
43.9 rf '
71.035 0.81 Port. M
77.4 1 rMKT
91.47 1.42 Port. L (ms riesgosa)
= 23.7
PORTAFOLIO L PORTAFOLIO M
rMKT'' = 23.7 + 1(53.7)
= 77.4
rL'' = 23.7 + 1.42 (53.7) rM'' = 23.7 + 0.81(53.7)