1. Valoracion de Portafolios tangente
Con venta en corto sin venta en corto
V(0) 100,000,000.00 V(0) 100,000,000.00 $
Up 0.03098062 Up 0.02941224
st 0.1037374 st 0.09807625
V(1) 103,146,551.39 V(1) 102,984,905.20
E(V(1)) 103,703,050.36 E(V(1)) 103,481,401.55
st(V(1)) 1,163,570 st(V(1)) 1,035,006
q0,1 90,306,187 q0,1 90,821,192 $
Perdida 1 mes 9,693,813 Perdida 1 mes 9,178,808 $
Z(0,1) -1.281551566 Z(0,1)