Ayudantía 3 - Enunciado

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E(R)
E(R)
�
1/5 1/N
R
⌃
R =

R1
R2
�
, ⌃ =

�21 �12
�12 �22
�
E(U) = E(R
p
)� A
2
�2
p
�1 = 12%, �2 = 10%, A = 5 y ⇢12 = 0.50
1/N
�1 = 12%, �2 = 10%, A = 5 y R1 � R2 = 3%
1/N
⇢12 = 1 ⇢12 = �1 E(R1) = 8% E(R2) = 5%
E(R
x
) = 0.15 �
x
= 0.3
E(U) = E(R
p
)� A
2
�2
p