Ejercicios Punto Extra
Aualidades
1
R 20000
n 20
i 0.075
J 0.09
S ?
2.18079315427
29.07724205694
S1 581544.8411387
tiempo 4 sesmtres
i 0.18
m 2
i/m 0.09
S2 $91,462.58
Total a pagar $673,007.42
A 50000
n 20 semestrales
i 0.03
i/m 0.015
R ? importe
R $2,912.29
r 78500
n 36 años
i 0.12
i/m 0.01
Pago $1,804.28
Amortizacion
1
P 2758720 275872
t 360 meses enganche
i 0.24 mensual
i/m 0.02
a) $49,696.80
b) $17,890,846.26
c) $15,407,998.26
d) Mes
mes Amortización
0 -
1 39.84
2 40.63
3 41.44
4 42.27
5 43.12
6 43.98
7 44.86
8 45.76
9 46.67
10 47.61
2
P ?
n 18 pagos
pago 1238
i 0.0264
P $17,556.84
3
mes
Abono 5750 0
i/m 0.021 1
t 36 2
3
saldo insoluto 15 120750 4
porc de derechos transferidos deudor en el momento 5
58.3333333333333 6
7
8
9
10
11
12
13
14
15
4
R 21335
m 4t 2
i 0.1564
i/m 0.0391
t en 3tres 8
Ant 0.33
a) $ 170,680.00
b) $ 17,998.21
Mes
o Amortización
0 0
1 21335
2 21335
3 21335
4 21335
5 21335
6 21335
7 21335
8 21335
Fondos
R 98000
1 pagos bimestrales
i 0.16 bimestral
m 0.026666666666667
n 6 depositos
$15,277.86
mes Valor de depositoInteres ganado
1 $0.00 0
2 $15,277.86 $407.41
3 $15,277.86 $836.55
4 $15,277.86 $1,255.11
5 $15,277.86 $1,695.99
6 $15,277.86 $2,148.63
R 30520
2i 0.189
i/m 0.0945
n 11
$549,056.43
3M 249000
i 0.12
m 12
i/m 0.01
Pago $19,633.35 mensual
0.0721
M con formul $1,416.26
M normal $1,416.26
4P 863
T 120 años
i 0.06 anual
i/m 0.005
Bono $141,427.88
Bonos
VN 20000
tc 0.0485
c 970
t bi 24
t 4
A)
Rav 0.03
Pc $26,266.15 TC>Rav
Bono con prima
B)
VN 10,500.00
Rav 8%
C)
T 6 bimestres
Pb $22,004.36 TC>Rav
Acciones
1
g1 0.25 1
g2 0.15 2
g3 0.07 3
g4 0.02 4
R 0.2 5
D0 6
D1 7.5
D2 9.375
D3 10.78125
D4 12.3984375
D5 13.266328125
D6 14.19497109375
D7 15.18861907031
D8 15.49239145172
2
G1
G2
R
1
2
3
4
5
Riesgo y Rendimiento
Activo Rendi esp
a 20%
b 15%
act Rend esp
a 0.2
b 0.15
w1 0.5
w2 0.5
Act Beta
a 0.35
b 0.25
w1 0.5
w2 0.5
RF Beta
A 1.5
B 0.9
2.4
Rf 0.08
E(M) 0.1
E(P) 0.128
sobre estimado, E(p) es mucho mayor que E(m)
E(P) 0.24
E(M) 0.146666666666667
Repaso 3
Estado probabilidad
1 0.2
2 0.3
3 0.28
4 0.22
w1 0.18
w2 0.05
w3 0.35
w4 0.42
Estado probabilidad
1 0.2
2 0.3
3 0.28
4 0.22
w1 0.18
w2 0.05
w3 0.35
w4 0.42
w
Estado Cant inv
A 350000
B 500000
C 750000
1600000
A)
E(P)
B)
corr(A,B)
corr(B,C)
corr(A,C)
Cov AB. = corr(a,b)* riesgo
Cov(B,C)
Cov(A,C)
si no dice riesgo es desviación estandar
Victor Eduardo Rodriguez Martinez
Maria Rosa Nieto Delfin
2482848
Interes Abono saldo insoluto
0 $0.00 2482848
49656.96 $49,696.80 $2,482,808.16
49656.16329683 $49,696.80 $2,482,767.53
49655.3506596 $49,696.80 $2,482,726.09
49654.52176962 $49,696.80 $2,482,683.82
49653.67630185 $49,696.80 $2,482,640.70
49652.81392472 $49,696.80 $2,482,596.72
49651.93430004 $49,696.80 $2,482,551.85
49651.03708287 $49,696.80 $2,482,506.10
49650.12192136 $49,696.80 $2,482,459.42
49649.18845662 $49,696.80 $2,482,411.82
amortización interes abono saldo insoluto
0 0 207000
5750 0 5750 201250
5750 0 5750 195500
5750 0 5750 189750
5750 0 5750 184000
5750 0 5750 178250
5750 0 5750 172500
5750 0 5750 166750
5750 0 5750 161000
5750 0 5750 155250
5750 0 5750 149500
5750 0 5750 143750
5750 0 5750 138000
5750 0 5750 132250
5750 0 5750 126500
5750 0 5750 120750
Interes Abono SI
0 0 $ 170,680.00
$ 6,673.59 $ 14,661.41 $ 149,345.00
$ 5,839.39 $ 15,495.61 $ 128,010.00
$ 5,005.19 $ 16,329.81 $ 106,675.00
$ 4,170.99 $ 17,164.01 $ 85,340.00
$ 3,336.79 $ 17,998.21 $ 64,005.00
$ 2,502.60 $ 18,832.40 $ 42,670.00
$ 1,668.40 $ 19,666.60 $ 21,335.00
$ 834.20 $ 20,500.80 $ -
Agregado al fondoFondo acumulado
$15,277.86 $15,277.86
$15,685.27 $31,370.55
$16,114.41 $47,066.67
$16,532.97 $63,599.64
$16,973.85 $80,573.49
$17,426.49 $97,999.98
Mes Cantidad inicio Interes
1 0 0
2 $19,633.35 $196.33
3 $39,463.03 $394.63
4 $59,491.01 $594.91
5 $79,719.27 $797.19
6 $100,149.81 $1,001.50
7 $120,784.65 $1,207.85
8 $141,625.85 $1,416.26
t 7
P7 86.0688413984375
p01 24.020234032968
p02 $39.30
p0 $63.32
0.35 D0 8
0.1 D1 10.8
0.2 D2 14.58
D3 19.683
t 5 D4 26.57205
P5 394.5949425 D5 35.8722675
P01 158.578857421875 D6 39.45949425
P02 $57.75
P0 $216.33
Desvest
30%
20%
rend esp
5000
5000
10000
Rend esp desvest acción desvest portafolio
0.1 0.3 0.15
0.075 0.2 0.1
Rend esp 0.175 0.25
5000
5000
10000
Rend esp desvest acción desvest portafolio
0.175 0.3 0.15
0.125 0.2 0.1
25%
Rend esp
18%
15%
E(p) es mucho mayor que E(m)
A B C D
0.32 0.4 0.23 0.17
0.1 0.13 0.25 0.15
0.05 0.08 0.18 0.07
0.15 0.12 0.22 0.03
A B C D
0.32 0.4 0.23 0.17
0.1 0.13 0.25 0.15
0.05 0.08 0.18 0.07
0.15 0.12 0.22 0.03
E(P)
riesog riesgo solo para CAPM
Rend esper Deesviaci esta Beta w
29% 0.19 1.5 0.21875
15% 0.08 3.2 0.3125
25% 0.05 0.9 0.46875
0.2275 rendimiento esperado
0.21875 0.3125
0.18
0.04
0.13
0.002736
0.00016
0.001235
C) CAMP = RF+(E(M)-RF)BP
es desviación estandar rf
e(m)
D) 30%
e) f)
SI 14 $2,482,211.68 SI en el 199 $2,382,352.30
Amortización $52.56 Amort 200 $2,049.75
Interes en el 15 $49,644.23 Int en el 200 $47,647.05
SI en el 15 $2,482,159.11 SI en el 200 $2,380,302.55
SI en el 299 $1,742,354.37
Amortización en el 300 $14,849.71
Int en el 300 $34,847.09
SI en el 300 $1,727,504.66 porcentaje x deudor en el 200
Si en el 23 $2,481,698.96 porcentaje saldado que pertenece al acreedor en el 200
Amort en el 24 $62.82
Int en el 24 $49,633.98
SI en el 24 $2,481,636.14
Deposito Cantidad final
$19,633.35 $19,633.35
$19,633.35 $39,463.03
$19,633.35 $59,491.01
$19,633.35 $79,719.27
$19,633.35 $100,149.81
$19,633.35 $120,784.65
$19,633.35 $141,625.85
$19,633.35 $162,675.46
Rp Var(P)
0.2295 0.0011135094912
0.175 0.0001213960368
0.1054 0.0006856265517
0.1226 0.0002292964643
0.154884 0.002149828544
E(A) E(B) E© E(D)
0.064 0.08 0.046 0.034
0.03 0.039 0.075 0.045
0.014 0.0224 0.0504 0.0196
0.033 0.0264 0.0484 0.0066
0.141 0.1678 0.2198 0.1052
0.154884
Bp
0.328125
1
0.421875 1.75
1.75 calculamos beta por que no la tenemos
0.0361 0.002736 0.001235 0.21875
0.46875 0.002736 0.0064 0.00016 0.3125
0.001235 0.00016 0.0025 0.46875
Var(P) 0.0035759667969
Riesgo 0.0597993879306
+(E(M)-RF)BP
0.05
0.18
0.2775
no ya que es mayor y esta sobre valorado
int simp compuesto tasas
13.72%
nece al acreedor en el 200 86.28%
