INTEGRANTES DEL EQUIPO DE TRABAJO

GRUPO N°:

ESTUDIANTE (Apellidos y Nombres)

GILMA FARIDE MEDINA RODRIGUEZ

INICIO
IPO DE TRABAJO

106011A_2034 (230)

IDENTIFICACIÓN (C.C.)

52182260

SIGUIENTE
 Anexo 1- Precio de Activos de Renta Variable
Precios de Acciones - Cotizadas en el Marcado Electrónico Colombiano – MEC
Información suministrada por la Bolsa de Valores de Colombia
FECHA ECOPETROL ISAGEN
1/2/2024 2355.00 16320.00
1/3/2024 2420.00 16160.00
1/4/2024 2405.00 16600.00
1/5/2024 2445.00 17000.00
1/9/2024 2395.00 17660.00
1/10/2024 2395.00 17400.00
1/11/2024 2355.00 17400.00
1/12/2024 2375.00 17700.00
1/15/2024 2375.00 17480.00
1/16/2024 2335.00 18040.00
1/17/2024 2315.00 17400.00
1/18/2024 2300.00 17020.00
1/19/2024 2280.00 17220.00
1/22/2024 2265.00 17000.00
1/23/2024 2295.00 16880.00
1/24/2024 2290.00 16740.00
1/25/2024 2355.00 16900.00
1/26/2024 2400.00 17100.00
1/29/2024 2395.00 17100.00
1/30/2024 2390.00 16800.00
1/31/2024 2335.00 16860.00
2/1/2024 2345.00 16960.00
2/2/2024 2320.00 16960.00
2/5/2024 2320.00 16880.00
2/6/2024 2355.00 16820.00
2/7/2024 2365.00 16760.00
2/8/2024 2340.00 16300.00
2/9/2024 2315.00 16140.00
2/12/2024 2310.00 16220.00
2/13/2024 2275.00 16000.00
2/14/2024 2275.00 16600.00
2/15/2024 2295.00 16600.00
2/16/2024 2305.00 16800.00
2/19/2024 2270.00 16600.00
2/20/2024 2280.00 16800.00
2/21/2024 2330.00 17140.00
2/22/2024 2340.00 17100.00
2/23/2024 2330.00 17100.00
2/26/2024 2345.00 17200.00
2/27/2024 2360.00 17340.00
2/28/2024 2300.00 17160.00
2/29/2024 2290.00 16720.00
3/1/2024 2240.00 16860.00
3/4/2024 2120.00 16900.00
3/5/2024 2095.00 17200.00
3/6/2024 2085.00 17740.00
3/7/2024 2090.00 17980.00
3/8/2024 2055.00 18200.00
3/11/2024 2060.00 18400.00
3/12/2024 2075.00 17640.00
3/13/2024 2080.00 18500.00
3/14/2024 2120.00 19200.00
3/15/2024 2210.00 19960.00
3/18/2024 2100.00 19700.00
3/19/2024 2120.00 19300.00
3/20/2024 2125.00 19100.00
3/21/2024 2125.00 19340.00
3/22/2024 2115.00 19420.00
3/26/2024 1995.00 19400.00
3/27/2024 2075.00 19780.00
4/1/2024 2190.00 19600.00
4/2/2024 2245.00 19860.00
4/3/2024 2290.00 19600.00
4/4/2024 2320.00 19640.00
4/5/2024 2290.00 19200.00
4/8/2024 2255.00 19200.00
4/9/2024 2280.00 19680.00
4/10/2024 2245.00 19800.00
4/11/2024 2260.00 19700.00
4/12/2024 2240.00 19000.00
4/15/2024 2240.00 18600.00
4/16/2024 2240.00 18500.00
4/17/2024 2230.00 18400.00
4/18/2024 2225.00 17980.00
4/19/2024 2240.00 18000.00
4/22/2024 2260.00 18100.00
4/23/2024 2275.00 17900.00
4/24/2024 2300.00 18200.00
4/25/2024 2305.00 17900.00
4/26/2024 2300.00 18060.00
4/29/2024 2310.00 18780.00
4/30/2024 2280.00 18100.00
5/2/2024 2255.00 18800.00
5/3/2024 2260.00 19100.00
5/6/2024 2250.00 19000.00
5/7/2024 2270.00 18760.00
5/8/2024 2280.00 18760.00
5/9/2024 2280.00 18740.00
5/10/2024 2265.00 18680.00
5/14/2024 2320.00 18800.00
5/15/2024 2285.00 18760.00
5/16/2024 2300.00 18760.00
5/17/2024 2320.00 18760.00
5/20/2024 2340.00 18760.00
5/21/2024 2340.00 18600.00
5/22/2024 2270.00 18440.00
5/23/2024 2295.00 18260.00
5/24/2024 2305.00 18580.00
5/27/2024 2300.00 19080.00
5/28/2024 2380.00 18320.00
5/29/2024 2375.00 18220.00
5/30/2024 2350.00 18840.00
5/31/2024 2360.00 19140.00
6/4/2024 2370.00 19000.00
6/5/2024 2350.00 19200.00
6/6/2024 2365.00 19060.00
6/7/2024 2360.00 18680.00
6/11/2024 2360.00 18200.00
6/12/2024 2385.00 18000.00
6/13/2024 2405.00 17700.00
6/14/2024 2400.00 17520.00
6/17/2024 2430.00 17600.00
6/18/2024 2445.00 18280.00
6/19/2024 2430.00 17720.00
6/20/2024 2330.00 17840.00
6/21/2024 2295.00 17740.00
6/24/2024 2400.00 18000.00
6/25/2024 2300.00 17740.00
6/26/2024 2315.00 17880.00
6/27/2024 2325.00 18020.00
6/28/2024 2320.00 18200.00
7/2/2024 2295.00 18200.00
7/3/2024 2290.00 18300.00
7/4/2024 2280.00 18380.00
7/5/2024 2295.00 18320.00
7/8/2024 2260.00 18400.00
7/9/2024 2240.00 18280.00
7/10/2024 2210.00 18100.00
7/11/2024 2240.00 18140.00
7/12/2024 2190.00 18260.00
7/15/2024 2220.00 18380.00
7/16/2024 2180.00 18460.00
7/17/2024 2185.00 18400.00
7/18/2024 2180.00 18200.00
7/19/2024 2180.00 18300.00
7/22/2024 2165.00 18300.00
7/23/2024 2120.00 18300.00
7/24/2024 2135.00 18380.00
7/25/2024 2140.00 18260.00
7/26/2024 2145.00 17880.00
7/29/2024 2130.00 18000.00
7/30/2024 2130.00 17640.00
7/31/2024 2175.00 17500.00
8/1/2024 2120.00 17600.00
8/2/2024 2060.00 17100.00
8/5/2024 2040.00 16400.00
8/6/2024 2060.00 16740.00
8/8/2024 2085.00 16600.00
8/9/2024 2135.00 16440.00
8/12/2024 2155.00 16860.00
8/13/2024 2110.00 17460.00
8/14/2024 2040.00 18380.00
8/15/2024 2085.00 18260.00
8/16/2024 2085.00 18200.00
8/20/2024 2035.00 18120.00
8/21/2024 2040.00 17940.00
8/22/2024 2035.00 17680.00
8/23/2024 2055.00 17260.00
8/26/2024 2075.00 17200.00
8/27/2024 2060.00 17340.00
8/28/2024 2055.00 17440.00
8/29/2024 2045.00 17420.00
8/30/2024 2055.00 18160.00
9/2/2024 2055.00 17940.00
9/3/2024 1995.00 18000.00
9/4/2024 1920.00 17420.00
9/5/2024 1925.00 17380.00
9/6/2024 1930.00 17320.00
9/9/2024 1915.00 17480.00
9/10/2024 1885.00 17160.00
9/11/2024 1905.00 16840.00
9/12/2024 1930.00 17020.00
9/13/2024 1910.00 16960.00
9/16/2024 1960.00 16800.00
 9/17/2024 1955.00 16780.00
9/18/2024 1905.00 16780.00
9/19/2024 1905.00 17300.00
9/20/2024 1890.00 17480.00
9/23/2024 1920.00 17340.00
9/24/2024 1940.00 17560.00
9/25/2024 1840.00 17240.00
9/26/2024 1900.00 17700.00
9/27/2024 1885.00 17280.00
9/30/2024 1880.00 17080.00
10/1/2024 1895.00 16720.00
10/2/2024 1875.00 17080.00
10/3/2024 1905.00 17080.00
10/4/2024 1890.00 17460.00
10/7/2024 1910.00 17700.00
10/8/2024 1825.00 17200.00
10/9/2024 1840.00 17040.00
10/10/2024 1845.00 17020.00
10/11/2024 1845.00 17500.00
10/15/2024 1780.00 17520.00
10/16/2024 1760.00 17600.00
10/17/2024 1740.00 18000.00
10/18/2024 1760.00 18020.00
10/21/2024 1725.00 18420.00
10/22/2024 1735.00 18100.00
10/23/2024 1720.00 17740.00
10/24/2024 1730.00 18180.00
10/25/2024 1735.00 17900.00
10/28/2024 1760.00 18000.00
10/29/2024 1735.00 18000.00
10/30/2024 1720.00 17920.00
10/31/2024 1700.00 17580.00
11/1/2024 1680.00 17440.00
11/5/2024 1660.00 17280.00
11/6/2024 1700.00 17980.00
11/7/2024 1660.00 17700.00
11/8/2024 1590.00 17400.00
11/12/2024 1650.00 17340.00
11/13/2024 1660.00 17000.00
11/14/2024 1725.00 17040.00
11/15/2024 1745.00 16980.00
11/18/2024 1785.00 17000.00
11/19/2024 1780.00 16920.00
11/20/2024 1755.00 17300.00
11/21/2024 1800.00 17240.00
11/22/2024 1830.00 17240.00
11/25/2024 1815.00 16700.00
11/26/2024 1760.00 16980.00
11/27/2024 1770.00 17300.00
11/28/2024 1780.00 16980.00
11/29/2024 1800.00 16800.00
12/2/2024 1775.00 17220.00
12/3/2024 1780.00 16960.00
12/4/2024 1755.00 16800.00
12/5/2024 1770.00 17160.00
12/6/2024 1730.00 16880.00
12/9/2024 1790.00 16820.00
12/10/2024 1830.00 16760.00
12/11/2024 1810.00 16920.00
12/12/2024 1815.00 16800.00
12/13/2024 1780.00 16800.00
12/16/2024 1730.00 16780.00
12/17/2024 1740.00 16500.00
12/18/2024 1685.00 16300.00
12/19/2024 1680.00 16240.00
12/20/2024 1650.00 16200.00
12/23/2024 1685.00 16500.00
12/24/2024 1660.00 16500.00
12/26/2024 1660.00 16700.00
12/27/2024 1660.00 16500.00
12/30/2024 1675.00 16700.00
 𝒓_𝒕=𝒍𝒏
RENTABILIDAD LOGARÍTMICA

⁡(
e Renta Variable
o Electrónico Colombiano – MEC

𝑷_𝒕/𝑷_(𝒕−𝟏)
a de Valores de Colombia
BANCOLOMBIA ECOPETROL ISAGEN
30500.00
30300.00 0.02723
) -0.00985
32260.00 -0.00622 0.02686
33200.00 0.01650 0.02381
32500.00 -0.02066 0.03809
32060.00 0.00000 -0.01483
31280.00 -0.01684 0.00000
31180.00 0.00846 0.01709
31640.00 0.00000 -0.01251
30700.00 -0.01699 0.03153
31020.00 -0.00860 -0.03612
31400.00 -0.00650 -0.02208
31260.00 -0.00873 0.01168
31100.00 -0.00660 -0.01286
30700.00 0.01316 -0.00708
30700.00 -0.00218 -0.00833
30600.00 0.02799 0.00951
30940.00 0.01893 0.01176
31120.00 -0.00209 0.00000
31000.00 -0.00209 -0.01770
31200.00 -0.02328 0.00357
31200.00 0.00427 0.00591
31580.00 -0.01072 0.00000
31300.00 0.00000 -0.00473
31460.00 0.01497 -0.00356
31560.00 0.00424 -0.00357
31000.00 -0.01063 -0.02783
30800.00 -0.01074 -0.00986
30860.00 -0.00216 0.00494
30420.00 -0.01527 -0.01366
30880.00 0.00000 0.03681
30980.00 0.00875 0.00000
31000.00 0.00435 0.01198
29220.00 -0.01530 -0.01198
30720.00 0.00440 0.01198
31500.00 0.02169 0.02004
32040.00 0.00428 -0.00234
32700.00 -0.00428 0.00000
32700.00 0.00642 0.00583
32080.00 0.00638 0.00811
32280.00 -0.02575 -0.01043
32080.00 -0.00436 -0.02598
32260.00 -0.02208 0.00834
32100.00 -0.05506 0.00237
32360.00 -0.01186 0.01760
32680.00 -0.00478 0.03091
32900.00 0.00240 0.01344
31900.00 -0.01689 0.01216
32000.00 0.00243 0.01093
31900.00 0.00726 -0.04218
31880.00 0.00241 0.04760
31250.00 0.01905 0.03714
31400.00 0.04158 0.03882
32380.00 -0.05106 -0.01311
32080.00 0.00948 -0.02051
32620.00 0.00236 -0.01042
32700.00 0.00000 0.01249
32980.00 -0.00472 0.00413
32860.00 -0.05841 -0.00103
32880.00 0.03932 0.01940
33200.00 0.05394 -0.00914
33460.00 0.02480 0.01318
33840.00 0.01985 -0.01318
34980.00 0.01302 0.00204
34200.00 -0.01302 -0.02266
34080.00 -0.01540 0.00000
34600.00 0.01103 0.02469
34260.00 -0.01547 0.00608
34340.00 0.00666 -0.00506
33360.00 -0.00889 -0.03618
33020.00 0.00000 -0.02128
32980.00 0.00000 -0.00539
32500.00 -0.00447 -0.00542
31580.00 -0.00224 -0.02309
31820.00 0.00672 0.00111
31980.00 0.00889 0.00554
31660.00 0.00662 -0.01111
31420.00 0.01093 0.01662
31120.00 0.00217 -0.01662
31900.00 -0.00217 0.00890
32400.00 0.00434 0.03909
32100.00 -0.01307 -0.03688
32640.00 -0.01103 0.03794
33200.00 0.00221 0.01583
33200.00 -0.00443 -0.00525
33240.00 0.00885 -0.01271
33320.00 0.00440 0.00000
33320.00 0.00000 -0.00107
33400.00 -0.00660 -0.00321
33580.00 0.02399 0.00640
34000.00 -0.01520 -0.00213
34460.00 0.00654 0.00000
34900.00 0.00866 0.00000
35780.00 0.00858 0.00000
35600.00 0.00000 -0.00857
34600.00 -0.03037 -0.00864
34800.00 0.01095 -0.00981
34400.00 0.00435 0.01737
34680.00 -0.00217 0.02655
34440.00 0.03419 -0.04065
34000.00 -0.00210 -0.00547
34120.00 -0.01058 0.03346
34080.00 0.00425 0.01580
34240.00 0.00423 -0.00734
34780.00 -0.00847 0.01047
34760.00 0.00636 -0.00732
35080.00 -0.00212 -0.02014
33660.00 0.00000 -0.02603
33600.00 0.01054 -0.01105
33900.00 0.00835 -0.01681
33500.00 -0.00208 -0.01022
33700.00 0.01242 0.00456
34220.00 0.00615 0.03791
34320.00 -0.00615 -0.03111
34000.00 -0.04202 0.00675
33840.00 -0.01514 -0.00562
34500.00 0.04474 0.01455
33380.00 -0.04256 -0.01455
33300.00 0.00650 0.00786
33980.00 0.00431 0.00780
34080.00 -0.00215 0.00994
34220.00 -0.01083 0.00000
33920.00 -0.00218 0.00548
34060.00 -0.00438 0.00436
33900.00 0.00656 -0.00327
33900.00 -0.01537 0.00436
33620.00 -0.00889 -0.00654
33840.00 -0.01348 -0.00990
34000.00 0.01348 0.00221
33880.00 -0.02257 0.00659
33780.00 0.01361 0.00655
34080.00 -0.01818 0.00434
33800.00 0.00229 -0.00326
33780.00 -0.00229 -0.01093
34000.00 0.00000 0.00548
33700.00 -0.00690 0.00000
33620.00 -0.02100 0.00000
33460.00 0.00705 0.00436
33280.00 0.00234 -0.00655
33140.00 0.00233 -0.02103
33000.00 -0.00702 0.00669
33240.00 0.00000 -0.02020
33900.00 0.02091 -0.00797
33900.00 -0.02561 0.00570
33020.00 -0.02871 -0.02882
32300.00 -0.00976 -0.04180
32300.00 0.00976 0.02052
32000.00 0.01206 -0.00840
32120.00 0.02370 -0.00969
33480.00 0.00932 0.02523
33740.00 -0.02110 0.03497
34100.00 -0.03374 0.05135
34480.00 0.02182 -0.00655
34260.00 0.00000 -0.00329
33460.00 -0.02427 -0.00441
33800.00 0.00245 -0.00998
33400.00 -0.00245 -0.01460
33240.00 0.00978 -0.02404
34000.00 0.00969 -0.00348
33660.00 -0.00726 0.00811
34000.00 -0.00243 0.00575
33660.00 -0.00488 -0.00115
34780.00 0.00488 0.04160
34520.00 0.00000 -0.01219
34540.00 -0.02963 0.00334
34320.00 -0.03832 -0.03275
34280.00 0.00260 -0.00230
33800.00 0.00259 -0.00346
33440.00 -0.00780 0.00920
33440.00 -0.01579 -0.01848
33520.00 0.01055 -0.01882
33660.00 0.01304 0.01063
33300.00 -0.01042 -0.00353
33700.00 0.02584 -0.00948
33320.00 -0.00255 -0.00119
33200.00 -0.02591 0.00000
33740.00 0.00000 0.03052
33580.00 -0.00791 0.01035
33940.00 0.01575 -0.00804
34380.00 0.01036 0.01261
33940.00 -0.05292 -0.01839
33920.00 0.03209 0.02633
33580.00 -0.00793 -0.02401
33180.00 -0.00266 -0.01164
33000.00 0.00795 -0.02130
32900.00 -0.01061 0.02130
32740.00 0.01587 0.00000
32580.00 -0.00791 0.02200
32680.00 0.01053 0.01365
33100.00 -0.04552 -0.02866
33500.00 0.00819 -0.00935
33600.00 0.00271 -0.00117
34200.00 0.00000 0.02781
34300.00 -0.03587 0.00114
34200.00 -0.01130 0.00456
34280.00 -0.01143 0.02247
35480.00 0.01143 0.00111
35500.00 -0.02009 0.02195
34720.00 0.00578 -0.01753
33600.00 -0.00868 -0.02009
34320.00 0.00580 0.02450
33920.00 0.00289 -0.01552
34060.00 0.01431 0.00557
34160.00 -0.01431 0.00000
35780.00 -0.00868 -0.00445
35420.00 -0.01170 -0.01916
35120.00 -0.01183 -0.00800
35600.00 -0.01198 -0.00922
35900.00 0.02381 0.03971
35420.00 -0.02381 -0.01570
35120.00 -0.04308 -0.01709
34900.00 0.03704 -0.00345
34740.00 0.00604 -0.01980
35460.00 0.03841 0.00235
35360.00 0.01153 -0.00353
36000.00 0.02266 0.00118
36200.00 -0.00281 -0.00472
36680.00 -0.01414 0.02221
36220.00 0.02532 -0.00347
36100.00 0.01653 0.00000
36800.00 -0.00823 -0.03182
36000.00 -0.03077 0.01663
36300.00 0.00567 0.01867
36400.00 0.00563 -0.01867
35980.00 0.01117 -0.01066
36480.00 -0.01399 0.02469
36180.00 0.00281 -0.01521
35940.00 -0.01414 -0.00948
36500.00 0.00851 0.02120
36080.00 -0.02286 -0.01645
35900.00 0.03409 -0.00356
35980.00 0.02210 -0.00357
35980.00 -0.01099 0.00950
35980.00 0.00276 -0.00712
35800.00 -0.01947 0.00000
35560.00 -0.02849 -0.00119
35120.00 0.00576 -0.01683
34800.00 -0.03212 -0.01220
35200.00 -0.00297 -0.00369
35200.00 -0.01802 -0.00247
35300.00 0.02099 0.01835
35300.00 -0.01495 0.00000
35420.00 0.00000 0.01205
35020.00 0.00000 -0.01205
35180.00 0.00900 0.01205
-0.1396% 0.0094%
LOGARÍTMICA VOLATILIDAD Y RIESGO DEL ACTIVO y

VaR = Es la perdina que podemos experimemtar al invert

FORMULA PARA CALCULAR EL VaR parametrico : VaR = F * σ * √t o (
BANCOLOMBIA
VARIANZA DEL ACTIVO σ
-0.00658 DESV. ESTADAR ( Volatilidad o Riesgo) σ d
0.06268 VIVEL DE CONFIANZA - α (5%)
0.02872 Valor Z -
-0.02131 NUMERO DE DIAS t
-0.01363 VaR parametrico
-0.02463 RENTABILIDAD
-0.00320
0.01465
-0.03016
0.01037
0.01218
-0.00447
-0.00513
-0.01295
0.00000
-0.00326
0.01105
0.00580
-0.00386
0.00643
0.00000
0.01211
-0.00891
0.00510
0.00317
-0.01790
-0.00647
0.00195
-0.01436
0.01501
0.00323
0.00065
-0.05913
0.05006
0.02507
0.01700
0.02039
0.00000
-0.01914
0.00622
-0.00622
0.00560
-0.00497
0.00807
0.00984
0.00671
-0.03087
0.00313
-0.00313
-0.00063
-0.01996
0.00479
0.03073
-0.00931
0.01669
0.00245
0.00853
-0.00365
0.00061
0.00969
0.00780
0.01129
0.03313
-0.02255
-0.00351
0.01514
-0.00988
0.00233
-0.02895
-0.01024
-0.00121
-0.01466
-0.02872
0.00757
0.00502
-0.01006
-0.00761
-0.00959
0.02476
0.01555
-0.00930
0.01668
0.01701
0.00000
0.00120
0.00240
0.00000
0.00240
0.00537
0.01243
0.01344
0.01269
0.02490
-0.00504
-0.02849
0.00576
-0.01156
0.00811
-0.00694
-0.01286
0.00352
-0.00117
0.00468
0.01565
-0.00058
0.00916
-0.04132
-0.00178
0.00889
-0.01187
0.00595
0.01531
0.00292
-0.00937
-0.00472
0.01932
-0.03300
-0.00240
0.02021
0.00294
0.00410
-0.00881
0.00412
-0.00471
0.00000
-0.00829
0.00652
0.00472
-0.00354
-0.00296
0.00884
-0.00825
-0.00059
0.00649
-0.00886
-0.00238
-0.00477
-0.00539
-0.00422
-0.00423
0.00725
0.01966
0.00000
-0.02630
-0.02205
0.00000
-0.00933
0.00374
0.04147
0.00774
0.01061
0.01108
-0.00640
-0.02363
0.01011
-0.01190
-0.00480
0.02261
-0.01005
0.01005
-0.01005
0.03273
-0.00750
0.00058
-0.00639
-0.00117
-0.01410
-0.01071
0.00000
0.00239
0.00417
-0.01075
0.01194
-0.01134
-0.00361
0.01613
-0.00475
0.01066
0.01288
-0.01288
-0.00059
-0.01007
-0.01198
-0.00544
-0.00303
-0.00488
-0.00490
0.00306
0.01277
0.01201
0.00298
0.01770
0.00292
-0.00292
0.00234
0.03441
0.00056
-0.02222
-0.03279
0.02120
-0.01172
0.00412
0.00293
0.04633
-0.01011
-0.00851
0.01357
0.00839
-0.01346
-0.00851
-0.00628
-0.00460
0.02051
-0.00282
0.01794
0.00554
0.01317
-0.01262
-0.00332
0.01920
-0.02198
0.00830
0.00275
-0.01161
0.01380
-0.00826
-0.00666
0.01546
-0.01157
-0.00500
0.00223
0.00000
0.00000
-0.00502
-0.00673
-0.01245
-0.00915
0.01143
0.00000
0.00284
0.00000
0.00339
-0.01136
0.00456
0.0585% PROMEDIO ANUAL DE LA RENTABILIDAD DIARIA
 Y RIESGO DEL ACTIVO y VaR DEL ACTIVO

demos experimemtar al invertir en un activo derenta variable

co : VaR = F * σ * √t o ( VaR = F * S* σ * √t la S es el valor de la inversión)
ECOPETROL ISAGEN BANCOLOMBIA
0.00030252755667293 0.000297060810159 0.000214881423729
0.0173933193115325 0.017235452130977 0.014658834323675
95% 95% 95%
1.64485362695147 1.64485362695147 1.64485362695147
1 1 1
2.86% 2.83% 2.41%
-0.14% 0.01% 0.06%
 CALCULE EL PRECIO DE UN BONO A LA PAR CON LA SIGUIENTE INFORMACIÓN:

Calcule el precio de un Bono a la par del tesoro colombiano, El cual en el momento de la inversión tiene en
$100 unidad monetaria (u.m) , en el momento de la inversión el gobierno colombiano acuerda pagar cupones
mensuales a tasa facial de la inflación ( 5.22% ) más 2 puntos porcentuales , el inversor decide invertir en el t
renta fija a un año.
¿ Calcule el flujo de caja de la rentabilidad del Bono?

P = Precio actual del bono 100

N = Valor nominal del bono 100
r = Tasa de interés (cupón) (5,22%+2%) 7.22%
n = Plazo hasta el vencimiento 1
RENTABILIDAD DEL ACTIVO 7.22%
 CALCULE EL PRECIO DE UN BONO BAJO LA PAR ( CON DESC
SIGUIENTE INFORMACIÓN: INFORMACIÓN:

l momento de la inversión tiene en valor

colombiano acuerda pagar cupones Calcule el precio de un bono cero cupones al descuento, donde se invierte con
es , el inversor decide invertir en el título de una tasa de descuento ( interés) del 6.8% EA , el cual tiene un valor nominal $
bono o precio actual del bono en el momento de la inversión ?.

100 P = Precio actual del bono

100 N = Valor nominal del bono
7.22% r = Tasa de interés (cupón) 6,8%
1 n = Plazo hasta el vencimiento
7.22% VALOR ACTUAL DEL BONO
A PAR ( CON DESCUENTO) CON LA SIGUIENTE
RMACIÓN:

donde se invierte con un horizonte de tiempo de 5 años y

ene un valor nominal $ 100, ¿ Cuál es el valor actual del
ersión ?.

¿?
100
6.80%
5
71.97