#Asiganación de activos

## [1] "DIS"         "TSLA.MX"     "GMEXICOB.MX" "AAPL.MX"     "MCD.MX"     
## [6] "GFNORTEO.MX"

##       DIS               TSLA.MX          GMEXICOB.MX          AAPL.MX        
##  Min.   :-13.16316   Min.   :-15.4369   Min.   :-9.95359   Min.   :-8.24795  
##  1st Qu.: -1.17544   1st Qu.: -1.9736   1st Qu.:-1.44693   1st Qu.:-1.01796  
##  Median : -0.08924   Median :  0.1657   Median : 0.02926   Median : 0.03173  
##  Mean   :  0.02093   Mean   :  0.2755   Mean   : 0.12548   Mean   : 0.12513  
##  3rd Qu.:  1.08116   3rd Qu.:  2.2637   3rd Qu.: 1.62065   3rd Qu.: 1.27217  
##  Max.   : 14.41231   Max.   : 21.4587   Max.   :11.16790   Max.   :11.32043  
##      MCD.MX           GFNORTEO.MX      
##  Min.   :-10.22926   Min.   :-13.4535  
##  1st Qu.: -0.62692   1st Qu.: -1.4166  
##  Median :  0.00000   Median :  0.1252  
##  Mean   :  0.05238   Mean   :  0.1014  
##  3rd Qu.:  0.53955   3rd Qu.:  1.3804  
##  Max.   : 12.00000   Max.   :  8.4024

#Calculo del CAPM Obtenemos las desviaciones estandar:

##         DIS     TSLA.MX GMEXICOB.MX     AAPL.MX      MCD.MX GFNORTEO.MX 
##    2.340569    4.140870    2.592343    2.065971    1.632103    2.567276

Los rendimientos promedios diarios son:

##         DIS     TSLA.MX GMEXICOB.MX     AAPL.MX      MCD.MX GFNORTEO.MX 
##  0.02093499  0.27549803  0.12548439  0.12512952  0.05238060  0.10135222

Nuestra beta para este portafolio es:

## [1] 2.556522

CAPM

## [1] -0.3031809