Caso 5

Año Rent. industrX- u (X- u)^2 Rent. Mercado X- u (X- u)^2

1990 5.30% -2.83% 0.00079935 6.10% -2.20% 0.000484
1991 7.10% -1.03% 0.00010553 6.90% -1.40% 0.000196
1992 7.60% -0.53% 2.7802E-05 8% -0.30% 0.000009
1993 8.40% 0.27% 7.438E-06 8.20% -0.10% 0.000001
1994 8.80% 0.67% 4.5256E-05 9% 0.70% 0.000049
1995 8.10% -0.03% 7.438E-08 8.50% 0.20% 0.000004
1996 7.90% -0.23% 5.1653E-06 8% -0.30% 0.000009
1997 8.60% 0.47% 2.2347E-05 8% -0.30% 0.000009
1998 10.40% 2.27% 0.00051653 9.60% 1.30% 0.000169
1999 8.20% 0.07% 5.2893E-07 9.30% 1.00% 0.0001
2000 9% 0.87% 7.6165E-05 9.70% 1.40% 0.000196
u 8.13% Varianza 0.00014602 u 8.30% Varianza 0.0001226
Desv 0.01208373 Desv 0.01107249

Año Rent. industrRit-Ri Rent. MercadRmt-Rm Producto

1990 5.30% -2.83% 6.10% -2.20% 0.062200%
1991 7.10% -1.03% 6.90% -1.40% 0.014382%
1992 7.60% -0.53% 8% -0.30% 0.001582%
1993 8.40% 0.27% 8.20% -0.10% -0.000273%
1994 8.80% 0.67% 9% 0.70% 0.004709%
1995 8.10% -0.03% 8.50% 0.20% -0.000055%
1996 7.90% -0.23% 8% -0.30% 0.000682%
1997 8.60% 0.47% 8% -0.30% -0.001418%
1998 10.40% 2.27% 9.60% 1.30% 0.029545%
1999 8.20% 0.07% 9.30% 1.00% 0.000727%
2000 9% 0.87% 9.70% 1.40% 0.012218%
u 8.13% 8.30%
Covarianza 0.00011300

Beta 0.92169657
n 10.00