ATLAS BNV CAFESA FIF FINSA INC LANAC SCOTT E[R]ATLAS 0.518207 0.3663BNV 0.105705 0.280449 0.2050CAFESA 0.298663 0.027343 0.311286 0.2497FIF 0.035322 0.050677 -0.030385 0.119057 0.2504FINSA 0.008902 0.004495 0.052331 -0.014273 0.03441 0.1593INC -0.07159 -0.079968 0.039923 -0.050588 0.019072 0.109344 0.1780LANAC 0.066833 -0.011148 0.048918 -0.008925 -0.001282 -0.014904 0.056318 0.1120SCOTT 0.131687 -0.151111 0.196082 -0.077303 0.025116 0.045155 0.034452 0.411674 0.3458

RISK Rend.ATLAS BNV CAFESA FIF FINSA INC LANAC SCOTT w(i) Absoluto beta E[R] Absoluto gamma delta

ATLAS 0.518207 0.105705 0.298663 0.035322 0.008902 -0.07159 0.066833 0.131687 0 0 0.00% 0.3663 0 0.00% #DIV/0!BNV 0.105705 0.280449 0.027343 0.050677 0.004495 -0.079968 -0.011148 -0.151111 0.11062971 0.0011557666 11.48% 0.2050 0.02268 11.48% 1.00CAFESA 0.298663 0.027343 0.311286 -0.030385 0.052331 0.039923 0.048918 0.196082 0 0 0.00% 0.2497 0 0.00% #DIV/0!FIF 0.035322 0.050677 -0.030385 0.119057 -0.014273 -0.050588 -0.008925 -0.077303 0.24596388 0.0031386962 31.18% 0.2504 0.06159 31.18% 1.00FINSA 0.008902 0.004495 0.052331 -0.014273 0.03441 0.019072 -0.001282 0.025116 0.13618205 0.0011055547 10.98% 0.1593 0.02169 10.98% 1.00INC -0.07159 -0.079968 0.039923 -0.050588 0.019072 0.109344 -0.014904 0.045155 0.24607853 0.0022322269 22.18% 0.1780 0.0438 22.18% 1.00LANAC 0.066833 -0.011148 0.048918 -0.008925 -0.001282 -0.014904 0.056318 0.034452 0.18208196 0.0010392751 10.33% 0.1120 0.02039 10.33% 1.00SCOTT 0.131687 -0.151111 0.196082 -0.077303 0.025116 0.045155 0.034452 0.411674 0.07906386 0.0013933059 13.84% 0.3458 0.02734 13.84% 1.00w´(i) 0 0.11062970635 0 0.245963883 0.13618205436 0.24607853252 0.1820819601 0.0790639 1 100.00% 100.00%

VAR (p) 0.01006483DE (p) 0.1003236E[Rp] 0.19749769

RAR(p) 1.9686064