ejercicio_10
12
1 Halle la distribución del VPN(0,20), su valor esperado y su estándar. Iop 20% PERIODO 0 PERIODO 1 PERIODO PI RI PI RI PI 1 -100000 0.3 40000 0.3 0.5 50000 0.4 0.2 70000 0.3 Rama 1 1 linea VPN -22685 A0 -100000 A1 40000 A2 30000 A3 40000 Iop 20% 2 linea VPN -45833 A0 -100000 A1 40000 A2 30000 A3 50000 Iop 20% 3 linea VPN -45833 A0 -100000 A1 40000 A2 30000 A3 40000 Iop 20% Rama 4 1 linea VPN -14352 A0 -100000 A1 50000
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EJERCICO 10
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Hoja11Halle la distribucin del VPN(0,20), su valor esperado y su desviacinestndar.
Iop20%
PERIODO 0PERIODO 1PERIODO 2PERIODO 3PIRIPIRIPIRIPIRI1-1000000.3400000.3300000.2400000,3 40.000 0,3 30.000 0,2 40.0000.5500000.4500000.5500000,5 50.000 0,4 50.000 0,5 50.0000.2700000.3600000.3600000,2 70.000 0,3 60.000 0,3 60.000
Rama 1Rama 2Rama 21 lineaVPN-226851 lineaVPN-87961 lineaVPN-1852A0-100000A0-100000A0-100000A140000A140000A140000A230000A250000A260000A340000A340000A340000Iop20%Iop20%Iop20%2 lineaVPN-458331 lineaVPN-30091 lineaVPN-3009A0-100000A0-100000A0-100000A140000A140000A140000A230000A250000A250000A350000A350000A350000Iop20%Iop20%Iop20%3 lineaVPN-458331 lineaVPN27781 lineaVPN9722A0-100000A0-100000A0-100000A140000A140000A140000A230000A250000A260000A340000A360000A360000Iop20%Iop20%Iop20%
Rama 4Rama 5Rama 61 lineaVPN-143521 lineaVPN-87961 lineaVPN-1852A0-100000A0-100000A0-100000A150000A140000A140000A230000A250000A260000A340000A340000A340000Iop20%Iop20%Iop20%2 lineaVPN-85651 lineaVPN-30091 lineaVPN-9954A0-100000A0-100000A0-100000A150000A140000A140000A230000A250000A240000A350000A350000A350000Iop20%Iop20%Iop20%3 lineaVPN-27781 lineaVPN27781 lineaVPN2778A0-100000A0-100000A0-100000A150000A140000A140000A230000A250000A250000A360000A360000A360000Iop20%Iop20%Iop20%
PIRI(RI-R)*PI0.18-22685.1916,094,931.520.09-45833.3395,672,851.560.03-45833.3331,890,950.520.36-8796.307,074,122.300.18-3009.2618,800,371.330.062777.7815,373,336.230.06-1851.857,766,597.540.03-3009.263,133,395.220.019722.225,267,662.52varianzariesgoR= (PI*RI)-13229.1667^2VPN(0,35)= [(RI-R)*PI]201,074,218.75 VPN(0,35)=(^2)^1/214,180.06r-107%
bProbabilidad de que el VPN sea mayor de 100 sera igual19%mayor a 1001%mayor a 50063%menor a 0
cHalle el valor esperado, varianza y desviacin estndar de la TIR delproyecto.Rama 1Rama 2Rama 21 lineaTIR26%1 lineaTIR31%1 lineaTIR195%A0-300A0-300A0-300A1180A1200A1800A2250A2250A22502 lineaTIR34%2 lineaTIR39%2 lineaTIR200%A0-300A0-300A0-300A1180A1200A1800A2300A2300A23003 lineaTIR96%3 lineaTIR100%3 lineaTIR244%A0-300A0-300A0-300A1180A1200A1800A2800A2800A2800PIRI(RI-R)*PI0.180.260.010.090.340.000.030.960.010.360.310.020.180.390.000.061.000.010.061.950.120.032.000.060.012.440.04varianzariesgoR= (PI*RI)54.77%^2VPN(0,35)= [(RI-R)*PI]0.28 VPN(0,35)=(^2)^1/20.53r96%
Ra0-100000Ra140000Ra230000VPN (0,35)63.73^2VPN(0,35)9,940,090,000^2a09940090000^2a10^2a20 VPN(0,35)=99,700.00r156438%
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