Retorno e risco da comercialização de frutas selecionadas no estado do Ceará: uma aplicação da teoria do portfólio

Abstract

The objective of this study is to determine the return and risk of marketing the main fruit (assets) from Central supply agency of the State of Ceará, that is to say, banana (selected as the basic fruit in the formation of the wallets),avocado, orange, papaya and passionflower by using the Theory of Portfolio defended by Markowitz. Based of these results, it is concluded: that is not advisable to investment in banana and avocado or in the combination of these in a wallet, once they presented individually or combined negative expected returns, while the orange presented the largest return, however, higher risk than the one of the other assets (except for the papaya) or of its combinations; the diversification can reduce or not risk of the wallet once this is associated to different magnitude of different expected returns to individual assets.