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This study constructs a minimum variance portfolio of Brazilian sovereign bonds using Modern Portfolio Theory (MPT). The analysis incorporates coupon payments into total returns, calculates daily log returns, and optimizes the portfolio under practical investment constraints. The performance of the optimized bond portfolio is compared against the FIXA11 ETF benchmark, highlighting improvements in risk-adjusted returns, Sharpe ratio, and volatility reduction due to coupon reinvestment.

En este archivo presento los intervalos de probabilidad construidos para la distribución de muestreo de la varianza.