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Chapter 11 Optimal Portfolio Choice

Chapter 11 Optimal Portfolio Choice

Chapter 11 Optimal Portfolio Choice. Chapter Outline. 11.1 The Expected Return of a Portfolio 11.2 The Volatility of a Two-Stock Portfolio 11.3 The Volatility of a Large Portfolio 11.4 Risk Versus Return: Choosing an Efficient Portfolio 11.5 Risk-Free Saving and Borrowing

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1.27k views • 90 slides
Chapter 8 Risk, Return, and Portfolio Theory

Chapter 8 Risk, Return, and Portfolio Theory

Chapter 8 Risk, Return, and Portfolio Theory. 8.4 The Efficient Frontier. Chapter 8 Outline. Modern Portfolio Theory Harry Markowitz Efficient portfolio. 8.1 Measuring Returns on Investment. Definitions: Ex post return -past or historical returns Ex ante returns -expected returns

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1.38k views • 47 slides
Chapter 9 CAPITAL ASSET PRICING AND ARBITRAGE PRICING THEORY The Risk Reward Relationship

Chapter 9 CAPITAL ASSET PRICING AND ARBITRAGE PRICING THEORY The Risk Reward Relationship

Chapter 9 CAPITAL ASSET PRICING AND ARBITRAGE PRICING THEORY The Risk Reward Relationship. OUTLINE Key Issues Basic Assumptions Capital Market Line Security Market Line Inputs Required for CAPM Calculation of Beta Empirical Evidence on CAPM Arbitrage Pricing Theory.

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444 views • 22 slides
Optimal Risky Portfolios

Optimal Risky Portfolios

Optimal Risky Portfolios. Chapter 7. ? p (%). 35. Unique Risk (unsystematic risk). 20 0. Total Risk. Market Risk (systematic risk). 10 20 30 40 1,000 +. Number Stocks in Portfolio. Portfolios of two risky assets. Portfolios of two risky assets. =0.19 =19%.

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638 views • 19 slides
Capital Market Line Dr. Lokanandha Reddy Irala irala

Capital Market Line Dr. Lokanandha Reddy Irala irala

Capital Market Line Dr. Lokanandha Reddy Irala www.irala.org.

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205 views • 19 slides
Efficient Diversification I

Efficient Diversification I

Efficient Diversification I. Covariance and Portfolio Risk Mean-variance Frontier Efficient Portfolio Frontier. Some Empirical Evidence. In 2000, 40% of stocks in Russell 3000 had returns of -20% or worse. Meanwhile, less than 12% of U.S. stock mutual funds had returns of -20% or below.

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358 views • 15 slides
Optimal Risky Portfolios

Optimal Risky Portfolios

Optimal Risky Portfolios. P.V. Viswanath For a First Course in INvestments. Learning Goals. How does diversification hel p in constructing optimal risky portfolios ? How do we construct the opportunity set when there are two risky assets available?

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Chapter 5 Portfolios, Efficiency and the Capital Asset Pricing Model

Chapter 5 Portfolios, Efficiency and the Capital Asset Pricing Model

Chapter 5 Portfolios, Efficiency and the Capital Asset Pricing Model. The objectives of this chapter are to enable you to: Understand the process of combining of securities into portfolios Understand measurement of portfolio return and risk

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131 views • 1 slides

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