'Risk free security' diaporamas de présentation

Introduction to Risk and Return

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Introduction to Risk and Return

469 views • 44 slides

Introduction to Risk and Return

571 views • 36 slides

Risk, Return, and Security Market Line

Risk, Return, and Security Market Line. Financial Management. Outline. Risk of an investment Expected return of an investment Portfolios: Portfolio expected returns Portfolio risk Risk: Systematic and Unsystematic Risk Diversification and Portfolio Risk

419 views • 15 slides

Limits to Diversification

Limits to Diversification. Assume w i =1/N, ? i 2 = ? 2 and ? ij = C ? p 2 =N(1/N) 2 ? 2 + (1/N) 2 C(N 2 - N) ? p 2 =(1/N)? 2 + C - (1/N)C as N ?? ? p 2 = C average covariance. Presence of Risk free Security. R f = risk free rate ? 2 f = 0

224 views • 9 slides