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Portfolio Management Quiz 2

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Revision as of 10:00, 3 April 2008 by Egge (talk | contribs) (New page: <quiz display=simple shuffle=true case=(i)> {<math> \operatorname{E}(R_p) = \sum_{i=1}^n \operatorname{E}(R_i)w_i \quad </math> |type="{}"} { expected } { portfolio } { return } Where: <ma...)
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1 E⁡(Rp)=∑i=1nE⁡(Ri)wi

Where:
n = number of

in the

wi = percent of

in

i
E⁡(Ri) = expected

of

i
E⁡(Rp) = expected

of the

2 E(Ri)=Rf+B1F1+B2F2+⋯+BnFn

Where:
Rf =

-
B =

of the

to its associated

F =

3 E(σp2)=∑i=1n∑j=1nvijwiwj

for calculating

Where:
E(σp2) =

of

P
wi,wj =

of

i,j
vij =

of

between i and j
n = number of securities in the portfolio

4 ri=rf+(rm−rf)βi+ei

Where:
ri =

for

i
rf =

-

of

rm =

from the

β = beta of

i
ei = a random

(with an expected value of zero) and

with rm−rf is known as the

and measures the expected return pf the equity market over cash.


Next quiz Portfolio Management Quiz 3

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