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Chapter 9 - An Introduction to Asset Pricing Models

Chapter 9 - An Introduction to Asset Pricing Models

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Published by SaifUllah271
Investment Analysis and Portfolio Management By Reilly and Brown

Chapter No. 9
An Introduction to Asset Pricing Models
Investment Analysis and Portfolio Management By Reilly and Brown

Chapter No. 9
An Introduction to Asset Pricing Models

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Published by: SaifUllah271 on Feb 10, 2009
Copyright:Attribution Non-commercial

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03/17/2013

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Lecture Presentation Software
 
to accompany
Investment Analysis and Portfolio Management 
Sixth Editionby
Frank K. Reilly & Keith C. Brown
Chapter 9
 
SAIF ULLAH, Saifullah271@yahoo.com, +923216633271
Chapter 9 - An Introduction toAsset Pricing Models
Questions to be answered:
What are the assumptions of the capital asset pricing model?What is a risk-free asset and what are its risk-returncharacteristics?What is the covariance and correlation between therisk-free asset and a risky asset or portfolio of riskyassets?
 
SAIF ULLAH, Saifullah271@yahoo.com, +923216633271
Chapter 9 - An Introduction toAsset Pricing Models
What is the expected return when you combine therisk-free asset and a portfolio of risky assets?What is the standard deviation when you combinethe risk-free asset and a portfolio of risky assets?When you combine the risk-free asset and a portfolio of risky assets on the Markowitz efficientfrontier, what does the set of possible portfolioslook like?

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