Jassate

Date
Pnge

cnyteuetin

Calculate exces etuu t Beta Aali fou

wailasle eCURitis

2 Do a teteg aking a 2au

uittu ceuk .

po eael
Calculae
(A-)i
6;
nateee o steuiky.

Raukug tate. Calsulat lu caoh

culatu
each secuity wieh is
laut.
Aj
s1

S. Calculale
.
seRuuiy
 classmate
Date

Page

Calelate B; s
43|
seeity
7. foe all seeiy, calulata cowtat c
Om A

Tue walu

Tlu cihest ualue waked c.

Au
uiyer than

B. Ratie.

Au gecuitis uto
hw te
ddeleated

B. Calculate Costut z; l

fa all seleered steunity chy

 dssnate
Data
Paga

a. w;

A 20 40
B 18 2.S 3s
2.66 7
|2
D 2
25

10 |·66
17 |. 6 30 Z. 6-25
4
2. 3s

fantiy Caustut oftiualpattollo wsug has nadl

2
(i-Re)o;'
A .3 o.o2
.228 0.S 28
o.0256 O.079
o-192 0.72
0.48 0.085
o.718 0.78S O.3 426

H o.4 2-314
0.2
e- 674. O. 62N6
 classmate
Date
Page

A 2-79

y43

4.24
s.oq
3. 72

Siccuty 2i
A 4s.31 .
o.1799
24-S.
lo.37:
o.39SY

d.
B fetplio W;x B;
A 4.o6 o.453
3.632 O.227
3.01

12:43 l"oj6 8
 Date
Poge

bpeeted Aetuu
ßo pofolio |. o l6 8

clieice
ttu claice ef affetiate
adex .fue model s mathematial
metet
a d iuceeeates
sttiuieation wituegee t tu
matt pncti aualytae
cdesen matit
lage vauty
a

lane Tuye iudios

Coueeutatedile mijty
Ko

u addin T e ae

iwdis witu
maute. Te nuodel ouil a olutin

data based

sptinal putelio
catiuele wit
 cassate
Date
Page

iudlex becpne soue optimal when

eotahed uitu Aferevee t ay
iude
A waitut pautiipaut to

d;yeut
model
iulicas
eequutly W..

soiaTed
tausactn cot wiout
aellitinal
odul
6iinialin onteuated
Potfalio male 4 peceutíny
to
tueat
models atflicatin
te
thaliup
 cdset
Date
Page

odel &k APT

faetae

Au obuued limitatin y Potolio

Otuctin wodel i duat tu iuut

custiteut secuity, eit

a buoal mat

nden

wic quelde Rediug eutineut

Tae pacl modol
kaspoute
Seutinut
wdeytaud matt bhalot ntale

Nataially feto odel wes

APM and
Qateetedl tuu

mneut
 euhae fata fauuabe
g and fatoe
aetuw with
Is)
S
uidual setn o pted
D
fatpalio
Maultipactec
Page
Date
classmate
 cssmte
Data
Poge

ufaueuiale pacto
wot alawed intaet oweall
sctucu Tuis acuiwed by maayy
swmaiin
fiu.
Aualyt Coteuct tu petfolis
pauouAee an negatine o
ueey sw
tvyauouate
Coutaibtin.

APT

fasiblu to Coutvet
|a pattolio t t giues a porhue
w..t. ueeeut
witu
Tepoit caw b classipi
aubit al ill be 2apidy
taded by t maut
matt me
Hey aualat
weatie
leds
 cAsSMate
Data
Page

extautow.

1Tue cAPM asumti thar aetuw is

to iuit tueia

ponibu ta bouow/lend auy anwut

naney at tu puealiug
Rete

Rnwt ekeut
Reutimeti

ae u teausacim cest
Aytiin

Mated eat a matl,

iwdindual geuucy
equilibium ploled

geidg
 cdassat
Date
Page

patfolo ay Huese Coustitueut seuity

t gt nis puced due
altecati tlwi Tue narts
dtr a me ull
wt iuertwt
Cowstet
Queepuicd
prolled
fadelie wtdpried poulfalio As

qt kapicliy
muispice fautelioweilatl
diteeueial feud to qet exlautd
bottu pottolio peee along
inteuey
puied,
a
Retun
hace
Luuteut. Au akitag
auailau kut
pot
 cdassMate
Date
Page

polling aloue
undupeicee aud
fefelio ueuicu kalew

ueepueed
 Data
Page
dasste
Nov 2
FORNULA PLA NS

Pomele plaws suggeted mecdauice

inesteul tii netudoley uaufp
meitet t to
wot cowfot alle uitu wealt
pluctuatin Aneltau pou mautt vat
Iutay tut

ceuxtoumed sstas tupeet ptusin

amd batto. le eew band
qane wetuu maitet Hiar
Ajietatins Naine. u pactice
prteinal tatect a
Wealt uel
leectatcns witui
witt(w a 2ve a d allo

ttct pctuatim wlthiu

áwusto/ eliut. duls
pletutin peofessial
Wse paemula plaus ti
aet ueltiiy
wkaitl
phet uatin.
 classMate
Date

Ruggated.
She

l. Coustaut lte Vae Pla.

nmauegas nageslip Rus plau t a cdit
A
diuides tu uetHe suuy iu tu

eytty clieut cleeide

Tuu potilio mauage &
at totol e
pettolio ualue 4eacls tuis Rufee
walie, u clicut sell Peou
auicd to del
matet poetion. aud ust
egby o atoet
wslien du matt lals
iwstmt couly
iuwesmeuls aud iuetnuut
and Ced eueu
staek maitet. Tuis
yiby aud aod a uale
alle
oslio . wliile inscltuvul
u dotal
waetI are de

aeentiup
e Maikts a iyu.
 Date
Poge

Coustut halio flau.

áuggestd ajtee iuuxtoe has

ageed uton clieut K

Mamaga.
tiy catio, witu
p -cieidid ealio clauge, tu did

3. Vauiabl Ratio Plaw

ctqadalin pou Hie ctaut Ratio
penilu eitt a
yeie futte t cweaetu plevetuatin.
Tuis
meaw
diide tu ahou flu m
26nes.

wealth
 classute
Date
Page

hutu

tul weealt luel

t kwice wesa.

pacqesialy aedd as
uikocmed cliut
iutmut

llu ciut uilll we coujotable

Ciilaly Lseygt t iuaea
tu maitl lale.

4. SIf Cyyteali Twstneur flau) c

Aueugiug (uute, kin,.
T sIP o fe covt
makiup fined nusteit' o cetaiw
at pe decided iuteual o tine.

puutuaAon wuil auerag out

puiod aud teuere chance
hat wale
 Date
Poge

pouids cleie afpeeeiati

duliguy sux a doay puiod
Cinnitakw
fotpelio Persoumauce
Cualuatio
3
majeu

ugsted vauiasaity
by Suape (Puvalu)1

2 Petn to
Velatiity s TAeyueu
ti

3.Jesen's Diyereutatat
 classate
Data
Paga

A |42. |4 4o7. fe 7/.

|2 307. Fus 2
lG7. |.7 Sor.

Ciud all lio

|y0.7 .J7
Shape " 266

. 4 - 0.7

$.24 .

-7. 3 32.

( ) 14- 14
 Dote
Poga

.e 7t(s)l:2
2

|4-3.S

wly olo we say tHat pat

puema

D has
B mauad'He luden aialihty
"Tkeynos

iudicate tu feafoauee
itu

gAeeatiy
 dassnste
Date
Page

& sell decisio

geuteted

iudicate o4 paniue teadioe steatey

Potolio mamageu bas aleed he
eleazky
iHout iutufuiug Aougu puiodie huting
duinoy
Alaep, emy Jewn
Uudicaes awe dilieeed
teatcyiu
i aseshet peuivol.

Gutcs
Caset
matt welatiy to eat
e alio

t u same tatenu Cate

'mtarstiue taat
hat
c a t deli a Aepeated tans.
qame natuu

dlscdeel tu
Wee wst to e -iudli catsle
futa