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← Portfolio Risk and Return: Part I
describe and interpret the minimum-variance and efficient frontiers of risky assets and the global minimum-variance portfolio
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describe the effect on a portfolio’s risk of investing in assets that are less than perfectly correlated
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calculate and interpret portfolio standard deviation
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calculate and interpret the mean, variance, and covariance (or correlation) of asset returns based on historical data
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explain the selection of an optimal portfolio, given an investor’s utility (or risk aversion) and the capital allocation line
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explain risk aversion and its implications for portfolio selection
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describe characteristics of the major asset classes that investors consider in forming portfolios
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Questions
No questions available.