Search results

  1. A

    YouTube T1-8 Capital market line (CML) versus security market line (SML)

    Thank you @David Harper CFA FRM, that has answered my question. It does help me to have concrete understanding about the CML Now. Yes it is not a productive exercise but ur explanation does not contain inn any book specifically about the Weight of market protflio = σ(P)/σ(M) and the weight of...
  2. A

    YouTube T1-8 Capital market line (CML) versus security market line (SML)

    Hi @David Harper CFA FRM Thank you very much! But I have another question pls.. would appreciate if u can help to enlighten me.. With reference to below two equations, when moving from efficient frontier to "addition of risk free assets", these two equations are correct. Assuming Expected...
  3. A

    YouTube T1-8 Capital market line (CML) versus security market line (SML)

    Hi David, I have a question here. SML Beta formula is With regards to CAPM SML formula it is given as But why the line is not a curve when the correlation is less than 1?
  4. A

    Portfolio Theory Notes

    @jairamjana Thank you for the notes!
  5. A

    Derivation of minimum variance portfolio

    Hi @David Harper CFA FRM , Good day. I have a question regarding the R8-P1-T1 spreadsheet, on the PPC-MVP Section. Appreciate if you can help to answer them. 1. How can asset be negative? What is the assumption there? thank you!
View older results
Top