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Thank you very much!

What if the sample size is 200. Should we still divide by (n-1)? Is a portfolio of SP 500 stocks a sample or a population? Thank you very much,

Could yo please add me as well? +50588037339 +505 is the country code and 88037339 is my cell number. Thank you in advance

Dear David and Nicole: I was able to find out the minimum variance and tangent portfolios using Excel Solver. Thank you for sharing the spreadsheet. This early in the course, should I be concerned with finding the tangent portfolio of many assets using Solver? Is this something we will learn...

It asks me for a password

Hi: Is there by any chance a tutorial for solving this problem with "solver"? If not, I will try on my own and perhaps could get back to you should I have any doubts. I included this time a picture of my derivation attempt but just for the sake of formality. Thanks again for answering my...

Thank you very much David and Quantman! I went over the problem again and you are absolutely right David, I forgot to subtract the risk free rate :( I ran the numbers again and came up with a weight of 37.5% . Would Excel solver work for solving problems like this one?

Thank you: I attached my derivation attempt in a Word document in my prior Post. I tried to solve a problem on reading 7, page 21 I believe. The formula Nicole was kind enough to paste for me on my first post is not very useful and the whole procedure is missing.

Hi: I realized the formula Nicole was so kind to paste on my behalf did not make much sense by itself, so I tried to solve an example, which you will find attached, from Gruber & Elton, Reading7, page 21, but am not sure if my answer makes sense conceptualy. I set the first derivative of the...

I meant to say the tangent or risky portfolio, the one that sits on both the CML and the effcient frontier and has the best Sharpe-ratio. I was not sure if market portfolio means the same thing.

Hi: Is it possible to find out the standard deviation and expected return of the market portfolio by setting the first derivative of the Sharpe-ratio equal to “0”and solving for the weight of the first asset? And if so, is there an easier way? Thank you, I attached a word document because...

Thank you!

Thank you very much!

Hi, I just finished watching the Elton-Gruber video on portfolio theory. Does anyone know any real life examples of negatively correlated stocks or assets? How do we spot them? Thank you very much, PS What does the acronym PQ in GARP.FRM.PQ.P1 stand for?

Thank you very much Matthew!

Hi: I signed up a few days ago and just finished reading the Crouhy study-notes and was wondering if this so called idiosyncratic or specific risk is the same as businness risk. I hope to be making proper use of this forum and of this tool. May I place any question here? What is a thread? Thank...