bodie
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Bodie EOC Question 8
I would like to propose two changes to the solution proposed in file R10.P1.T1.Bodie: The variances for the return are given in an arbitrary and unspecified dimension (e.g. "881" where the unit would be percent-squared i.e. per-ten thousand or base points). It would be much more correct to...- agattik
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- bodie
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- Forum: P1.T1. Foundations of Risk Management
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Bodie EOC Q&A- Q.8
Would you please clarify the formula you are using to arrive at Q#8(b)? Thanks- 123Rabbit
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- bodie
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- Forum: P1.T1. Foundations of Risk Management
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G
R10.P1.T1.BODIE_CH10_Portfoloio_Arbitrage_SML
Need some help understanding the breakdown of the Arbitrage Portfolio....:(:(:( How is the Beta of the Portfolio .5 , the Return 7% and the Excess Rate 3%...? :(:(:(:confused::confused::confused::confused::confused::confused:- gargi.adhikari
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- bodie portfolio-arbitrage
- Replies: 6
- Forum: P1.T1. Foundations of Risk Management