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L1 43 Portfolio Risk and Return: Part I > e calculate and interpret portfolio standard deviation; > Flashcards

e calculate and interpret portfolio standard deviation; Flashcards

L1 43 Portfolio Risk and Return: Part I (8 decks)

a calculate and interpret major return measures and describe their appropriate uses;

b describe characteristics of the major asset classes that investors consider in forming portfolios;

c calculate and interpret the mean, variance, and covariance (or correlation) of asset returns based on historical data;

d explain risk aversion and its implications for portfolio selection;

e calculate and interpret portfolio standard deviation;

f describe the effect on a portfolio’s risk of investing in assets that are less than perfectly correlated;

g describe and interpret the minimum-variance and efficient frontiers of risky assets and the global minimum-variance portfolio;

h discuss the selection of an optimal portfolio, given an investor’s utility (or risk aversion) and the capital allocation line.

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