Formula Sheet Flashcards
(24 cards)
1
Q
Beta
A
2
Q
A
3
Q
Beta of a portfolio
A
4
Q
Bond Value
A
5
Q
CAPM
A
E(RA) = Rf + รA (E(RM) - Rf)
6
Q
CAL
A
E(Rc)= Rf + (๐c / ๐p) (E(Rp)โE(Rf)
7
Q
CML
A
img
8
Q
Convexity
A
img
9
Q
Correlation
A
img
10
Q
Covariance of a population
A
img
11
Q
Covariance of a sample
A
img
12
Q
EAR
A
img
13
Q
Expected return
A
img
14
Q
Expected return, risky asset with risk-free asset
A
img
15
Q
Forward exchange rate
A
img
16
Q
Forward price
A
img
17
Q
Forward one-period rate at time t
A
img
18
Q
Future value
A
img
19
Q
Geometric mean return
A
img
20
Q
HPR
A
img
21
Q
Information ratio
A
img
22
Q
IRR
A
img
23
Q
Jensenโs alpha
A
img
24
Q
Macaulay duration
A
img
