Exam (elaborations)
CIPM EXAM QUESTIONS WITH COMPLETE SOLUTIONS
- Course
- Institution
Jensen's Alpha correct answer: Portfolio ER- (risk free rate + beta ( market index ER - Risk free rate)) Sharpe Ratio correct answer: Expected annual return (portfolio) - risk free rate / σ portfolio Non-systematic risk #1 correct answer: (σ of portfolio)²- (β of portfolio)² (σ of ma...
[Show more]