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RSK 4804 RSK4804+FORMULAE (1) Comprehensive Questions and Answers 100% Accuracy (Latest 2024).
- Course
- RSK 4804
- Institution
- University Of South Alabama
RSK4804 FORMULAE Expected Loss EL = PD x EAD x LGD Portfolio return (assuming a portfolio with two assets) E(Rp) = W1(R1) + W2(R2) Portfolio standard deviation (assuming a portfolio with two assets) σp= √x2A σ2A + x2Bσ2 + 2xAxBCovA,B Covariance = ρ σ1 σ2 Correlation (ρ) = covarian...
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