Sharpe ratio Guides d'étude, Notes de cours & Résumés

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AAMS 2024 LATEST QUESTIONS WITH 100% CORRECT ANSWERS!!

CMT Level 1 Exam ( Update) An Introduction to Technical Analysis | Questions and Verified Answers| Grade A| 100% Correct Q: When the Stochastic indicator crosses below 20, it is signaling Answer: The price is vulnerable to a reversal, but no action needs to be taken just yet. Q: Which of the following principles describes a characteristic of related cycles Answer: harmonics Q: Which of the following formations is often called a coil? Answer: Symmetrical Triangl...

Addition Rule of Probability CORRECT ANSWER ADDITION: P(A or B) = P(A) + P(B) - P(AB) Roy's Safety First Criterion CORRECT ANSWER Safety First Ratio = (E(R) - Rₜ) / σ Larger ratio is better If (Rₜ) is risk free rate, then it becomes Sharpe Ratio Sharpe Ratio CORRECT ANSWER Sharpe Ratio = (E(R) - RFR) / σ Larger ratio is better If (Rt) is higher than RFR, then it becomes Safety First Ratio Central Limit Theorem CORRECT ANSWER If we take samples of a population, with a ...

FIN 320F Exam 4 (Units 8, 9, 10) Questions and Answers Already Passed What is "liquidity risk" in financial management? The risk that a company will not be able to meet its short-term financial obligations due to insufficient liquid assets. How does "duration" measure the interest rate risk of a bond? Duration calculates the weighted average time until a bond’s cash flows are received, indicating its sensitivity to interest rate changes. What is the purpose of conducting ...

CFA Level 1 - 101 Must Knows 368 Questions with Verified Answers Addition Rule of Probability - CORRECT ANSWER ADDITION: P(A or B) = P(A) + P(B) - P(AB) Roy's Safety First Criterion - CORRECT ANSWER Safety First Ratio = (E(R) - Rₜ) / σ Larger ratio is better If (Rₜ) is risk free rate, then it becomes Sharpe Ratio Sharpe Ratio - CORRECT ANSWER Sharpe Ratio = (E(R) - RFR) / σ Larger ratio is better If (Rt) is higher than RFR, then it becomes Safety First Ratio Centra...

CFA Level 1 - 101 Must Knows question and answers Question and answers correctly solved 2024 Addition Rule of Probability - correct answer ADDITION: P(A or B) = P(A) + P(B) - P(AB) Roy's Safety First Criterion - correct answer Safety First Ratio = (E(R) - Rₜ) / σ Larger ratio is better If (Rₜ) is risk free rate, then it becomes Sharpe Ratio Sharpe Ratio - correct answer Sharpe Ratio = (E(R) - RFR) / σ Larger ratio is better If (Rt) is higher than RFR, then it becomes Sa...

CFA Level 1 - 101 Must Knows question and answers 2023 verified to pass Addition Rule of Probability - correct answer ADDITION: P(A or B) = P(A) + P(B) - P(AB) Roy's Safety First Criterion - correct answer Safety First Ratio = (E(R) - Rₜ) / σ Larger ratio is better If (Rₜ) is risk free rate, then it becomes Sharpe Ratio Sharpe Ratio - correct answer Sharpe Ratio = (E(R) - RFR) / σ Larger ratio is better If (Rt) is higher than RFR, then it becomes Safety First Ratio C...

CFA Level 1 Formulas || With 100% Accurate Formulas CFA Level 1 Formulas || With 100% Accurate Formulas Sharpe Ratio - ANSWER - Risk of portfolio - risk free / Standard deviation of portfolio Joint Probability - ANSWER - P(AB) = P(A|B) * P(B) Addition rule - ANSWER - P(A or B) = P(A) + P(B) - P(AB) Multiplication rule - ANSWER - P(A and B) = P(A)*P(B) Total Probability Rule - ANSWER - P(A) = P(A|B1)*P(B1)...+P(A|B2)*P(B2) Expected Value - ANSWER - P(x)*(x) Covariance - ANSW...

The standard deviation of the average stock is greater than the standard deviation of the market portfolio made up of all stocks. What is the best explanation for this? a. diversification b. your stock has higher risk c. We can't determine it d. the Sharpe ratio