FIN 430 Midterm: FIN 430 exam 1 study guide
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Department
Finance
Course
FIN 430
Professor
Catherine A.Manohar, Ph.D
Semester
Spring

Description
FIN 430 EXAm 1 STUDY Q PaST OBservedmi Exp. PrbabiliN base Vanance. Penod 30 Ex -17 VAK 30 STD a J30 Assume VAry innCo How STcces Nowe n neimhon to eschotter. The mone Stocks in a nang Cov Cry ,ry) C AB mA into play. Variance depends an Cowmenna. AB A x B SQ 220g X 17 25 0.25 40 4 120 Sun STD TY -E O. 40 O 30 CaO COVAE Ance FIN 430 EXAm 1 STUDY Q PaST OBservedmi Exp. PrbabiliN base Vanance. Penod 30 Ex -17 VAK 30 STD a J30 Assume VAry innCo How STcces Nowe n neimhon to eschotter. The mone Stocks in a nang Cov Cry ,ry) C AB mA into play. Variance depends an Cowmenna. AB A x B SQ 220g X 17 25 0.25 40 4 120 Sun STD TY -E O. 40 O 30 CaO COVAE Ancecovariance ow Come will be less thnn 1 mane in perfect son aan be higher thnn 1 nsc as you ne Duce come inti to noo STOcKS To that fortsdie Vreanna portfolio as tome on ex Smodus in different dusrun hAme differen comelntovn. lio Vana STD Dev VAS A 13 Exp. Return Port Co VA(iance t we ov A8 VmiAn VA covariance ow Come will be less thnn 1 mane in perfect son aan be higher thnn 1 nsc as you ne Duce come inti to noo STOcKS To that fortsdie Vreanna portfolio as tome on ex Smodus in different dusrun hAme differen comelntovn. lio Vana STD Dev VAS A 13 Exp. Return Port Co VA(iance t we ov A8 VmiAn VAtA씨w8 Cova;6ーーーーーーーーーーーーーー。 ±2 M Awg Corn,o t-a-wgwc Cov 6,0 uh丿 一eres)"--e (A )(re 18,8 e E(ca) :io-en-s__ _cor ulation:-L 8a_(14 ) (8)ED 0.29 63 Exp..anm Minvaelana POCTTOO ゥ下 ew E(re)=(Waxm)+l(l二WA) YEfg 0.29 a3 xio--水1-0-24us)x5 ーーーーーーーーー (ww2M ー Path 2-0 lso0 -------CuEe e O.-8494.. Path liar- J(0-1300x aylt (0-F49YA)2+a(0-506) Co sy94) (19)( & ) (g) 7 , 37 G tA 씨 w8 Cova ; 6 ー ー ー ー ー ー ー ー ー ー ー ー ー ー 。 ± 2 M Awg Corn , o t - a - wgwc Cov 6,0 uh 丿 一 eres ) " -- e ( A ) ( re 18,8 e E ( ca ) : io - en - s__ _cor ulation : -L 8a_ ( 14 ) ( 8 ) ED 0.29 63 Exp..anm Minvaelana POCTTOO ゥ 下 ew E ( re ) = ( Waxm ) + l ( l 二 WA ) YEfg 0.29 a3 xio-- 水 1-0-24us ) x5 ー ー ー ー ー ー ー ー ー ( ww2M ー Path 2-0 lso0 ------- CuEe e O. - 8494 .. Path liar- J ( 0-1300x aylt ( 0 - F49YA ) 2 + a ( 0-506 ) Co sy94 ) ( 19 ) ( & ) ( g ) 7 , 37 Grisk pnumium per Level Temic baseo on manui n p berw t of return SML atrnphical nepresentntion of cAPM Compa se cum vul Similar runn pects bes20 Help detimine unDerlomrenuo SELL ruturn D. SML rant ng Buy ST SML Beta OLA. ue th Resur X SLOPE ISML will SHIFT unr Chmyes. Chmpus the Line ITseIF Fota of mnroet is ALWAYS-1 l This will ch the HP P71 Buy Un perpn Thip people by v bock fu market nett. unb Le th Ce
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