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It is very helpful. Thank you! How do you calculate the price of bonds, if you do not have Yield to Maturity? The question only has "Face Value", "Maturity" and "Coupon". Find the prices for the following coupon bonds : • Face value: $100 Maturity Coupon Bond A 3 1.75% Bond B 7 2.875% Bond C 10 3.250%

Hi Ric - when calculating the beta, why aren’t you using the excess returns above the risk-free rate for the portfolio and the benchmark as your inputs? Is it okay to just use the returns of those inputs without first calculating the excess returns?

Thanks, very informative

You're the best man. Just needed the exact thing for my assignment :)))))))

What i dont get is why the jpy is at a premium in the long term if they offer lower interest

So helpful and well-explained!

Thank you habibi from me, Sikandar, Berna, Azamon, Nisanur 💌

I think you got the financial interaction wrong. It’s -7 - (-4) …

super Thomas

Thanks for the great share . Would save users time by explaining the basics early on. The µ divided by σ in first table D col is difficult to tell at first so one can follow along. was wondering what that 0.23 for as you went over the first two cols but not that one. It took me up to 5:02 to figure out it's the ratio of weighted average. Hope it helps someone...

Ric please please please start a course in Udemy that summarizes all of your videos and starts from scratch. there are no videos on Udemy on Portfolio analysis like this. If anyone knows any course that does this in Excel please let me know.

Please do fixed income attribution and factor risk attribution

Many thanks. Wow Excel is so stupid that you have to manually copy paste the upper triangle in the end.

Thank you so much Mr Thomas, can't express how useful your practical examples were for me !! Keep going, God Bless You

can u help me graph efficient frontier constructed from the index model and the full covariance matrix ?

can u help me graph efficient frontier constructed from the index model and the full covariance matrix ?

Thank you! That was really helpful!

How would I go about using solver to find optimal weights for a portfolio with a specific return, say 2%?

Great work Ric. Thanks again for the Wisconsin leads. Moving soon!

Ric, many thanks for the detailed explanations. I am trying to measure performance of my accounts as if they were hedge funds. I would love to have a copy of your spreadsheet to use your data sets in my spreadsheet to assure the numbers tie out. I'll send you a copy of my spreadsheet report format when done. (Sort of like turning in my homework.) Any chance I could download a copy?

how does the Yen get stronger when the US has higher interest rates and in theory creates a stronger currency as we've seen over the last year???? it seems like the equation should be 1.02/1.01 *150 = 151.49

Thank you Ric. I’ve been searching for the past hour and glad I came across your video. Everything I needed. Cheers!

I had never heard about this method of Arbitrage, it's so interesting!

thanks

Mr Thomas, I cannot thank you enough for this free content! You're helping a lot of students and early professionals globally! Thank you

Hello, this is very explanative. Thanks. Can you also make a video on computing up capture and down capture vs benchmark for this fund over the same time horizon?

thanks man, it was very helpful to my project!

Hi sir how u calculate the yen can grow to 108070000 divide or what

Hello, why do you calculate the performance ratio with the portfolio return of the last month instead to use the mean of each month of the portfolio return? i saw 2 manners to calculate the performance ratio but the result is not the same... i don't really get it

This is fantastic. Great education. Easy to follow. I added all of these performance ratios to my own spreadsheet in Google Sheets to evaluate our investments. It would've taken me a LOT longer without this. Thank you very, very much.

Thank you Sir, this was really so helpful, greetings from Yerevan, Armenia 🇦🇲

can u giv the file?

This was good. Thank you

Wonderful Explanation ♥️

Great video! Thank you for helping me understand this better.

Y is he using the words discount rate and interest rate interchangeably

This is a great video thank you!

thank you, your explanation really helped me

why do we use benchmark and not portfolio weights for selection effect?

If I want to get the annualized tracking error from weekly excess return, should I multiply by sqrt(52)?

Thank you very much! Excellent tutorial!

it's so well explained, thank you, that help me a lot!!!

Very useful, thanks

Superb ! content !

my grad school finance management professor hasnt taught anything/been away for 4 weeks so far. just using a textbook. this helped greatly because... doing these by hand i could not figure out for the life of me

Great video! Thank you so much!

I have a doubt pertaining to the formula for tracking error Do we take the standard deviation of (the differences obtained between benchmark return & portfolio return) Or Do it as shown in the video I.e (calculate deviation from benchmark return,and use the sum of squares for the same,for TE)?

Great video thanks

Thank you Ric, this is appreciated.

how does this differ from factor analysis of hedge funds? Thanks!