Level I CFA PM: Portfolio Risk and Return: Part I-Lecture 2

Поделиться
HTML-код
  • Опубликовано: 29 окт 2024

Комментарии • 15

  • @IFT-CFA
    @IFT-CFA  3 года назад

    Want to read FREE NOTES for the Level I exam? You can find it here: ift.world/notes/

  • @steverob494
    @steverob494 4 года назад +3

    I think I missed a section of the video under 'Investment Characteristics of Assets'- Variance and Covariance of Returns - is this removed?

  • @IsaacWendt
    @IsaacWendt 2 года назад +1

    Do real professionals use the difference curve? Its just a bunch of made up numbers. How do you determine the one stocks utility to another or risk or return. Everything is a guess. Seems like an extremely good way to get something wrong? I guess you do need some rule of thumb and you could sort relatively to one another but I'm not sure it seems useful still. Am I miss understanding something?

  • @andrewgowar8653
    @andrewgowar8653 4 года назад +4

    Im probably just missing something very basic but how are you calculating the 6.25% and 7.5% at time 19:50? thanks in advance xx

    • @IFT-CFA
      @IFT-CFA  4 года назад +9

      Rp = weighted average fof two assets à (0.25*0.10) + (0.75*0.05)= 6.25%
      and (0.5*0.10) + (0.5*0.05) = 7.5%
      IFT support team

  • @PankajSingh-yf3ek
    @PankajSingh-yf3ek 4 года назад +1

    Hi sir, I have a doubt.. for an investor Risk Aversion would be one specific no., risky asset standard deviation is given here in this case.. then @ 0 Risk Utility should be equal to Risk Free Return. How come there are various Indifference curves for the same investor (time 23:12)?

    • @IFT-CFA
      @IFT-CFA  4 года назад

      Different IC curves represent different utility levels. As the investor moves north-west, he is happier as his utility increases. Risk is compensated with higher returns and it signifies higher risk aversion.
      IFT Support Team

  • @jakubosobka4414
    @jakubosobka4414 10 месяцев назад

    No variance and covariance as per table of contents? :(

  • @tushargrover6tg
    @tushargrover6tg 4 года назад +3

    I think you are making the videos in rush, or not able to properly explaining the equations

    • @IFT-CFA
      @IFT-CFA  4 года назад +1

      Please tell us which portion you think is incomplete. Send details on support@ift.world
      IFT support team

    • @RR-ek8nl
      @RR-ek8nl 4 года назад

      @@IFT-CFA from 17mins onwards application of utility theory I had a tough time and didn't fully understand.

    • @o0ajeeb0o
      @o0ajeeb0o 4 года назад

      I totally agree with you

    • @antonioromero878
      @antonioromero878 4 года назад +3

      I think it's fine tbh. Slow down, grasp the concepts... Try to apply the formulas on your own, don't just watch the video

    • @sijiajiang9304
      @sijiajiang9304 4 года назад

      the Y axis should be utility, Not the expected return?