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Investment Management > Chapter 6 Asset Pricing Models > Flashcards

Chapter 6 Asset Pricing Models Flashcards

1
Q

CML and separation theorem

A

The investment decision of choosing the point on CML is separate from the financing decision of reaching there through either lending or borrowing

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2
Q

Combining a risk‐free asset with a risky portfolio, M

The standard deviation:

A

σport =(1‐WRF) σM

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Investment Management (7 decks)

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