Formula Sheet Flashcards by Lev Slavin | Brainscape

Q

Beta

A

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Q

A

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Q

Beta of a portfolio

A

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Q

Bond Value

A

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Q

CAPM

A

E(R_A) = R_f + ß_A(E(R_M) - R_f)

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Q

CAL

A

E(R_c)= R_f+ (𝜎_c / 𝜎_p) (E(R_p)−E(R_f)

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Q

CML

A

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Q

Convexity

A

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Q

Correlation

A

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Q

Covariance of a population

A

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Q

Covariance of a sample

A

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Q

EAR

A

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Q

Expected return

A

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Q

Expected return, risky asset with risk-free asset

A

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Q

Forward exchange rate

A

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Q

Forward price

A

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Q

Forward one-period rate at time t

A

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Q

Future value

A

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Q

Geometric mean return

A

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Q

HPR

A

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Q

Information ratio

A

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Q

IRR

A

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Q

Jensen’s alpha

A

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Q

Macaulay duration

A

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