- CFA Exams
- 2023 Level I
- Topic 9. Portfolio Management
- Learning Module 62. Portfolio Risk and Return: Part I
Why should I choose AnalystNotes?
Simply put: AnalystNotes offers the best value and the best product available to help you pass your exams.
Learning Outcome Statements PDF Download
1. Major Return Measures calculate and interpret major return measures and describe their appropriate uses; compare the money-weighted and time-weighted rates of return and evaluate the performance of portfolios based on these measures; | |
2. Historical Return and Risk describe characteristics of the major asset classes that investors consider in forming portfolios; | |
3. Variance and Covariance of Returns calculate and interpret the mean, variance, and covariance (or correlation) of asset returns based on historical data; | |
4. Risk Aversion and Portfolio Selection explain risk aversion and its implications for portfolio selection; | |
5. Portfolio Risk calculate and interpret portfolio standard deviation; describe the effect on a portfolio's risk of investing in assets that are less than perfectly correlated; | |
6. Efficient Frontier describe and interpret the minimum-variance and efficient frontiers of risky assets and the global minimum-variance portfolio; | |
7. Optimal Portfolio discuss the selection of an optimal portfolio, given an investor's utility (or risk aversion) and the capital allocation line. |

I am happy to say that I passed! Your study notes certainly helped prepare me for what was the most difficult exam I had ever taken.

Andrea Schildbach
My Own Flashcard
No flashcard found. Add a private flashcard for the module.
Add