- CFA Exams
- 2023 Level I
- Topic 9. Portfolio Management
- Learning Module 62. Portfolio Risk and Return: Part I
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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. |
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