- CFA Exams
- 2024 Level I
- Topic 3. Portfolio Management
- Learning Module 2. Portfolio Risk and Return: Part II
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Learning Outcome Statements PDF Download
| 1. Capital Market Theory describe the implications of combining a risk-free asset with a portfolio of risky assets explain the capital allocation line (CAL) and the capital market line (CML) | |
| 2. Systematic Risk and Unsystematic Risk explain systematic and nonsystematic risk, including why an investor should not expect to receive additional return for bearing nonsystematic risk | |
| 3. Return-Generating Models explain return generating models (including the market model) and their uses | |
| 4. Calculation and Interpretation of Beta calculate and interpret beta | |
| 5. The Capital Asset Pricing Model explain the capital asset pricing model (CAPM), including its assumptions, and the security market line (SML) calculate and interpret the expected return of an asset using the CAPM | |
| 6. Applications of the CAPM describe and demonstrate applications of the CAPM and the SML | |
| 7. Portfolio Performance Appraisal Measures calculate and interpret the Sharpe ratio, Treynor ratio, M2, and Jensen's alpha |
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