Why in this question portfolio risk calculated by sharpe model? It can be calculated through markowitz also.
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I could not understand ii and III point in Q.2? How to calculate it?
Please explain ques 5.4
Please explain 2.3 and 2.4
Please explain the answer of ques 1.4.
JAN 21 RM suggested answer In jan 21 RM Paper Ques No.1.7 why in answer Tolerate, Transfer, Terminate and Treat are not suggested and why another techniques given on next page has been suggested?
Wht is the question asking in (ii) point?
If beta is represented by systematic risk, then what is (B²×Variance of mkt)
If bid/ask rates would have been given in this ques, then do we have to take different rate for investment and cash inflows then do net?
Why on 4th April, March forward rate is given in 2nd row? And why on 4th april, swap is entered with march forward rate of 73.4275?