Total risk of the portfolio = Sys risk + Unsys risk Sys risk can be calculated through = B2*SD2 of market So in the given question port beta is 1.15 by this we can get sys risk =1.15*10*10 =115 Unsys risk = 24.94 Total risk will be square root of 139.94 (i.e.,11.83%) PS: For me also having doRead more
Total risk of the portfolio = Sys risk + Unsys risk
Sys risk can be calculated through = B2*SD2 of market
So in the given question port beta is 1.15 by this we can get sys risk
=1.15*10*10
=115
Unsys risk = 24.94
Total risk will be square root of 139.94 (i.e.,11.83%)
PS: For me also having doubt about this question in the calculation they have taken Beta*SD2 instead of Beta2*SD2
Can someone solve part 3 ..how risk of portfolio calculate? How 0 .1183 comes..or give solution as per ss sir
Total risk of the portfolio = Sys risk + Unsys risk Sys risk can be calculated through = B2*SD2 of market So in the given question port beta is 1.15 by this we can get sys risk =1.15*10*10 =115 Unsys risk = 24.94 Total risk will be square root of 139.94 (i.e.,11.83%) PS: For me also having doRead more
Total risk of the portfolio = Sys risk + Unsys risk
Sys risk can be calculated through = B2*SD2 of market
So in the given question port beta is 1.15 by this we can get sys risk
=1.15*10*10
=115
Unsys risk = 24.94
Total risk will be square root of 139.94 (i.e.,11.83%)
PS: For me also having doubt about this question in the calculation they have taken Beta*SD2 instead of Beta2*SD2
CFA Eng version
It will be beneficial to us if ssei provodes eng version also. Pls Convey this to sanjay sir,
It will be beneficial to us if ssei provodes eng version also.
See lessPls Convey this to sanjay sir,