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  1. Nicole Seaman

    P1.T1.20.8. Modern portfolio theory (MPT)

    Learning objectives: Explain modern portfolio theory and interpret the Markowitz efficient frontier. Understand the derivation and components of the CAPM. Describe the assumptions underlying the CAPM. Interpret the capital market line. Apply the CAPM in calculating the expected return on an...
  2. M

    GARP.FRM.PQ.P1 Increasing Beta question

    A fund manager has a USD 100 million portfolio with a beta of 0.75. The manager has bullish expectations for the next couple of months and plans to use futures contracts on the S&P500 to increase the portfolio´s beta to 1.8. Given the following information, which strategy should the fund manager...