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2 asset portfolio formula

This topic has 1 reply, 2 voices, and was last updated 13 years ago by peksun83.

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April 3, 2011 at 11:49 am #47972
Anonymous
Inactive
- Topics: 12
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Hey everyone!
What is the 2 asset portfolio formula used for? I mean, I know its to calculate the level of risk an investor with a poorly diversified portfolio, but what is its application with regard to Ke and CAPM?
Those of you with Kaplan 2011 text, the relevant material is on pg 94.
Thanks!
SK
April 24, 2011 at 10:41 am #80600
peksun83
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The 2 asset portfolio is not explained in both Kaplan and BPP book. Is it examinable? Can anyone tell me what is w, s and r implied for, and what is the formula used to derive for?
Thanks~!
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