Market index Archives

Explain two different weaknesses that of using each of the three benchmarks to measure the performance of a portfolio.

Posted on February 19, 2022 by Ambrose

Investment Analysis and Portfolio management Question This question is on benchmarks Tim Maud is an equity portfolio manager for Acme’s pension plan; the portfolio he manages for Acme is currently invested in 100 percent domestic securities. The Board of Trustees has urged Maud to investigate pursuing global investments. Maud is deciding whether or not to […]

Distinguish between specific and market risk. Which of the 3 alternative portfolio diversifications would have been most justifiable in terms of reducing the specific risk of investment?

Posted on November 16, 2021 by Ambrose

Topic: Capital Asset Pricing Model (CAPM) Question Below is a list of 17 US companies across 8 industries. The data file provided to you contains monthly returns on the 17 company stocks beginning in January 1993. Time series of the risk free rate and returns on the market index are also provided in the data […]

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Tag: Market index

Explain two different weaknesses that of using each of the three benchmarks to measure the performance of a portfolio.

Distinguish between specific and market risk. Which of the 3 alternative portfolio diversifications would have been most justifiable in terms of reducing the specific risk of investment?