Is it possible that unlevered Beta is greater than levered Beta?
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I want to know why capital allocation line is a straight line Or sharp ratio is constant.
Why is MPT Covariance (Sigma*Sigma*r) is more accurate than CMT Covariance (Beta*Beta*Variance of market)?
Sir, does expected return means risk adjusted return? Because as per academic question we find that determining mean of expected returns (ex post data) and adjusting such avg. after which we left variations or volatility and then we find deviation i.e ...
Importer enters into a forward contract and then on due date does not turn up, Bank will enter into a sell – buy swap as it had earlier covered himself through another contract with another bank. so if importer does ...
Sir in auto CORRELATION test when u were teaching in class that MARKET IS DEEMED TO BE WEAK FORM STRONG when r lies b/w -0.2 to 0.2, But in paper analysis , U WROTE THAT market is efficient in weak form ...
When the Beta increases, the Re increases as well as an increase in risk results in an increase in return. So why does the price decrease when beta increase since an increase in risk is offset with an increase in ...
In the question, why the answer of ICAI does not consider the multiplicative model while adding an increase in inflation of 3%? Should we consider this part ambiguous?
Sir u taught us one formula of bets calculation that:- COV(X,Y)/VARIANCE OF m = B sir in this formula x is market and y is stock, it means we are calculating beta of stock with respect to market using covariance b/w x ...