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1 Portfolio theory A Understanding the relationship between portfolio risk and correlation is the key to modern portfolio theory B Markowitz portfolio theory is based on several important assumptions Under these assumptions, a portfolio is considered to be ef cient if no other portfolio offers a higher expected return with the same (or lower) risk or if no other portfolio offers lower risk with the same (or higher) return (1) Investors view investment alternatives as being represented by a probability distribution of expected returns over the same holding period (2) Investors maximize their one-period expected utility (3) Investors estimate risk of a portfolio on the basis of variability of expected returns (4) Investors base all decisions on expected return and risk (5) For a given level of risk, investors prefer higher returns to lower returns, or for a given return level, investors prefer less risk to more risk C The standard deviation of a portfolio is less than the weighted average standard deviation of the individual stocks in the portfolio An exception exists if the correlation coef cient of

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static const TPoint KGlobalStartingPoint(50, 50); // This literal type is deprecated (see 5) static const TPtrC KDefaultInput =_L(""); static const TChar KExclamation('!');

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CEO involvement in financial reporting processes has increased Companies are increasingly using technology in current systems or new systems that leverages their ability to analyze and identify potential and actual inaccuracies There has been reinforcement of cultures that support accountability, responsibility, and financial and business integrity across all levels of the organization There is increased engagement with external auditors, including more extensive discussions about accounting, reporting, internal controls, and audit-related matters Policies, procedures, and standards are being created or formalized to identify and address all actual or potential violations of organizations ethical, professional, or financial reporting values There is an increased commitment from management to provide business information that has potential financial consequences in a timely manner Internal audit responsibilities are shifting more toward oversight of financial integrity, including greater emphasis on the evaluation of finance-related internal controls and the reliability of financial systems Executive management is linking the effectiveness of its internal controls over financial reporting to its certification under Section 302 of the Act; many companies are working on complying with Section 404 as a way to further support the certification process Parent-company management certification processes and corporate governance principles are being replicated and leveraged at the subsidiary level, including in overseas subsidiaries Disclosure committees that include representation from all departments and relevant strategic business units have been formed; they are meeting quarterly to discuss business events, transactions, and conditions requiring disclosure in the quarterly and annual reports

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154 - Investment Planning the stocks in the portfolio is +1; then the standard deviation of the portfolio is equal to the simple weighted standard deviations of the individual stocks in the portfolio D The covariance of returns between stocks must be found in order to determine the standard deviation of a portfolio Recall that the covariance of two stocks is (cov1,2) = (r1,2)( 1)( 2) This can be rearranged to nd the correlation coef cient, which is r1,2 = (cov1,2)/ 1 2 E The standard deviation of a two-stock portfolio is portfolio = (W12 12 + W22 22 + 2W1W2 1 2r1,2)1/2 F Note that the correlation impacts only the risk of a portfolio The equation for expected return for a two-stock portfolio is unchanged W1ER2 + W2ER2 G When you combine stocks of equal returns and equal risk, but change the correlation coef cient to less than +1, the return is constant but the risk is less Portfolio risk declines when the r1,2 goes from +1 to 1 In fact, at 1 there would be no risk As correlation decreases, diversi cation increases H What we learn from modern portfolio theory is that the correlation coef cient is the engine that drives the whole theory of portfolio diversi cation The lower the correlation coef cient, the greater the diversi cation I Markowitz (father of the Portfolio Theory) constructed the ef cient frontier The ef cient frontier represents a set of portfolios that will give an investor the highest return at each level of risk (or the lowest risk for each level of return)

The reason for this is the presence of a non-trivial class constructor, which requires the objects to be constructed at runtime This means that, although the memory for the object is pre-allocated in code, it doesn t actually become initialized and const until after the constructor has run Thus, at build time, each constitutes a non-constant global object and causes the DLL build to fail for target hardware Note that the following object is also non-constant because, although the data pointed to by pClanger is constant, the pointer itself is not constant:

The compliance effort will not come without pain and stress and fumbling Yes, the costs of compliance may be hefty at first, but the inevitable outcomes are more accurate financial reporting and

J Combining the ef cient frontier and an investor s indifference curve (U2, U1) map indicates which ef cient portfolio satis es the investor s risk/return trade-off The optimal portfolio (point X) for an investor is the highest indifference curve that is tangent to the ef cient frontier The optimal portfolio gives the investor the greatest possible utility Steep indifference curves represent a conservative investor, and at indifference curves indicate a less risk-averse investor 2 Capital market theory A Capital market theory starts where Markowitz left off B Assumptions to capital market theory (1) All investors are Markowitz ef cient investors who want to target points on the ef cient frontier (2) Investors can borrow and lend any amount of money at the risk-free rate of return (3) All investors have the same homogeneous expectations they see the same risk/return distribution and cannot buy below the capital market line (4) All investors have the same one-period time horizon

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