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Portfolio theory-sharpe-index-model 1
 

Portfolio theory-sharpe-index-model 1

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    Portfolio theory-sharpe-index-model 1 Portfolio theory-sharpe-index-model 1 Presentation Transcript

    • SECURITY ANALYSIS & PORTFOLIO MGT.
      • Sharp Index Modal
      • Group Members
      • Arun Jagtap 19
      • Nikhil Monde 32
      • Abhishek Rane 39
      • Sujit Gupta 59
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      • N
      • σ m 2 (R i ─ R f )β i
      • σ ei 2
      • i=1
      • C i = N
      • 1 + σ m 2 β i 2
      • σ ei 2
      • i =1
      • Where,
      • σ m 2 = Variance of the Market Index
      • σ ei 2 = Variance of a stock’s movement that is not associated with the movement of Market Index i.e. stock’s unsystematic risk.
    • EXAMPLE- 1:
      • SOLUTION OF EXAMPLE- 1:
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      • SOLUTION OF EXAMPLE- 2:
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      • N
      • σ m 2 (R i ─ R f )β i
      • σ ei 2
      • i=1
      • C i = N
      • 1 + σ m 2 β i 2
      • σ ei 2
      • i =1
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      • Thank u…….