42:34 1:07:01 systematic and unsystematic risk 1:17:03 capital asset pricing model 2:06:48 3:16:58 revision 1:51:00 Q11 6:18:46 optimum portfolio theory
1:04:33 that itefaq waala concept was so good sir . i wish i have taken lectures from you i love how you explain and derive formulas i will surely recommend your classes to my juniors
Q34 Portfolio rebalancing Constant ratio Plan, No formula based instead format based. Details provided in question. Total amount is divided in two parts one is conservative approach(Bond, Government security) & second is aggressive( Equity). Whenever there is change in NAV by a certain percentage rebalacing of portfolio is done and brought the amount again same ratio
Hello sir . In Q31 6:06:43 here why you considered mix of both mutual fund (3.370) as market covariance by which you calculated beta. I mean thats not covariance of market and security. That's (3.370) is convarianc between security and mix of portfolio. Same above doubt applies for mutual fund y also. Sir please clarify 🙏🏻
Sir Q 31 mai...expected return Rx*Wx +Ry*Wy aise kyoon ni nikala...kaise pta chlega kee CAPM use krna hai....CAPM vahaa use krte jaha Required Return poochta ...lekin kahi kahi Expected return mai bhi CAPM use kr rhe book mai
By applying weights on average return given in que we calculate weighted average return earned on the stocks Whereas by applying capm we calculate the return which is required or expected by the investor in future However if weights apply on expected return in future it will also.give expected weigthed averages return In short, it depends on what return you apply the weights on actual return or expected 😊
4:11:30 I have two small doubts in q 22 In first part method one why risk premium is not used and in the second part when the CAPM model use why does the weights not multiply with the beta
Manshu LDR
0:31:33-Q3
0:42:34-Q5
1:28:48-Q8
2:13:30-Q14
2:51:52-Q18
3:37:25-Q20
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5:32:32-Q28
5:57:32-Q31
6:45:07-Q33
7:20:56-Q35
7:44:37-Q37
3:28:57 Sharpe Index Model
3:37:23 Q. 20 Sharpe Q - Find out return by skills of portfolio manager
3:57:45 minimum risk portfolio Q
4:03:17 Apt Q
AIR1 QB
2:51:52-Q22
2:06:38-Q23
4:32:13-Q41
3:49:41-Q8
Baki bhi h kya listing muje AB k according chaiye😊
Wrong mentioned
As per sir imp question list
0:22:10-Q1
0:28:37-Q2
0:31:33-Q3
0:38:12-Q4
0:42:34-Q5
1:14:01-Q6
1:17:04-Q7
1:28:48-Q8
1:36:26-Q9
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1:51:12-Q11
2:00:26-Q12
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2:37:34-Q17
2:51:52-Q18
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4:18:30-Q23
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5:20:31-Q26
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5:32:32-Q28
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5:48:12-Q30
5:57:32-Q31
6:26:39-Q32
6:45:07-Q33
6:59:58-Q34
7:20:56-Q35
7:25:31-Q36
7:44:37-Q37
Key moments
Thank you
Careful he's a hero ❤️
5:42:35 sharp ratio
6:18:35 optimum portfolio
6:44:38 re-balance t
7:45:20 stock lending scheme
4:00:00 my ref
6:26:26- optimum portfolio Q
Like comment share friends this how we can show our love to sir work, how sir is recorording 8hrs plus recording on youtube damnnnnn 😮🙌
42:34
1:07:01 systematic and unsystematic risk
1:17:03 capital asset pricing model
2:06:48
3:16:58 revision
1:51:00 Q11
6:18:46 optimum portfolio theory
6:18:26 - Optimum Portfolio Theory
1:04:33 that itefaq waala concept was so good sir .
i wish i have taken lectures from you i love how you explain and derive formulas
i will surely recommend your classes to my juniors
Thank you
FMR
3:45:42 Sharpe
4:01:43 minimum variance - critical line Q21
Q 31 pending
Great Dedication and Great Comeback... ❤❤❤
23:56
28:21
30:12
59:28 Beta 1:04:18
1:08:12
1:15:06 cov😢
1:17:16 CAPM 1:22:26 1:26:29
1:30:50
1:36:28 *imp* ques
1:38:48 beta of portfolio
1:51:22
1:53:00 growth 1:58:36
3:37:33
3:46:44
3:50:11
3:53:48 equation of line
LDR for me
7:01:13 Q34
6:45:36 Q33 rebalancing
6:27:34 Q32
5:57:35 Q31
Q34 Portfolio rebalancing Constant ratio Plan, No formula based instead format based. Details provided in question. Total amount is divided in two parts one is conservative approach(Bond, Government security) & second is aggressive( Equity). Whenever there is change in NAV by a certain percentage rebalacing of portfolio is done and brought the amount again same ratio
For my Ref
0:42:34-Q5
1:14:01-Q6
1:36:26-Q9
1:45:43-Q10
2:00:26-Q12
2:13:30-Q14
2:17:30-Q15
2:37:34-Q17
2:59:47-Q19
3:37:25-Q20
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4:51:25-Q25
5:21:30-Q27
5:35:55-Q29
5:57:32-Q31
6:45:07-Q33
6:59:58-Q34
7:20:56-Q35
7:25:31-Q36
7:44:37-Q37
Hello sir . In Q31 6:06:43 here why you considered mix of both mutual fund (3.370) as market covariance by which you calculated beta. I mean thats not covariance of market and security. That's (3.370) is convarianc between security and mix of portfolio.
Same above doubt applies for mutual fund y also.
Sir please clarify 🙏🏻
🔥 this revision series got me confidence to score 60+
5:04:18 Formula chart revision
Thank You Sir, Really appreciate all your efforts 🙌
5:57:37 Q31
8:00:25 Formula Revision
such great conceptual understanding🌟
5:05:37 revision
Thank you so much Sir 😊
Q22 & Q23 Arbitrage pricing thoery
Thanks a lot Sir. Was waiting for Portfolio Topic Revision as it was my weak area.
Thank u so much sir ❤waiting for other chapters soon ❤
Thank you sir
Thank you so much for this revision lecture....!!!!
Most welcome!
Is it for CMA also?
Yes
@@CAMayankKotharithank you sir
Thank you so much sir ❤❤❤
Thank you so much sir ❤
Please share formula chart if possible
t.me/afmcamayankkothari/5263
Thank you so much sir
2:25:00
Sir Q 31 mai...expected return Rx*Wx +Ry*Wy aise kyoon ni nikala...kaise pta chlega kee CAPM use krna hai....CAPM vahaa use krte jaha Required Return poochta ...lekin kahi kahi Expected return mai bhi CAPM use kr rhe book mai
By applying weights on average return given in que we calculate weighted average return earned on the stocks
Whereas by applying capm we calculate the return which is required or expected by the investor in future
However if weights apply on expected return in future it will also.give expected weigthed averages return
In short, it depends on what return you apply the weights on actual return or expected 😊
Apne ko return pucha h. Or yaha data capm ka diya h to. To capm k hisab se hi nikalega
Thank you sir
Sir lagta hai aapne regular class ki video daal di h.. Kuki ye revision hi itna detailed hai 😂
😅😅😅😅 1.5 ki speed se chalalo
4:11:30 I have two small doubts in q 22
In first part method one why risk premium is not used and in the second part when the CAPM model use why does the weights not multiply with the beta
Sir thanks a lot for your efforts pls share the charts
Highly useful for last day revision
38:12
Is this helpful if I'm watching it for 1st time ?
Yes
3:5:35
4:00:00
4:40:00
5:00:00 Q 25
Sir plz share calculator on screen whenever u r suggesting for new trick .
Sure
Thank you Sir😊@@CAMayankKothari
❤
Sare module k question cover h kya isme
From every topic as per sir’s imp question list