Portfolio Risk and Return - Part II (2024 Level I CFA® Exam - PM - Module 2)

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Topic 9 - Portfolio Management
Module 2 - Portfolio Risk and Return - Part II
0:00 Introduction and Learning Outcome Statements
4:45 LOS : Describe the implications of combining a risk-free asset with a portfolio of risky assets.
6:49 LOS : Explain the capital allocation line (CAL) and the capital market line (CML).
12:08 LOS : Explain systematic and nonsystematic risk, including why an investor should not expect to receive additional return for bearing nonsystematic risk.
16:00 LOS : Explain return generating models (including the market model) and their uses.
24:32 LOS : Calculate and interpret beta.
29:31 LOS : Explain the capital asset pricing model (CAPM), including its assumptions, and the security market line (SML).
39:43 LOS : Calculate and interpret the expected return of an asset using the CAPM.
41:04 LOS : Describe and demonstrate applications of the CAPM and the SML.
48:18 LOS : Calculate and interpret the Sharpe ratio, Treynor ratio, M2, and Jensen’s alpha.

[@white_sheep_media_business]

I really like this guy and his teaching style.

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[@neal176]

Excellent work Professor. You have explained the topic in a very easy way for the students to understand.

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[@afihaileywibowo1095]

Thank you so much for the video Professor Forjan. I enjoyed watching it and it helps me in understanding the PM section better

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[@LewisRobinson828]

wow great explanation on sml and CML. most esp on SML!! great job!

[@madhuryameshram1214]

Thanks a ton!

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[@mosaradwan]

Excellent work Professor

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[@icewater2762]

my doubt is can we use beta to tell us how much percent the stock will move in respect to the market such as if the s and p 500 is up 1% for the day how much would apple be for the day ?

[@guilhermejanuario3035]

Sir, tks for all the good content! -- should we deduct Rm in the M2 computation? Not sure i missed sth, or if there are more than one definition/interpretation. thank you.