Formula+Sheet+-+June+09

Formula+Sheet+-+June+09 - FormulaSheet w MIN (D) = 2 2 E +...

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Formula Sheet ) r , 2Cov(r σ σ ) r , Cov(r σ (D) w E D 2 D 2 E E D 2 E MIN - + - = ) r , ]Cov(r r ) E(r r ) [E(r ] σ r ) [E(r ] σ r ) [E(r ) r , ]Cov(r r ) [E(r ] σ r ) [E(r w E D f E f D 2 D f E 2 E f D E D f E 2 E f D D - + - - - + - - - - = ) σ 2 σ σ 0.01A( σ ) σ σ 0.01A( σ ) E(r ) E(r W DE E D 2 E D 2 DE E D 2 E E D D
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This note was uploaded on 06/01/2011 for the course FIN 3026W taught by Professor Drtoerien during the Summer '09 term at University of Cape Town.

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