chap010 - Chapter 10 RETURN AND RISK THE CAPITAL ASSET...

Info iconThis preview shows pages 1–5. Sign up to view the full content.

View Full Document Right Arrow Icon
Chapter 10 RETURN AND RISK THE CAPITAL ASSET PRICING MODEL (CAPM) SLIDES
Background image of page 1

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
A-130 CHAPTER 10 10.1 Key Concepts and Skills 10.2 Chapter Outline 10.3 Individual Securities 10.4 Expected Return, Variance, and Covariance 10.5 Expected Return 10.6 Expected Return 10.7 Variance 10.8 Variance 10.9 Standard Deviation 10.10 Covariance 10.11 Correlation 10.12 The Return and Risk for Portfolios 10.13 Portfolios 10.14 Portfolios 10.15 Portfolios 10.16 Portfolios 10.17 The Efficient Set for Two Assets 10.18 The Efficient Set for Two Assets 10.19 Portfolios with Various Correlations 10.20 The Efficient Set for Many Securities 10.21 The Efficient Set for Many Securities 10.22 Diversification and Portfolio Risk 10.23 Portfolio Risk and Number of Stocks 10.24 Systematic Risk 10.25 Unsystematic (Diversifiable) Risk 10.26 Total Risk 10.27 Optimal Portfolio with a Risk-Free Asset 10.28 Riskless Borrowing and Lending 10.29 Riskless Borrowing and Lending 10.30 Market Equilibrium 10.31 Market Equilibrium 10.32 Risk When Holding the Market Portfolio 10.33 Estimating β with Regression 10.34 The Formula for Beta 10.35 Relationship between Risk and Expected Return (CAPM) 10.36 Expected Return on a Security 10.37 10.38 10.39 Quick Quiz
Background image of page 2
CHAPTER 10 A-131 CHAPTER WEB SITES Section Web Address End-of-chapter material www.mhhe.com/edumarketinsight CHAPTER ORGANIZATION 10.1 Individual Securities 10.2 Expected Return, Variance, and Covariance Expected Return and Variance Covariance and Correlation 10.3 The Return and Risk for Portfolios The Example of Supertech and Slowpoke The Expected Return on a Portfolio Variance and Standard Deviation of a Portfolio 10.4 The Efficient Set for Two Assets 10.5 The Efficient Set for Many Securities Variance and Standard Deviation in a Portfolio of Many Assets 10.6 Diversification: An Example Risk and the Sensible Investor 10.7 Riskless Borrowing and Lending The Optimal Portfolio 10.8 Market Equilibrium Definitions of the Market Equilibrium Portfolio Definition of Risk When Investors Hold the Market Portfolio The Formula for Beta A Test 10.9 The Relationship between Risk and Expected Return (CAPM) Expected Return on Market Expected Return on Individual Security ANNOTATED CHAPTER OUTLINE Slide 10.0 Chapter 10 Title Slide Slide 10.1 Key Concepts and Skills Slide 10.2 Chapter Outline
Background image of page 3

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
A-132 CHAPTER 10 Lecture Tip: You may find it useful to emphasize the economic foundations of the material in this chapter. Specifically, we assume: -Investor rationality: Investors are assumed to prefer more money to less and less risk to more, all else equal. The result of this assumption is that the ex ante risk-return trade-off will be upward sloping. -As risk-averse return-seekers, investors will take actions
Background image of page 4
Image of page 5
This is the end of the preview. Sign up to access the rest of the document.

Page1 / 15

chap010 - Chapter 10 RETURN AND RISK THE CAPITAL ASSET...

This preview shows document pages 1 - 5. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online