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Exam 2 Equations

# Exam 2 Equations - EXAM II FIN312 FORMULAS Rate of...

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EXAM II FIN312 FORMULAS 0 1 0 1 ) ( ) ( P D P P return period holding or return of Rate + - = = = n s s s r P r E 1 ) ( = - = n s s s r E r P 1 2 2 )] ( [ σ E(r c ) = yE(r p ) + (1 - y)r f p c y σ σ = ) ( ) ( ) ( 2 2 1 1 r E w r E w r E p + = ) , ( 2 2 1 2 1 2 2 2 2 2 1 1 2 2 r r Cov w w w w p + + = σ σ σ 2 1 2 , 1 2 1 ) , ( σ σ ρ = r r Cov E[r E[r i ] = r ] = r f + ß + ß 1 E(F E(F 1 - r - r f )+ ß )+ ß 2 E(F E(F 2

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Exam 2 Equations - EXAM II FIN312 FORMULAS Rate of...

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