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Unformatted text preview: Standard Deviation of a complete portfolio that invests in a risky asset and a risk-free asset: Sharpe measure: Treynor measure: Jensen measure: Forward rate: (1 + y n ) n = (1 + y n-1 ) n-1 (1 + f n ) Modified duration: D * = D/(1+y) Bond price and modified duration: Portfolio Duration = weighted average of individual asset durations Duration of a perpetuity = (1+y)/y...
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This note was uploaded on 04/09/2012 for the course FIN 431 taught by Professor Sun during the Spring '12 term at Old Dominion.
- Spring '12