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Formula Sheet

!! = ! !

! = ! ()
!" = ! !

U = E ( rP ) 12 A P2

!" = ! !"!

! !

y* =

! !

E (rP ) rf
A

SP =

2
P

E (rP ) rf

P
! = !

E (rc ) = yE (rp ) + (1 y )rf = rf + y[ E (rp ) rf ]

P2 = wD2 D2 + wE2 E2 + 2wD wE cov(rD , rE )

E (rP ) = wD E (rD ) + wE E (rE )


n

P2 = wi w j cov(ri , rj )

E (rP ) = wi E (ri )
i =1

i =1 j =1

E(rM ) rf = A M2

i =

cov ( ri , rM )

M2

! = ! + ! + !
!! = !! !! + ! (! )
! = ! + !! ! + !! ! + !

E[ri ] rf = i E ( rM ) rf

Ri (t ) = i + i RM (t ) + ei (t )
! , ! = ! ! !!
! = ! + !! ! + !! !