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Certification
Page 1 of 2
Expected portfolio return:
Expected portfolio standard deviation:
Expected return:
Variance:
Forward exchange rate:
Forward price:
Future value:
Geometric average return:
Holding period return:
Information Ratio:
Macaulay duration:
Modified duration:
Modigliani squared:
Normal position return:
Portfolio beta:
Portfolio duration:
Portfolio standard deviation (two assets):
Portfolio variance:
Present value:
Real rate of return:
Relationship between T-period spot rate and forward rate:
Sharpe ratio:
Standard deviation:
Treynor ratio:
Value added from active asset allocation
Value added from asset selection decision:
Variance:
Portfolio standard deviation (two assets):
Portfolio variance:
Present value:
Real rate of return:
Relationship between T-period spot rate and forward rate:
Sharpe ratio:
Standard deviation:
Treynor ratio:
Value added from active asset allocation
Value added from asset selection decision:
Variance:
Portfolio standard deviation (two assets):
Portfolio variance:
Present value:
Real rate of return:
Relationship between T-period spot rate and forward rate:
Sharpe ratio:
Standard deviation:
Treynor ratio:
Value added from active asset allocation
Value added from asset selection decision:
Variance:
Portfolio standard deviation (two assets):
Portfolio variance:
Present value:
Real rate of return:
Relationship between T-period spot rate and forward rate:
Sharpe ratio:
Standard deviation:
Treynor ratio:
Value added from active asset allocation
Value added from asset selection decision:
Variance:
Sample Formula Sheet for CIMA
Certification
Page 2 of 2
Portfolio standard deviation (two assets):
Portfolio variance:
Present value:
Real rate of return:
Relationship between T-period spot rate and forward rate:
Sharpe ratio:
Standard deviation:
Treynor ratio:
Value added from active asset allocation
Value added from asset selection decision:
Variance:
Portfolio standard deviation (two assets):
Portfolio variance:
Present value:
Real rate of return:
Relationship between T-period spot rate and forward rate:
Sharpe ratio:
Standard deviation:
Treynor ratio:
Value added from active asset allocation
Value added from asset selection decision:
Variance:
IMCA is a registered trademark and Investment Management Consultants
Association
SM
and Certifed Investment Management Analyst
SM
are service
marks of Investment Management Consultants Association Inc. and denote the
highest quality of standards and education for fnancial professionals. CIMA
and CIMC are registered certifcation marks of Investment Management
Consultants Association Inc. Investment Management Consultants Association
Inc. does not discriminate in educational opportunities or practices on the
basis of race, color, religion, gender, national origin, age, disability, or any other
characteristic protected by law.
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Greenwood Village, CO 80111
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www.IMCA.org