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thisisbrianly

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tT
发表于 2013-4-17 19:39 | 只看该作者

Portfolio weighting, where to use w and (1-w)

reading, number, likely
How do you know which factor to multiply by “w’ and which to multiply by “1-w”
Either my algebra is goofy (highly likely) or these really do come out differently depending where you put the w or 1-w
Specifically, I’m looking at things like number 15 CFAI text, page 465, reading 64 or #9

 

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MonkeyBusiness

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2#
发表于 2013-4-17 19:40 | 只看该作者
It should be mentioned in the question how much to invest in each stock or portfolio. Could you let me know which volume you are referring to?

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hw0799

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3#
发表于 2013-4-17 19:40 | 只看该作者
5w+13(1-w) = 17
-8w+13=17
-8w = 4
w = -0.5 in rf , so (1-w) = 1.5 in the 13 return portfolio
5(1-w)+13w = 17
5+8w = 17
8w=12
w=1.5 in 13% return
(1-w)=-0.5 in the rf
No difference…

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ASSet_MANagemen

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4#
发表于 2013-4-17 19:40 | 只看该作者
I figured it was just my algebra…thanks

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