标题: Port Return for asset allocation [打印本页] 作者: Zesty 时间: 2011-7-11 19:02 标题: Port Return for asset allocation
In Schweser I've come across (or at least have in my notes) where we can multiply or add to get the total required return for asset allocation. For example: required return =7% and port expenses = .35%. 7.35% or 7.373%
However, when I did this for the 2008 CFAI exam I got a return that was 9.46% vs. 9.4%. The problem is that when I calculated the weights needed for the corner portfolios, my weights were off by 5% (30% vs CFAIs 25%). I gave myself 0 credit for this, but I'm curious whether CFAI would have taken either answer.
