Utility adjusted return = Up = Rp – 0.005(A)(作者: LorrinCFA 时间: 2013-4-10 23:53
UPORTFOLIO A = 6.7% - 0.005 *(6)* (8%)^2 = 4.78%
in that case, you ignor the % sign, right? It is very confusing - and mathmatically incorrect.作者: Finalnub 时间: 2013-4-10 23:53
yes for standard deviation ( 8 in this case), you ignore the % sign
