标题: Corner Portfolio and Disallowed Asset Class [打印本页] 作者: AnalystForum 时间: 2011-7-13 13:05 标题: Corner Portfolio and Disallowed Asset Class
What if one of the two corner portfolios adjacent to the required return have disallowed assets? Anybody know of guidance re: this issue? Seems like that could be a tricky way CFAI could get us. Thanks.作者: cityboy 时间: 2011-7-13 13:05
If disallowed automatically ignore.
If the required return was 6% and all portfolio except one that was yielding 11% were disallowed, it would involve a combination of lending at RFR and 11% portfolio I would assume.
