15-minute lesson derivation of optimal risky portfolio (investment- bodie, kane, & marcus)

www.futurumcorfinan.com

Page 1

15-Minute Lesson:

Derivation of Optimal Risky Portfolio

(Investments: Bodie, Kane, and Marcus)

This article is about how to get the formula as shown in the investments text book by Zvi Bodie,

Alex Kane, and Alan J.Marcus. Ninth Edition. The McGraw-Hill Companies. 2011, New York

(USA) :

Chapter 7: Optimal Risky Portfolios

Page 204: Footnote No.4

Page 205: Footnote No. 5

Page 208: Equation (7.13)

Sukarnen

DILARANG MENG-COPY, MENYALIN,

ATAU MENDISTRIBUSIKAN

SEBAGIAN ATAU SELURUH TULISAN

INI TANPA PERSETUJUAN TERTULIS

DARI PENULIS

Untuk pertanyaan atau komentar bisa

diposting melalui website



Page 2

Footnote No.4

Explanation on Next Page…..


Page 3


Page 4

Footnote No.5

Explanation on Next Page…..


Page 5


Page 6

Equation 7.13

Explanation on Next Page……..


Page 7


Page 8


Page 9


Page 10


Page 11

Disclaimer

This material was produced by and the opinions expressed are those of FUTURUM as of the date of

writing and are subject to change. The information and analysis contained in this publication have been

compiled or arrived at from sources believed to be reliable but FUTURUM does not make any

representation as to their accuracy or completeness and does not accept liability for any loss arising from

the use hereof. This material has been prepared for general informational purposes only and is not

intended to be relied upon as accounting, tax, or other professional advice. Please refer to your advisors

for specific advice.

This document may not be reproduced either in whole, or in part, without the written permission of the

authors and FUTURUM. For any questions or comments, please post it at www.futurumcorfinan.com

© FUTURUM. All Rights Reserved

Economy & Finance

15-minute lesson derivation of optimal risky portfolio (investment- bodie, kane, & marcus)