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Investments Chapter 7: Fundamentals of Portfolio Analysis

Investment Problems ,[object Object]

Three Parts to this Problem ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Portfolio Possibilities: Set I ,[object Object],[object Object]

Portfolio Possibilities: Set II ,[object Object],[object Object],[object Object]

The Probability Distribution: I ,[object Object],[object Object],[object Object],[object Object]

The Probability Distribution: II ,[object Object],[object Object],[object Object],[object Object],[object Object]

Population Statistics: I ,[object Object],[object Object],[object Object],[object Object]

Population Statistics: II ,[object Object],[object Object],[object Object],[object Object]

The Normal Distribution: I ,[object Object],[object Object],[object Object],[object Object]

The Normal Distribution: II ,[object Object],[object Object],[object Object],[object Object],[object Object]

The Normal Distribution: III ,[object Object],[object Object],[object Object],[object Object]

The Normal Distribution: IV ,[object Object],[object Object],[object Object]

The Normal Distribution: V – Illustrations A Normal Probabilty Density Function and its corresponding Cumulative Normal Distribution Function:

Normal Distribution Source: © Stocks, Bonds, Bills, and Inflation 2000 Yearbook™ , Ibbotson Associates, Inc., Chicago (annually updates work by Roger G. Ibbotson and Rex A. Sinquefield). All rights reserved.

Normal Distribution ,[object Object],Probability Return on large company common stocks 68% 95% > 99% – 3 – 47.9% – 2 – 27.6% – 1 – 7.3% 0 13.0% + 1 33.3% + 2 53.6% + 3 73.9% the probability that a yearly return will fall within 20.1 percent of the mean of 13.3 percent will be approximately 2/3.

Normal Distribution ,[object Object]

The Utility Function ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Expected Utility Criterion ,[object Object],[object Object]

Risk Premiums ,[object Object],[object Object]

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