No Quant problems for Treynor Black model since formula not in LOS ?

CFA Level II
#1

No Quant problems for Treynor Black model since formula not in LOS ??? I am referring to quant problems that ask us to reallocate the % of security to Portfolio A ( Risky Portfolio ) based on higher unsystematic risk and Low correlations between realized and actual alphas.

I am not sure …because Schweser tests these formulae even in the concept checks.

COuld someoone please advise ?

#2

I would say at the least know how to calculate the weights of the active pf. And also how to adjust analyst forecasts…seen those on the mocks.

#3

yeah, the formula you are referring to is ugly! i’m with kevin - stick with those other two.

#4

yeah, the formula you are referring to is ugly! i’m with kevin - stick with those other two.