treynor black formula

I just do it this way so I can play with my kids at night. Bed sounds good though.

I did the paper last year and seriously cant recall any calculations BUT in all honesty, i cannot remember last years’ questions. I would say there is a probability it could come up this year as PM is the majority of next years level. Its fair game and needs some work. But its portfolio optimisation and that is something people need to bear in mind. I would be able use the formulas someone else has put forward and be able to adj the alpha… is PM 15% this year? can probably expect 1 full question of PM per session imo, but they have moved ICAPM from eco to PM. I think they asked a question about IPS, lifestyle and that last chapter in schweser but really cant recall hope that helps in some way