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Topic 9 – Portfolio Management
Module 2 – Portfolio Risk and Return – Part II
0:00 Introduction and Learning Outcome Statements
4:45 LOS : Describe the implications of combining a risk-free asset with a portfolio of risky assets.
6:49 LOS : Explain the capital allocation line (CAL) and the capital market line (CML).
12:08 LOS : Explain systematic and nonsystematic risk, including why an investor should not expect to receive additional return for bearing nonsystematic risk.
16:00 LOS : Explain return generating models (including the market model) and their uses.
24:32 LOS : Calculate and interpret beta.
29:31 LOS : Explain the capital asset pricing model (CAPM), including its assumptions, and the security market line (SML).
39:43 LOS : Calculate and interpret the expected return of an asset using the CAPM.
41:04 LOS : Describe and demonstrate applications of the CAPM and the SML.
48:18 LOS : Calculate and interpret the Sharpe ratio, Treynor ratio, M2, and Jensen’s alpha.

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