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Rob's s1452 Notes

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General Information
Lectures 1-5 and Exam 1
- Lecture 1 - Introduction
- Lecture 2 - Optimal Risky Portfolio
- Lecture 3 - The Capital Asset Pricing Model (CAPM)
- Lecture 4 - EMH
- Lecture 5 - Options
- Exam 1
  - 👨‍🏫 Review Session for Exam 1
  - 🙋 Section/Student Qs for Exam 1
Lecture 6 - Bonds 1
Lecture 7 - Duration and Yield Curve
Lecture 8 - Monetary Policy
Lecture 9 - Macro Factors
- 👨‍🏫 Notes
- 🙋 Section/Student Qs for L9
Lecture 10 - International Investing
Exam 2
- 🙋 Section/Student Qs for Exam 2

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Overview

🔎 Sharpe ratio constant along the CAL

During section, it was observed that the Sharpe ratio of the complete portfolio equals the Sharpe ratio of the risky portfolio.

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