Cfa L3 Formula Quizlet
CFA 3 formulas (copied)
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1.
# Equity contracts (equation):
10.
Basic expression relating forward and spot prices (equations - multiple):
2.
# Equity index contracts (equation):
3.
# of contracts fixed income (equation):
4.
2-period return to active management (equation):
11.
Benchmark domestic return (equation):
5.
Accrual equivalent after-tax return (equation):
12.
Beta (equation):
6.
Accrual equivalent tax rate (equation):
13.
Beta for stock i (equation):
7.
Annual Hedge Fund Sharpe Ratio:
14.
Breakeven yield change (equation):
8.
Approximate forward premium or discount (equation):
15.
Cash flow at the beginning of the evaluation period (equation):
9.
Asset beta (equation):
16.
Cash flow at the end of the evaluation period (equation):
17.
Cobb-Douglas function (% change) equation:
18.
Constant growth model (equation):
31.
Domestic return on a global portfolio (equation):
32. 19.
Contribution of currency risk (equation):
33.
Double taxation effective tax rate (equation):
Duration of the portfolio plus a swap position (equation):
20.
Correlation of stock i with the market (equation):
34.
Effective capital gains tax rate (equation):
21.
Covariance of two markets (equation):
35.
Endowment spending rules (equations - multiple):
22.
Currency allocation contribution (equation):
36. 23.
Equity q (equation):
Currency effect for market j (equation):
37.
Equity risk premium for market i (equation):
24.
Daily, monthly standard deviation equations.:
38.
Ex post alpha (equation):
25.
Deferred capital gains tax (MV not = cost basis) equation:
39.
Expected bond return (equation):
26.
Deferred capital gains tax (MV=cost basis) equation:
40.
Fed model (equation):
27.
Delta (equation):
41.
Financial settlements fo interets rate swaps and comodity
Study online at quizlet.com/_76ths
1.
# Equity contracts (equation):
10.
Basic expression relating forward and spot prices (equations - multiple):
2.
# Equity index contracts (equation):
3.
# of contracts fixed income (equation):
4.
2-period return to active management (equation):
11.
Benchmark domestic return (equation):
5.
Accrual equivalent after-tax return (equation):
12.
Beta (equation):
6.
Accrual equivalent tax rate (equation):
13.
Beta for stock i (equation):
7.
Annual Hedge Fund Sharpe Ratio:
14.
Breakeven yield change (equation):
8.
Approximate forward premium or discount (equation):
15.
Cash flow at the beginning of the evaluation period (equation):
9.
Asset beta (equation):
16.
Cash flow at the end of the evaluation period (equation):
17.
Cobb-Douglas function (% change) equation:
18.
Constant growth model (equation):
31.
Domestic return on a global portfolio (equation):
32. 19.
Contribution of currency risk (equation):
33.
Double taxation effective tax rate (equation):
Duration of the portfolio plus a swap position (equation):
20.
Correlation of stock i with the market (equation):
34.
Effective capital gains tax rate (equation):
21.
Covariance of two markets (equation):
35.
Endowment spending rules (equations - multiple):
22.
Currency allocation contribution (equation):
36. 23.
Equity q (equation):
Currency effect for market j (equation):
37.
Equity risk premium for market i (equation):
24.
Daily, monthly standard deviation equations.:
38.
Ex post alpha (equation):
25.
Deferred capital gains tax (MV not = cost basis) equation:
39.
Expected bond return (equation):
26.
Deferred capital gains tax (MV=cost basis) equation:
40.
Fed model (equation):
27.
Delta (equation):
41.
Financial settlements fo interets rate swaps and comodity