Page 3 - FINAL CFA I SLIDES JUNE 2019 DAY 12
P. 3
LOS 42.a: Describe the implications of combining a risk-
free asset with a portfolio of risky assets., p.148 Session Unit 12:
42. Portfolio Risk and Return: Part II
As previously stated, for a 2-asset portfolio,
If A was a risky asset and B is risk-free..
Zero
Where:
tanties
WB = 1 - WA
Varying weights!
