quiz

madhuri1682
Good Student
Posts: 29
Joined: Thu Oct 04, 2012 2:09 am

quiz

Postby madhuri1682 » Thu Nov 08, 2012 9:44 pm

A portfolio manager has USD 50 Million in the Trading Position with an income of USD 10 Million and 15% per annum volatility in returns. Calculate the per annum risk-adusted return at 95% confidence interval?
Choose one answer.
a. 48.48%
b. 51.37%
c. 47.28
d. None of the values given
The Correct answer is None of the values given

how to calculate risk adjusted return?

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naresh.thkr
Good Student
Posts: 25
Joined: Sat Aug 11, 2012 7:02 pm

Re: quiz

Postby naresh.thkr » Fri Nov 09, 2012 10:43 am

Hi,

RAROC is not a part of L1. Refer AIM for details.


Thanks
Naresh.


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