HS 328 V1607 - Video episodes:

• June 22, 2016328 02-08 Monte Carlo simulation and implications in an investment strategy

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• June 22, 2016328 03-01 Expected rate of return and standard deviation for two-security portfolio and covariance and correlation coefficient part 1

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• June 22, 2016328 03-03 Expected rate of return and standard deviation for two-security portfolio and covariance and correlation coefficient part 3

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• June 22, 2016328 03-04 Optimal portfolio and tangency between the efficient frontier and the highest possible indifference curve part 1

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• June 22, 2016328 02-05 Sources of risk and methods of dealing with each source

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• June 22, 2016328 02-04 Expected rate of return, effective annual rate of return, and cumulative rate of return for multiple periods part 3

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• June 22, 2016328 03-02 Expected rate of return and standard deviation for two-security portfolio and covariance and correlation coefficient part 2

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• June 22, 2016328 02-01 Holding period return, a holding period return relative, arithmetic mean return, geometric mean return

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• June 22, 2016328 03-13 Using beta and the coefficient of determination too define risk in capital asset pricing model (CAPM) part 2

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• June 22, 2016328 03-09 The capital market line (CML), the efficient frontier applied an investment situation

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