Homework assignments are aligned with the slides, readings, and examples that will help you complete each assignment. Please review the slides, readings and examples before we discuss them in class.
Slides
Homework
Reading/Examples
BKM
Quizes
08/29
Introduction
HW#1
Solution
BKM: 2.1-2.3 & pp.116-117
Syllabus
CFA: pp.3-8,15-17
Chapter 2
8/31
Effective/Stated Rates
HW#2
Solution
BKM: 2.4 & pp.119-120
CFA: pp.8-13
Trading Contest Rules
Link to Register
09/07
Indexes, Expectation, Stat Rule 1
HW#3
Solution
BKM: 2.4 & p.121
CFA: pp.129-131,144,153
Excel Example
09/12
Stochastic Processes and Efficiency
HW#4
Solution
BKM: 123-124
HW data
Constant Plus White Noise
09/14
EMH and Variance
HW#5
Solution
BKM: 8.1-8.2 & pp.121-122
CFA: pp.103-105
Chapter 8
quiz
Solution
09/19
Stat Rule 2, Buying on Margin, VAR
HW#6
Solution
BKM:3.6
HW data
Chapter 3
09/21
Buying on Margin and Shortselling
HW#7
Solution
BKM:3.6-3.7 quiz
Solution
09/26
Capital Allocation Line
HW#8
Solution
BKM:5.5-5.6
Example
Chapter 5
09/28
Capital Allocation Line II
HW#9
Solution
BKM:5.5-5.6 & 3.1
Kinked Cal Lines in Excel
Different Borrowing & Lending Rates
Crossing CAL Lines
quiz
Solution
10/03
Security Markets and Mutual Funds
HW#10
Solution
BKM:3.1-3.3,3.5,4.1,4.3
10/05
Review
Outline
Practice Problems
Practice Problems:Solutions
A Few More Practice Problems:Solutions
quiz
Solution
10/10
Exam I (no class)
Exam in Testing Center
Grade Distribution
Exam Key
10/12
Mutual Funds and Joint PDFs
HW#11
Solution
BKM:4.2,4.4-4.6
CFA: pp.133-139
Chapter 4
10/17
Correlation
HW#12
Solution
CFA: pp.281-289
10/19
Regression
HW#13
Solution
CFA: pp.300-303
HW data
quiz
Solution
10/24
Regression and Stat Rule 4 Please see blog entry for 10/18
Regression Supplement
HW#14
Solution
BKM:6.1-6.5
Regression Example
Chapter 6
10/26
Diversification I
HW#15
Solution
BKM:6.1-6.5
Optimal Diversification
HW data
quiz
Solution
10/31
Catch Up
BKM:6.1-6.5
11/02
Diversification II
HW#16
Solution
BKM:6.1-6.5
Example
quiz
Solution
11/07
CAPM I Please see blog entry for 11/03
HW#17
Solution
BKM:7.1-7.3
Pumpkin Crusher
HW data
Example
Chapter 7
11/09
Fundamental Analysis
HW#18
Solution
quiz
Solution
11/14
Ratio/Quant Analysis
HW#19
Solution
HW data
11/16
Review
Outline
Practice Problems
Practice Problems:Solutions Please see blog entry for 11/14
quiz
Solution
11/21
Exam II (no class)
Exam in Testing Center
Grade Distribution
Exam Key
11/28
Guest Speaker: Brian Ames Private Weath Management,
11/30
APT and Forward Rates
HW#20
Solution
BKM:7.5, 10.6
Chapter 10
12/05
Liquidity Preference and Duration
HW#21
Solution
BKM:10.6,11
Duration Example
Chapter 11
12/07
Review
quiz
Solution
Cumulative Final
Exam in Testing Center
