Course Course Errors Found in 2024 Study Materials P2.T5. MarketRisk

[Nicole Seaman]

Please use this new thread to let us know about any errors, missing/broken links, etc., that you find in the 2024 materials that are published in the study planner under P2.T5. Market Risk. This keeps our forum organized. We appreciate your cooperation!

PLEASE NOTE: Our Practice Question sets already have links to their specific forum threads where you can post about any errors that you find. This thread is for any other materials (notes, spreadsheets, videos, etc.) where you might find errors.

Information needed for us to correct errors:

• Reading
• Page number
• Error

 

[aedris]

Hi! I think there is a typo in the notes, apologies if this has already been flagged, but the portfolio variance at page 150 is given as sum(wi^2 * betai^2 * sigmaM^2) + specific risk while it should be (sum(wi * betai))^2 * sigmaM^2 + specific risk

 

[Clay Carter]

Hi! I think there is a typo in the notes, apologies if this has already been flagged, but the portfolio variance at page 150 is given as sum(wi^2 * betai^2 * sigmaM^2) + specific risk while it should be (sum(wi * betai))^2 * sigmaM^2 + specific risk

@EBarl6236 Thanks for letting us know. @Nicole Seaman