CFA 3 formulas (copied)

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1 )

# Collateral contracts (equation):

10.

Standard expression relating forward and spot prices (equations - multiple):

installment payments on your

# Fairness index legal agreements (equation):

three or more.

# of contracts fixed income (equation):

4.

2-period return to effective management (equation):

11.

Benchmark domestic go back (equation):

a few.

Accrual comparative after-tax returning (equation):

doze.

Beta (equation):

6.

Accrual equivalent tax rate (equation):

13.

Beta for inventory i (equation):

7.

Gross annual Hedge Account Sharpe Proportion:

14.

Breakeven yield change (equation):

eight.

Approximate frontward premium or discount (equation):

15.

Income at the beginning of the evaluation period (equation):

9.

Asset beta (equation):

18.

Cash flow at the end of the analysis period (equation):

17.

Cobb-Douglas function (% change) equation:

18.

Frequent growth version (equation):

23.

Domestic go back on a global portfolio (equation):

32. 19.

Contribution of currency risk (equation):

thirty-three.

Double taxation effective duty rate (equation):

Duration of the portfolio along with a swap situation (equation):

20.

Correlation of stock i with the industry (equation):

thirty four.

Effective capital gains duty rate (equation):

21.

Covariance of two markets (equation):

35.

Endowment spending rules (equations -- multiple):

twenty two.

Currency share contribution (equation):

36. twenty three.

Equity queen (equation):

Money effect intended for market j (equation):

thirty seven.

Equity risk premium for market i (equation):

twenty-four.

Daily, month to month standard deviation equations.:

38.

Ex post alpha (equation):

25.

Deferred capital increases tax (MV not = cost basis) equation:

39.

Expected relationship return (equation):

26.

Deferred capital gains tax (MV=cost basis) equation:

40.

Fed model (equation):

27.

Delta (equation):

41.

Financial funds fo interets rate swaps and comodity swaps equation: settlement = (diff between fixed and market values) x (notional principal)

twenty-eight.

Dollar life long a connect or collection (equation): DD = (modified or powerful duration)(decimal change in interest rates)(price) 42.

Future value interest factor in fact taxes (equation):

29.

Dollar duration of a futures agreement (equation):

43.

Future worth interest element for a tax deferred bank account (equation):

35.

Dollar interest on a repo (equation):

44.

Future value interest component for a tax-exempt account (equation):

55.

Pregressive return to the asset category level (equation):

45.

Molteplicit? (equation): Pregressive return to the benchmark level (equation):

56. 46.

Generation skipping foreseeable future value (no skipping) equation:

47.

Technology skipping future value (w/ skipping) equation:

57.

Info ratio (equation):

48.

Global portfolio come back (equation):

49.

Information rate (equation):

forty-nine.

Global returning decomposition (equation):

59.

Information ratio (IRp) equation:

60.

Grinold-Kroner expected return about equity (equation):

60.

Expense income tax (accrual taxes) equation:

51.

H-model (equation):

sixty one.

Leverage-adjusted timeframe gap (equation):

52.

Hedge ratio (equation):

62.

Leveraged equity length (equation):

53.

Human capital at period t (equation):

63.

M2 measure (equation):

54.

ICAPM (equation):

64.

Market share contribution (MAC) (equation):

65.

Market come back for the portfolio in local foreign currencies (equation):

seventy seven.

Purely home-based portfolio returning (equation):

80.

Range of no-arbitrage prices for forwards (equation):

66.

Market volatility (equation):

79.

Rebalancing ratio (equation):

67.

Tiny performance attribution (equation):

85. 68.

Relative after tax value of charitable charite (equation):

MWRR (equation):

69.

Number of legal agreements (equation):

seventy eight.

Relative following tax...