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soru/ Bir yatrm fonu yneticisi, portfynn bu yl %11'lik bir getiri oran elde etmesini bekliyor. Portfynn betas 0.9. Risksiz varlklarn getiri oran %4 ise ve

soru/ Bir yatrm fonu yneticisi, portfynn bu yl %11'lik bir getiri oran elde etmesini bekliyor. Portfynn betas 0.9.

Risksiz varlklarn getiri oran %4 ise ve piyasa portfynn getiri orannn %14 olmasn bekliyorsanz.

#1A - Bu yatrm fonuna yatrm yapmaya istekli olmadan nce hangi beklenen getiri orann talep edersiniz?

#2A - Bu fon cazip mi? Neden?

#3A - Ayn yneticilerle ancak daha yksek beklenen getiri oranna sahip bir portfy oluturmak iin yatrm fonunu Hazine bonolarnda risksiz bir pozisyonla nasl kartrabilirsiniz? portfyn getiri oran nedir?

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