NISM 21B Portfolio Managers Exam Notes

Page 127 Of 168

Go to:

  • Market Portfolio Composition: All investable assets.
  • Expected Return Estimation: Based on CAPM, historical data.
  • Risk Premium Calculation: Market return minus risk-free.
  • SML Slope: Represents market risk premium.
  • Portfolio Beta: Weighted average of asset betas.

NISM 21B Portfolio Managers

Copyright 2025 - MODELEXAM MODELEXAM®