1. MIP/MB-IPB/08 1 MANAJEMEN INVESTASI DAN PORTOFOLIO Lecture 3a: Portfolio Management

2. MIP/MB-IPB/08 2 It’s possible to split investment funds between safe and risky assets. Risk free asset: proxy; T-bills Risky asset: stock (or a portfolio) Allocating Capital Between Risky & Risk Free Assets

3. MIP/MB-IPB/08 3 Issues Examine risk/return tradeoff. Demonstrate how different degrees of risk aversion will affect allocations between risky and risk free assets. Allocating Capital Between Risky & Risk Free Assets (cont.)

4. MIP/MB-IPB/08 4 r f = 7%  rf = 0% E(r p ) = 15%  p = 22% y = % in p(1-y) = % in r f Example Using the Numbers in Chapter 7.2

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