Hedged portfolio


 

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Hedged portfolio

A portfolio consisting of a long position in the stock and a long position in the put option on the stock, so as to be riskless and produce a return that equals the risk-free interest rate.



Hedged portfolio

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Excess return on the market portfolio

Excess return on the market portfolio

Difference between the return on the market portfolio and the riskless rate.


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Portfolio internal rate of return

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The rate of return computed by first determining the cash flows for all the bonds in the portfolio and then finding the interest rate that will make the present value of the cash flows equal to the market value of the portfolio.


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The expected retur../../finance-glossary/standard deviation pairs of all portfolios that can be constructed from a given set of assets.


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A well-diversified portfolio constructed to have a beta of 1.0 on one factor and a beta of zero on any other factors.


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