IMT Exam 2 Quick Reference: Portfolio Formulas and Cues

Quick reference for IMT Exam 2 formulas, portfolio constraints, fixed-income cues, valuation methods, performance metrics, and case-reading triggers.

Use this quick reference after you have studied the official material. It is a compact decision aid for Finance Prep practice, not an official CSI formula sheet.

Portfolio and return formulas

ItemFormulaWatch for
Holding-period return\((P_1 - P_0 + I) / P_0\)Include income and use beginning value
Geometric return\(\left[\prod(1+r_t)\right]^{1/n} - 1\)Compound growth over multiple periods
Real return\((1 + r) / (1 + inflation) - 1\)Purchasing power, not nominal dollars
Portfolio return\(\sum w_i r_i\)Weights must sum to the portfolio
Expected return\(\sum p_i r_i\)Scenario probabilities
CAPM\(R_f + beta(R_m - R_f)\)Systematic risk only

Fixed income cues

ConceptRemember
Price and yieldMove in opposite directions
DurationHigher duration means greater price sensitivity
ConvexityMatters when yield changes are large
Credit spreadWider spread lowers price if other inputs stay constant
Callable bondUpside may be capped when rates fall
ImmunizationNeeds monitoring and rebalancing, not a one-time setup
LadderSpreads maturity and reinvestment risk
BarbellConcentrates short and long maturities
BulletConcentrates around a target maturity

Equity and managed-product cues

ToolBest useTrap
Dividend discount modelStable dividend-paying companyGrowth cannot be treated casually
P/E ratioComparable earnings-based valuationLow P/E may reflect risk or decline
P/B ratioAsset-heavy or financial companiesWeak for intangible-heavy businesses
EV/EBITDAOperating comparison across capital structuresIgnores capital spending and debt service
Active fundSkill, mandate fit, and inefficiency are plausibleFees, turnover, and tracking error matter
Passive fundBroad exposure and cost controlMay not meet custom restrictions
Separate accountCustomization and tax managementSize and cost must be justified

Performance metric selector

If the question asks about…Use
Total portfolio risk-adjusted returnSharpe ratio
Systematic risk in a diversified portfolioTreynor ratio
Beta-adjusted excess returnJensen alpha
Active return relative to benchmark riskInformation ratio
Manager skill excluding client cash-flow timingTime-weighted return
Investor dollar experienceMoney-weighted return
Allocation versus selectionPerformance attribution

Suitability triggers

Case factFirst issue
Funds needed soonLiquidity and capital preservation
High tax rateAfter-tax return and asset location
Known liabilityDuration or cash-flow matching
Concentrated holdingDiversification and tax-aware transition
Benchmark mismatchPerformance conclusion is unreliable
ESG or legal restrictionUnique circumstances or mandate limit
Client anxiety about lossRisk willingness may be binding
High required return and low risk toleranceObjective conflict requiring planning repair

Next step

Use IMT Exam 2 vignette practice to test whether these formulas and cues hold up in case context.

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