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Capital Market Assumptions (CMA’s) is a holistic term used to describe the forecasting of what three variables? use 2-3 sentences

Question

Capital Market Assumptions (CMA’s) is a holistic term used to describe the forecasting of what three variables?

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Solution

Capital Market Assumptions (CMA’s) refer to the expected long-term returns, risks, and correlations of various asset classes in financial markets. Specifically, they typically forecast three main variables: expected returns on investment assets, the volatility or risk associated with those assets, and the correlation among different asset classes. These assumptions are crucial for portfolio construction and investment strategies, helping investors understand potential outcomes and making informed decisions based on risk tolerance and investment goals.

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