Is Treynor-Black Model tested in coming CFA level 2 exam ? (June 2014)

[tanjin85]

Does anyone know if Treynor-Black Model will be tested in coming CFA level 2 examination (June 2014) ?
I have done some past year mock papers and many of the questions asked about Treynor-Black Model (under the Portfolio Management Topic)
But my CFA level 2 curriculum does not seems to mention anything about Treynor-Black…

 

[edupristine]

Treynor Black model is a part of the Level 2 Curriculum of Portfolio Management.

 

[Iconoclasts]

edupristine wrote:
Treynor Black model is a part of the Level 2 Curriculum of Portfolio Management.

I don’t recall seeing the Treynor Black Model in 2014’s CFAI books. Feel free to prove me wrong but I believe the model was removed when Reading “The Theory of Active Portfolio Management” was removed?

 

[confused2010]

edupristine wrote:
Treynor Black model is a part of the Level 2 Curriculum of Portfolio Management.

WTF!! You are a prep provider and not even aware of the contents of the curriculum.
OP
No Treynor Black stuff anymore . The only reference to Black is in respect of The Black Scholes Merton model in derivatives.

 

[bchad]

I have fond memories of being completely F-d by the Treynor-Black model question in PM on the L2 exam. It is a pity that the young Padawani of CFAI are no longer subjected to that particular ordeal.

 

[GothamSenator]

edupristine wrote:
Treynor Black model is a part of the Level 2 Curriculum of Portfolio Management.

Well, thank you, gotta love the efficiency. I’ve never been exposed to your review courses, but now know never to recommend them.

 

[GothamSenator]

confused2010 wrote:

edupristine wrote:
Treynor Black model is a part of the Level 2 Curriculum of Portfolio Management.

WTF!! You are a prep provider and not even aware of the contents of the curriculum.
OP
No Treynor Black stuff anymore . The only reference to Black is in respect of The Black Scholes Merton model in derivatives.

+100