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beveled edges for the acrylic. The halves are removed, and the beveled edges are moistened with monomer. Pour the estimated needed acrylic powder into a paper cup, add only enough monomer to moisten all of the powder granules, and mix with a wooden tongue depressor. Independently place acrylic on the beveled edges of each half, place both halves onto the teeth, and press the soft acrylic to join the two portions. If necessary, a gloved nger can be used to add acrylic to overbulk the area slightly (Figure 12.39).

To fully understand the Treynor ratio and its application as a risk-adjusted performance measure, we must understand what beta is and how it is calculated The rst point that needs to be made is that beta is a comparative measure, meaning it needs to be calculated in relation to some stated benchmark It is critically important that the benchmark being used be appropriate to the portfolio or fund under review The beta can be interpreted as the slope of the line in a regression equation or in a capital asset pricing model (CAPM) context The only difference is that excess portfolio and index returns are used in the CAPM calculation whereas total portfolio and index returns are used in the regression format Because this book is focused more on the practical application of investment methodologies and less so on formal statistical derivations, I will avoid a full discourse on beta.

xiv Preface this most important innovation of our lifetimes. Michael left us too early, and Bill Gates, to whom Michael often consulted on a variety of topics about the future, called his passing a major loss in one major newsweekly. Tim, now Sir Tim, continues to work on his next phase, the semantic web, and I heeded Michael s advice to study the marketing implications of the Web. The Web has and will continue to change everything. A world of transparent content, mostly user-generated, broadband, rich media, and available on multiple devices, continues to evolve. Marketing at its best is the in uencing of opinion through compelling content; doing so through the Web will get harder before it gets easier, but the change is gaining momentum. The Web has consumed almost all the traditional media: television, print, radio, and direct mail and will make marketing a set of dialogues. Companies will have to learn to contribute to these dialogues and share with their customers and potential customers. I ve written this book to suggest how you can do just that. Larry Weber, Buenos Aires

Beta can be easily calculated using any statistical software package or simply by using the beta function in Microsoft Excel or some other spreadsheet package Beta can be interpreted in the following way: Beta > 1: The portfolio or fund under review is more volatile than the index being used For example, it can be interpreted that if the market goes up 10%, a portfolio with a beta of 15 would be expected to go up 15% (15 times the market) Beta < 1: The portfolio or fund under review is less volatile than the index being used For example, it can be interpreted that if the market goes up 10%, a portfolio with a beta of 05 would be expected to go up 5% (05 times the market).

lf is the scaling factor used after the last subhologram. Once the rst subhologram is redesigned, the error image due to the entire hologram is calculated, including the new reconstruction created by the rst subhologram. Similarly, the second subhologram is designed to reconstruct h1 m; n 2 e0f m; n l0f ; e0f m; n

Beta = 1: The portfolio or fund under review exhibits volatility that is equal to the index being used For example, it can be interpreted that if the market goes up 10%, a portfolio with a beta of 10 would be expected to go up 10% (equal to the market return) To calculate a portfolio s beta using Microsoft Excel, use the following format: =SLOPE (A1:A30,B1:B30) Statistically, beta is the slope of the regression equation The Excel formula can be interpreted as follows: The term A1:A30 represents the historical portfolio returns in column format The term B1:B30 represents the historical index returns in column format So the Treynor ratio can best be described as a measure of a given portfolio s historical returns in excess of those that could have been returned on a riskless investment per unit of market risk assumed.