Series 65 Math: Every Formula You Need to Know

Math on the Series 65 Exam

What You Need to Know

The Series 65 exam includes approximately 10-15 math-based questions, but they test understanding more than calculation ability.

  • Basic calculator provided at the testing center (four functions only)
  • Focus on concepts rather than complex calculations
  • Know the relationships between yields, risk measures, and returns

Many candidates worry about the math on the Series 65 exam, but here is the truth: you do not need to be a math expert to pass. The exam tests whether you understand financial concepts and can apply them appropriately to client situations.

Most formula questions ask you to interpret results, compare investments, or identify which formula applies to a scenario. When calculations are required, they use simple numbers that work cleanly with a basic calculator.

This guide covers every formula you may encounter on the Series 65, organized by category. For each formula, we explain what it measures, when to use it, and provide exam-focused examples.

With 10-15 math questions representing a meaningful portion of your score, effective formula retention is essential. Our flashcard strategies guide explains how to use FSRS-powered spaced repetition to memorize formulas efficiently. Not through rote repetition, but by understanding when to apply each formula and how to interpret results, which is exactly what the exam tests.

Yield Calculations

Yield measures the income return on an investment. For debt securities, the Series 65 tests three main yield concepts: current yield, yield to maturity, and yield to call.

Current Yield

Current Yield Income return only
Current Yield = Annual Coupon Payment ÷ Market Price

Example: A $1,000 par bond with a 5% coupon ($50/year) is trading at $900.

Current Yield = $50 ÷ $900 = 5.56%

Quick Insight

Current yield ignores time and capital gains/losses. When a bond trades at a discount (below par), current yield is higher than the coupon rate. When it trades at a premium (above par), current yield is lower than the coupon rate.

Yield to Maturity (YTM)

Yield to Maturity Total return if held to maturity
YTM ≈ [Annual Coupon + (Par - Price) ÷ Years] ÷ [(Par + Price) ÷ 2]

Example: A 10-year, $1,000 par, 4% bond trading at $800.

YTM ≈ [$40 + ($1,000 - $800) ÷ 10] ÷ [($1,000 + $800) ÷ 2]

YTM ≈ [$40 + $20] ÷ $900 = $60 ÷ $900 = 6.67%

YTM is also called “basis” on the exam. It represents the total annualized return assuming the investor holds the bond until maturity and reinvests all coupon payments at the same rate. This is the most complete measure of bond return.

Yield to Call (YTC)

Yield to Call Return if bond called early
YTC ≈ [Annual Coupon + (Call Price - Price) ÷ Years to Call] ÷ [(Call Price + Price) ÷ 2]

Note: Same formula as YTM, but substitute call price for par value and years to call for years to maturity.

The Bond See-Saw: Yield Relationships

Rather than memorizing formulas, focus on these relationships that the exam frequently tests:

Discount Bond (Price < Par)

Coupon < Current Yield < YTM < YTC

Yields increase as you move from coupon to YTC.

Par Bond (Price = Par)

Coupon = Current Yield = YTM = YTC

All yields equal the coupon rate.

Premium Bond (Price > Par)

Coupon > Current Yield > YTM > YTC

Yields decrease as you move from coupon to YTC.

These yield relationships are among the most frequently tested concepts on the Series 65. Our flashcard strategies guide provides techniques for memorizing the discount/par/premium patterns using FSRS algorithms, ensuring you can instantly recall which relationship applies when you see a bond trading above or below par on exam day.

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Master Yield & Risk Formulas

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Risk-Adjusted Return Measures

These formulas compare returns relative to the risk taken. They help answer the question: “Is this investment generating enough return for its level of risk?”

CAPM (Capital Asset Pricing Model)

CAPM Expected Return Calculate required return based on risk
Expected Return = Risk-Free Rate + Beta × (Market Return - Risk-Free Rate)

Example: Risk-free rate is 3%, expected market return is 10%, stock beta is 1.5.

Expected Return = 3% + 1.5 × (10% - 3%)

Expected Return = 3% + 1.5 × 7% = 3% + 10.5% = 13.5%

ComponentMeaning
Risk-Free Rate (Rf)Usually the 90-day T-bill rate; return with zero risk
Market Return (Rm)Expected return of the overall market (e.g., S&P 500)
Market Risk PremiumRm - Rf; extra return for taking market risk
Beta (β)Sensitivity to market movements (systematic risk)

Alpha (Jensen’s Alpha)

Alpha Measure excess return vs. Expectations
Alpha = Actual Return - Expected Return (from CAPM)

Example: CAPM predicts 13.5% return, actual return was 15%.

Alpha = 15% - 13.5% = +1.5% (outperformance)

Positive Alpha (+)

Investment outperformed expectations for its risk level.

Zero Alpha (0)

Investment performed exactly as expected for its risk.

Negative Alpha (-)

Investment underperformed expectations for its risk level.

Sharpe Ratio

Sharpe Ratio Risk-adjusted return using total risk
Sharpe Ratio = (Portfolio Return - Risk-Free Rate) ÷ Standard Deviation

Example: Portfolio return 12%, risk-free rate 3%, standard deviation 15%.

Sharpe Ratio = (12% - 3%) ÷ 15% = 9% ÷ 15% = 0.60

Key Distinction

Sharpe Ratio uses standard deviation (total risk) in the denominator. It is appropriate for evaluating a portfolio that represents an investor’s entire holdings.

Treynor Ratio

Treynor Ratio Risk-adjusted return using systematic risk
Treynor Ratio = (Portfolio Return - Risk-Free Rate) ÷ Beta

Example: Portfolio return 12%, risk-free rate 3%, beta 1.2.

Treynor Ratio = (12% - 3%) ÷ 1.2 = 9% ÷ 1.2 = 7.5

Sharpe vs. Treynor

Treynor Ratio uses beta (systematic risk only). It is appropriate for evaluating a single investment within a diversified portfolio, since unsystematic risk can be diversified away.

Risk Measures

Understanding risk measures is essential for making suitable recommendations and analyzing portfolio performance.

Beta

Beta measures volatility relative to the overall market (systematic risk):

BetaMeaning
β = 0No correlation with market (e.g., T-bills)
β = 0.5Half as volatile as the market
β = 1.0Moves exactly with the market
β = 1.550% more volatile than the market
β = 2.0Twice as volatile as the market
Portfolio Beta

A portfolio’s beta is the weighted average of the betas of its holdings. If you invest 60% in a stock with beta 1.2 and 40% in a stock with beta 0.8, the portfolio beta is (0.60 × 1.2) + (0.40 × 0.8) = 0.72 + 0.32 = 1.04.

Standard Deviation

Standard deviation measures the dispersion of returns around the mean (total risk/volatility). You will not need to calculate it on the exam, but you must understand what it represents:

ProbabilityRange
68%of returns fall within ±1 standard deviation
95%of returns fall within ±2 standard deviations
99%of returns fall within ±3 standard deviations
Example

A fund has a mean return of 10% and standard deviation of 6%.

  • 68% of the time, returns will be between 4% and 16% (10% ± 6%)
  • 95% of the time, returns will be between -2% and 22% (10% ± 12%)

Tax Calculations

Tax considerations significantly impact investment returns. These formulas help compare taxable and tax-exempt investments.

Tax-Equivalent Yield

Tax-Equivalent Yield Compare muni bonds to taxable alternatives
Tax-Equivalent Yield = Tax-Free Yield ÷ (1 - Tax Rate)

Example: A municipal bond yields 4%. The investor is in the 32% tax bracket.

Tax-Equivalent Yield = 4% ÷ (1 - 0.32) = 4% ÷ 0.68 = 5.88%

This muni bond is equivalent to a taxable bond yielding 5.88%.

Quick Insight

The higher the investor’s tax bracket, the more valuable tax-exempt income becomes. A 4% municipal bond is worth more to someone in the 37% bracket (tax-equivalent 6.35%) than to someone in the 22% bracket (tax-equivalent 5.13%).

After-Tax Return

After-Tax Return What you keep after taxes
After-Tax Return = Pre-Tax Return × (1 - Tax Rate)

Example: A corporate bond yields 6%. The investor is in the 24% tax bracket.

After-Tax Return = 6% × (1 - 0.24) = 6% × 0.76 = 4.56%

Real Rate of Return

Real Rate of Return Return adjusted for inflation
Real Rate of Return ≈ Nominal Return - Inflation Rate

Example: Investment returned 8%, inflation was 3%.

Real Rate of Return = 8% - 3% = 5% purchasing power gain

Mutual Fund Math

Mutual fund calculations focus on pricing, sales charges, and the relationship between NAV and public offering price.

Net Asset Value (NAV)

NAV per Share Value of one mutual fund share
NAV = (Total Fund Assets - Total Liabilities) ÷ Shares Outstanding

Example: A fund has $500 million in assets, $20 million in liabilities, and 24 million shares.

NAV = ($500M - $20M) ÷ 24M = $480M ÷ 24M = $20.00 per share

NAV is calculated at the end of each trading day (4:00 PM ET). Orders placed before 4:00 PM receive that day’s NAV; orders placed after receive the next day’s NAV.

Public Offering Price (POP)

Public Offering Price Price to buy fund shares (includes sales charge)
POP = NAV + Sales Charge
Or: POP = NAV ÷ (1 - Sales Charge %)

Example: NAV is $20.00, sales charge (load) is 5%.

POP = $20.00 ÷ (1 - 0.05) = $20.00 ÷ 0.95 = $21.05

Sales Charge Percentage

Sales Charge % Front-end load as percentage of POP
Sales Charge % = (POP - NAV) ÷ POP × 100

Example: POP is $21.05, NAV is $20.00.

Sales Charge % = ($21.05 - $20.00) ÷ $21.05 = 4.99% ≈ 5%

Maximum Sales Charge

The maximum allowable sales charge for mutual funds is 8.5% of POP. However, most funds charge less, typically 3-5.75% for equity funds.

Expense Ratio

Expense Ratio Annual operating costs as % of assets
Expense Ratio = Total Annual Fund Expenses ÷ Average Net Assets

A lower expense ratio means more of your return stays invested. Index funds typically have expense ratios under 0.20%, while actively managed funds may charge 0.50-1.50%.

Time Value of Money

Time value of money concepts help investors understand how money grows over time and make comparisons between present and future values.

Rule of 72

Rule of 72 Estimate time to double an investment
Years to Double = 72 ÷ Annual Return (%)

Example: At 8% annual return:

Years to Double = 72 ÷ 8 = 9 years

Rule of 72 Quick Reference

Annual ReturnYears to Double
4%18 years
6%12 years
8%9 years
9%8 years
10%7.2 years
12%6 years
Rule of 72 Works Both Ways

If you know the time to double, you can find the return: 72 ÷ Years = Return. If an investment quadruples in 20 years (doubles twice in 10 years each), the implied return is 72 ÷ 10 = 7.2%.

Compound Interest

Future Value (Compound Interest) Growth of a single investment
FV = PV × (1 + r)ⁿ

Example: $10,000 invested at 6% for 10 years:

FV = $10,000 × (1.06)¹⁰ = $10,000 × 1.791 = $17,910

While you will not need to calculate (1.06)¹⁰ on the exam, understand that compound interest grows faster than simple interest because you earn returns on your returns.

Complete Formula Sheet

Here is a comprehensive reference of all Series 65 formulas organized by category. Bookmark this page for quick review.

Yield Formulas

Current YieldAnnual Coupon ÷ Market Price
YTM (approx)[Coupon + (Par - Price) ÷ Years] ÷ [(Par + Price) ÷ 2]
YTC (approx)[Coupon + (Call - Price) ÷ Years] ÷ [(Call + Price) ÷ 2]

Risk-Adjusted Returns

CAPMRf + β × (Rm - Rf)
AlphaActual Return - Expected Return
Sharpe Ratio(Rp - Rf) ÷ Standard Deviation
Treynor Ratio(Rp - Rf) ÷ Beta

Tax Calculations

Tax-Equivalent YieldTax-Free Yield ÷ (1 - Tax Rate)
After-Tax ReturnPre-Tax Return × (1 - Tax Rate)
Real ReturnNominal Return - Inflation Rate

Mutual Fund Pricing

NAV(Assets - Liabilities) ÷ Shares
POPNAV ÷ (1 - Sales Charge %)
Sales Charge %(POP - NAV) ÷ POP

Time Value of Money

Rule of 7272 ÷ Return = Years to Double
Future ValuePV × (1 + r)ⁿ
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Exam Strategy for Math Questions

Here is how to approach math-related questions on the Series 65 exam:

What to Focus On

1

Relationships over calculations

Know that discount bonds have higher YTM than coupon rate

2

When to use each formula

Sharpe for total portfolios, Treynor for individual securities

3

Interpretation

Positive alpha = outperformance, higher Sharpe = better risk-adjusted return

4

Simple calculations

Current yield, tax-equivalent yield, Rule of 72

5

NAV timing

Orders before 4 PM get that day’s NAV, after 4 PM get next day’s

Common Exam Traps

  • Sharpe vs. Treynor: Sharpe uses standard deviation, Treynor uses beta
  • YTM vs. Current Yield: YTM includes capital gain/loss, current yield does not
  • Tax-equivalent yield: Use the investor’s marginal tax rate, not effective rate
  • Beta of 1.0: Does not mean “no risk,” means same risk as the market
  • Negative alpha: Does not mean losses, means underperformance vs. Expectations

These formula-specific traps are just a few of the many calculation and concept errors that trip up Series 65 candidates. Our common mistakes guide identifies all top exam failure patterns, including the specific math-related confusions that cause well-prepared candidates to miss questions they should have gotten correct.

Calculator Strategy

The testing center provides a basic four-function calculator. For each math question:

1Identify what the question is asking for (yield? risk-adjusted return? NAV?)
2Write down the formula and identify the values you need
3Plug in the numbers carefully; double-check your inputs
4Verify your answer makes sense (e.g., discount bond YTM > coupon)
Time Management

Math questions take longer than concept questions. If you are struggling with a calculation, flag it and move on. You can return to it after completing the easier questions. Do not let one math problem eat into your time budget.

Formula questions require a different study approach than conceptual questions. You need regular practice to maintain accuracy and speed. Our study schedule guide shows how to incorporate formula drills into your daily study routine while balancing the other three exam sections, ensuring you’re sharp on calculations without over-investing time in just 10-15 questions.

For comprehensive exam preparation including math practice questions, explore our study guides or learn about other exam topics you should master.

Frequently Asked Questions

The Series 65 exam contains approximately 10-15 math-based questions out of 130 total questions. Most are conceptual questions testing your understanding of when to use formulas and interpreting results, rather than complex calculations. A basic four-function calculator is provided at the testing center.

Current Yield = Annual Coupon Payment ÷ Market Price. For example, a bond with a $50 annual coupon trading at $950 has a current yield of 5.26% ($50 ÷ $950). Current yield only measures income return, not total return including capital gains or losses.

The CAPM formula is: Expected Return = Risk-Free Rate + Beta × (Market Return - Risk-Free Rate). For example, if the risk-free rate is 3%, the expected market return is 10%, and a stock has a beta of 1.2, its expected return is 3% + 1.2 × (10% - 3%) = 11.4%.

Sharpe Ratio = (Portfolio Return - Risk-Free Rate) ÷ Standard Deviation. It measures risk-adjusted return using total risk (standard deviation). A higher Sharpe ratio indicates better risk-adjusted performance. Most exam questions ask you to interpret or compare Sharpe ratios rather than calculate them.

Tax-Equivalent Yield = Tax-Free Yield ÷ (1 - Tax Rate). For example, if a municipal bond yields 4% and your tax rate is 32%, the tax-equivalent yield is 4% ÷ (1 - 0.32) = 5.88%. This helps compare municipal bonds to taxable alternatives.

The Rule of 72 estimates how long it takes an investment to double: Years to Double = 72 ÷ Annual Return. At 8% annual return, an investment doubles in approximately 9 years (72 ÷ 8). This rule also works in reverse: if money doubles in 6 years, the implied return is 12% (72 ÷ 6).

NAV per Share = (Total Fund Assets - Total Liabilities) ÷ Number of Shares Outstanding. NAV is calculated at the end of each trading day. For example, a fund with $100 million in assets, $5 million in liabilities, and 5 million shares has an NAV of $19 per share.

Beta measures systematic risk (volatility relative to the market), where 1.0 equals market risk. Alpha measures excess return compared to what CAPM predicts. Positive alpha means the investment outperformed expectations; negative alpha means underperformance. Beta is an input to CAPM; alpha is derived from comparing actual to expected returns.

No. The yield to maturity formula is complex and rarely tested directly. Focus instead on understanding the relationships: when bonds trade at a discount, YTM > current yield > coupon rate. When bonds trade at a premium, the relationship reverses. At par, all yields equal the coupon rate.

You cannot bring your own calculator. Prometric testing centers provide a basic four-function calculator (add, subtract, multiply, divide). Complex formulas like YTM will not require lengthy calculations. Focus on understanding concepts and simple calculations you can perform with basic math.