爱考云 - 搜题找答案神器_海量试题解析在线查

题目 Assume the market index return is 8.0% while the risk-free rate is 3.0%. A portfolio with a volatility of 12.0% has a Sharpe measure of 0.50 and a Treynor measure of 0.20. What is the [...]

题目 You are evaluating the historical performance of four equity funds benchmarked to the BSE SENSEX Index, as shown in the table below:「huixue_img/importSubject/1564170579551064064.png」Which [...]

题目 James Tulsma, FRM, is analyzing a publicly traded firm and is using the company's beta, the risk-free rate of return, and the expected return on the market to estimate the company's required [...]

题目 Tim is evaluating 4 funds run by 4 independent managers relative to a benchmark portfolio that has an expected return of 7.4% and volatility of 14%. He is interested in investing in the fund [...]

题目 There are both absolute risk (measured without reference to a benchmark) and relative risk (measured against a benchmark) measures of market risk. Which of the following is an absolute measure [...]

题目 Assume the risk-free rate is 3.0% and the price of risk (excess market return) is 5.0%. A manager's portfolio produces a return of 9.0% with 30% volatility and a CAPM beta of 0.8. What is the [...]

题目 Portfolio A has an expected return of 8%, volatility of 20%, and beta of 0.5. Assume that the market has an expected return of 10% and volatility of 25%. Also assume a risk-free rate of 5%. [...]

题目 Which of the following is a DIFFERENCE between the capital asset pricing model (CAPM) and the capital market line (CML) 选项 A.The CML does not include the risk-free asset, but CAPM does. [...]

题目 Which of the following statements about portfolio risk and diversification is least accurate? 选项 A.Not all risk is diversifiable. B.Unsystematic risk can be substantially reduced by [...]

题目 In order for CAPM to hold, markets must exhibit the STRONG form of efficiency; is it NOT enough that markets are weak- or semi-strong efficient. Which assumption is the key to achieving the [...]