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题目 The market portfolio in Capital Market Theory is determined by: 选项 A.a line tangent to the efficient frontier, drawn from any point on the expected return axis. B.a straight line drawn to [...]

题目 Assume the following information for stocks A and B.*Standard deviation of returns on Stock A = 40%*Standard deviation of returns on Stock B = 50%*Expected return on Stock A = 18%*Expected [...]

题目 Which of the following statements about a stock's beta is TRUE? A beta greater than one is: 选项 A.risky, while a beta less than one is risk-free. B.is riskier than the market, while a beta [...]

题目 The ST Fund is a mutual fund that is benchmarked to the S&P 500 index. It contains equally weighted holdings of 10 stocks from the index, with an average annual portfolio return of 11% and [...]

题目 XYZ Inc. has a beta of 1.15. If the expected return on the market is 12 percent, and the risk-free rate is 6 percent, what is the expected return for XYZ? 选项 A.10.15% B.12.90% C.11.69% [...]

题目 「huixue_img/importSubject/1564170576732491776.jpeg」The graph shows the portfolio possibilities curve for stocks and bonds. The point on the graph that most likely represents a 90% [...]

题目 A portfolio contains only two assets. The first asset (a) has volatility of 9.0% and the second asset (b) has volatility of 16.0%. If the assets are uncorrelated, what is nearest to the weight [...]

题目 Suppose the S&P 500 has an expected annual return of 7.6% and volatility of 10.8%. Suppose the Atlantis Fund has an expected annual return of 8.3% and volatility of 8.8% and is benchmarked [...]

题目 A portfolio to the right of the market portfolio on the capital market line (CML) is created by: 选项 A.holding more than 100% of the risky asset. B.fully diversifying. C.buying the [...]

题目 While the risk-free rate was 4.0%, a portfolio's realized a return of 14.0% exactly matched the return of its benchmark, the market index, which also returned 14.0%. The portfolio's covariance [...]