题目 Which of the following statements related to the F-distribution and chi-squared distribution is wrong? Both distributions: 选项 A.Are asymmetrical. B.Are bound by zero on the left. C.Are [...]
题目 An analyst has determined that the probability that the S&P 500 index will increase on any given day is 0.60 and the probability that it will decrease is 0.40. The expected value and [...]
题目 Given a beta of 1.10 and a risk-free rate of 5%, what is the expected rate of return assuming a 10% market return? 选项 A.15.5% B.21.5% C.5.5% D.10.5% 答案 D 解析 [...]
题目 A portfolio has an expected return of 11.0% with volatility of 24.0%. The benchmark has an expected return of 5.0% with volatility of 15%. The expected returns correlation is 0.80. What is the [...]
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 [...]
