题目 Which of the following portfolios falls below the Markowitz efficient frontier?「huixue_img/importSubject/1564170578074669056.png」 选项 A.Portfolio A B.Portfolio B C.Portfolio C [...]
题目 According to CAPM, what is the expected return of diversifiable (idiosyncratic) risk? 选项 A.Zero B.Beta C.Beta × Excess Market Return D.Riskless rate + (Beta × Excess Market Return) [...]
题目 There are two assets X and Y, which line is not likely the efficient frontier for X and Y?「huixue_img/importSubject/1564170577994977280.png」 选项 A.A B.B C.C D.D 答案 D 解析 The [...]
题目 An analyst has developed the following data for two companies: PNS Manufacturing (PNS) and ABC Travel (ABC). PNS has an expected return of 15 percent and a standard deviation of 18 percent. [...]
题目 Which one of the following portfolios does not lie on the efficient frontier?「huixue_java/202212/MC4M3F_2212041654328701476061.png」 选项 A.A B.B C.C D.D 答案 B 解析 Portfolio B has a [...]
题目 In regard to the combination of two assets in the mean-variance framework, each of the following is true EXCEPT: 选项 A.The lower (i.e., closer to -1.0) the correlation coefficient between [...]
题目 An investment manager is looking at ten possible stocks to include in a client’s portfolio. In order to achieve the maximum efficiency of the portfolio, the manager must: 选项 A.include [...]
题目 Which of the following inputs is least likely required for the Markowitz efficient frontier? 选项 A.The expected return of all securities. B.The covariation between all securities. C.The [...]
题目 An investment advisor is analyzing the range of potential expected returns of a new fund designed to replicate the directional moves of the BSE Sensex Index but with twice the volatility of [...]
题目 Assume the expected return on stocks is 18% (represented by Z in the figure), and the expected return on bonds is 8% (represented by point Y on the graph). The efficient frontier consists of [...]
