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 graph shows the portfolio [...]
题目 Given the following data, what is the correlation coefficient between the two stocks and the Beta of stock A?Standard deviation of returns of Stock A is 10.04%Standard deviation of returns of [...]
题目 An analyst at CAPM Research Inc. is projecting a return of 21% on portfolio A. The market risk premium is 11%, the volatility of the market portfolio is 14%, and the risk-free rate is 4.5%. [...]
题目 The intercept and slope of the capital market line are: 选项 A.RM and [E(RP) - RF] / σP, respectively. B.RF and [E(RP) - RF] / σM, respectively. C.RM and [E(RM) - RP] / σM, respectively. [...]
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% [...]
