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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 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 Which of the following is least likely to be one of the inputs to a multifactor model? 选项 A.The mean-variance efficient market portfolio B.Factor betas C.Deviation of factor values from [...]

题目 Assume two portfolios, (A) and (B), are each well-diversified and the economy has only one factor. The expected return of portfolio (A) is 8.0% and its beta is 1.30. The expected return of [...]

题目 「huixue_img/importSubject/1564170575012827136.png」Please note: Two industry classifications: expected excess return is 8.0% for the chemical industry and 6.0% for all other industries. The [...]

题目 Assume the following information for stocks A and B.Expected return on Stock A = 18%Expected return on Stock B = 23%Correlation between returns of Stock A and Stock B = 0.10Standard deviation [...]

题目 The involvement of the board of directors is important within the context of a firm’s decision to hedge specific risk factors. Which of the following statements regarding the setting of risk [...]

题目 「huixue_img/importSubject/1564170575012827136.png」Please note: Two industry classifications: expected excess return is 8.0% for the chemical industry and 6.0% for all other industries. The [...]

题目 Tail risk techniques are dealt by 选项 A.Extreme Value Theory. B.VaR Theory. C.Probably of Default Theory. D.standard deviation. 答案 A 解析 Extreme Value Theory.极值理论 [...]

题目 Which of the following statements regarding risk and risk management is correct? 选项 A.Risk management is more concerned with unexpected losses versus expected losses. B.There is a [...]