爱考云 - 搜题找答案神器_海量试题解析在线查

题目 Given two variables X and Y that are lognormally distributed, what is the distribution of X × Y? 选项 A.Normal B.Lognormal C.Binomial D.None of the above 答案 B 解析 If X and Y are [...]

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 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 [...]

题目 Patricia Franklin makes buy and sell stock recommendations using the capital asset pricing model. Franklin has derived the following information for the broad market and for the stock of the [...]

题目 In regard to the derivation of the capital asset pricing model (CAPM), each of the following is true EXCEPT for: 选项 A.All investors will hold combinations of only two portfolios: the [...]

题目 A security will produce only two cash flows: $100 at the end of the first year, and $100 at the end of the second year. The risk-free rate is 3.0% and the Market's expected return is 8.0%. The [...]

题目 A portfolio with a volatility of 30.0% has a Treynor measure of 0.080. The portfolio has a correlation of 0.50 with the market index which itself has a volatility of 20.0%. What is the [...]

题目 In the context of the CML, the market portfolio includes: 选项 A.12-18 stocks needed to provide maximum diversification B.all existing risky assets C.risky stocks and bonds only D.the [...]

题目 The beta of stock D is -0.5. If the expected return of Stock D is 8%, and the risk-free rate of return is 5%, what is the expected return of the market? 选项 A.3.0% B.-1.0% C.3.5% D.-4.0% [...]