爱考云 - 搜题找答案神器_海量试题解析在线查

题目 Instead of residual-based information ratio (IR), it is also acceptable to compute information ratio (IR) based on active returns. The following table displays twelve (12) months of returns [...]

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 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 You are analyzing a portfolio that has a Jensen’s alpha of 4.75% and an actual return of 14.2%. The risk-free rate is 4.25% and the equity risk premium is 6%. Based on the information [...]

题目 A portfolio is invested equally in two asset classes: bonds with expected return of 3.0% per annum and volatility of 18.0%; equities with expected return of 7.0% per annum and volatility of [...]

题目 For the past four years, the returns on a portfolio were 6%，9% ，4%, and 12%. The corresponding returns of the benchmark were 7%, 10%, 4%, and 14%. The risk-free rate of return is 7%, and [...]

题目 Assume the risk-free rate is 4% and the expected (overall) market return is 12% with 20% volatility. Our portfolio (P) has volatility of 30% and a correlation with the market of 0.4. According [...]

题目 A risk manager is analyzing the characteristics of a portfolio created by combining two stocks with standard deviations of returns of 14% and 19%, and a correlation coefficient of -1 between [...]

题目 Which of the following statements is true? 选项 A.The nominal returns of U.S. Treasury bills are risk-free returns. B.Predicted variance is always greater than historical variance. C.When [...]

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 [...]