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题目 An analyst is evaluating the performance of a portfolio of Mexican equities that is benchmarked to the IPC Index. The analyst collects the information about the portfolio and the benchmark [...]

题目 CAPM assumptions: Which of the following is NOT an underlying assumption of the CAPM model? 选项 A.Investors only consider the first two moments of return distribution: the expected return [...]

题目 「huixue_img/importSubject/1564170576732491776.jpeg」The efficient frontier consists of the portfolios between and including: 选项 A.X and W B.Y and Z C.X and Z D.Y and X 答案 C 解析 [...]

题目 Roger is an analyst employing the capital asset pricing model (CAPM) to estimate the return of a portfolio. However, his colleague Sally makes four observations. Which of the following [...]

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 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 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 A portfolio contains only two assets. The first asset (a) has volatility of 9.0% and the second asset (b) has volatility of 16.0%. If the assets are uncorrelated, what is nearest to the weight [...]

题目 Suppose the S&P 500 has an expected annual return of 7.6% and volatility of 10.8%. Suppose the Atlantis Fund has an expected annual return of 8.3% and volatility of 8.8% and is benchmarked [...]

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 [...]