爱考云 - 搜题找答案神器_海量试题解析在线查

题目 Which component is NOT in the APT model? 选项 A.Factor exposure B.Factor return C.Factor correlations D.Specific (idiosyncratic) return 答案 C 解析 APT gives expected return (first [...]

题目 Consider the following three well-diversified portfolios that exist in a single-factor economy: 「huixue_img/importSubject/1564170579064524800.png」 Is there an arbitrage opportunity? 选项 [...]

题目 Which of the following statements regarding risk appetite and risk tolerance is correct? I.Risk appetite directly impacts the allocation of resources. II.Risk tolerance is a measure of an [...]

题目 From the perspective of a bank，which of the following is not an advantage of using a collateralized debt obligation (CDO) to transfer credit risk? 选项 A.Bank profitability can be [...]

题目 Which of the following statements regarding the responsibilities of the chief risk officer (CRO) is least accurate? 选项 A.The CRO should provide the vision for the organization's risk [...]

题目 Which of the following statements regarding market, credit, and operational risk is correct? 选项 A.People risk relates to the risk associated with incompetence and lack of suitable training [...]

题目 Each of the following is an assumption of the arbitrage pricing model (APM) EXCEPT for: 选项 A.Homogeneous expectations B.A security (stock) is linearly related to a set of indexes [...]

题目 Let's assume a firm's investors are exposed either to systematic or firm-specific (idiosyncratic, non-systematic) risk. Do the firm's equity investors want its managers to hedge risk? 选项 [...]

题目 The risk department at an investment firm has been asked to evaluate the impact of environmental, social, and governance (ESG) factors on some of its fund investments. In regard to climate [...]

题目 Which type of option produces discontinuous payoff profiles, meaning that the payoff does not increase or decrease continuously with the underlying asset value? 选项 A.Chooser options [...]