爱考云 - 搜题找答案神器_海量试题解析在线查

题目 The student's t distribution is a function of 选项 A.Normal distribution B.Chi-square distribution C.Lognormal distribution D.Normal and chi-square distributions 答案 D 解析 Normal and [...]

题目 You are given that X and Y are random variables, and each of which follows a standard normal distribution with Covariance (X,Y) = 0.4. What is the variance of (5X + 2Y)? 选项 A.11.0 B.29.0 [...]

题目 Which of the following statements related to the F-distribution and chi-squared distribution is wrong? Both distributions: 选项 A.Are asymmetrical. B.Are bound by zero on the left. C.Are [...]

题目 Given a beta of 1.10 and a risk-free rate of 5%, what is the expected rate of return assuming a 10% market return? 选项 A.15.5% B.21.5% C.5.5% D.10.5% 答案 D 解析 [...]

题目 Assume the market index return is 8.0% while the risk-free rate is 3.0%. A portfolio with a volatility of 12.0% has a Sharpe measure of 0.50 and a Treynor measure of 0.20. What is the [...]

题目 Tim is evaluating 4 funds run by 4 independent managers relative to a benchmark portfolio that has an expected return of 7.4% and volatility of 14%. He is interested in investing in the fund [...]

题目 All of the following are assumptions of the Capital Asset Pricing Model except: 选项 A.Each investor seeks to maximize the expected utility of wealth at the end of that investor’s horizon. [...]

题目 Which of the following statements regarding the Capital Asset Pricing Model is least accurate? 选项 A.It relies on the existence of a risk-free asset. B.It is useful for determining an [...]

题目 Over the previous twelve (12) months, Analyst Robert regressed Portfolio (P) excess returns against the Benchmark (M) excess returns:「huixue_img/importSubject/1564170578225664000.png」As [...]

题目 Given a set of risky assets, a Markowitz efficient frontier: 选项 A.can be calculated from the assets\u2019 expected returns and the correlations of returns for each pair of assets. [...]