大学职业资格刷题搜题APP
创建自己的小题库
搜索
【单选题】
In a well-diversified portfolio, ()
A.
market risk is negligible.
B.
systematic risk is negligible.
C.
unsystematic risk is negligible.
D.
nondiversifiable risk is negligible.
手机使用
分享
复制链接
新浪微博
分享QQ
微信扫一扫
反馈
收藏
举报
参考答案：
举一反三
【单选题】The risk-free rate is 5%. The expected market rate of return is 11%. If you expect stock X with a beta of 2.1 to offer a rate of return of 15%, you should ()
A.
buy stock X because it is overpriced.
B.
sell short stock X because it is overpriced.
C.
sell short stock X because it is underpriced.
D.
buy stock X because it is underpriced.
E.
None of the options, as the stock is fairly priced.
【单选题】A "fairly-priced" asset lies ()
A.
above the security-market line.
B.
on the security-market line.
C.
on the capital-market line.
D.
above the capital-market line.
E.
below the security-market line.
【单选题】The CAPM applies to ()
A.
portfolios of securities only.
B.
individual securities only.
C.
efficient portfolios of securities only.
D.
efficient portfolios and efficient individual securities only.
E.
all portfolios and individual securities.
【单选题】You invest 50% of your money in security A with a beta of 1.6 and the rest of your money in security B with a beta of 0.7. The beta of the resulting portfolio is ()
A.
1.40.
B.
1.15.
C.
0.36.
D.
1.08.
E.
0.80.
【单选题】Consider the one-factor APT. The standard deviation of returns on a well-diversified portfolio is 18%. The standard deviation on the factor portfolio is 16%. The beta of the well-diversified portfolio...
A.
0.80.
B.
1.13.
C.
1.25.
D.
1.56.
【单选题】A ________ portfolio is a well-diversified portfolio constructed to have a beta of 1 on one of the factors and a beta of 0 on any other factor.
A.
factor
B.
market
C.
index
D.
factor and market
E.
factor, market, and index
【单选题】An arbitrage opportunity exists if an investor can construct a ________ investment portfolio that will yield a sure profit.
A.
positive
B.
negative
C.
zero
D.
All of the options.
E.
None of the options are correct.
相关题目：
【单选题】The risk-free rate is 5%. The expected market rate of return is 11%. If you expect stock X with a beta of 2.1 to offer a rate of return of 15%, you should ()
A.
buy stock X because it is overpriced.
B.
sell short stock X because it is overpriced.
C.
sell short stock X because it is underpriced.
D.
buy stock X because it is underpriced.
E.
None of the options, as the stock is fairly priced.
【单选题】A "fairly-priced" asset lies ()
A.
above the security-market line.
B.
on the security-market line.
C.
on the capital-market line.
D.
above the capital-market line.
E.
below the security-market line.
【单选题】The CAPM applies to ()
A.
portfolios of securities only.
B.
individual securities only.
C.
efficient portfolios of securities only.
D.
efficient portfolios and efficient individual securities only.
E.
all portfolios and individual securities.
【单选题】You invest 50% of your money in security A with a beta of 1.6 and the rest of your money in security B with a beta of 0.7. The beta of the resulting portfolio is ()
A.
1.40.
B.
1.15.
C.
0.36.
D.
1.08.
E.
0.80.
【单选题】Consider the one-factor APT. The standard deviation of returns on a well-diversified portfolio is 18%. The standard deviation on the factor portfolio is 16%. The beta of the well-diversified portfolio...
A.
0.80.
B.
1.13.
C.
1.25.
D.
1.56.
【单选题】A ________ portfolio is a well-diversified portfolio constructed to have a beta of 1 on one of the factors and a beta of 0 on any other factor.
A.
factor
B.
market
C.
index
D.
factor and market
E.
factor, market, and index
【单选题】An arbitrage opportunity exists if an investor can construct a ________ investment portfolio that will yield a sure profit.
A.
positive
B.
negative
C.
zero
D.
All of the options.
E.
None of the options are correct.
参考解析：
题目纠错 0
发布
