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【单选题】
The efficient frontier of risky assets is ()
A.
the portion of the investment opportunity set that lies above the global minimum variance portfolio.
B.
the portion of the investment opportunity set that represents the highest standard deviations.
C.
the portion of the investment opportunity set that includes the portfolios with the lowest standard deviation.
D.
the set of portfolios that have zero standard deviation.
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参考答案：
举一反三
【单选题】Asset allocation may involve ()
A.
the decision as to the allocation between a risk-free asset and a risky asset.
B.
the decision as to the allocation among different risky assets.
C.
considerable security analysis.
D.
the decision as to the allocation between a risk-free asset and a risky asset and the decision as to the allocation among different risky assets.
E.
the decision as to the allocation between a risk-free asset and a risky asset and considerable security analysis.
【单选题】The capital allocation line provided by a risk-free security and N risky securities is ()
A.
the line that connects the risk-free rate and the global minimum-variance portfolio of the risky securities.
B.
the line that connects the risk-free rate and the portfolio of the risky securities that has the highest expected return on the efficient frontier.
C.
the line tangent to the efficient frontier of risky securities drawn from the risk-free rate.
D.
the horizontal line drawn from the risk-free rate.
【单选题】Which of the following statements is (are) true?I) Risk-averse investors reject investments that are fair games.II) Risk-neutral investors judge risky investments only by the expected returns.III) Ris...
A.
I only
B.
II only
C.
I and II only
D.
II and III only
E.
II, III, and IV only
【单选题】Which one of the following portfolios cannot lie on the efficient frontier as described by Markowitz?PortfolioExpected ReturnStandard DeviationA10%12%B5%7%C15%20%D12%25%
A.
Only portfolio A cannot lie on the efficient frontier.
B.
Only portfolio B cannot lie on the efficient frontier.
C.
Only portfolio C cannot lie on the efficient frontier.
D.
Only portfolio D cannot lie on the efficient frontier.
E.
Cannot tell from the information given.
【单选题】The measure of risk in a Markowitz efficient frontier is ()
A.
specific risk.
B.
standard deviation of returns.
C.
reinvestment risk.
D.
beta.
【单选题】In the context of the Capital Asset Pricing Model (CAPM), the relevant measure of risk is
A.
unique risk.
B.
beta.
C.
standard deviation of returns.
D.
variance of returns.
【单选题】Which statement is not true regarding the market portfolio? ()
A.
It includes all publicly-traded financial assets.
B.
It lies on the efficient frontier.
C.
All securities in the market portfolio are held in proportion to their market values.
D.
It is the tangency point between the capital market line and the indifference curve.
E.
All of the options are true.
相关题目：
【单选题】Asset allocation may involve ()
A.
the decision as to the allocation between a risk-free asset and a risky asset.
B.
the decision as to the allocation among different risky assets.
C.
considerable security analysis.
D.
the decision as to the allocation between a risk-free asset and a risky asset and the decision as to the allocation among different risky assets.
E.
the decision as to the allocation between a risk-free asset and a risky asset and considerable security analysis.
【单选题】The capital allocation line provided by a risk-free security and N risky securities is ()
A.
the line that connects the risk-free rate and the global minimum-variance portfolio of the risky securities.
B.
the line that connects the risk-free rate and the portfolio of the risky securities that has the highest expected return on the efficient frontier.
C.
the line tangent to the efficient frontier of risky securities drawn from the risk-free rate.
D.
the horizontal line drawn from the risk-free rate.
【单选题】Which of the following statements is (are) true?I) Risk-averse investors reject investments that are fair games.II) Risk-neutral investors judge risky investments only by the expected returns.III) Ris...
A.
I only
B.
II only
C.
I and II only
D.
II and III only
E.
II, III, and IV only
【单选题】Which one of the following portfolios cannot lie on the efficient frontier as described by Markowitz?PortfolioExpected ReturnStandard DeviationA10%12%B5%7%C15%20%D12%25%
A.
Only portfolio A cannot lie on the efficient frontier.
B.
Only portfolio B cannot lie on the efficient frontier.
C.
Only portfolio C cannot lie on the efficient frontier.
D.
Only portfolio D cannot lie on the efficient frontier.
E.
Cannot tell from the information given.
【单选题】The measure of risk in a Markowitz efficient frontier is ()
A.
specific risk.
B.
standard deviation of returns.
C.
reinvestment risk.
D.
beta.
【单选题】In the context of the Capital Asset Pricing Model (CAPM), the relevant measure of risk is
A.
unique risk.
B.
beta.
C.
standard deviation of returns.
D.
variance of returns.
【单选题】Which statement is not true regarding the market portfolio? ()
A.
It includes all publicly-traded financial assets.
B.
It lies on the efficient frontier.
C.
All securities in the market portfolio are held in proportion to their market values.
D.
It is the tangency point between the capital market line and the indifference curve.
E.
All of the options are true.
参考解析：
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