A.includes all risky assets invested in equal amounts.
B.is exposed to both unsystematic and systematic risk.
C.is perfectly positively correlated with other portfolios on the CML.
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A.M-squared
B.Sharpe ratio
C.Treynor ratio
A.1.84%
B.4.34%
C.3.70%
A.lower.
B.higher.
C.the same.
A.Independent board members comprise a minority proportion on the company's board.
B.The separation of the chief executive position from the chair position on the company's board.
C.Independent board members are allowed to meet shareholders only in the presence of the entire board.
A.net present value and internal rate of return profiles.
B.marginal cost of capital and net present value profiles.
C.marginal cost of capital and investment opportunity schedule.
A.equal for the two projects.
B.lower for Project 1 than for Project 2.
C.greater for Project 1than for Project 2.
A.3.9%
B.6.9%
C.10.8%
A.不适用于逆向浮动利率抵押债券
B.随着券息上升而下降
C.不适用于零息债券
A.货币时间价值的考虑
B.包括资产利润的影响
C.通过公式轻松的获得
最新试题
以下哪个收益率最可能成为投资者对债券估价的因素()。
A portfolio manager generated a rate of return of 15.5% on a portfolio with beta of 1.2.If the risk-free rate of return is 2.5% and the market return is 11.8%,Jensen’s alpha for the portfolio is closest to:()
根据以下即期汇率:那么,一年的远期汇率在两年后最接近()。
根据以下数据:利息率5.90%6.00%6.10%债券价格99.7599.5099.30那么,这个债券的久期最接近()。
一家公司每股股票的现期价格为$50,并且提供了如下资料给股东:股本回报率:15%目标留存比率:60%现期普股股息:2.40必要普通权益报酬率:15%个股贝塔系数:0.8;通过这些数据分析,我们可以得出隐含的股价是()。
分析者使用了下列信息形成了一组价值加权指数:假设12月31日,20X5初始的指数价值为100,那么最后20X6的价值加权指数最接近()。
一美国投资者于一年前购买了18,000英镑的英国发行的证券。当时一英镑等于$1.75。假设这一年里,没有任何的股息收益.。现在这些证券的价值达24,000英镑。一英镑等于$1.88,那么总的美元收益最接近()。
史蒂芬.翰逊正在考虑购买AAA级的10年有效期债券,它的有效久期为5年。利息率增长1%会改变该债券价格()。
对于一个基于结构性因素的市场来说,以下哪项能够证明市场异常()。
The stock of GBK Corporation has a beta of 0.65.If the risk-free rate of return is 3% and the expected market return is 9%,the expected return for GBK is closest to()