700+ câu trắc nghiệm Đầu tư dự án có đáp án - Phần 15

You invest \$100 in a risky asset with an expected rate of return of 0.11 and a standard deviation of 0.20 and a T-bill with a rate of return of 0.03. The slope of the Capital Allocation Line formed with the risky asset and the risk-free asset is equal to

You invest \$100 in a risky asset with an expected rate of return of 0.12 and a standard deviation of 0.15 and a T-bill with a rate of return of 0.05. What percentages of your money must be invested in the risky asset and the risk-free asset, respectively, to form a portfolio with an expected return of 0.09?

You invest \$100 in a risky asset with an expected rate of return of 0.12 and a standard deviation of 0.15 and a T-bill with a rate of return of 0.05.

A portfolio that has an expected outcome of \$115 is formed by

You invest \$100 in a risky asset with an expected rate of return of 0.12 and a standard deviation of 0.15 and a T-bill with a rate of return of 0.05. The slope of the Capital Allocation Line formed with the risky asset and the risk-free asset is equal to

You invest \$1000 in a risky asset with an expected rate of return of

0.17 and a standard deviation of 0.40 and a T-bill with a rate of return of

0.04. A portfolio that has an expected outcome of \$114 is formed by

You invest \$1000 in a risky asset with an expected rate of return of

0.17 and a standard deviation of 0.40 and a T-bill with a rate of return of

0.04. The slope of the Capital Allocation Line formed with the risky asset and the risk-free asset is equal to

Your client, Bo Regard, holds a complete portfolio that consists of a portfolio of risky assets (P) and T-Bills. The information below refers to these assets.

E(Rp) 12.00 %

Standard Deviation of P 7.20 % T-Bill rate 3.60 %

Proportion of Complete Portfolio in P 80% Proportion of Complete Portfolio in T-Bills 20 %

Composition of P:

Stock A 40.00 % Stock B 25.00 % Stock C 35.00 % Total 100.00

What is the expected return on Bo's complete portfolio?

Your client, Bo Regard, holds a complete portfolio that consists of a portfolio of risky assets (P) and T-Bills. The information below refers to these assets.

E(Rp) 12.00 %

Standard Deviation of P 7.20 % T-Bill rate 3.60 %

Proportion of Complete Portfolio in P 80 % Proportion of Complete Portfolio in T-Bills 20 %

Composition of P:

Stock A 40.00 % Stock B 25.00 % Stock C 35.00 % Total 100.00 %

What is the standard deviation of Bo's complete portfolio?

Your client, Bo Regard, holds a complete portfolio that consists of a portfolio of risky assets (P) and T-Bills. The information below refers to these assets.

E(Rp) 12.00 %

Standard Deviation of P 7.20 % T-Bill rate 3.60 %

Proportion of Complete Portfolio in P 80 % Proportion of Complete Portfolio in T-Bills 20 %

Composition of P:

Stock A 40.00 % Stock B 25.00 % Stock C 35.00 % Total 100.00 %

What is the equation of Bo's capital allocation line?

Your client, Bo Regard, holds a complete portfolio that consists of a portfolio of risky assets (P) and T-Bills. The information below refers to these assets.

E(Rp) 12.00 %

Standard Deviation of P 7.20 % T-Bill rate 3.60 %

Proportion of Complete Portfolio in P 80 % Proportion of Complete Portfolio in T-Bills 20 % Composition of P:

Stock A 40.00 % Stock B 25.00 % Stock C 35.00 % Total 100.00 %

What are the proportions of stocks A, B, and C, respectively, in Bo's complete portfolio?

A statistic(s) that measures how the returns of two risky assets move together is:

A two-asset portfolio with a standard deviation of zero can be formed when

An investor who wishes to form a portfolio that lies to the right of the optimal risky portfolio on the Capital Allocation Line must:

As the number of securities in a portfolio is increased, what happens to the average portfolio standard deviation?

Consider an investment opportunity set formed with two securities that are perfectly negatively correlated. The global minimum variance portfolio has a standard deviation that is always

If you invest 40% of your money in A and 60% in B, what would be your portfolio's expected rate of return and standard deviation?

The expected rates of return of stocks A and B are ______and ____, respectively.

Which of the following portfolio(s) is (are) on the efficient frontier?

Consider the following probability distribution for stocks A and B: Let G be the global minimum variance portfolio. The weights of A and B in G are _____and ______, respectively.

The expected rate of return and standard deviation of the global minimum variance portfolio, G, are ________and _______, respectively.

Consider the following probability distribution for stocks A and B: The variances of stocks A and B are _________and _______, respectively.

The coefficient of correlation between A and B is

The standard deviations of stocks A and B are and , respectively.

Consider two perfectly negatively correlated risky securities A and B.

A has an expected rate of return of 10% and a standard deviation of 16%.

B has an expected rate of return of 8% and a standard deviation of 12%. The weights of A and B in the global minimum variance portfolio are

______and ______, respectively.

Consider two perfectly negatively correlated risky securities A and B.

A has an expected rate of return of 10% and a standard deviation of 16%.

B has an expected rate of return of 8% and a standard deviation of 12%. The risk-free portfolio that can be formed with the two securities will earn _____rate of return.

Efficient portfolios of N risky securities are portfolios that________

Firm-specific risk is also referred to as

For a two-stock portfolio, what would be the preferred correlation coefficient between the two stocks?

Given an optimal risky portfolio with expected return of 12% and standard deviation of 23% and a risk free rate of 3%, what is the slope of the best feasible CAL?

In a two-security minimum variance portfolio where the correlation between securities is greater than -1.0

Market risk is also referred to as