举一反三
- If your portfolio standard deviation is 14% and risky asset standard deviation is 28%, what is the weight of risky asset in your portfolio? (Hint: Remember the y!)
- Assuming the standard deviation of market is 8%, of asset A is 25%，the Covariance of asset A and the market is 0.008. How much is the β of asset A A: 0.10 B: 1.25 C: 0.40 D: 1.60
- If your portfolio standard deviation is 14% and risky asset standard deviation is 28%, what is the weight of risky asset in your portfolio? (Hint: Remember the y!) A: 0.5 or 50% B: 1 or 100% C: 0.1 or 10% D: .44 or 44%
- Relative to the underlying stock, a call option always has A: a higher beta and a higher standard deviation of return. B: a lower beta and a higher standard deviation of return. C: a higher beta and a lower standard deviation of return. D: a lower beta and a lower standard deviation of return.
- The covariance of the market"s returns with the stock"s returns is 0.007 and the standard deviation of the market"s returns is 0.15. What is the stock"s beta A: 0.23 B: 0.31 C: 0.57
内容
- 0
When a portfolio consists of only a risky asset and a riskless asset, increasing the fraction of the overall portfolio invested in the risky asset will ______. A: increase the expected return on the portfolio B: increase the standard deviation of the portfolio C: not change the risk-reward ratio D: Neither A, B nor C is true E: A, B and C are all true
- 1
The asset allocation line in the mean-standard deviation plane is the connection between risk-free assets and risky assets.
- 2
Depreciation is the systematic allocation of the depreciable amount of an asset over the asset's useful life.
- 3
A bond is an example of which type of asset? ( ) A: Physical asset B: Real asset C: Financial asset D: Tangible asset E: Equity asset
- 4
If the tax base of an asset exceeds the asset"s carrying value and a reversal is expected in the future: A: a deferred tax asset is created. B: a deferred tax liability is created. C: neither a deferred tax asset nor a deferred tax liability is created.