The asset allocation line in the mean-standard deviation plane is the connection between risk-free assets and risky assets.
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!)
- Individual's<br/>risk aversion degree decides specific allocation between a risky<br/>portfolio and a risk-free asset. ( )
- 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%
- The amount of systematic risk present in a particular risky asset relative to that in an average risky asset is called the: A: mean. B: risk premium. C: standard deviation. D: beta coefficient. E: variance.
- 【单选题】Which of the following statements best distinguishes the difference between real and financial assets? A. Financial assets appreciate in value; real assets depreciate in value. B. Real assets are tangible; financial assets are not. C. Real assets have less value than financial assets. D. Financial assets represent claims to income that is generated by real assets.