A: 0.10
B: 1.25
C: 0.40
D: 1.60
举一反三
- The higher the standard deviation of returns on an asset, the _________ is the asset's _________
- 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!)
- 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 expected return on a risky asset depends only on the market risk.
- The expected return on a risky asset depends only on the market risk. A: 正确 B: 错误
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
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
- 2
What is the purpose of charging depreciation in accounts? A: To allocate the cost of a non-current asset over the accounting periods expected to benefit from its use B: To ensure that funds are available for the eventual replacement of the asset C: To reduce the cost of the asset in the statement of financial position to its estimated market value D: To account for the 'wearing-out' of the asset over its life
- 3
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
- 4
Suppose that the risk-free rate is 5%, risky asset weight (the y) is 50% and market risk premium on risky asset is 5%, what is the expected portfolio return of our portfolio? Write in percentages with the % symbol.______