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
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
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!)
- 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.______
- 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.<br/>______
- 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%
- 中国大学MOOC: According to the portfolio selection theory, when there exists a riskless asset and many risky assets in the market, which of the following statements are not correct?