The expected return on a risky asset depends only on the market risk.
对
举一反三
- The expected return on a risky asset depends only on the market risk. A: 正确 B: 错误
- The _____ tells us that the expected return on a risky asset depends only on that asset's nondiversifiable risk A: efficient markets hypothesis B: systematic risk principle C: open markets theorem D: law of one price
- 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.______
- A risk premium is the additional return expected for taking on risk.
- 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
内容
- 0
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.
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The difference between risk averse and risk neutral investors is that risk neutral investors only consider expected rate of return while risk averse investors needs compensation for risk
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Portfolios not only spare risk, but also eliminate risk.
- 3
Selling a risky asset before the loss occurs (selling a risky stock) A: Loss control B: Loss retention C: Loss prevention D: Risk transfer
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A ________ prefers stock in the less risky asset than in the riskier asset. A: risk preferrer B: risk-averse person C: risk lover D: risk-favorable person