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?
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?
An analyst does research about market efficiency. Which of the following statements least likely explains why a market mispricing may persist() A: Arbitrage is encouraged to produce riskless profits. B: A price discrepancy is insufficient large to leave the investor with a profit. C: Short selling is limited or restricted.
An analyst does research about market efficiency. Which of the following statements least likely explains why a market mispricing may persist() A: Arbitrage is encouraged to produce riskless profits. B: A price discrepancy is insufficient large to leave the investor with a profit. C: Short selling is limited or restricted.
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
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