• 2022-06-07 问题

    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?

  • 2022-06-15 问题

    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.

  • 2022-06-07 问题

    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

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