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单选题 An analyst gathers the following information about an equally weighted portfolio comprised of 500 assets:Average variance of the returns of the assets = 0.04Average covariance between the returns of the assets = 0.01The variance of the portfolio returns is closest to
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时间：2026-04-11 19:14:51
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题目1单选题
Which of the following factors is least likely to affect an individual's ability to take riskA. Time horizonB. Personality typeC. Expected income
题目2单选题
When markets are operating normally, the portfolio approach to investing most likelyA. affects an investor's risk more than the investor's returnB. provides the same level of risk reduction as during times of severe market turmoilC. increases an investor's expected return as compared to owning one individual stock
题目3单选题
If a risk-free asset with zero expected return is added to the investable universe of risky assets, the investors' risk-return trade-off most likelyA. worsensB. remains unchangedC. improves
题目4单选题
When a bank invests its excess reserves, which of the following best describes the bank's return objective? To earn a return that exceeds theA. risk-free interest rateB. interest rate the bank pays on its depositsC. interest rate the bank receives on its loans
题目5单选题
An analyst gathers the following information about an equally weighted portfolio comprised of 500 assets:Average variance of the returns of the assets = 0.04Average covariance between the returns of the assets = 0.01The variance of the portfolio returns is closest toA. 0.01B. 0.04C. 0.05
题目6单选题
A stock has a correlation of 0.45 with the market and a standard deviation of returns of 12.35%. If the market has a standard deviation of returns of 8.25%, then the beta of the stock is closest toA. 0.30B. 0.67C. 1.50
题目7单选题
Which of the following is least likely an assumption of the CAPMA. Security prices are not affected by investor tradesB. An investor can invest as much as he or she desires in any assetC. Investors are different only with respect to their unique holding periods
题目8单选题
An investor planning to retire in 20 years will make a tuition payment equal to 10% of his portfolio's current value in three years. In the investor's IPS, this payment is most likely stated as aA. return objectiveB. liquidity constraintC. unique circumstance
题目9单选题
If a risk-free asset is available, an investor's optimal portfolio is the point of tangency between theA. Markowitz efficient frontier and the capital allocation lineB. capital allocation line and the investor's indifference curveC. Markowitz efficient frontier and the investor's indifference curve
题目10单选题
A risk-neutral investor considers two investments:• Investment 1 has a guaranteed payment of $45.• Investment 2 has an equal chance of earning either $100 or $0.The investor most likelyA. prefers Investment 1B. prefers Investment 2C. is indifferent between Investment 1 and Investment 2
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