题目内容

Which of the following statements concerning the security market line (SML) and the capital market line (CML) is true

All portfolios are expected to lie on the CML.
B. All securities are expected to lie on the CML.
C. All securities are expected to lie on the SML.

查看答案

搜索结果不匹配？点我反馈

更多问题

An analyst gathered the following data on Stock A and Stock B: Scenario Probability Stock A"s return Stock B"s return 1 0.5 0.30 0.150 2 0.5 0.15 0.075 What is the covariance between the returns of Stock A and Stock B

A. 0.0076.
B. 0.0028.
C. 0.0876.

查看答案

An investor owns the following portfolio today. Stock Market Value Expected Annual Return R $ 2000 17% S $ 3200 8% T $ 2800 13% The investor"s expected total rate of return( increase in market value) after three years is closest to:

A. 12.0%.
B. 36.0%.
C. 40.5%.

查看答案

Joe Finn is a highly paid corporate executive who will retire in two years. Over 25 years ago, Finn bought a large portfolio of growth stocks that has performed quite well. Finn has asked his financial adviser to consider switching from stocks to high-yielding bonds. The investment issue of greatest concern in implementing this strategy will be:

A. liquidity needs.
B. time horizon.
C. tax considerations.

查看答案

Using the Markowitz model, calculation of the portfolio standard deviation does not require the:

A. Expected rate of return on the market portfolio.
B. Variance of each individual asset in the portfolio.
C. Weight of each individual asset in the portfolio, where the weight is determined by the portfolio value.

查看答案

Which of the following statements concerning the security market line (SML) and the capital market line (CML) is true

All portfolios are expected to lie on the CML. B. All securities are expected to lie on the CML. C. All securities are expected to lie on the SML.

An analyst gathered the following data on Stock A and Stock B: Scenario Probability Stock A"s return Stock B"s return 1 0.5 0.30 0.150 2 0.5 0.15 0.075 What is the covariance between the returns of Stock A and Stock B

An investor owns the following portfolio today. Stock Market Value Expected Annual Return R $ 2000 17% S $ 3200 8% T $ 2800 13% The investor"s expected total rate of return( increase in market value) after three years is closest to:

Using the Markowitz model, calculation of the portfolio standard deviation does not require the:

All portfolios are expected to lie on the CML.
B. All securities are expected to lie on the CML.
C. All securities are expected to lie on the SML.