题目内容

With respect to the security market line, if two risky assets have the same covariance with the market portfolio but have different estimated rates of return, the most accurate conclusion is that the two risky assets have:

A. the same amount of systematic risk, and both assets are properly valued.
B. different amount of systematic risk, and both assets are properly valued.
C. The same amount of systematic risk, and at least one of the assets is either overvalued or undervalued.

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An analyst believes that EFG will pay a $1 dividend a year from now, and will be priced at $23 per share immediately following the dividend. The risk-free rate is 4%, and the analyst forecasts an expected market return of 12%. EFG has a beta of 0.75 and a current price of $ 22. Based on this information:

A. EFG is overvalued.
B. EFG is undervalued.
C. EFG is fairly priced.

An investor is evaluating the following possible portfolios. Which of the following portfolios would not lie on the efficient frontier Portfolio Expected Return Standard Deviation A 26% 28% B 23% 34% C 14% 23% D 18% 14% E 11% 8% F 18% 16%

A. C, D, and E.
B. A, E, and F.
C. B, C, and F.

The statistics for three stocks A, B, and C are shown below. Based only on the information provided, and given a choice between portfolios of equal amounts of stock A and B or B and C, Correlation of Returns Stock A B C A 1.00 0.90 0.50 B 1.00 0.10 C 1.00 Standard Deviation of Returns Stock A B S"dev 0.40 0.20 0.40 which portfolio you would recommend

AB.
BC.
C. AＣ.

你刚进单位，在大厅业务窗口工作。近一个月内两次被纳税人投诉，经常受到领导的批评，同事背地里对你议论纷纷。请问你怎么办