4/8/2020 Practice Quiz M4 (Ungraded)

My courses ▶ (20/02) MScFE 640 Portfolio Theory and Asset Pricing (C19-S2)
▶ Module 4: Active Frontiers ▶ Practice Quiz M4 (Ungraded)

Started on Wednesday, 8 April 2020, 4:35 PM

State Finished
Completed on Wednesday, 8 April 2020, 4:50 PM
Time taken 14 mins 49 secs

Question 1
Complete

Not graded

Quantifying the optimization in the mean-variance approach means we have an

aversion to:

Select one:
negative returns.
relative risk.
total risk.

kurtosis.

Your answer is correct.

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4/8/2020 Practice Quiz M4 (Ungraded)

Question 2

Complete

Not graded

A fund that is exactly the same as the benchmark in return will have:

Select one:
0 tracking error.
0 active return.

both 0 active return and 0 tracking error.

an active return and tracking error that cannot be determined without the
benchmark.

Your answer is correct.

Question 3

Complete
Not graded

Robo-advisors tend to be:

Select one:
active fund managers.
high-fee fund managers.
passive fund managers.

none of the above.

Your answer is correct.

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4/8/2020 Practice Quiz M4 (Ungraded)

Question 4

Complete

Not graded

Claiming an investment is in the top 5% of its peers is an example of using:

Select one:
neither absolute returns nor relative returns.
both absolute returns and relative returns.

relative returns.
absolute returns.

Your answer is correct.

Question 5

Complete
Not graded

Active risk was originally intended to be applied to:

Select one:
active fund managers.
hedge fund managers.
wealth fund managers.
passive fund managers.

Your answer is correct.

◄ Video Transcript Lecture 4 M4

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Live Session M4 ►

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4/8/2020 Practice Quiz M4 (Ungraded)

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