Câu hỏi 1

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What is the expected return for the following stock?

State Probability Return
Average .50 .25
Recession .35 .05
Depression .15 –.35

Chọn một:
a. .12
b. .09
c. .10
d. .05
e. .08

Clear my choice

Câu hỏi 2
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What is the risk premium for the following returns if the risk-free rate is 4%?
State Probability Return
Boom .20 .75
Good . 55 .25
Recession .15 –.10
Depression .10 –.50

Chọn một:
a. 0.2225
b. 0.1825
c. 0.1525
d. 0.3325
e. 0.0525

Clear my choice
Câu hỏi 3
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What is the expected portfolio return given the following information:

Asset Portfolio weight Return
A .35 20%
B .15 35%
C .25 6%
D .25 12%

Chọn một:
a. 9.50%
b. 21.50%
c. 16.75%
d. 6.75%
e. 18.25%

Clear my choice

Câu hỏi 4
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What is the expected return on asset A if it has a beta of 0.6, the expected market return is 15%, and the risk-free rate is 6%?

Chọn một:
a. 15.0%
b. 11.4%
c. 17.3%
d. 9.6%
e. 5.4%
Clear my choice

Câu hỏi 5
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What is the portfolio beta if 60% of your money is invested in the market portfolio, and the remainder is invested in a risk-free asset?

Chọn một:
a. 0.60
b. 0.50
c. 0.75
d. 1.00
e. 0.40
Clear my choice
Câu hỏi 6
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You own two risky assets, both of which plot on the security market line. Asset A has an expected return of 11% and a beta of 0.7. Asset B has
an expected return of 20% and a beta of 1.5. If your portfolio beta is the same as the market portfolio, what proportion of your funds are
invested in asset A?

Chọn một:
a. 0.50
b. 0.75
c. 0.33
d. 0.88
e. 0.63
Clear my choice

Câu hỏi 7
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Standard Deviation Beta

Security X 0.35 1.45
Security Y 0.28 1.06
Security Z 0.44 1.22
Which of the following is correct?

Chọn một:
a. An equally-weighted portfolio of XYZ will have the same systematic risk as the market portfolio.
b. Security X has the greatest diversifiable risk because it has the largest beta.
c. Security Z has the greatest total risk because it has the largest standard deviation.
d. Security Y has the lowest total risk because it has the lowest beta.
e. Security X has the greatest total risk because it has the largest beta.
Clear my choice

Câu hỏi 8
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Chấm điểm của 1,00

Standard Deviation Beta

Security X 0.35 1.45
Security Y 0.28 1.06
Security Z 0.44 1.22
Which security has the greatest systematic risk?

Chọn một:
a. X because it has the largest beta coefficient.
b. Z because it has a high beta and the largest standard deviation.
c. Z because it has the largest standard deviation.
d. It is not possible to tell given the information above.
e. Y because it has the greatest diversifiable risk.
Clear my choice
 Câu hỏi 9
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Chấm điểm của 1,00

Standard Deviation Beta

Security X 0.35 1.45
Security Y 0.28 1.06
Security Z 0.44 1.22
Which security has the greatest expected return?

Chọn một:
a. Y because it has the largest standard deviation.
b. Z because it has the highest ratio of standard deviation to beta.
c. Y because it has the lowest beta coefficient, and therefore the lowest risk.
d. X because it has the largest beta coefficient.
e. It is not possible to tell given the information above.

Clear my choice

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