A.includes all risky assets invested in equal amounts.
B.is exposed to both unsystematic and systematic risk.
C.is perfectly positively correlated with other portfolios on the CML.
您可能感興趣的試卷
你可能感興趣的試題
A.M-squared
B.Sharpe ratio
C.Treynor ratio
A.1.84%
B.4.34%
C.3.70%
A.lower.
B.higher.
C.the same.
A.Independent board members comprise a minority proportion on the company's board.
B.The separation of the chief executive position from the chair position on the company's board.
C.Independent board members are allowed to meet shareholders only in the presence of the entire board.
A.net present value and internal rate of return profiles.
B.marginal cost of capital and net present value profiles.
C.marginal cost of capital and investment opportunity schedule.
A.equal for the two projects.
B.lower for Project 1 than for Project 2.
C.greater for Project 1than for Project 2.
A.Increase
B.Decrease
C.No effect
A.3.9%
B.6.9%
C.10.8%
A.不適用于逆向浮動利率抵押債券
B.隨著券息上升而下降
C.不適用于零息債券
A.貨幣時(shí)間價(jià)值的考慮
B.包括資產(chǎn)利潤的影響
C.通過公式輕松的獲得
最新試題
一家公司債券，應(yīng)稅收益率為7%。稅級為30%，那么投資者的稅后收益率將會是（）。
假設(shè)一個(gè)股票的數(shù)據(jù)如下：貝塔系數(shù)：115無風(fēng)險(xiǎn)利率：5%市場預(yù)期報(bào)酬率：12%股息分配額率：35%預(yù)期股息增長率：12%；使用股息折現(xiàn)模型的方法，盈利乘數(shù)最接近（）。
A portfolio manager generated a rate of return of 15.5% on a portfolio with beta of 1.2.If the risk-free rate of return is 2.5% and the market return is 11.8%，Jensen’s alpha for the portfolio is closest to：（）
史蒂芬.翰遜正在考慮購買AAA級的10年有效期債券，它的有效久期為5年。利息率增長1%會改變該債券價(jià)格（）。
An analyst is developing net present value （NPV）profiles for two investment projects.The only difference between the two projects is that Project 1 is expected to receive larger cash flows early in the life of the project，while Project 2 is expected to receive larger cash flows late in the life of the project.The sensitivities of the projects’NPVs to changes in the discount rate is best described as：（）
If the degree of financial leverage （DFL）is 1.00，the operating breakeven point compared to the breakeven point，is most likely（）
一家公司每股股票的現(xiàn)期價(jià)格為$50，并且提供了如下資料給股東：股本回報(bào)率：15%目標(biāo)留存比率：60%現(xiàn)期普股股息：2.40必要普通權(quán)益報(bào)酬率：15%個(gè)股貝塔系數(shù)：0.8；通過這些數(shù)據(jù)分析，我們可以得出隱含的股價(jià)是（）。
一美國投資者于一年前購買了18，000英鎊的英國發(fā)行的證券。當(dāng)時(shí)一英鎊等于$1.75。假設(shè)這一年里，沒有任何的股息收益.。現(xiàn)在這些證券的價(jià)值達(dá)24，000英鎊。一英鎊等于$1.88，那么總的美元收益最接近（）。
假定3年期的年付債券的即期匯率為8%，2年期的年付債券即期匯率則為8.75%。由此可得，兩年后，1年期的債券即期匯率是多少（）。
A company’s optimal capital budget most likely occurs at the intersection of the（）