A) decrease.
B) either remain constant or decrease.
C) remain constant.
D) increase.
E) either remain constant or increase.
Correct Answer
verified
Multiple Choice
A) .311
B) .390
C) .408
D) .610
E) .649
Correct Answer
verified
Multiple Choice
A) 5.25
B) 5.79
C) 6.25
D) 9.19
E) 10.50
Correct Answer
verified
Multiple Choice
A) 12.76%
B) 12.88%
C) 13.44%
D) 13.56%
E) 13.85%
Correct Answer
verified
Multiple Choice
A) A portfolio variance is a weighted average of the variances of the individual securities which comprise the portfolio.
B) A portfolio variance is dependent upon the portfolio's asset allocation.
C) A portfolio variance is unaffected by the correlations between the individual securities held in the portfolio.
D) The portfolio variance must be greater than the lowest variance of any of the securities held in the portfolio.
E) The portfolio variance must be less than the lowest variance of any of the securities held in the portfolio.
Correct Answer
verified
Multiple Choice
A) beta.
B) standard deviation.
C) balance.
D) weight.
E) variance.
Correct Answer
verified
Multiple Choice
A) weighted average return given the multiple states of the economy
B) rate of return for a given economic state
C) variance of the returns given the multiple states of the economy
D) correlation between the returns given the various states of the economy
E) correlation of the weighted average return as compared to the market
Correct Answer
verified
Multiple Choice
A) squared measure of a security's total risk.
B) extent to which the returns on two assets move together.
C) measurement of the systematic risk contained in an asset.
D) daily return on an asset compared to its previous daily return.
E) spreading of an investment across a number of assets.
Correct Answer
verified
Multiple Choice
A) I only
B) III only
C) IV only
D) I and IV only
E) II and III only
Correct Answer
verified
Multiple Choice
A) perfectly positive
B) positive
C) negative
D) perfectly negative
E) uncorrelated
Correct Answer
verified
Multiple Choice
A) increasing returns
B) minimizing taxes
C) reducing some of the risk
D) eliminating all of the risk
E) increasing the variance
Correct Answer
verified
Multiple Choice
A) −1.0
B) −.5
C) 0
D) .5
E) 1.0
Correct Answer
verified
Multiple Choice
A) 9.36%
B) 9.74%
C) 10.85%
D) 11.78%
E) 12.05%
Correct Answer
verified
Multiple Choice
A) 11%
B) 15%
C) 21%
D) 24%
E) 27%
Correct Answer
verified
Multiple Choice
A) I and IV only
B) II and IV only
C) II, III, and IV only
D) I, II, and IV only
E) I, II, III, and IV
Correct Answer
verified
Multiple Choice
A) 7.30%
B) 7.58%
C) 8.03%
D) 8.88%
E) 9.40%
Correct Answer
verified
Multiple Choice
A) 190.9%
B) 203.8%
C) 268.1%
D) 290.9%
E) 306.9%
Correct Answer
verified
Multiple Choice
A) 1.21%
B) 1.42%
C) 1.56%
D) 3.84%
E) 4.03%
Correct Answer
verified
Multiple Choice
A) 8.89%
B) 9.85%
C) 10.64%
D) 11.84%
E) 12.92%
Correct Answer
verified
Multiple Choice
A) 18.75%
B) 22.75%
C) 31.53%
D) 48.97%
E) 50.03%
Correct Answer
verified
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