...
Stock A B C
A + 1
B - 0.2 + 1
C + 0.6 - 0 .1 + 1
A)
A and C.
B)
A and B.
C)
C and B.
D)
B alone.
Question: 11 3 - 28533
A stock has a beta of .9 and an expected return of 10 percent. ... 1. 50.
D)
+ 1. 50.
Question: 11 1 - 28529
Which one of the following portfolios does not lie on the efficient frontier?
Portfolio Expected Return Standard Deviation
A 7 5
B 9 12
C 11 10 ... is the standard deviation of the two stock
portfolio?
A)
Standard Deviation = 18 .18 %.
B)
Standard Deviation = 21. 60%.
C)
Standard Deviation = 14 .85%.
D)
Standard Deviation = 14 .02%.
...
... 10 0) B
10 1) D 10 2) C 10 3) A 10 4) B 10 5) C 10 6) A 10 7) D 10 8) D 10 9) D 11 0) B
11 1) A 11 2) B 11 3) A 11 4) C 11 5) C 11 6) D 11 7) D 11 8) C 11 9) C 12 0) A
Answers
1) A
Standard V(A), Prohibition ... Schweser Online
Test # = 613 412
Correct Answers
1) A 2) D 3) A 4) A 5) B 6) C 7) A 8) D 9) A 10 ) A
11 ) B 12 ) C 13 ) B 14 ) A 15 ) D 16 ) D 17 ) C 18 ) A 19 ) C 20) D
21) A 22) B 23) C 24) A 25) ... 7.
11 0) B
Covariance = (1/ n)(S (RX –ERX)(RY – ERY))
mean X = (7+9 +10 +10 )/4 = 9; mean Y = (5+8 +11 +8)/4 = 8
Cov = [(7-9)(5-8)+(9-9)(8-8)+ (10 -9) (11 -8)+ (10 -9)(8-8)] / 4 = 2.25
11 1) A
Portfolio...
... Construction, and Alternative Assets.
Answer: C
CFA Institute Standards
2 010 Modular Level I, Vol. 1, pp. 14 1 -14 2
Study Session 1- 4-d
Characterize the eight major sections of the GIPS standards. ...
Year
1
2
3
4
5
6
7
8
9
10
Return (%)
2.2
6.2
8.9
9.3
10 .5
11 .7
12 .3
14 .1
15 .3
18 .4
The geometric mean return (%) is closest to:
A. 9.62.
B. 10 .80.
C. 10 .89.
...
“Understanding the Income Statement”, Thomas R. Robinson, CFA, Jan Hendrik
van Greuning, CFA, R. Elaine Henry, CFA, and Michael A. Broihahn, CFA
2 010 Modular Level 1, Vol.3, pp .18 3 -18 6
“Understanding...