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CFA一级
包含CFA一级传统在线课程、通关课程及试题相关提问答疑;
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08.单选题 已收藏 标记 纠错 What does the beta represent in the SML map? A systematic risk B market risk C unsystematic risk 查看解析 上一题 下一题 正确答案A 您的答案A本题平均正确率:80% Systematic risk(beta), return generating models难度:一般 推荐: 答案解析 In the SML, beta can be viewed as a standardized measure of systematic risk. 问:A和B的区别是什么?
查看试题 已回答07.单选题 收藏 标记 纠错 The capital allocation line is a straight line pass through the risk-free asset and the: A global maximum-return portfolio. B optimal risky portfolio. C global minimum-variance portfolio 查看解析 上一题 下一题 正确答案B 您的答案A本题平均正确率:83% CAL, CML难度:一般 推荐: 答案解析 An investor's optimal portfolio will lie somewhere on the capital allocation line, which begins at the risk-free asset and runs through the optimal risky portfolio. 问:不是应该CML线穿过 optimal risky portfolio吗
查看试题 已回答Wes Smith, CFA, refers many of his clients to Bill Towers, CPA, for accounting services. In return, Towers performs routine services for Smith, such as his tax returns, for no charge. With respect to this relationship, Smith: A is in violation of both Standard V(B) and III(B). B is only in violation of Standard III(B), Fair Dealing, by not putting the client first. C must disclose to his clients that Towers provides services for Smith's personal benefit. = 这题出现了refer,所以基本可以确定就是referral fees的相关问题吗? referral fees需要提前disclose应该是限定在refer条件下吧?也就是并没有为客户提供了某种服务,而是做了推荐?
查看试题 已回答精品问答
- 为什么半年付息 算ytm是乘以2 而年化的麦考利久期是除以2
- 为什么长期垄断竞争中 D和ATC相切
- m上升 EAR为什么上升 以及为什么又不变
- 为什么TC 的切点对应是AVC的最低点?
- 前面在讲Aggregate demand curve的时候说,价格上涨使消费下降,而这里又说价格下降消费变少,为什么存在矛盾?
- 为什么可以把TR TC同时体现在纵轴?
- 对于老师讲的这部分,1. 我理解FRA的Payoff始终等于利率期货的Payoff部分进行折现(除以1个大于1的数),也就是说,FRA的Payoff的变动幅度 应该 始终小于利率期货的变动幅度。2. 至于是涨多跌少,还是涨少跌多,其实MRR在分母上,可以根据1/x的曲线特点来理解,无非就是MRR上升时1/(1+MRR)的变动幅度 小于 MRR下降时1/(1+MRR)的变动幅度,所以如果MRR上升时,Payoff是上升的,那么就是涨少跌多,如果MRR上升时,Payoff是下降的,那就是涨多跌少。以上2点,我理解的对吗?
- 为什么B选项要考虑借股还股?而A选项没有考虑借钱买然后还钱?可以都不考虑吗?还是借股还股一定要在这个流程中体现?



