The securities on the SML are: A Any security that could be priced. B The securities only for trading and investment C The one on the efficient frontier 这题感觉b更合适，再和主观世界相切就是要投的组合，加入无差异曲线之前都是备选项

Which of the following security's exposure is least likely included in a return generating model? A Statistical factors. B Macroeconomic factors. C Fundamental factors. 这题什么原理？

66.单选题 收藏 标记 纠错 An analyst gathers the following information Which security has the least amount of market risk? A Security 1. B Security 2. C Security 3. 这题什么原理？

The sum of an asset's systematic variance and its nonsystematic variance of returns is equal to the asset's: A beta. B total risk. C total variance. 不能说2个资产的方差就是总asset方差吧？

Which of the following risk is measured on the horizontal axis of the capital market line (CML) graph? A Beta risk. B Unsystematic risk. C Total risk. 方差或者标准差衡量总风险吗？那非系统性风险用什么衡量？

The optimal portfolio on the efficient frontier is likely to be: A more risky for investors with higher risk aversion. B more risky for investors with lower risk aversion. C the same for all investors irrespective of their utility curves. 这题什么原理呢？

Which of the following statements about risk-averse investors is least accurate? A risk-averse investor: A seeks out the investment with minimum risk, while return is not a major consideration. B will take additional investment risk if sufficiently compensated for this risk. C minimizes risk for the same amount of return 这个为什么选a不选b呢？风险厌恶者用a描述没有问题呀

An analyst observes the following historic geometric returns: The real rate of return for corporate bonds is closest to: A 4.3% B 4.4% C 4.5% 这题什么原理呢？

Dimitry Kha, CFA, examines the following information: The 6-month forward rate 1 year from now is closest to: A 4.70%. B 4.75%. C 4.80%. 这个题是什么原理呢？错了好几遍了也没记住

Which of the following regulations will most likely contribute to market efficiency? Regulatory restrictions on: A Short selling. B Foreign traders. C Insiders trading with nonpublic information. 这题明显选a呀，答案错了吧？