L1 portfolio management 的两道notes题
Notes 第4本第195页
4. Beta is best described as the:A. slope of the security market line. B. correlation of returns with those of the market portfolio. C. covariance of returns with the market portfolio expressed in terms of the variance of market returns. 5 . According to Markowitz portfolio theory: A. combining any two risky assets in a portfolio will reduce unsystematic risk compared to a portfolio holding only one of the two risky assets. B. adding a risky stock to a (less risky) bond portfolio can decrease portfolio risk. C. a portfolio with the minimum risk for its level of expected return lies on the
efficient frontier.
第四题答案是C,我觉得A也对阿?
第五题答案是B,我觉得C也说的过去阿? 答案里说The efficient frontier consists of
portfolios that have the greatest expected return for a given level of risk.
为什么反过来说就不行呢? |
发表于 2013-12-4 20:28
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