26、An analyst gathered the following information about a common stock portfolio: Arithmetic mean return | 14.3% | Geometric mean return | 12.7% | Variance of returns | 380 | Portfolio beta | 1.35 |
If the risk-free rate of return is 4.25%, then the coefficient of variation and the Sharpe ratio, respectively, for the portfolio are closest to:
| Coefficient of
variation | Sharpe ratio | A. | 1.36 | 0.52 | B. | 1.36 | 7.44 | C. | 1.53 | 0.52 | D. | 1.53 | 7.44 |
Select exactly 1 answer(s) from the following: A. Answer A. B. Answer B. C. Answer C. D. Answer D.
27、If an analyst estimates the probability of an event for which there is no historical record, this probability is best described as: Select exactly 1 answer(s) from the following: A. a priori. B. objective. C. empirical. D. subjective.
28、Which of the following statements regarding correlation and covariance is most likely correct? The correlation between two random variables is their covariance standardized by the: Select exactly 1 answer(s) from the following: A. product of the variables' variances. B. variance of the dependent variable. C. variance of the independent variable. D. product of the variables' standard deviations.
29、Which of the following best describes the discrete uniform distribution? The discrete uniform distribution: Select exactly 1 answer(s) from the following: A. has a finite number of specified outcomes. B. is based on the Bernoulli random variable. C. is approximated by the log-normal distribution. D. has an infinite number of unspecified outcomes.
30、An analyst determined that the sample mean and variance for a normal distribution are 42 and 9, respectively. The 99% confidence interval for this random variable is closest to: Select exactly 1 answer(s) from the following: A. 15.0 to 69.0. B. 18.8 to 65.2. C. 34.3 to 49.7. D. 39.0 to 45.0. | 
发表于 2008-11-5 18:51
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