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[CFA level 1模拟真题]Version 4 Questions-Q60

Q60. When a risk – free asset is combined with a portfolio of risky assets, will the

 

Standard deviation of the resulting portfolio be a linear function of the standard deviation of the risky asset portfolio?

Graph of the possible portfolio return and risk combinations display increasing incremental return per unit of incremental risk change?

A

No

No

B

No

Yes

C

Yes

No

D

Yes

Yes

 a

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 ??

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 d

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 d

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thanks

TOP

 d

TOP

A

TOP

D

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c

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