标题: Reading 52: Portfolio Risk and Return: Part I-LOS b 习题精选 [打印本页]
作者: 1215 时间: 2011-3-24 15:35 标题: [2011]Session 12-Reading 52: Portfolio Risk and Return: Part I-LOS b 习题精选
Session 12: Portfolio Management
Reading 52: Portfolio Risk and Return: Part I
LOS b: Describe the characteristics of the major asset classes that investors would consider in forming portfolios according to mean-variance portfolio theory.
Over the long term, the annual returns and standard deviations of returns for major asset classes have shown:
|
A) |
a negative relationship. | |
|
B) |
a positive relationship. | |
|
C) |
no clear relationship. | |
In most markets and for most asset classes, higher average returns have historically been associated with higher risk (standard deviation of returns).
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