[CFA level 1模拟真题]Version 4 Questions－Q60 medium, border, assets, class

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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

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答案和详解如下：

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[2007 CFA level 1模拟真题]Version 4 Questions－Q60

2007-10-26 09:37