Reading 66: Portfolio Concepts Los a(part1)~Q1-2 following, expected, investor, returns, depend

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LOS a, (Part 1): Discuss mean–variance analysis and its assumptions.

Q1. Mean-variance analysis assumes that investor preferences depend on all of the following EXCEPT:

A)   correlations among asset returns.

B)   expected asset returns.

C)   skewness of the distribution of asset returns.

 

Q2. One of the assumptions of mean-variance analysis is that all investors are risk-averse, which means they:

A)   are not willing to make risky investments.

B)   prefer less risk to more for any given level of volatility.

C)   prefer less risk to more for any given level of expected return.

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