Câu 43: CWM_LEVEL_2: Chartered Wealth Manager (CWM) Certification Level II Examination
Suppose you are working with two factor portfolios, Portfolio 1 and Portfolio 2. The portfolios have market returns of 15% and 6%, respectively. Based on this information, what would be the expected return on well-diversified portfolio A, if A has a beta of 0.80 on the first factor and 0.50 on the second factor? The r…
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Suppose you are working with two factor portfolios, Portfolio 1 and Portfolio 2. The portfolios have market returns of 15% and 6%, respectively. Based on this information, what would be the expected return on well-diversified portfolio A, if A has a beta of 0.80 on the first factor and 0.50 on the second factor? The risk-free rate is 3%.
Các lựa chọn
Đáp án được giữ gọn theo nhãn A, B, C, D trong phần bình chọn tương tác.
- A. 0.152
- B. 0.141 — đáp án hiện tại
- C. 0.121
- D. 0.107
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