兹维博迪金融学第二版试题库13TB1Word文档下载推荐.docx
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兹维博迪金融学第二版试题库13TB1Word文档下载推荐.docx
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(d)capitalizing
Answer:
(c)
2.TheCAPMprovidesawayofestimating________foruseinavarietyoffinancialapplications.
(a)actualratesofreturn
(b)expectedratesofreturn
(c)expectedstandarddeviation
(d)actualstandarddeviation
(b)
3.TheCAPMmaybeusedtoprovide________.
(a)inputstoDCFvaluationmodelforstocks
(b)inputstoDCFvaluationmodelforbonds
(c)estimationofa“fair”rateofreturnoninvestedcapital
(d)both(a)and(c)
(d)
4.A(n)________isaportfoliothatholdsallassetsinproportiontotheirobservedmarketvalues.
(a)marketportfolio
(b)risklessportfolio
(c)efficientrisklessportfolio
(d)both(b)and(c)
(a)
5.Supposetherearethreeassets:
BBstock,REMstock,andarisk-freeasset.Thetotalmarketvaluesofeachatcurrentpricesare$40millionofBBstock,$80millionofREMstock,and$10millionoftherisk-freeasset.Thecompositionofthemarketportfoliois________.
(a)61.5%BBstock;
7.7%REMstock;
30.8%risk-freeasset
(b)33.33%BBstock;
66.67%REMstock;
0risk-freeasset
(c)30.8%BBstock;
61.5%REMstock;
7.7%risk-freeasset
(d)30.8%BBstock;
6.Supposetherearethreeassets:
BBstock,REMstock,andarisk-freeasset.Thetotalmarketvalueofeachatcurrentpricesare$40millionofBBstock,$80millionofREMstock,and$10millionoftherisk-freeasset.Thecompositionoftheriskypartofanyinvestor'
sportfoliowillbe________
(a)30.8%BBstock;
61.5%REMstock
66.67%REMstock
(d)66.67%BBstock;
33.33%REMstock
7.Supposetherearefoursecurities:
BBstock,REMstock,ACXstock,andarisk-freeasset.Thetotalmarketvaluesofeachatcurrentpricesare$50millionofBBstock,$40millionofREMstock,$80millionofACXstock,and$30millionoftherisk-freeasset.Thecompositionofthemarketportfoliois________.
(a)25%BBstock;
20%REMstock;
40%ACXstock;
30%risk-freeasset
(b)25%BBstock;
40%REMstock;
15%risk-freeasset
(c)25%BBstock;
(d)50%BBstock;
80%ACXstock;
8.
Supposetherearefoursecurities:
BBstock,REMstock,ACXstock,andarisk-freeasset.Thetotalmarketvaluesofeachatcurrentpricesare$50millionofBBstock,$40millionofREMstock,$80millionofACXstock,and$30millionoftherisk-freeasset.Determinetheholdingsofthethreeriskyassetsofatraderwhoinvests$60,000ofa$300,000portfoliointherisklesssecurity.
(a)$70,000inBBstock,$50,000inREMstock,$120,000inACXstock
(b)$60,000inBBstock,$48,000inREMstock,$96,00inACXstock
(c)$70,588inBBstock,$56,471inREMstock,$112,941inACXstock
(d)$88,235inBBstock,$70,588inREMstock,$141,176inACXstock
9.IntheCAPM,thetrade-offlineiscalledthe________.
(a)capitalmarketline
(b)portfoliomarketline
(c)assetmarketline
(d)capitalassetline
10.ThecorrectequationfortheCapitalMarketLine(CML)is________.
(a)
(b)
(c)
(d)
11.
Investorsmustbeofferedanexpectedrateofreturnthat________therisk-freerateofinterestwhenbeinginducedtoacceptamarketportfolio.
(a)islessthan
(b)isthesameas
(c)exceeds
(d)minimizes
12.The________theaveragedegreeofriskaversionofthepopulation,the________theriskpremiumrequired.
(a)greater;
lower
(b)greater;
greatertheinsignificanceof
(c)lower;
higher
(d)greater;
13.TheslopeoftheCapitalMarketLinerepresentsthe:
(a)volatilityofinterestrates
(b)marketreward-to-riskratio
(c)individualrisk-to-rewardratio
(d)individualpreference
14.Supposethestandarddeviationofthemarketportfoliois0.15andtheaveragedegreeofriskaversionis1.5.Thentheriskpremiumonthemarketportfoliois:
(a)0.034
(b)0.051
(c)0.225
(d)0.340
15.
Supposethestandarddeviationofthemarketportfoliois0.15andtheaveragedegreeofriskaversionis1.5.Iftheexpectedreturnonthemarketportfoliois0.15peryear,whatistheslopeoftheCapitalMarketLine?
(b)0.180
(d)0.516
16.Supposethestandarddeviationofthemarketportfoliois0.25and
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