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投資學題庫chap006(參考版)

2025-03-28 02:26本頁面
  

【正文】 They only accept risky inve。They only care about the rate of return.B.Multiple Choice Questions Chapter 06 Capital Allocation to Risky Assets Answer Keys fund and would be deducted at the end of the year.)e. How would it affect the graph if the broker were to charge the full amount of the fee?74.You are evaluating two investment alternatives. One is a passive market portfolio with an expected return of 10% and a standard deviation of 16%. The other is a fund that is actively managed by your broker. This fund has an expected return of 15% and a standard deviation of 20%. The riskfree rate is currently 7%. Answer the questions below based on this information.a. What is the slope of the capital market line?b. What is the slope of the capital allocation line offered by your broker39。s effect on y* and why the nature of the relationship makes sense intuitively. Assume the investor is risk averse. Eddie, who is a riskneutral investor。68.What is a fair game? Explain how the term relates to a riskaverse investor39。67.In the utility function: U = E(r) [], what is the significance of A?66.Discuss the differences between investors who are risk averse, risk neutral, and risk loving..E..C.A.65.You invest $100 in a risky asset with an expected rate of return of and a standard deviation of and a Tbill with a rate of return of .The slope of the capital allocation line formed with the risky asset and the riskfree asset is equal toinvesting $43 in the risky asset and $57 in the riskfree asset.E.investing $80 in the risky asset and $20 in the riskfree asset.C.A.64.You invest $100 in a risky asset with an expected rate of return of and a standard deviation of and a Tbill with a rate of return of .A portfolio that has an expected oute of $114 is formed by% and %E.% and %C.A.63.You invest $100 in a risky asset with an expected rate of return of and a standard deviation of and a Tbill with a rate of return of .What percentages of your money must be invested in the riskfree asset and the risky asset, respectively, to form a portfolio with a standard deviation of ?% and %E.% and %C.A.62.You invest $100 in a risky asset with an expected rate of return of and a standard deviation of and a Tbill with a rate of return of .What percentages of your money must be invested in the risky asset and the riskfree asset, respectively, to form a portfolio with an expected return of ?.E..C.A.61.You invest $1,000 in a risky asset with an expected rate of return of and a standard deviation of and a Tbill with a rate of return of .The slope of the capital allocation line formed with the risky asset and the riskfree asset is equal to40% and 60%E.50% and 50%C.A.60.You invest $1,000 in a risky asset with an expected rate of return of and a standard deviation of and a Tbill with a rate of return of .What percentages of your money must be invested in the riskfree asset and the risky asset, respectively, to form a portfolio with a standard deviation of ?% and %E.75% and 25%C.A.59.You invest $1,000 in a risky asset with an expected rate of return of and a standard deviation of and a Tbill with a rate of return of .What percentages of your money must be invested in the risky asset and the riskfree asset, respectively, to form a portfolio with an expected return of ?.E..C.A.58.You invest $100 in a risky asset with an expected rate of return of and a standard deviation of and a Tbill with a rate of return of .The slope of the capital allocation line formed with the risky asset and the riskfree asset is equal to40% and 60%E.50% and 50%C.A.57.You invest $100 in a risky asset with an expected rate of return of and a standard deviation of and a Tbill with a rate of return of .What percentages of your money must be invested in the riskfree asset and the risky asset, respectively, to form a portfolio with a standard deviation of ?57% and 43%E.75% and 25%C.A.56.You invest $100 in a risky asset with an expected rate of return of and a standard deviation of and a Tbill with a rate of return of .What percentages of your money must be invested in the risky asset and the riskfree asset, respectively, to form a portfolio with an expected return of ? E. D. C. B.A.s expected return and standard deviation are __________ and __________, respectively. D. C. B.A.s expected return and standard deviation are __________ and __________, respectively.I, II, III, and IVIII and IVD.I, III, and IVB.change the riskfree rate and find the utility level that results in the same standard deviation.find another utility level with 0% risk.D.find the utility of a portfolio with 0% in the riskfree asset.B.20%, %, %32%, 20%, 28%D.40%, 25%, 35%B.What are the proportions of stocks A, B, and C, respectively, in Bo39。51.Your client, Bo Regard, holds a plete portfolio that consists of a portfolio of risky assets (P) and TBills. The information below refers to these assets.E(rC) = + Standard Deviation of CE.E(rC) = + Standard Deviation of CC.A.s capital allocation line?%%D.%B.What is the standard deviation of Bo39。49.Your client, Bo Regard, holds a plete portfolio that consists of a portfolio of risky assets (P) and TBills. The information below refers to these assets.%E.%C.A.s plete portfolio? desired holding periods.their shortterm nature makes their values insensitive to inter
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