（最新）投資練習(xí)題（精品干貨）

1、投資練習(xí)題1、The efficen frnte of riskes s A）the prtion f the ivsment opporunit setthtlisaovet globa inimum variaceprtflio. B)he portn the nvstmntportuniy st thatrpresents te hghs standard deviatiC）t portiono teinsen opportun sewih includs hepotfolio it te owe sadard deation。 D)theset f ortfiostat ave zer

2、o sandrd devatio )oth Aand ae tr. 2、he Cpita lloatio ine pvid a rskfreesecurty a N ri seuritiesis _A）the li tatnect th riskfre rte an te global mnimm-araceportfoio of he risk scuritis. B）he ineha onects thik-free ate nd the porolio of the risy serties at hasthe higtpeced return on he effict frnier .

3、感謝聆聽(tīng)C)the line tangen to te efficint rieof riskecuritiesdawn from th isfrerate。 D)t horizntallinedaw froth risfee rteE）none of the above。3、oniran nvesentpptunity et ford with woserities that e erectly negaively correlated. Th lobl miniu rnce portli ha sandard devtio tha is ays_.感謝聆聽(tīng)A）gratehzero。 B）q

4、ual o ero。 )a tothsum of hesecuities sadrd deiions. D）eual to 。 E)non te abve。4、Whih o the follwing statments s（re)trueregrgth rae ofa potfolioftwo risky secritis? ）Te higher the coeficien of crrelaion between seurites, te greaer the reduci i th ortolvarince. B)her isalinear eltioship beee theecurii

5、es coefficint o corelaton ad the portfolio vrianc C)Te degreeto whchepotoio vrince is edced depens on t dree of corlato between secries。D)A and . E)A an C. 5、Efcentorlo o N isyseuries ar portfli thatA）are ormedwih the securitis tt avethe hghst rates ofretr regardes of theiandarddeiion. B）hve the hih

6、srates o rtunfora gien evel of ri.C)ar selected rmthseecrti wih te lowest sandr deviatioegarles of thir reuns。 D）hae th highestris an res o urnand theghst sadar deviaons. E）have he lwes stadad evins and he lwet ate ofreturn。 6、As diversificatinincreases， hetta rceof a prtfoli ppoache _。 ）0 B)1 C）te

7、riace of the makeportflio )infinit E）none of th ave7、h indexodel wsrstsest b _. A）Grhm B)Mkoit C）Mle D)SharpeE）ne of he ave 8、。A ngeindxmdel uss _a x forthesystematic iskfactor. A)a make indx,suh ashe S& 50）te cren cuntdfitC）the gth atin P D）the unemloymnt ratE)one of the bve 9、Acoring the index mod

8、el, covaiance mongecurit pairs e A)de to he ifluecofa singleoon facto eesented yth mart indx rtrn ）xtreely ifico calateC）related tindutyspecifi ve D)us potive ）A nd D 10、n a factor del， the eturn on a sock in paua peridill b related to _. A）fimspecfic evens B)macroeconmi eents C)theerorterm D)both A

9、 ad B E）neihr nor B 1、Whic te ollogtatemn（s） i （re) true rarng the sletion of potli frm hose ta lieon th Capt Alcionin？ .感謝聆聽(tīng)A）Les riskverse ivetrs wllinvest oeinthe risk-free urityand essinth ptimal risy prfoli thnmore rkaverseinvetos。.感謝聆聽(tīng)B）Mr rk-avrse investor ilinves lessthe optimal riky portfli

10、oad rn t riskfee security t less risk-avers vestors。 .感謝聆聽(tīng)C）nvestos cose th porfliothat mis hir exeted utity。 ）A a。 E）B and 。2、A ivtr who wishestfm a porfolo tha lies to the ig of the optima rkyorfli onCptalloctioLine mut:.感謝聆聽(tīng)A)led soeofhr moey h ris-fe ratea invest he remainderin the optial isk po

11、rtfoli。B)rrow se moey at tesk-frete and invest in the optiml rkyportfoio. C）inest onynky securite。 D)such a ortloannbe fored. E）B andC 13、Prtfolio hery as srbedbMarkowitzis mooncene with： ）the elimaion of systeatic risk. B）the effect of diersfiction on portoliis. C）theietfication of nyseaic rs。 D）ve

12、 potfoliomngmen to haneturns。E）noe f heabove。 14、The esurof risk in a Makoitefficenfter is： A）spcic ris. )stnar deviation of retun C）reivsmenrisk. D）bt E)onef he abve. 15、A statistitat measusho he rurns of two risk asetsmvetogher is：）varance。 B）sdad atin。 C)covariac D)crrelon。 E） ad。 16、Rsebe nd Gyf

13、oud tat_ heled tpet a firms beta。 A)he frs fincial chaacterit)h im idurygrup C)fi sizeD）bth A and B E)， B an all heled t pic as.7、If rs beta w aulated a06 a grssin eqaton, Merrilynch wud tatet justed bea at a numer.感謝聆聽(tīng))les than0.6bt gter thnzero。 B）etwee06 and 1。0. C）btwen10and1.6. D)greatr th .6。

14、E）zro r less 18、he b o Exxn tockhs been estimted12 b eri Lyhusng reressionalysison ample of hisoricalrun。 h Merrill Lych adjutd beta of Exontock woul be_。.感謝聆聽(tīng)A）.20 B）1.32 C）。13 D)1。0 ）none of e bve 9、Cnsiderthe sineindex mol. Te lp fa okis 0%。 The reurn on thmarketinex is 16。 Theisk-frert ofretur i

15、s 5。h sock ern rurn tat exced he risk-free rate by adher re no frm-spefic evntafctig sto prformance。 h of the soc is _.感謝聆聽(tīng)）067 B).7 C）1。0 ）1。33 )。20、Spposeyou forecast hat he market inex ilearn a rurn 15 n he comin yea。 reaur i aryielding6%。 Teuadjsted of Moiock is 1。30 A reasonbl ost o the retur o

16、n Mobil stok for he cmingyea is_ifyou ue Merrill Lch adjusted bts。 .感謝聆聽(tīng)A）15.0B）15.5 C）16.0% D)6。8% E)noneof he ov 1、Theusystetic rs of scifc secry A）islel to be higherin n inreasi aret. B)reults rom ftrs unue tothe rm C)deped marketoatility。 D）cant be diversifiedaway. E）none of the abov.22、Wihsttee

17、ntabou porfolo divesifcatins corrt? A）Poper dvrsification can rce reiinate sysmaticris. B）Th kredin eefits f divrifitio donot occr eanngulluntilatleast 560 ndvidual secutis aeeen pcsed .感謝聆聽(tīng)C)Bse diversificaton rdces a prtfoli tta ris, it necessaly reduce eportolis epected rrn。 D）Tyicall, asoresriti

18、esare addedto aportoio, total iwoudbepec to ecrease t adereaingrae。 .感謝聆聽(tīng)E)None o h aovestatment is crrect 23、Gven a opimlryportfolio wh xected rtu f 12 an stndad deitinof 23%nd arskfre rte f 3,what is th so of thbest feasibleAL？ .感謝聆聽(tīng)A）0.64B).3 )008D）0。E）036 4、Gien an optimal iky potfolo ith epectd

19、 reurn f 3% n tandrddvati o 26 and a ikferaef5%,wh is te lop of thebest eaibe CAL？ .感謝聆聽(tīng)A）0.60 B）0.14 C).0 D)6）01 5、Th ndvual inesors opiml portfolio s desigaed by: A）The pn ofangenc with the indfferenc ure and te cpitlallocaion le。 B）Thepoit o highes reward o vriabiyratioin h oportunity st C)e pot

20、f tangency witthe oprunty seandthe capitl lcaion ine.D)Th pint o th hihes ewad tvribility rain heindifferenc cuve. E)Noneothe abv. 26、he snglinex model ）eatly red the numberof rquird calcultion， relative t hos euire yt Mrkwit odelB）enhances he unerstading o systeatcesus nonsystematic risk。 C)geatlyn

21、re the numbe frequid aluations, rlati to those requiredythe Markwitz ode. D）A nd . E） an C. 27、TeSecrt haractistic Lne （SL）A）pos the xces retun o scyas a ution of theexcesretur h makt. )allows on to esite h eta of thesecuritC）als on t etatteapha of the scurity ）al of he bove)one ofh aove.28、Te execed impctofunaticipa