你可能感興趣的試題

According to the Capital Asset Pricing Model （CAPM），the market portfolio（）

A.includes all risky assets invested in equal amounts.
B.is exposed to both unsystematic and systematic risk.
C.is perfectly positively correlated with other portfolios on the CML.

單項(xiàng)選擇題

Which of the following performance measures most likely relies on systematic risk as opposed to total risk when calculating risk-adjusted return？（）

A.M-squared
B.Sharpe ratio
C.Treynor ratio

In general，which of the following institutions will most likely have a high need for liquidity and a short investment time horizon？（）

你可能感興趣的試題

According to the Capital Asset Pricing Model （CAPM），the market portfolio（）

Which of the following performance measures most likely relies on systematic risk as opposed to total risk when calculating risk-adjusted return？（）

In general，which of the following institutions will most likely have a high need for liquidity and a short investment time horizon？（）

Which of the following performance measures most likely relies on systematic risk as opposed to total risk when calculating risk-adjusted return？（）