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1. The return on an asset over a period between portfolio revisions is called A) a holding period return B) a market return C)a risk-free return D)an instantaneous return 2. The risk-free rate is usually approximated by A) the return on bank savings accounts B) the return on Treasury bills C) the return on money market mutual funds D) None of the above 3. The market risk premium is defined as A)the difference between the return on an index fund and the return on Treasury bills B)the difference between the return on a small firm mutual fund and the returnon the Standard and Poor's 500 index C)the difference between the return on the risky asset with the lowest returns and the return on Treasury bills 3. The rowardvanstiligy ratio is eivis by D) Ecee of the above 6. The capial allocatien lan ia ales the Amialiens mak A) whique B) fim-apecific Q Anonifabtr D) all ef the ahore A) ostimal riaky portolie B) riak fove rale D) choise of nak fre asast Aimeat 22,000,000 in the nakifier asiet in) berow $1,500,000 C) homes 57,000,000 D) berow 51,000,000 Cyerestari nisk welerance decteming A) 14 as: B) 15.46% C) 164ar D) 17.48% A) Trie m) Falie anval eate of return for ais averumen? A) 5ks 10) 1 is C) 178% D) 228% 14. Standard devianos of entarn is a manere of (f, ) nike is Beca is a mitivet ef( ) nik. a) Deciember b) Janum c) Tetruan \$M Mans A) 1% i) 34 C) 9% D) 11% 11 v) v) e) e) dividend was 5150 lis begirning price munt have boen A) $2000 b) $2923 c) $5667 D) 59167 20. An inventors \&epre of rikk nersot will determine his A) egtimal risky portolio B) riak-free rate 9 mix of rivk-sice asset and eptimal riaky asset D) cbeice of riak free anset 21. The ierm "cumplete portolio" refen so a pertfolio coosisting of A) the risk-free asact combined with at least eoe risly aset B) the market portiolio combined with the minimum varusce pertolio C) securitien from domeas markets evolined with secunities from forcigh mukets D) conimoe shocks coeblaed with boods 22. The portios of a securitys avenage rebin that is sectesplained by market rikk is unally called A) elphe 6) Hets market riak premium D) reainal 2). The slope of accunity narket fine in A) Market risk premivam b) Risk free fate C) Beta d) Renidual A) nejuerese alpha is contidened a poot boy Bpositive alpha is eonsidered enerpriced O) pesitive alph in cotaidered underpriced D) nere alpha is cusuidered a good buy A) Market riak promium b) Rouk foe ruse C) beta d) Renitual 26. The CAPM is a ___ factor model, whereas be APT is a ___ facter madel A) 1:2 b) 1,301,4 D) 1 : potertially masy formed pertiliso is A) 0.76 i) 120 C) 1.26 D) 240 28. The makrt portilu bas a beta of A) -10 18) 6 c) os D) 10 20. What is the bets of risk-free asact? A) 10 i) 1 ( 9 \% D) ifinity x. There as no divenification eflect when secung ntume are ( a) necrively cerrelated b) posavely comelased c) not entelsted a) perfectly poutively comelated A) everonced i) snderproed C) farly prowed D) expenave the captal astet peicing aodel (CAPM) is that the CAPM Anigh a) aecatively coenslated C) postively cectelated D) unemelaint 1. The return on an asset over a period between portfolio revisions is called A) a holding period return B) a market return C)a risk-free return D)an instantaneous return 2. The risk-free rate is usually approximated by A) the return on bank savings accounts B) the return on Treasury bills C) the return on money market mutual funds D) None of the above 3. The market risk premium is defined as A)the difference between the return on an index fund and the return on Treasury bills B)the difference between the return on a small firm mutual fund and the returnon the Standard and Poor's 500 index C)the difference between the return on the risky asset with the lowest returns and the return on Treasury bills 3. The rowardvanstiligy ratio is eivis by D) Ecee of the above 6. The capial allocatien lan ia ales the Amialiens mak A) whique B) fim-apecific Q Anonifabtr D) all ef the ahore A) ostimal riaky portolie B) riak fove rale D) choise of nak fre asast Aimeat 22,000,000 in the nakifier asiet in) berow $1,500,000 C) homes 57,000,000 D) berow 51,000,000 Cyerestari nisk welerance decteming A) 14 as: B) 15.46% C) 164ar D) 17.48% A) Trie m) Falie anval eate of return for ais averumen? A) 5ks 10) 1 is C) 178% D) 228% 14. Standard devianos of entarn is a manere of (f, ) nike is Beca is a mitivet ef( ) nik. a) Deciember b) Janum c) Tetruan \$M Mans A) 1% i) 34 C) 9% D) 11% 11 v) v) e) e) dividend was 5150 lis begirning price munt have boen A) $2000 b) $2923 c) $5667 D) 59167 20. An inventors \&epre of rikk nersot will determine his A) egtimal risky portolio B) riak-free rate 9 mix of rivk-sice asset and eptimal riaky asset D) cbeice of riak free anset 21. The ierm "cumplete portolio" refen so a pertfolio coosisting of A) the risk-free asact combined with at least eoe risly aset B) the market portiolio combined with the minimum varusce pertolio C) securitien from domeas markets evolined with secunities from forcigh mukets D) conimoe shocks coeblaed with boods 22. The portios of a securitys avenage rebin that is sectesplained by market rikk is unally called A) elphe 6) Hets market riak premium D) reainal 2). The slope of accunity narket fine in A) Market risk premivam b) Risk free fate C) Beta d) Renidual A) nejuerese alpha is contidened a poot boy Bpositive alpha is eonsidered enerpriced O) pesitive alph in cotaidered underpriced D) nere alpha is cusuidered a good buy A) Market riak promium b) Rouk foe ruse C) beta d) Renitual 26. The CAPM is a ___ factor model, whereas be APT is a ___ facter madel A) 1:2 b) 1,301,4 D) 1 : potertially masy formed pertiliso is A) 0.76 i) 120 C) 1.26 D) 240 28. The makrt portilu bas a beta of A) -10 18) 6 c) os D) 10 20. What is the bets of risk-free asact? A) 10 i) 1 ( 9 \% D) ifinity x. There as no divenification eflect when secung ntume are ( a) necrively cerrelated b) posavely comelased c) not entelsted a) perfectly poutively comelated A) everonced i) snderproed C) farly prowed D) expenave the captal astet peicing aodel (CAPM) is that the CAPM Anigh a) aecatively coenslated C) postively cectelated D) unemelaint