investments 10E 10th edition bodie Test Bank 题库 TBChap009

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1、Chapter09TheCapitalAssetPricingModel MultipleChoiceQuestions 1.InthecontextoftheCapitalAssetPricingModel(CAPM)therelevantmeasureofriskis  A. uniquerisk.B. beta.C. standarddeviationofreturns.D. varianceofreturns. 2.InthecontextoftheCapitalAssetPricingModel(CAPM

2、)therelevantriskis  A. uniquerisk.B. systematicrisk.C. standarddeviationofreturns.D. varianceofreturns. 9-117Copyright©2014McGraw-HillEducation.Allrightsreserved.NoreproductionordistributionwithoutthepriorwrittenconsentofMcGraw-HillEducation.3.Inthecontextofth

3、eCapitalAssetPricingModel(CAPM)therelevantriskis  A. uniquerisk.B. marketrisk.C. standarddeviationofreturns.D. varianceofreturns. 4.AccordingtotheCapitalAssetPricingModel(CAPM)awelldiversifiedportfolio'srateofreturnisafunctionof  A. marketrisk.B. unsystematicr

4、isk.C. uniquerisk.D. reinvestmentrisk.E. Noneoftheoptions 5.AccordingtotheCapitalAssetPricingModel(CAPM)awelldiversifiedportfolio'srateofreturnisafunctionof  A. betarisk.B. unsystematicrisk.C. uniquerisk.D. reinvestmentrisk.E. Noneoftheoptions 9-117Copyright©2

5、014McGraw-HillEducation.Allrightsreserved.NoreproductionordistributionwithoutthepriorwrittenconsentofMcGraw-HillEducation.6.AccordingtotheCapitalAssetPricingModel(CAPM)awelldiversifiedportfolio'srateofreturnisafunctionof  A. systematicrisk.B. unsystematicrisk.

6、C. uniquerisk.D. reinvestmentrisk. 7.Themarketportfoliohasabetaof  A. 0.B. 1.C. -1.D. 0.5. 8.Therisk-freerateandtheexpectedmarketrateofreturnare0.06and0.12,respectively.Accordingtothecapitalassetpricingmodel(CAPM),theexpectedrateofreturnonsecurityXwithabetaof1

7、.2isequalto  A. 0.06.B. 0.144.C. 0.12.D. 0.132.E. 0.18. 9-117Copyright©2014McGraw-HillEducation.Allrightsreserved.NoreproductionordistributionwithoutthepriorwrittenconsentofMcGraw-HillEducation.9.Therisk-freerateandtheexpectedmarketrateofreturnare0.056and0.125

8、,respectively.Accordingtothecapitalassetpricingmodel(CAPM),theexpectedrateofreturnonasecuritywithabetaof1.25isequalto  A. 0.142.B. 0.144.C. 0.153.D. 0.134.E. 0.117. 10.Whichstateme