投资学题库chap

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

2、CAPM)therelevantriskis  A. uniquerisk.B. systematicrisk.C. standarddeviationofreturns.D. varianceofreturns. 9-85Copyright©2014McGraw-HillEducation.Allrightsreserved.NoreproductionordistributionwithoutthepriorwrittenconsentofMcGraw-HillEducation.3.Inthecont

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

4、systematicrisk.C. uniquerisk.D. reinvestmentrisk.E. Noneoftheoptions 5.AccordingtotheCapitalAssetPricingModel(CAPM)awelldiversifiedportfolio'srateofreturnisafunctionof  A. betarisk.B. unsystematicrisk.C. uniquerisk.D. reinvestmentrisk.E. Noneoftheoptions 9

5、-85Copyright©2014McGraw-HillEducation.Allrightsreserved.NoreproductionordistributionwithoutthepriorwrittenconsentofMcGraw-HillEducation.6.AccordingtotheCapitalAssetPricingModel(CAPM)awelldiversifiedportfolio'srateofreturnisafunctionof  A. systematicrisk.B.

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

7、nsecurityXwithabetaof1.2isequalto  A. 0.06.B. 0.144.C. 0.12.D. 0.132.E. 0.18. 9-85Copyright©2014McGraw-HillEducation.Allrightsreserved.NoreproductionordistributionwithoutthepriorwrittenconsentofMcGraw-HillEducation.9.Therisk-freerateandtheexpectedmarketrat

8、eofreturnare0.056and0.125,respectively.Accordingtothecapitalassetpricingmodel(CAPM),theexpectedrateofreturnonasecuritywithabetaof1.25isequalto  A. 0.142.B. 0.144.C. 0.153.D. 0.134.E. 0.117. 10.Whichstatementi