2010级证券原理试卷纸A

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1、山东理工大学《证券原理（双语）》试卷纸（A）卷2011/2012学年第2学期班级：姓名：学号：序号：…………………………………装……………………………订…………………………线………….………………………………适用专业金融学2010级考核性质考试闭卷命题教师宋浩考试时间100分钟题号一二三四五六七八九十十一总分得分评阅人复核人一、选择题(每题3分，共30分)1.Riskcanbeanalyzed:a.onlyonastand-alonebasisb.onlyonaportfoliobasis.c.bothonastand-

2、aloneandportfoliobasis.d.neitheroftheaboveiscorrect.2.Thecoefficientofvariation:a.isastand-aloneriskmeasureb.providesanideaofhowfaraboveorbelowtheexpectedvaluetheactualvalueislikelytobec.showstheriskperunitofreturnd.aandcarecorrect3.StockAhasabetaof1.0andStockBha

3、sabetaof0.8.Whichofthefollowingstatementsmustbetrueaboutthesesecurities?(Assumethemarketisinequilibrium.)a.Whenheldinisolation,StockAhasgreaterriskthanStockB.b.StockBwouldbeamoredesirableadditiontoaportfoliothanStockA.c.StockAwouldbeamoredesirableadditiontoaportf

4、oliothanStockB.d.TheexpectedreturnonStockAwillbegreaterthanthatonStockB.e.TheexpectedreturnonStockBwillbegreaterthanthatonStockA.4.Thepriceofastockis:a.thefuturevalueofallexpectedfuturedividends,discountedatthedividendgrowthrate.b.thepresentvalueofallexpectedfutu

5、redividends,discountedatthedividendgrowthrate.c.thefuturevalueofallexpectedfuturedividends,discountedattheinvestor’srequiredreturn.d.thepresentvalueofallexpectedfuturedividends,discountedattheinvestor’srequiredreturn.5.______________isameasureofmarketriskwhichist

6、heextenttowhichthereturnsonastockmovewiththemarket.a.Betab.Standarddeviationc.Coefficientofvariationd.Expectedreturn6.Whichofthefollowingstatementsismostcorrect?a.Ifamarketisstrong-formefficientthisimpliesthatthereturnsonbondsandstocksshouldbeidentical.b.Ifamarke

7、tisweak-formefficientthisimpliesthatallpublicinformationisrapidlyincorporatedintomarketprices.c.Ifamarketissemi-strongweak-formefficientthisimpliesthatallprivateinformationisrapidlyincorporatedintomarketprices.d.Noneoftheabovestatementsiscorrect.7.Whichofthefollo

8、wingfactorstendtoencouragemanagementtopursuestockpricemaximizationasagoal?a.Shareholderslinkmanagement’scompensationtocompanyperformance.b.Managers’reactionsto