Ch_25_Portfolio_Theory_and_Asset_Pricing_Models

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1、Ch25PortfolioTheoryandAssetPricingModels1. TheslopeoftheSMLisdeterminedbythevalueofbeta. a. True b. FalseANSWER:  FalsePOINTS:  1DIFFICULTY:  Difficulty:EasyQUESTION TYPE:  True/FalseHAS VARIABLES:  FalseLEARNING OBJECTIVES:  FMTP.EHRH.17.25.04-LO:25-4NATION

2、AL STANDARDS:  UnitedStates-BUSPROG:ReflectiveThinkingSTATE STANDARDS:  UnitedStates-AK-DISC:RiskandreturnLOCAL STANDARDS:  UnitedStates-OH-DefaultCity-TBATOPICS:  SMLKEYWORDS:  Bloom’s:KnowledgeDATE CREATED:  8/26/201510:48AMDATE MODIFIED:  8/26/201510:48AM

3、QUESTION ID:  JFND-GO4G-EO4R-NPJAQUESTION GLOBAL ID:  GCID-E7BW-1TBP-8Y4D-OP5F-CCAS-GA5N-CE31-4C5N-G3O1-43UR-GE4N-4CUB-GFT1-4CDG-GPTU-1CDG-8BDI-GWN8-EPRW-EMJW-GR5G-NPJO-C31G-E3J1-8RSU-OPBA-CESS-CPBA-GOSS-CQMG-GCSS-KA31-G7OS-N3MN-E7JI-YT4D-JFNN-4OTI-GO4W-NQNB

4、EE2. IfyouplottedthereturnsofSelleck&Companyagainstthoseofthemarketandfoundthattheslopeofyourlinewasnegative,theCAPMwouldindicatethattherequiredrateofreturnonSelleck'sstockshouldbelessthantherisk-freerateforawell-diversifiedinvestor,assumingthattheobservedre

5、lationshipisexpectedtocontinueinthefuture. a. True b. FalseANSWER:  TruePOINTS:  1DIFFICULTY:  Difficulty:EasyQUESTION TYPE:  True/FalseHAS VARIABLES:  FalseLEARNING OBJECTIVES:  FMTP.EHRH.17.25.04-LO:25-4NATIONAL STANDARDS:  UnitedStates-BUSPROG:ReflectiveT

6、hinkingSTATE STANDARDS:  UnitedStates-AK-DISC:RiskandreturnLOCAL STANDARDS:  UnitedStates-OH-DefaultCity-TBATOPICS:  SMLKEYWORDS:  Bloom’s:KnowledgeDATE CREATED:  8/26/201510:48AMDATE MODIFIED:  8/26/201510:48AMQUESTION ID:  JFND-GO4G-EO4R-NPKGQUESTION GLOBA

7、L ID:  GCID-E7BW-1TBP-8Y4D-OP5F-CCAS-GA5N-CE31-4C5N-G3O1-43UR-GE4N-4CUB-GFT1-4CDG-GPTU-1CDG-8BDI-GWN8-EPRW-EMJU-CPTU-RC3Z-GCHG-G3TI-8RSU-EQMR-8RSS-NPMG-GOSU-GAUB-CESS-K3BZ-8Y5D-NPDB-E7JI-YT4D-JFNN-4OTI-GO4W-NQNBEECengageLearningTesting,PoweredbyCogneroPage 2

8、9Ch25PortfolioTheoryandAssetPricingModels3. TheSMLrelatesrequiredreturnstofirms'systematic(ormarket)risk.Theslopeandinterceptofthislinecanbeinfluencedbymanagerialactions. a. True b. FalseANSWER: