投资组合管理与财富规划(全英语)

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1、Supposeastockhadaninitialpriceof$92pershare,paidadividendof$1.45pershareduringtheyear,andhadanendingsharepriceof$104.1.Whatisthepercentagetotalreturn.(A)12.62%(B)13.62%(C)14.62%(D)15.62%2.Whatisthedividendyield?(A)0.58%(B)1.58%(C)2.58%(D)3.58%3.Whatisthecapitalgainsyield?(A)10.04%(B)11.04%

2、(C)12.04%(D)13.04%ConsiderthefollowinginformationStateProbabilityABCBoom0.200.300.450.33Good0.350.120.100.15Poor0.300.01-0.15-0.05Bust0.15-0.06-0.30-0.094.Yourportfolioisinvested30%eachinAandC,and40%inB.Whatisyourexpectedreturnoftheportfolio?(A)6.98%(B)7.98%(C)8.98%(D)9.98%5.Whatisthestand

3、arddeviationofthisportfolio?(A)17.20%(B)18.20%(C)19.20%(D)20.20%Ananalysthasmadethefollowingreturnprojectionsforeachofthreepossibleoutcomeswithanequallikelihoodofoccurrence:Outcome1Outcome2Outcome3ExpectedReturn1120662126063061266.Whichpairofassetsisperfectlynegativelycorrelated?(A)Asset1a

4、ndAsset2(B)Asset1andAsset3.(C)Asset2andAsset3.7.Iftheanalystconstructstwo-assetportfoliosthatareequally-weighted,whichpairofassetshasthelowestexpectedstandarddeviation?(A)Asset1andAsset2.(B)Asset1andAsset3.(C)Asset2andAsset3.8.Iftheanalystconstructstwo-assetportfoliosthatareequallyweighted

5、,whichpairofassetsprovidestheleastamountofriskreduction?(A)Asset1andAsset2.(B)Asset1andAsset3.(C)Asset2andAsset3.9.Theplanningstepoftheportfoliomanagementprocessisleastlikelytoincludeanassessmentoftheclient’s:(A)securities(B)constraints(C)risktolerance10.WhichofthefollowinglistsmajorU.S.as

6、setclassesfromriskiesttoleastriskybasedontheirreturnsoverthe1926to2008period?(A)Treasurybills,long-termgovernmentbonds,long-termcorporatebonds.(B)Large-capstocks,long-termcorporatebonds,long-termgovernmentbonds.(C)Small-capstocks,large-capstocks,long-termcorporatebonds.11.Endowmentsandfoun

7、dationstypicallyhaveinvestmentneedsthatarebestdescribedas:(A)longtimehorizon,highrisktolerance,andlowliquidityneeds.(B)longtimehorizon,lowrisktolerance,andhighliquidityneeds.(C)shorttimehorizon,lowrisktolerance,andlowliquidityneeds.12.Arisk-averseinvestorprefe