"Portfolio Management":Portfolio Risk and Return
来源： 正保会计网校
2020-10-30
普通
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Questions 1:
The following table presents historical information for two stocks, RTF and KIU:
The covariance between RTF and KIU is closest to:
A、0.0025.
B 、0.0675.
C、 0.0338.
Questions 2:
A stock has a correlation of 0.45 with the market and a standard deviation of returns of 12.35%. If the market has a standard deviation of returns of 8.25%, then the beta of the stock is closest to:
A 、0.30.
B 、0.67.
C 、1.50.
View answer resolution
【Answer to question 1】C
【analysis】
C is correct.
【Answer to question 2】B
【analysis】
B is correct.
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