上海杉达学院
第一章单元测试
- Which formula describe the Capital Asset Pricing Model?（ ）
- Which of the following descriptions are the assumption for Capital Asset Pricing Model?（ ）
- The return from the market last year was 10% and the risk-free rate was 5%. A hedge fund manager with a beta of 0.6 has an alpha of 4%. What return did the hedge fund manager earn?（ ）
- Suppose the S&P 500 Index has an expected annual return of 7.2% and volatility of 8.2%. Suppose Andromeda Fund has an expected annual return of 6.8% and volatility of 7.0% and is benchmarked against the S&P 500 Index. According to the CAPM, if the risk-free rate is 2.2% per year, what is the beta of the Andromeda Fund?（ ）
- If a bond issued by a company have a rating of AAA, the company generally can not be referred to as having a rating of AA.（ ）
A:
B:
C:
答案:
A:Investors care only about expected return and standard deviation of return.
B:Tax does not influence investment decisions.
C:All investors make the same estimates of
.D:The
's of different investments are independent.E:All investors can borrow or lend at the same risk-free rate.
F:Investors focus on returns over one period.
答案:Investors care only about expected return and standard deviation of return.
###Tax does not influence investment decisions.
###All investors make the same estimates of
.###The
's of different investments are independent.###All investors can borrow or lend at the same risk-free rate.
###Investors focus on returns over one period.
A:0.15
B:0.12
C:0.10
答案:0.12
A:0.92
B:0.90
C:1.23
D:0.20
答案:0.92
A:对 B:错
答案:对
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