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MCQs

Total Questions : 141 | Page 10 of 15 pages
Question 91. The market risk and diversifiable risk are two components of
  1.    stock's risk
  2.    portfolio risk
  3.    expected return
  4.    stock return
 Discuss Question
Answer: Option A. -> stock's risk
Answer: (a).stock's risk
Question 92. The range of probability distribution with 68.26% lies within
  1.    ( + 3σ and -3σ)
  2.    ( + 4σ and -4σ)
  3.    ( + 1σ and -1σ)
  4.    ( + 2σ and -2σ)
 Discuss Question
Answer: Option C. -> ( + 1σ and -1σ)
Answer: (c).( + 1σ and -1σ)
Question 93. The expected returns weighted average on assets in the portfolio is considered as
  1.    weighted portfolio
  2.    expected return on portfolio
  3.    coefficient of portfolio
  4.    expected assets
 Discuss Question
Answer: Option B. -> expected return on portfolio
Answer: (b).expected return on portfolio
Question 94. The case in which average investors risk aversion is greater then the slope of line and risk premium respectively is
  1.    steeper, greater
  2.    steeper, smaller
  3.    steeper, zero
  4.    both a and b
 Discuss Question
Answer: Option A. -> steeper, greater
Answer: (a).steeper, greater
Question 95. The correct measure of risk of stock is called
  1.    alpha
  2.    beta
  3.    variance
  4.    market relevance
 Discuss Question
Answer: Option B. -> beta
Answer: (b).beta
Question 96. In capital asset pricing model, an amount of risk that stock contributes to the portfolio of market is classified as
  1.    stand-alone coefficient
  2.    relevant coefficient
  3.    alpha coefficient
  4.    beta coefficient
 Discuss Question
Answer: Option D. -> beta coefficient
Answer: (d).beta coefficient
Question 97. The stocks which has high book for market ratio are considered as
  1.    more risky
  2.    less risky
  3.    pessimistic
  4.    optimistic
 Discuss Question
Answer: Option A. -> more risky
Answer: (a).more risky
Question 98. The stock portfolio with the lowest book for market ratios is considered as
  1.    S portfolio
  2.    B to M portfolio
  3.    H portfolio
  4.    L portfolio
 Discuss Question
Answer: Option D. -> L portfolio
Answer: (d).L portfolio
Question 99. According to capital asset pricing model assumptions, the variances, expected returns and covariance of all assets are
  1.    identical
  2.    not identical
  3.    fixed
  4.    variable
 Discuss Question
Answer: Option A. -> identical
Answer: (a).identical
Question 100. An average return of portfolio divided by its standard deviation is classified as
  1.    Jensen's alpha
  2.    Treynor's variance to volatility ratio
  3.    Sharpe's reward to variability ratio
  4.    Treynor's reward to volatility ratio
 Discuss Question
Answer: Option C. -> Sharpe's reward to variability ratio
Answer: (c).Sharpe's reward to variability ratio

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