2025年CFA二级真题专项训练卷.docxVIP

2025年CFA二级真题专项训练卷

考试时间：______分钟总分：______分姓名：______

注意：以下题目均为假设性题目，用于模拟CFA二级考试风格和难度，并非实际考试内容。请仔细阅读题目，并根据要求作答。

1.Aninvestmentmanagerisevaluatingtwoportfoliosforpotentialinclusioninaclientsdiversifiedportfolio.PortfolioAhasanexpectedreturnof12%andastandarddeviationof8%.PortfolioBhasanexpectedreturnof18%andastandarddeviationof15%.ThecorrelationcoefficientbetweenthereturnsofPortfolioAandPortfolioBis0.4.Therisk-freerateis5%.Whichofthefollowingstatementsismostaccurateregardingtheoptimalcombinationofthesetwoportfoli