2025年CFA三级投资组合模拟（附答案）.docxVIP

2025年CFA三级投资组合模拟（附答案）

考试时间：______分钟总分：______分姓名：______

PartI:MultipleChoiceQuestions-PartA

1.Aninvestorrequiresa9%rateofreturnonaninvestmentwithabetaof1.2.Iftherisk-freerateis4%andthemarketriskpremiumisestimatedat8%,whichofthefollowingisthemostlikelyrequiredrateofreturnaccordingtotheCapitalAssetPricingModel(CAPM)?

A.7.2%

B.9.0%

C.12.8%

D.16.0%

2.WhichofthefollowingstatementsregardingtheEfficientMarketHypothesis(EMH)ismostaccurate?

A.TheEMHsuggeststhatmarketpricesreflectallavailabl