2025年CFA金融分析师考试真题汇编.docxVIP

2025年CFA金融分析师考试真题汇编

考试时间：______分钟总分：______分姓名：______

试卷内容

1.Aninvestorisconsideringaddingastocktotheirportfolio.Thestockhasanexpectedreturnof12%andastandarddeviationof20%.Theportfoliocurrentlyconsistsof70%stockswithastandarddeviationof15%and30%bondswithastandarddeviationof5%.Thecorrelationcoefficientbetweenthestocksreturnandtheportfoliosreturnis0.6.Whatistheexpectedreturnandstandarddeviationofthenewportfolioiftheinvestoradds10%oftheirportfoliovaluetothisstock?

2.Acompanyhasthefollowingcapitalstr