2025年CFA考试《数量方法》强化练习卷.docxVIP

2025年CFA考试《数量方法》强化练习卷

考试时间：______分钟总分：______分姓名：______

注意：以下题目均为选择题，请选择最合适的选项。

1.Aportfoliomanagerhastwostocksinhisportfolio.StockAhasanexpectedreturnof12%andastandarddeviationof10%.StockBhasanexpectedreturnof18%andastandarddeviationof15%.ThecorrelationcoefficientbetweenthereturnsofStockAandStockBis0.4.Whatistheexpectedreturnofaportfoliocomposedof60%StockAand40%StockB?

a)13.2%

b)14.0%

c)14.8%

d)15.6%

2.Whichofthefollowingstatementsaboutthearithmeticmeanreturnandthegeometricmeanretur