2025年CFA二级考试模拟试卷.docxVIP

2025年CFA二级考试模拟试卷

考试时间：______分钟总分：______分姓名：______

Section1:QuantitativeMethods

1.Aportfoliomanagerisanalyzingtheriskcharacteristicsoftwostocks.StockAhasanexpectedreturnof12%andabetaof1.2.StockBhasanexpectedreturnof10%andabetaof0.9.Iftherisk-freerateis5%andthemarketriskpremiumis6%,whichofthefollowingstatementsismostaccurate?

a)TherequiredrateofreturnforStockAishigherthanthatforStockB.

b)StockAhaslesssystematicriskthanStockB.

c)TheexpectedreturnforStockBisconsistentwiththeCapital