2025年CFA考试一级模拟卷.docxVIP

2025年CFA考试一级模拟卷

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一级考试风格和难度，并不代表真实的CFA考试内容或题目。

1.Aninvestmentmanagerisevaluatingtwostocksforinclusioninaclientsportfolio.StockAhasanexpectedreturnof12%andastandarddeviationof18%.StockBhasanexpectedreturnof15%andastandarddeviationof20%.ThecorrelationcoefficientbetweenthereturnsofStockAandStockBis0.25.Whichofthefollowingstatementsismostlikelyaccurateregardingtheportfoliothatincludesbothstocks?

A.Theportfoliosexpectedreturnwillbe13.5%.

B.Theportfoli