202年CFA一级投资组合管理实务含解析.docxVIP

202年CFA一级投资组合管理实务含解析

考试时间：______分钟总分：______分姓名：______

一、选择题

1.Aninvestorisevaluatingtwostocksforinclusionintheirportfolio.StockAhasanexpectedreturnof12%andastandarddeviationof18%,whileStockBhasanexpectedreturnof15%andastandarddeviationof22%.IfthecorrelationcoefficientbetweenthereturnsofStockAandStockBis0.3,whichofthefollowingstatementsismostlikelytrueregardingtheriskandreturnofaportfoliothatcombinesthesetwostocks?

a)Theportfoliosexpectedreturnwillbebetween12%and15%,anditsstandarddeviationw