2025年CFA一级考试投资组合管理模拟测试.docxVIP

2025年CFA一级考试投资组合管理模拟测试

考试时间：______分钟总分：______分姓名：______

试卷开始

1.AccordingtotheMarkowitzefficientfrontiertheory,whichofthefollowingstatementsismostaccurate?

a.Anefficientportfoliocannotbeachievedwithonlyriskyassets.

b.Aportfolioontheefficientfrontieroffersthehighestexpectedreturnforagivenlevelofriskcomparedtoallotherpossibleportfolios.

c.Investorswillalwayspreferportfolioslocatedontheefficientfrontieroverthosebelowit,regardlessofrisktolerance.

d.Theefficientfrontierissolelydeterminedbytherisk-free