2025年CFA二级考试投资组合管理试卷.docxVIP

2025年CFA二级考试投资组合管理试卷

考试时间：______分钟总分：______分姓名：______

SectionA:MultipleChoiceQuestions

1.Aninvestorisconsideringaddinganewassettotheirportfoliotoimproveitsrisk-adjustedreturn.Whichofthefollowingcriteriawouldindicatethatthenewassethasthepotentialtoenhancetheportfoliosefficiency?

a)Theassethasalowcorrelationwiththeportfoliosexistingassets.

b)Theassetoffersahigherexpectedreturnthanthemarketportfolio,givenitslevelofrisk.

c)Theassetsexpectedreturnisbelowtheportfoliosminimumvariancepoint.

d)Theass