2026年 CFA 三级投资组合绩效评估模拟测试卷含解析.docxVIP

2026年CFA三级投资组合绩效评估模拟测试卷含解析

考试时间：______分钟总分：______分姓名：______

Instructions:Readeachquestioncarefullyandselectthebestanswerbasedontheinformationprovided.

PartA:MultipleChoiceQuestions

1.Aninvestmentmanagerachievesaportfolioreturnof12%beforetaxes,whiletherelevantmarketindexreturns8%.Theportfoliosbetais1.2,andtherisk-freerateis3%.Iftheportfoliowasentirelyinvestedinstocks,whatistheJensenalpha(excessreturn)oftheportfolio?

a)0.91%

b)1.25%

c)2.14%

d)3.00%

e)4.29%

2.Whichofthefollowingstatementsre