2026年 CFA 二级投资组合构建优化试卷含解析.docxVIP

2026年CFA二级投资组合构建优化试卷含解析

考试时间：______分钟总分：______分姓名：______

一、选择题

1.Aninvestorisconsideringaddinganewassettoanexistingportfolio.Whichofthefollowingstatementsismostaccurateregardingtheimpactofthisadditionontheportfoliosoverallrisk?

a.Theportfoliosvariancewillalwaysdecreaseifthecorrelationbetweenthenewassetsreturnandtheportfoliosreturnispositive.

b.Theportfoliosvariancewilldecreaseifthecorrelationbetweenthenewassetsreturnandtheportfoliosreturnislessthan+1.

c.Theportfoliosrisk(standarddeviation)can