Ünite Sınavı Soruları

Which of the following can be considered as a systematic risk?

Which of the following is the definition of the capital-asset-pricing model?

• Expected return of a portfolio is simply the weighted average of the returns of securities
• The variance of a portfolio is a function of the individual security return variances
• The variance of a portfolio is a function of the covariance
  between them
• There is a positive relationship with both
  the variances and covariance
• Similar to the calculation of standard deviation of a single security, the square root of the variance would be the standard deviation of the portfolio

How many of the above statements are true?

In an efficient market, prices .... reflect .... available information.

Which of the word pairs below does correctly fill the blanks in the sentence given above?

The variance of portfolio depends on the following EXCEPT FOR …….