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投资学题库Chap009.doc

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投资学题库Chap009.doc
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9-1Copyright © 2014 McGraw-Hill Education. All rights reserved. No reproduction or distribution without the prior written consent of McGraw-Hill Education.Chapter 09The Capital Asset Pricing ModelMultiple Choice Questions1. In the context of the Capital Asset Pricing Model (CAPM) the relevant measure of risk is A. unique risk.B. beta.C. standard deviation of returns.D. variance of returns.2. In the context of the Capital Asset Pricing Model (CAPM) the relevant risk is A. unique risk.B. systematic risk.C. standard deviation of returns.D. variance of returns.9-2Copyright © 2014 McGraw-Hill Education. All rights reserved. No reproduction or distribution without the prior written consent of McGraw-Hill Education.3. In the context of the Capital Asset Pricing Model (CAPM) the relevant risk is A. unique risk.B. market risk.C. standard deviation of returns.D. variance of returns.4. According to the Capital Asset Pricing Model (CAPM) a well diversified portfolio's rate of return is a function of A. market risk.B. unsystematic risk.C. unique risk.D. reinvestment risk.E. None of the options5. According to the Capital Asset Pricing Model (CAPM) a well diversified portfolio's rate of return is a function of A. beta risk.B. unsystematic risk.C. unique risk.D. reinvestment risk.E. None of the options9-3Copyright © 2014 McGraw-Hill Education. All rights reserved. No reproduction or distribution without the prior written consent of McGraw-Hill Education.6. According to the Capital Asset Pricing Model (CAPM) a well diversified portfolio's rate of return is a function of A. systematic risk.B. unsystematic risk.C. unique risk.D. reinvestment risk.7. The market portfolio has a beta of A. 0.B. 1.C. -1.D. 0.5.8. The risk-free rate and the expected market rate of return are 0.06 and 0.12, respectively. According to the capital asset pricing model (CAPM), the expected rate of return on security X with a beta of 1.2 is equal to A. 0.06.B. 0.144.C. 0.12.D. 0.132.E. 0.18.9-4Copyright © 2014 M
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