公司理财精要第十一章题库

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1、Chapter11-RiskandReturnChapter11RiskandReturn MultipleChoiceQuestions 1. Maryownsariskystockandanticipatesearning16.5percentonherinvestmentinthatstock.Whichoneofthefollowingbestdescribesthe16.5percentrate? A. ExpectedreturnB. RealreturnC. MarketrateD. Systematicr

2、eturnE. Riskpremium 2. Whichoneofthefollowingbestdescribesaportfolio? A. RiskysecurityB. SecurityequallyasriskyastheoverallmarketC. NewissueofstockD. GroupofassetsheldbyaninvestorE. Investmentinarisk-freesecurity 3. StockAcomprises28percentofSusan'sportfolio.Whic

3、honeofthefollowingtermsappliestothe28percent? A. PortfoliovarianceB. PortfoliostandarddeviationC. PortfolioweightD. PortfolioexpectedreturnE. Portfoliobeta 4. Whichoneofthefollowingdescribessystemicrisk? A. RiskthataffectsalargenumberofassetsB. Anindividualsecuri

4、ty'stotalriskC. DiversifiableriskD. AssetspecificriskE. Riskuniquetoafirm'smanagement 11-93Chapter11-RiskandReturn5. Whichofthefollowingtermscanbeusedtodescribeunsystematicrisk?I.asset-specificriskII.diversifiableriskIII.marketriskIV.uniquerisk A. IandIVonlyB. II

5、andIIIonlyC. I,II,andIVonlyD. II,III,andIVonlyE. I,II,III,andIV 6. Whichoneofthefollowingtermsbestreferstothepracticeofinvestinginavarietyofdiverseassetsasameansofreducingrisk? A. SystematicB. UnsystematicC. DiversificationD. SecuritymarketlineE. Capitalassetpric

6、ingmodel 7. Thesystematicriskprinciplestatesthattheexpectedreturnonariskyassetdependsonlyonwhichoneofthefollowing? A. UniqueriskB. DiversifiableriskC. Asset-specificriskD. MarketriskE. Unsystematicrisk 8. Whichoneofthefollowingmeasurestheamountofsystematicriskpre

7、sentinaparticularriskyassetrelativetothatinanaverageriskyasset? A. SquareddeviationB. BetacoefficientC. StandarddeviationD. MeanE. Variance 11-93Chapter11-RiskandReturn9. Thesecuritymarketlineisalinearfunctionwhichisgraphedbyplottingdatapointsbasedontherelationsh

8、ipbetweenwhichtwoofthefollowingvariables? A. Risk-freerateandbetaB. MarketrateofreturnandbetaC. Marketrateofreturnandtherisk-freerateD. Risk-freerateandthemark