当前位置： 找题吧 >  CFA特许金融分析师 CFA考试LevelⅠ
[单选题]

With respect to the security market line, if two risky assets have the same covariance with the market portfolio but have different estimated rates of return, the most accurate conclusion is that the two risky assets have:

A.Different amount of systematic risk,and both assets are properly values.

B.Different amounts of systematic risk,and at least one of the assets is either overvalued or undervalued.

C.The same amount of systematic risk,and at least one of the assets is either overvalued or undervalued

参考答案与解析：

相关试题

A measure of how the returns of two risky assets move in relation to each other is the:

[单选题]A measure of how the returns of two risky assets move in relation to each o

  • 查看答案

    • An analyst is investigating the security market line (SML). Given no major changes in asset risk cha

    [单选题]An analyst is investigating the security market line (SML). Given no major

  • 查看答案

    • The slope of the security market line (SM L) represents the portion of an asset's expected retu

    [单选题]The slope of the security market line (SM L) represents the portion of an a

  • 查看答案

    • An analyst is analyzing two companies in the same industry and believes that they have similar strat

    [单选题]An analyst is analyzing two companies in the same industry and believes tha

  • 查看答案

    • If two firms have the same revenue and operating risk, which of the following is most likely identic

    [单选题]If two firms have the same revenue and operating risk, which of the followi

  • 查看答案

    • Two manufacturing companies operating in the same industry have different net fixed asset turnover r

    [单选题]Two manufacturing companies operating in the same industry have different n

  • 查看答案

    • Portfolios located to the right of the market portfolio on the capital market line are:

    [单选题]Portfolios located to the right of the market portfolio on the capital mark

  • 查看答案

    • With respect to the fundamentals of compliance with the GIPS standards, do total firm assets include

    [单选题]With respect to the fundamentals of compliance with the GIPS standards, do

  • 查看答案

    • Which of the following will be reduced by the reconstitution of a security market index?

    [单选题]Which of the following will be reduced by the reconstitution of a security

  • 查看答案

    • When a risk-free asset is combined with a portfolio of risky assets, which of the following is least

    [单选题]When a risk-free asset is combined with a portfolio of risky assets, which

  • 查看答案

    • With respect to the security market line, if two risky assets have the same covariance with the mark