Skip to content
MCQtimes.com
GK
Pakistan Studies
Current Affairs
Islamic Studies
English
MCQtimes.com
Toggle Menu
Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
Home
/
Finance
/
Financial Management
/
Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
Show/Hide Answers
Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
An individual stock required return is equal to risk free rate plus bearing risk premium is an explanation of
security market line
capital market line
aggregate market line
beta market line
Author:
rikazzz
Comment
Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
The stock portfolio with the lowest book for market ratios is considered as
S portfolio
B to M portfolio
H portfolio
L portfolio
Author:
rikazzz
Comment
Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
The first factor in the Fama French three factor model is
CAPM stock beta
economic stock beta
CAPM portfolio beta
CAPM realized beta
Author:
rikazzz
Comment
Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
An indication in a way that variance of y-variable is explained by x-variable which is shown as
degree of dispersion is one
degree of dispersion is two
degree of dispersion is three
degree of dispersion is four
Author:
rikazzz
Comment
Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
For the investors, the more steeper slope of indifference curve shows the more
risk averse investor
risk taker investor
in differential investor
ineffective investment
Author:
rikazzz
Comment
Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
The realized and required return for individual stocks are classified as function of fundamental
arbitrage factors
economic factors
portfolio factors
realized theory factors
Author:
rikazzz
Comment
Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
The high portfolio return is 6.5% and the low portfolio return is 3.0% then the HML portfolio will be
0.0216
0.095
0.035
0.4615 times
Author:
rikazzz
Comment
Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
The sum of market risk and diversifiable risk are classified as total risk which is equivalent to
Sharpe’s alpha
standard alpha’s
alpha’s variance
variance
Author:
rikazzz
Comment
Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
In calculation of betas, an adjusted betas are highly dependent on historical
unadjusted betas
adjusted historical betas
fundamental historical betas
fundamental varied betas
Author:
rikazzz
Comment
Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
An unsystematic risk which can be eliminated but the market risk is the
aggregate risk
remaining risk
effective risk
ineffective risk
Author:
rikazzz
Comment
Page navigation
1
2
3
…
7
Next Page
Next
Go to Page
Light
Dark
GK
Pakistan Studies
Current Affairs
Islamic Studies
English