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Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
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Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
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Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
A curve which shows attitude towards risk just the way reflected in return trade-off function is classified as
difference curve
indifference curve
efficiency curve
affectivity curve
Author:
rikazzz
Comment
Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
The stocks which has high book for market ratio are considered as
more risky
less risky
pessimistic
optimistic
Author:
rikazzz
Comment
Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
All the points lie on the line if the degree of dispersion is
four
one
two
five
Author:
rikazzz
Comment
Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
The second factor in the Fama French three factor model is the
size of industry
size of market
size of company
size of portfolio
Author:
rikazzz
Comment
Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
In arbitrage pricing theory, the required returns are functioned of two factors which have
dividend policy
market risk
historical policy
Both A and B
Author:
rikazzz
Comment
Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
The second step in determining efficient portfolios is to consider efficient subset from the set of
attainable portfolios
unattainable portfolios
attributable portfolios
non-attributable portfolio
Author:
rikazzz
Comment
Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
The slope coefficient of beta is classified statistically significant if its probability is
greater than 5%
equal to 5%
less than 5%
less than 2%
Author:
rikazzz
Comment
Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
An average return of portfolio divided by its standard deviation is classified as
Jensen’s alpha
Treynor’s variance to volatility ratio
Sharpe’s reward to variability ratio
Treynor’s reward to volatility ratio
Author:
rikazzz
Comment
Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
The relationship between risk free asset and a single risky asset are always
linear
non-linear
efficient
effective
Author:
rikazzz
Comment
Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
An efficient set of portfolios represented through graph is classified as an
attained frontier
efficient frontier
inefficient frontier
unattained frontier
Author:
rikazzz
Comment
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