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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 line which shows the relationship between an expected return and risk on efficient portfolio is considered as
efficient market line
attributable market line
capital market line
security market line
Author:
rikazzz
Comment
Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
The riskless rate in addition with risk premium is multiplied by standard deviation of portfolio for using to calculate expected return rate on
efficient portfolio
inefficient portfolio
attributable portfolio
non-attributable portfolio
Author:
rikazzz
Comment
Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
All the assets are perfectly divisible and liquid in
tax free pricing model
cost free pricing model
capital asset pricing model
stock pricing model
Author:
rikazzz
Comment
Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
According to capital asset pricing model assumptions, the variances, expected returns and covariance of all assets are
identical
not identical
fixed
variable
Author:
rikazzz
Comment
Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
The gross domestic product, the world economy strength and level of inflation are the factors which is used to determine
market realized return
portfolio realized return
portfolio arbitrage risk
arbitrage theory of return
Author:
rikazzz
Comment
Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
In capital asset pricing model, the characteristic line is classified as
regression line
probability line
scattered points
weighted line
Author:
rikazzz
Comment
Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
A theory which states that the assets are traded at the price equal to its intrinsic value is classified as
efficient money hypothesis
efficient market hypothesis
inefficient market hypothesis
inefficient money hypothesis
Author:
rikazzz
Comment
Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
A high portfolio return is subtracted from low portfolio return to calculate
HML portfolio
R portfolio
subtracted portfolio
ML portfolio
Author:
rikazzz
Comment
Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
A measure which is not included in Fama French Three-Factor model is
realized risk free rate
rate of return on market
random error
risk premium
Author:
rikazzz
Comment
Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
The betas tend to move towards 1.0 with the passage of time are classified as
standard betas
varied betas
historical betas
adjusted betas
Author:
rikazzz
Comment
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