Individual's
risk aversion degree decides specific allocation between a risky
portfolio and a risk-free asset. ( )
risk aversion degree decides specific allocation between a risky
portfolio and a risk-free asset. ( )
举一反三
- Suppose that the risk-free rate is 5%, risky asset weight (the y) is 50% and market risk premium on risky asset is 5%, what is the expected portfolio return of our portfolio? Write in percentages with the % symbol.______
- The asset allocation line in the mean-standard deviation plane is the connection between risk-free assets and risky assets.
- A ________ prefers stock in the less risky asset than in the riskier asset. A: risk preferrer B: risk-averse person C: risk lover D: risk-favorable person
- The amount of systematic risk present in a particular risky asset relative to that in an average risky asset is called the: A: mean. B: risk premium. C: standard deviation. D: beta coefficient. E: variance.
- The _____ tells us that the expected return on a risky asset depends only on that asset's nondiversifiable risk A: efficient markets hypothesis B: systematic risk principle C: open markets theorem D: law of one price