发布时间:2021-05-25 09:10编辑:融跃教育FRM
备考FRM的考生有的还不清楚FRM真题的重要性,考生只有做大量的真题,才能够查漏补缺,掌握相关的知识点!今天,为大家分享一下FRM二级考试的真题,备考的你不可或缺!
In regard to the capital asset pricing model (CAPM), which of the following assumptions (or implications) of the CAPM is a genuine success such that it is both true in practice and useful to us?
A) Information is costless and available to all investors: technology has reduced information friction to roughly zero》》》戳:免·费领取FRM各科视频讲义+历年真题+21年原版书(PDF版)
B) Risk is factor exposure: The risk of an individual asset is measured in terms of the factor exposure of that asset
C) Investors have mean-variance utility: asset owners care only about means (which they like) and variances (which they dislike)
D) Investors have homogeneous expectations: investors have identical expectations with respect to the necessary inputs into the portfolio decision
答案:B
解析:Risk is factor exposure: The risk of an individual asset is measured in terms of the factor exposure of that asset.【资料下载】点击下载GARP官方FRM二级练习题
小编再次提醒,对于FRM真题的练习真的很重要,以上是【FRM二级考试真题练习,备考的你不可或缺!】的全部解答,如果想要学习更多关于【FRM】的知识,欢迎大家持续关注融跃教育FRM官网!
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