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FINC3017 Investment and Portfolio Management

创建日期：2024-05-16 14:33:59

所属分类：金融Finance

标签： FINC3017

Investment and Portfolio Management

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FINC3017 Investment and Portfolio Management

Final Exam Practice Questions & Answers

Ø Practice Questions (50)

【Week 1-2】
1. If [] = 10 and Var[] = 2, then [3 + 5] and Var[3 + 5] will be equal to _____

A. 30, 18
B. 10, 6
C. 35, 23
D. 35, 18

2. Treasury bill pays a 6% rate of return. A risk averse investor __________ invest in a risky portfolio
that pays 12% with a probability of 40% or pays 2% with a probability of 60% because __________.

A. might; she is rewarded a risk premium
B. might; the portfolio offers a higher return than the Treasury bill even though it is risky
C. would not; she is not rewarded with any risk premium
D. would not; risk averse investors will always choose the risk-free asset

3. Which of the following is a derivative security?

A. Banker’s Acceptance
B. Cross currency swap
C. Preferred stock
D. Commercial Paper

4. Entering into a ____ contract no money is exchanged at initiation, but for a ___ contract money is
exchanged at initiation.

A. option, future
B. future, forward
C. forward, future
D. future, option

5. A _____ investor will require compensation to bear risk.

A. risk-seeking
B. risk-neutral
C. risk-averse

!
【Week 3】
6. The Markowitz critical line (MCL) is_____.

A. a straight line which is tangent to the efficient frontier
B. a straight line in n-dimensional allocation space upon which all minimum variance portfolios lie
C. a straight line which is derived with the risk-free and the risky portfolio
D. a straight line and the slope of it equals to the tangency portfolio’s Sharpe ratio

7. The two fund theorem states that_____.

A. Any minimum variance portfolio (MVP) can be constructed from a portfolio of two minimum
variance portfolios.
B. Any efficient portfolio can be constructed from a portfolio of two efficient portfolios.
C. All efficient portfolios lie on a straight line in expected return-standard deviation space.
D. All portfolios can be constructed from a portfolio consisting of the market cap weighted portfolio
and the risk-free asset.

8. Which of the following statement is true?
A. For two risky assets, its efficient frontier is the lower branch of the investment opportunity set.
B. There will be more diversification benefits when the correlation are approaching to 1.
C. When asset returns are perfectly positively correlated, there will no risk.
D. As correlation becomes more negative, there will be more diversification benefits.

9. Risk that can be eliminated through diversification is called ______ risk.
A. idiosyncratic
B. firm-specific
C. diversifiable
D. all of the above
E. B and C only

10. The optimal risky portfolio can be identified by finding _____________.

A. the minimum variance point on the efficient frontier
B. the maximum return point on the efficient frontier
C. the tangency point of the security market line and the efficient frontier
D. the efficient portfolio with the highest Sharpe ratio
E. the efficient portfolio with the highest risk premium

11. If your risk aversion is A = 0, which one of the following portfolios will you prefer?
A. E(rp ) = 8%; σ p = 10%
B. E(rp ) = 10%; σ p = 20%
C. E(rp ) = 15%; σ p = 30%
D. E(rp ) = 20%; σ p = 40%

!
12. Following the table below, if the correlation is 0.8, the portfolio return is _______ and standard
deviation is ________. (Please present in percentage format and round to 2 decimals)

Stock Return Variance Weight
A 6% 12% 30%
B 12% 20% 70%

13. An investor has a risk aversion coefficient of 5. The expected return and standard deviation of the optimal
risky portfolio are 15% and 25%, respectively. If the Sharpe ratio of the optimal capital allocation line is
0.48, what is the proportion of the investor’s combined portfolio that should be invested in the risky
portfolio that would maximise their utility?

A. 9.6%
B. 19.1%
C. 33.8%
D. 38.4%

14. Explain why an investor who selects a portfolio on the inefficient frontier is irrational.

【Week 4-6】
15. Which of the following statement regarding CAPM is true?

A. All investors will hold the same market portfolio.
B. All investors will hold the same portfolio consisting of risky assets and the risk-free asset.
C. CAPM assumes all investors have the same risk aversion.
D. Investors will have the same allocation to risky assets and risk-free asset.

16. Which of the following is on the horizontal axis in a plot of the Security Market Line?

A. Standard deviation
B. Beta
C. Expected return
D. Risk premium

17. According to the CAPM, the market portfolio has a beta of _____ and the intercept of the security
market line is _______. (Y-axis represents the excess return)

A. 0, 0
B. 0, risk-free rate
C. 1, 0
D. 1, risk-free rate

!
18. In the context of the CAPM, the relevant risk is

A. unique risk.
B. systematic risk.
C. standard deviation of returns.
D. variance of returns.

19. Assume the risk-free rate is 1% and the average investor has a risk-aversion coefficient of A = 3. We
also know the standard deviation of the market portfolio and stock JBH is 15% and 20% respectively.
The JBH has a beta of 0.8. According to the CAPM, the equilibrium value of the market risk premium
is _________, the expected return on the market is _________, and the expected rate of return on JBH
is _________. If the historical return of JBH is 9%, the alpha of JBH is _________.

20. The analyst tries to estimate the following cross-sectional regression of average excess returns of the
various sectors under managed portfolios on their betas and volatilities: ri = λ0 + λ1betai + λ2voli + ei,
according to the CAPM, what should we expect for λ0, λ1, and λ2?

A. 0, 0, 0
B. market return, 0, 0
C. 0, market risk premium, 0
D. 0, 0, market risk premium

21. Which of the following is not the characteristic of SIM?

A. Impose the assumption on data generating process
B. Reduce the number of parameters to estimate
C. Covariance matrix is calculated with historical data
D. Easier than Markowitz on computation

22. As diversification increases, the firm-specific risk of a portfolio approaches

A. 0.
B. 1.
C. infinity.

23. In single index model, the return on a stock in a particular period will be related to

A. firm-specific events
B. macroeconomic events
C. the error term
D. both firm-specific events and macroeconomic events

!
24. An investment fund analyses 125 stocks in order to construct a mean-variance efficient portfolio and
single index model respectively constrained by 125 investments. They will need to calculate
_________ covariances for mean-variance model and _________ variance for single index model.

A. 125; 125
B. 15625; 125
C. 7750; 125
D. 15625; 15625

25. Which of the following is an example of idiosyncratic risk?

A. Large negative returns to facebook as a result of the Cambridge Analytica scandal.
B. The fall in value of most shares in the market due to the COVID-19 pandemic.
C. The fall in share price in a car manufacturer due to supply chain issues causing production delays
and hence sales to fall.
D. The fall in share price of mining firms due to the economic impact worldwide.

26. Which pricing model provides no guidance concerning the determination of the risk premium on factor
portfolios?

A. The CAPM
B. The multifactor APT
C. Both the CAPM and the multifactor APT
D. Neither the CAPM nor the multifactor APT
E. None of the options are correct.

27. A well diversified portfolio is one which has a sufficient number of assets, and a well balanced
weighting scheme, to ensure that all the risk is eliminated.

A. True
B. False

28. Under _____, it assumes the investors’ preference between risk and return.

A. The CAPM
B. The APT
C. Both the CAPM and APT
D. Neither the CAPM nor the APT

!
29. The feature of the APT that offers the greatest potential advantage over the CAPM is the

A. use of several factors instead of a single market index to explain the risk-return relationship.
B. identification of anticipated changes in production, inflation, and term structure as key factors in
explaining the risk-return
relationship.
C. superior measurement of the risk-free rate of return over historical time periods.
D. variability of coefficients of sensitivity to the APT factors for a given asset over time.

30. A professional who searches for mispriced securities in specific areas such as merger-target stocks,
rather than one who seeks strict (risk-free) arbitrage opportunities is engaged in

A. pure arbitrage.
B. risk arbitrage.
C. option arbitrage.
D. equilibrium arbitrage.

【Week 7-10】
31. There’s no computation required for fundamental factor, as they are usually ready to use.

A. True
B. False

32. According to the size anomaly, what would be the best way to construct the trading strategy?

A. long small stock and large stock at the same time
B. long small stock and short large stock
C. short small stock and long large stock
D. short small stock and large stock at the same time

33. Which of the following statement is true about smart beta strategy?

A. Smart beta strategy is a full active management strategy.
B. It has lower cost than a passively managed portfolio.
C. It employs market capitlisation weights.
D. It is a rules based approach to investing.

34. An investor purchased one share of stock for $ 40, then received $3 dividend at the end of the month
and sold it for $45. The simple net return is _____.

35. The returns for stock WOW over the past 4 years were 3%, 8%, -2%, 6% respectively, the arithmetic
average return is _______ and geometric average return is ________. (Round to two decimals)

!
36. The return and variance of Stock BNP in the past three month was 4% and 1.5% respectively, what’s
the annualised return and variance?

A. 12%; 4.5%
B. 16%; 6%
C. 12%; 3%
D. 16%; 3%

37. Jason purchased a share of stock for $20 at the beginning of year 1. At the end of year 1, he received $2
dividend and purchased one more share for $23. At the end of year 2, he received $1 dividend and sold
two shares for $25 each. The geometric average return is _______ and dollar weighted return is ______.

38. Consider the two excess return index models for portfolio A and B, the risk-free rate over the period was
6% and the market’s average return was 14%. (Round results to 4 decimal place)
PORTFOLIO A PORTFOLIO B
Model Estimates 1% + 1.2(rm-rf) 2% + 0.8(rm-rf)
R squared 55% 48%
Residual Standard Deviation 10.3% 19.5%
Standard Deviation of Portfolio 21.6% 24.9%

For Portfolio A, the Sharpe Ratio is ________, the Treynor ratio is ________ and alpha is_________.

For Portfolio B, the Sharpe Ratio is ________, the Treynor ratio is ________ and alpha is_________.

39. A portfolio generates an annual return of 14%, a beta of 1.5, and a standard deviation of 16%. The
market index return is 10% and has a standard deviation of 12%. What is the M2 measure of the portfolio
if the risk-free rate is 2%? What’s the weight in risk-free asset?

A. 4%; 75%
B. 1%; 75%
C. 4%; 25%
D. 1%; 25%

40. Evaluate the market timing and security selection abilities of the manager whose performance is
plotted in the diagram below.

A. bad selector, good timer
B. good selector, good timer
C. good selector, bad timer
D. bad selector, bad timer

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ATMS 201 COMP3425 MATH7861 SOLA2060 MA 325 7CCEMCTH ECON 432 INFT2051 SOLA 2060 ECOS2002 Stats141XP BIOA02H3 S2022 MA4601 K5 COMP5329 EG 284 IB3A70 WECO1020 COMP3027 Energy ACS61011 MAST20026 STAT 533 MATA31 ENVS257 BEM2031 EC 486 COMP0172 CS3214 EECE5644 IB2B20 COSC2536 COSC1147 COMP6214 5CCM242A COMP0130 AMME2000 MTMG50: EG238 ACF6006 QBUS2810 COSC2391 ECON7560 MATH377 STA305 CS 486 COMP1117B EL648 ELEC3909 ECON 241 COMP 4901W BUSI4428 ENEN20002 ENGN4524 ELEC3115 CSC 413 PSYC 100B ECON1002 MATH256 ANSC20005 MTHS2008 MATH40082 COSC 2406 FIT3174 STA 238 CMT202 Differential Equations MTHM017 GARCH 101 MATH2069 CSC336S ACSC12 ETF2121 CEME 2001 DB B474F ARHT1001 EECS 3311 3220 STATS 786 CS 484 COMP20008 MATH4091 ECE 455 CSCI 204 BUS B200F BA 875 BU5562 COSC 1147 X11 GEOG 101 IMM250F CSE 584A MATH38172 LAB 4 ELEC5882M FINS5523 EE 430 COMP 465 6CCS3PRE 7CCSMNSE FINANCE ACMB02H3 ENGG2112 ELEC5616 SCM B371 CHEM3120 CS22 ECMT2130 MAST30011 ADSPBF706 CENG0013 ACCOUNTING BUSS1040 CHEM 181 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