發布時間:2020-05-25 09:10編輯:融躍教育FRM
備考FRM的考生有的還不清楚FRM真題的重要性,考生只有做大量的真題,才能夠查漏補缺,掌握相關的知識點!今天,為大家分享一下FRM二級考試的真題,備考的你不可或缺!
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
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.【資料下載】點擊下載GARP官方FRM二級練習題
小編再次提醒,對于FRM真題的練習真的很重要,以上是【FRM二級考試真題練習,備考的你不可或缺!】的全部解答,如果想要學習更多關于【FRM】的知識,歡迎大家持續關注融躍教育FRM官網!
下一篇:Multicollinearity在FRM考試中是什么意思?
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