当前位置:高顿题库 >题目详情

题目解析

Based on the following information, which asset class is the least significant in an efficient portfolio with an expected return of 12.50%?

The following are the long-term capital market expectations:

Asset Class Expected
Return
Exp. Std. Dev.
1 US Equity

12.00%

16.00%
2 US Bonds

8.25%

6.50%
3 Intl Equities

14.00%

18.00%
4 Intl Bonds

9.25%

12.25%
5 Alt Inv

11.50%

21.00%
The details of each corner portfolio are given below.

Corner
Portfolio
Expected
Return
Exp. Std.
Dev.
Sharpe
Ratio
Asset Class Weights
1 2 3 4 5
1 14.00% 18.00% 0.639 0.00% 0.00% 100.00% 0.00% 0.00%
2 13.66% 16.03% 0.696 0.00% 0.00% 86.36% 0% 14.00%
3 13.02% 13.58% 0.775 21.69% 0.00% 56.56% 0.00% 21.76%
4 12.79% 13.00% 0.792 21.48% 0.00% 52.01% 5.24% 21.27%
5 10.54% 8.14% 0.988 9.40% 51.30% 26.55% 0.00% 12.76%
6 8.70% 6.32% 0.981 0.00% 89.65% 4.67% 0.00% 5.68%


A. US bonds with a weight of 3.71%.
B. Alternative investments with a weight of 20.17%.
C. International bonds with a weight of 4.56%.
  • 答案解析:
    登录之后可查看解析
  • 统       计:共计6人答过,平均正确率66.66%
  • 问       题:进入高顿部落发帖帮助

相似题型

热门网课更多>>

论坛精华更多>>

题库APP下载更多>>

关注我们

微信号:gaoduntiku

登录手机注册

合作账户登录:      

资料修改成功
失败提示失败提示
资料修改成功
失败提示失败提示
当前号码已不用/丢失,或无法收到验证码? 联系技术支持拨打电话 021-60896660
用户服务协议

高顿网校试题纠错

为方便我们排查错误,请您详细描述本题错误,例如:
还可以输入100

同学

加入你感兴趣的讨论群

售前咨询(9:00-21:00)
400-168-8811
售后咨询(9:00-21:00)
021-31068088

关注官方微信

微信号:gaoduneclass

售前咨询(9:00-21:00)

400-168-8811

在线客服点击咨询

售后咨询(9:00-21:00)

021-31068088

在线客服点击咨询

fankui@gaodun.com

微信扫一扫
实时资讯全掌握

点击即可拨打
400-168-8811

请把您的意见告诉我们

反馈内容:(*必填)

上传图片:
+上传 上传本地图片,图片大小不超过5M

Copyright © 2006- 高顿网校, All Rights Reserved.

沪ICP备 10004469 可信网站认证 诚信网站认证 上海市互联网举报中心 网络社会证信网 安全联盟认证 电脑管家认证