下载亿题库APP
联系电话:400-660-1360
请谨慎保管和记忆你的密码,以免泄露和丢失
请谨慎保管和记忆你的密码,以免泄露和丢失
2020年CFA考试《CFA三级》考试共240题,分为单选题。小编为您整理Fixed-Income Portfolio Management (2)5道练习题,附答案解析,供您备考练习。
1、Which of the criteria outlined by Alpha is least accurate with respect to the selection of a fixed-income manager?【单选题】
A.Criterion 1
B.Criterion 2
C.Criterion 3
正确答案:B
答案解析:Decomposing a portfolio's historical returns shows whether a manager has skill in security selection. For long periods, when fund fees and expenses are factored in, the realized alpha of fixed-income managers has averaged close to zero with little evidence of persistence.
2、【单选题】
A.underperform.
B.remain stable.
C.outperform.
正确答案:C
答案解析:C is correct. Hirji proposes an extreme bullet portfolio focusing on the middle of the yield curve. If the forecast is correct
3、【单选题】
A.–2.30%.
B.0.07%.
C.4.60%.
正确答案:C
答案解析:C is correct. The total expected return is calculated as follows:
4、【单选题】
A.Strategy 1
B.Strategy 2
C.Strategy 3
正确答案:B
答案解析:B is correct. In a stable yield curve environment, holding bonds with higher convexity negatively affects portfolio
5、The weekly volatility of Winslow’s portfolio is closest to:【单选题】
A.0.56%.
B.0.80%.
C.0.63%.
正确答案:B
答案解析:
What are the indices for a skewed distribution?:What are the indices for a skewed distribution?
What are the responsibilities of the members in reference to the CFA Institute?:Once accepted as a member:每年交述职报告和年费but must not over promise the competency and future investment results.Case
What members and candidates should notice in CFA examinations?:or security of the CFA examinations.(不能恶心CFA),考试不能作弊:考试内容要保密:A. No.:Responsibilities as a CFA Institute Member.right④Case
微信扫码关注公众号
获取更多考试热门资料