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2020年CFA考试《CFA三级》考试共240题,分为单选题。小编为您整理Equity Portfolio Management (1)5道练习题,附答案解析,供您备考练习。
1、To meet the objectives of the Hayes University Endowment, the most appropriate investment approach is an:【单选题】
A.index approach using stratified sampling.
B.enhanced index approach.
C.active market–oriented approach.
正确答案:B
答案解析:The Hayes University Endowment seeks to maximize the information ratio while controlling tracking error. The appropriate investment approach is semiactive management or enhanced indexing. Because of the strict control of tracking error, enhanced indexing tends to have the highest information ratio compared with indexing and active investment management.
2、【单选题】
A.concentrate risk exposure.
B.be based on the efficient market hypothesis.
C.overweight stocks that recently experienced large price decreases.
正确答案:A
答案解析:A is correct. Compared with broad-market-cap weighting, passive factor-based strategies tend to
3、The Elmer fund’s management strategy is:【单选题】
A.active.
B.passive.
C.blended.
正确答案:B
答案解析:B is correct. The fund is managed assuming that the market is efficient, and investments are
4、【单选题】
A.positive screening.
B.negative screening.
C.thematic investing.
正确答案:B
答案解析:B is correct. The DoGood fund excludes companies based on specified activities (e.g., aerospace
5、Based on Exhibit 1, for the year 2009, assuming no stock splits or stock dividends for the stock components and no rebalancing, which of these index structures would have most likely resulted in the largest return for the GSI?【单选题】
A.A value-weighted index
B.An equal-weighted index
C.A price-weighted index
正确答案:A
答案解析:This weighting methodology produced the largest return of 13.5% for the GSI. The return on a value-weighted index is the percentage change in the total market capitalization of the firms in the index, or
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
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