Busıness Fınance I Deneme Sınavı Sorusu #1077364
1. The risk-free return is the return on securities that always yield their expected returns, regardless of the economic environment
2. The risk free return is usually approximated with the returns from very short-term government securities
3. The risk-free asset has variability in zero variance and zero correlation and covariance with any asset
4. The Capital Market Line (CML) is the line that connects the risk-free asset with the
risk free rate
Which of the above statements are turue?
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1 and 2 |
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1 and 3 |
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2 and 3 |
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3 and 4 |
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1 and 4 |
The risk-free asset has no variability or risk resulting in zero variance and zero correlation and covariance with any asset.
The Capital Market Line (CML) is the line that connects the risk-free asset with the
market portfolio, where the line is just tangent to the efficient frontier on an expected return/standard deviation graph.
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