Ünite Sınavı Soruları

Which of the following can be considered as a systematic risk?

Which of the following is the definition of the capital-asset-pricing model?

• Expected return of a portfolio is simply the weighted average of the returns of securities
• The variance of a portfolio is a function of the individual security return variances
• The variance of a portfolio is a function of the covariance
  between them
• There is a positive relationship with both
  the variances and covariance
• Similar to the calculation of standard deviation of a single security, the square root of the variance would be the standard deviation of the portfolio

How many of the above statements are true?

In an efficient market, prices .... reflect .... available information.

Which of the word pairs below does correctly fill the blanks in the sentence given above?

The variance of portfolio depends on the following EXCEPT FOR …….

1. As long as p less than 1, there will always be a diversification benefit

2. The correlation lies between -0.5 and +0.5

3. The diversification benefit would be eliminated at +1 correlation

4. The maximum diversification benefit would be reached at -0.5

Which of the above statements are true? 

I.As a holder of some stocks, you own a part of the company and you have the right to benefit from the profitability of the company.

II.During periods where the company loses money, the companies are not able to satisfy the expectations of their shareholders.

III.Shareholders will have capital gains  if the market price of your stocks have increased.

Which one/ones above is/are correct about the return on stocks?

"It is used to measure the risk level of securities in relation to the overall market."Which notion below belongs to the given definition?

Which of the following is expected to yield more based on the historical data of  Turkey over the period of 2006-2017? 

Which of the following sentences is wrong?

The average relationship between stock returns and the market returns can be modelled with the ………..

"It  is a model describing the relationship between the systematic risk of a security, namely beta, and expected returns." Which notion below belongs to the given definition?

Which one of the following is a measure for risk-free return rate?

_____ of the Efficient Markets Hypothesis states that all publicly available information is fully reflected in prices.

Which of the following best completes the statement above?

Someone who says “Do not put all your eggs in one basket” is referring to …………..

The risk which may be eliminated at little or no cost with proper diversification is called......

Which of the following is not considered when adjusting the risk-return bias of a portfolio?

All portfolio compositions that reflect the positive relationship between risk and return are ………

Which one below is a component of weak form in the results of the EMH?