Ünite Sınavı Soruları

Suppose that you have an investment whose quarterly return rates are 5%, 7%, 9% and 3% in a given year. What is the variance of returns in the given year?

Market, portfolio or systematic risk is the uncertainty inherent to the market that cannot be controllable. On the other hand, the diversifiable, unique or unsystematic risk is the uncertainty that is related to the _____ .

Which of the following best completes the statement above?

Which of the following is expected to yield more based on the historical data for the U.S. Economy over the period of 1926-2017? 

I.Market, portfolio or systematic risk is the uncertainty inherent to the market that cannot be controllable.
 

II.Systematic risk can be reduced through diversification.

III. Unsystematic risk can not  be reduced through diversification.

Which one/ones above is/are correct about systematic and unsystematic risk?

1. Systematic risk can be reduced through diversification

2. Unsystematic risk is the uncertainty that isrelated to the invested asset

3. On average unexpected returns should be positive

4. Unexpected returns can be broken down into a systematic risk and unsystematic risk components

Which of the statements are true?

1.Expected returns

2.Risk levels

3.Possible interactions/co-movements with other securities

4.Trends

Which of the above should we take into account when deciding on an investment?

Which of the following measures the co-movement of a securities returns with the market return?

The return in excess of the risk-free rate that investors require to
compensate for the risk of an investment is the ............

The covariance that has been standardized to be between -1 to +1 is called......

The Capital Market Line (CML) is the line that connects the _____ with the _____.

Which of the following best completes the statement above?

Which of the following statements is TRUE?

Which of the following can be considered as an unsystematic risk?

_____ describes the relationship between the systematic risk of a security, namely beta, and expected returns.

Which of the following best complete the statement above?

What is the effect of combining assets with negative correlation on the expected return and expected risk (variance) of a portfolio?  

The earnings of a company for the first quarter of the year fell by 40%, however, the stock price did not change after the announcement. The general market was also flat during this period. 

Which of the following best explain the situation above?

"Assuming that you bought 1 share of stock at an initial price of T200, at the end of the year the dividend paid is T30, and market price is T220" What would your total return in TL be at the end of the year?

What will be the beta of an asset whose expected return is 12 % given the expected market return is  10% and risk free return is 6%?

Which securities on the graph above are over-valued?

Suppose that security X has an expected return of 10% and security Y has an expected return of 5 %. What is the interval of expected rate of return of a portfolio consisting X and Y?

According to the capital-asset pricing model (CAPM), a security's expected (required) return is equal to the risk-free rate plus a risk premium …………….