A PORTFOLIO INVESTED IN TWO ASSETS HAS AN EXPECTED RETURN OF 11%....

116. - MOCK AND SAMPLE EXAMS CFA LEVEL I MOCK EXAM AFTERNOON VERSIONB QUESTIONS 2014

MOCK AND SAMPLE EXAMS CFA LEVEL I MOCK EXAM AFTERNOON VERSIONB QUESTIONS 2014

Nội dung
Đáp án tham khảo

116. A portfolio invested in two assets has an expected return of 11%. If expected returns for asset A

and B, respectively, are 8% and 12%, then the portfolio weight of Asset B is closest to:

A. 25%.

B. 75%.

C. 50%.