116. An analyst gathered the following information about a portfolio comprised of two
assets:
Asset Weight (%) Expected Return Expected Standard Deviation
X 75 11% 5%
Y 25 7% 4%
If the correlation of returns for the two assets equals 0.75, and the risk-free
interest rate 1 percent, then the expected standard deviation of the portfolio is
closest to:
A. 3.07%.
B. 4.23%.
C. 4.55%.
By accessing this mock exam, you agree to the following terms of use: This mock exam is provided to
currently-registered CFA candidates. Candidates may view and print the exam for personal exam
preparation only. The following activities are strictly prohibited and may result in disciplinary and/or legal
action: accessing or permitting access by anyone other than currently-registered CFA candidates; copying,
posting to any website, emailing, distributing and/or reprinting the mock exam for any purpose.
Bạn đang xem 116. - CFA MOCK EXAM LEVEL I MOCK EXAM MORNING 2009