英语翻译13.Consider a risky portfolio,A,with an expected rate of return of 0.15 and a standard deviation of 0.15,that lies on a given indifference curve.Which one of the following portfolios might lie on the same indifference curve?(A)E(r) = 0.15

英语翻译13.Consider a risky portfolio,A,with an expected rate of return of 0.15 and a standard deviation of 0.15,that lies on a given indifference curve.Which one of the following portfolios might lie on the same indifference curve?(A)E(r) = 0.15
英语翻译
13.Consider a risky portfolio,A,with an expected rate of return of 0.15 and a standard deviation
of 0.15,that lies on a given indifference curve.Which one of the following portfolios might
lie on the same indifference curve?
(A)E(r) = 0.15; Standard deviation = 0.20 (B)E(r) = 0.15; Standard deviation = 0.10
(C)E(r) = 0.10; Standard deviation = 0.10 (D)E(r) = 0.20; Standard deviation = 0.15
14.The standard deviation of a portfolio that has 20% of its value invested in a risk-free asset and
80% of its value invested in a risky asset with a standard deviation of 20% is ____%.
(A)18 (B)14 (C)12 (D) 16
15.Assume that a portfolio is invested in three securities.Security 'A' has an expected return of
10%,security 'B' has an expected return of 16%,and security 'C' has an expected return of 7%.
If the portfolio weights are 30%,50%,and 20% respectively,the expected return on the
portfolio should be ___%.
(A)11.2 (B) (C)10.7 (D) 9.8
16.The Capital Allocation Line can be described as the
(A)investment opportunity set formed with a risky asset and a risk-free asset.
(B)investment opportunity set formed with two risky assets.
(C)line on which lie all portfolios that offer the same utility to a particular investor.
(D)line on which lie all portfolios with the same expected rate of return and different standard
deviations.
17.Which of the following statements regarding the Capital Allocation Line (CAL) is false?
（A)The CAL shows risk-return combinations.
(B)The slope of the CAL equals the increase in the expected return of a risky portfolio per unit
of additional standard deviation.
(C)The slope of the CAL is also called the reward-to-variability ratio.
(D)The CAL is also called the efficient frontier of risky assets in the absence of a risk-free
asset.
18.Given the capital allocation line,an investor's optimal portfolio is the portfolio that
(A)maximizes her expected profit.(B)maximizes her risk.
(C)minimizes both her risk and return.(D)maximizes her expected utility.
看不懂.我新手没分.

英语翻译13.Consider a risky portfolio,A,with an expected rate of return of 0.15 and a standard deviation of 0.15,that lies on a given indifference curve.Which one of the following portfolios might lie on the same indifference curve?(A)E(r) = 0.15
13.考虑一个风险投资组合、,用一种的预期收益率0.15,标准偏差
这取决于对0.15,一个给定的差异曲线.下列哪一种组合可以吗
躺在相同的差异曲线呢?
(一)E(r)= 0.15;标准差= 0.20(B)E(r)= =每股0.15;标准偏差
(三)E(r)=每股;标准差=每股(D)E(r)= 0.20;标准差= 0.15
14.这个标准偏差的一个公事包,有20%的价值,在无风险资产的投资
80%的价值投资在一个风险资产和标准偏差的20%是____ %.
(一)18(B)14(C)12(D)16岁
15.假设一个组合证券投资的三个.安全' '有预期回报的
“B”为10%,安全具有预期回报的16%,而安全的C”有一个预期回报的7%.
如果这个组合权重是30%,50%和20%,的期望回报率
组合___ %.
(一)11.2(B)(C)10.7%(D)98
16岁.资本配置线可以被描述为
(一)投资机会和风险资产,形成一个无风险资产.
(B)投资机会集合了两风险资产.
(三)线,所有组合来提供相同的效用,某一特定的投资者.
(D)生产线上都具有相同的预期的投资组合的回报率和不同的标准
偏差.
17.下面哪个关于资本配置线(凯尔)是假的?
(一).卡尔显示风险的组合.
(B).凯尔的斜率相等的预期收益的增加的风险投资的单位
额外的标准偏差.
(C).卡尔坡,也被称作reward-to-variability比率.
(D).原本也被称为有效边界的风险资产的风险
资产.
18岁.给出了资本分配线,投资者的最优投资组合,是
(一)最大化,她的预期收益.(B)的风险最大.
(三)使她的风险和回报.(D)期望效用最大化她.