GLO_CWM_LVL_1 試験問題を無料オンラインアクセス

Portfolio A had a return of 12% in the previous year, while the market had an average return of 10%. The standard deviation of the portfolio was calculated to be 20%, while the standard deviation of the market was
15% over the same time period. If the correlation between the portfolio and the market is 0.8, what is the Beta of the portfolio A?

• A.1.91
• B.0.94
• C.1.31
• D.1.07

Rahul had invested in an open ended Mutual Fund when the NAV of the fund was Rs. 10. After 6 months the NAV was Rs. 12. Calculate the annualized percentage change in the fund ignoring all charges.

• A.36.64%
• B.80%
• C.96%
• D.40%

The Portfolio consists of two securities, X and Y in the ratio of 70:30. Given that

and covariance between them is 16%, what is the portfolio risk?

• A.8.04%
• B.Nil
• C.13.77%
• D.25%

Retiring early will ____________ the accumulation phase while ____________ the retirement phase

• A.Longer, shorter
• B.Shorter, shorter
• C.Longer, longer
• D.Shorter, longer

A project should be considered if the Profitability Index is

• A.More than to 0.5
• B.More than 1
• C.None of the above
• D.Less than 1