CFA备考你对投资组合管理科目掌握的如何呢？如果你不知道自己备考的怎么样，那小编给你说到关于这个科目的一个知识点Formula of portfolio risk的考题，看看你能不能做对呢？


Questions 1:

A portfolio contains equal weights of two securities having the same standard deviation. If the correlation between the returns of the two securities was to decrease, the portfolio risk would most likely:

A、 increase.

B、 remain the same.

C、 decrease.

Questions 2:

Information for Stock A and the market appear in the following table:

The beta of Stock A is closest to:

A 、1.70.

B、 2.35.

C、 0.43.