CFA備考你對(duì)投資組合管理科目掌握的如何呢？如果你不知道自己備考的怎么樣，那小編給你說到關(guān)于這個(gè)科目的一個(gè)知識(shí)點(diǎn)Formula of portfolio risk的考題，看看你能不能做對(duì)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.