Một nhà đầu tư đang xem xét phân bổ tài sản 2 chứng khoán với thông tin như sau

Chứng khoán A	Chứng khoán B
w	60.0%	40.0%
E(R)	6.0%	10.0%
σ2	0.0036	0.0081
β	0.85	1.02
Cov(A,B)	0.004

Hãy chọn phát biểu không đúng:

Những tài sản sau đây là tài sản thực, ngoại trừ:

Lợi suất mà các nhà đầu tư trên thị trường yêu cầu đối với một trái phiếu được gọi là:

Trong bối cảnh của Mô hình định giá tài sản vốn (CAPM), thước đo rủi ro liên quan

Financial assets can permit all of the following except ___________.

Which of the following portfolio construction methods starts with asset allocation?

If the market prices of each of the 30 stocks in the Dow Jones Industrial Average (DJIA) all change by the same percentage amount during a given day, which stock will have the greatest impact on the DJIA?

You sold short 100 shares of common stock at \$75 per share. The initial margin is 50%. At what stock price would you receive a margin call if the maintenance margin is 30%?

Investors in closed-end funds who wish to liquidate their positions must

Pinnacle Fund had year-end assets of \$825,000,000 and liabilities of

\$25,000,000. If Pinnacle's NAV was \$32.18, how many shares must have been held in the fund?

Which of the following statement(s) is (are) true?

I) The real rate of interest is determined by the supply and demand for funds;

II) The real rate of interest is determined by the expected rate of inflation;

III) The real rate of interest can be affected by actions of the Fed;

IV) The real rate of interest is equal to the nominal interest rate plus the expected rate of inflation.