题目内容

Which of the following performance measures most likely relies on systematic risk as opposed to total risk when calculating risk-adjusted return？

A. M-squared
B. Sharpe ratio
C. Treynor ratio

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Charles Mbuwanga, a Level III CFA Candidate, is the business development manager for Sokoza Investment Group, an investment management firm with high-net-worth retail clients throughout Africa. Sokoza

A. Suitability
B. Knowledge of the Law
C. Independence and Objectivity

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All else equal, the difference between the nominal spread and the Z-spread for a non-Treasury security will most likely be larger when the:

A. Yield curve is flat.
B. Yield curve is steep.
C. Security has a bullet maturity rather than an amortizing structure.

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Elbie Botha, CFA, an equity research analyst at an investment bank, disagrees with her research teams buy recommendation for a particular companys rights issue. She acknowledges the recommendation is

A. Leave her name on the report
B. Insist her name is removed from the report
C. Issue a new report based on her conclusions

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One reason why the duration of a portfolio of bonds does not properly reflect that portfolios yield curve risk is the duration measure:

Assumes all yields change by the same amount.
B. Assumes all the bonds have the same discount rate.
C. Ignores differences in coupon rates across the bonds.

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Which of the following performance measures most likely relies on systematic risk as opposed to total risk when calculating risk-adjusted return？

A. M-squared B. Sharpe ratio C. Treynor ratio

Charles Mbuwanga, a Level III CFA Candidate, is the business development manager for Sokoza Investment Group, an investment management firm with high-net-worth retail clients throughout Africa. Sokoza

All else equal, the difference between the nominal spread and the Z-spread for a non-Treasury security will most likely be larger when the:

Elbie Botha, CFA, an equity research analyst at an investment bank, disagrees with her research teams buy recommendation for a particular companys rights issue. She acknowledges the recommendation is

One reason why the duration of a portfolio of bonds does not properly reflect that portfolios yield curve risk is the duration measure:

A. M-squared
B. Sharpe ratio
C. Treynor ratio