题目内容

What criteria investments have to meet to be an efficient portfolio based on modern portfolio theory developed by Markowitz?

A. the lowest risk for an expected rate of return
B. the highest risk for an expected rate of return
C. the lowest expected rate of return for a given level of risk
D. the highest expected rate of return for a given level of risk

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According to Fama's theory, informationally efficient markets can be divided into three forms, which are().

A. weak form
B. semi-weak form
C. semi-strong form
D. strong form

EMH suggests that no investor has an advantage in predicting a return on a stock price since no one has access to information not already available to everyone else.

A. 对
B. 错

The greater the positive correlation coefficients, the lower the risk in a large portfolio.

A. 对
B. 错

Covariance and correlation measure how two random variables are related.

A. 对
B. 错