G1_L05_QLDMĐT

1. Holding maturity constant, a bond’s duration is ____ when the coupon rate is ____.

• higher/higher

• 1. higher/lower

• lower/lower

• 1. unchanged/changed

Which of the following is not a common objective of investment portfolio management?

• Capital preservation

• 1. Capital appreciation

• Risk minimization

• 1. Liquidity enhancement

Which of the following is a statistical measure used to assess the relationship between a portfolio's returns and the returns of a benchmark index?

• 1. Standard deviation

• Sharpe ratio

• Alpha

• Beta

The line depicting the risk and return of portfolio combinations of a risk-free asset and any risky asset is the: 

• Capital allocation line (CAL)

• Security market line (SML)

• Security characteristic line

• Capital market line (CML)

Undiversifiable risk is:

• Systematic risk

• Default risk 

• Unsystematic risk

• Specific risk

All cost and investment reports according to each milestone in accordance with investment portfolio structure, strategy and investment efficiency, excluding:

• Quarterly

• Annual

• Daily

• Year to date

Which of the following strategies seeks to increase the portfolio value by reinvesting current income in addition to capital?

•  Return preservation

• Total return

• Capital preservation

• Capital appreciation

Ceteris paribus, the duration of a bond is positively correlated with the bond's:

• Coupon rate

• YTM

• Time to maturity

• All of the options are correct