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    (20/02) Mscfe 640 Portfolio Theory and Asset Pricing (C19-S2) Module 4: Active Frontiers Practice Quiz M4 (Ungraded)

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    FRANCIS YEGO
    This document contains a practice quiz with 5 multiple choice questions for a portfolio theory and asset pricing course. The quiz covers topics like the different effects of portfolio returns, assumptions of mean-variance optimization, measuring returns ex post, the output of combining mean-variance and tracking error approaches, and the results of an analysis comparing a portfolio to a benchmark.

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    (20/02) Mscfe 640 Portfolio Theory and Asset Pricing (C19-S2) Module 4: Active Frontiers Practice Quiz M4 (Ungraded)

    Uploaded by

    FRANCIS YEGO
    82 views4 pages
    This document contains a practice quiz with 5 multiple choice questions for a portfolio theory and asset pricing course. The quiz covers topics like the different effects of portfolio returns, assumptions of mean-variance optimization, measuring returns ex post, the output of combining mean-variance and tracking error approaches, and the results of an analysis comparing a portfolio to a benchmark.

    Original Description:

    Practice Quiz M1

    Original Title

    (Ungraded)1

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    This document contains a practice quiz with 5 multiple choice questions for a portfolio theory and asset pricing course. The quiz covers topics like the different effects of portfolio returns, assumptions of mean-variance optimization, measuring returns ex post, the output of combining mean-variance and tracking error approaches, and the results of an analysis comparing a portfolio to a benchmark.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    82 views4 pages

    (20/02) Mscfe 640 Portfolio Theory and Asset Pricing (C19-S2) Module 4: Active Frontiers Practice Quiz M4 (Ungraded)

    Uploaded by

    FRANCIS YEGO
    This document contains a practice quiz with 5 multiple choice questions for a portfolio theory and asset pricing course. The quiz covers topics like the different effects of portfolio returns, assumptions of mean-variance optimization, measuring returns ex post, the output of combining mean-variance and tracking error approaches, and the results of an analysis comparing a portfolio to a benchmark.

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    4/8/2020 Practice Quiz M4 (Ungraded)

    My courses ▶ (20/02) MScFE 640 Portfolio Theory and Asset Pricing (C19-S2)
    ▶ Module 4: Active Frontiers ▶ Practice Quiz M4 (Ungraded)

    Started on Wednesday, 8 April 2020, 3:54 PM


    State Finished
    Completed on Wednesday, 8 April 2020, 4:02 PM
    Time taken 7 mins 36 secs

    Question 1
    Complete

    Not graded

    The return attributed to general sectors is called the:

    Select one:
    interaction effect.
    allocation effect.
    group effect.

    selection effect.

    Your answer is correct.

    https://masters.wqu.org/mod/quiz/review.php?attempt=191233&cmid=38003 1/4
    4/8/2020 Practice Quiz M4 (Ungraded)

    Question 2

    Complete

    Not graded

    Mean-variance optimization assumes ALL of the following EXCEPT:

    Select one:
    variances are known and constant.
    investors are indifferent to risk.

    returns are normally distributed.


    investors have quadratic utility.

    Your answer is correct.

    Question 3

    Complete
    Not graded

    Measuring return ex post requires:

    Select one:
    a predictive model.
    assumptions that returns are normally distributed.
    exchange traded fund prices.

    historical data.

    Your answer is correct.

    https://masters.wqu.org/mod/quiz/review.php?attempt=191233&cmid=38003 2/4
    4/8/2020 Practice Quiz M4 (Ungraded)

    Question 4

    Complete

    Not graded

    The output of the combined mean-variance and tracking error approach


    produces a:

    Select one:
    2-dimensional curve.
    3-dimensional surface.

    1-dimensional point of minimum variance.


    2-dimensional straight line.

    Your answer is correct.

    Question 5

    Complete
    Not graded

    The results showed that this portfolio, compared to the benchmark, was better
    at:

    Select one:
    allocation, but not selection.
    both allocation and selection.

    selection, but not allocation.


    neither allocation nor selection.

    Your answer is correct.

    ◄ Video Transcript Lecture 4 M4

    Jump to...

    Live Session M4 ►

    https://masters.wqu.org/mod/quiz/review.php?attempt=191233&cmid=38003 3/4
    4/8/2020 Practice Quiz M4 (Ungraded)

    https://masters.wqu.org/mod/quiz/review.php?attempt=191233&cmid=38003 4/4

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