备考CFA考试中做过定量的CFA考试计算题吗？

在备考中CFA一级考试更多的是考定性问题，但是很少考定量问题，但是在CFA考试中还是有的，那你在备考CFA考试中做过定量的CFA考试计算题吗？如果没有跟着小编一起看看吧！

1、The correlation between the historical returns of Stock A and Stock B is 0.75. If the variance of Stock A is 0.16 and the variance of Stock B is 0.09, the covariance of returns of Stock A and Stock B is closest to:

A. 0.01.

B. 0.09.

C. 0.16.

答案：B

解析：Cov（A,B） = ρABσAσB = 0.75 × 0.4 × 0.3 = 0.09

2、An investor‘s transactions in a mutual fund and the fund’s returns over a four-year period are provided in the following table:

Based on this data, the money-weighted return（or internal rate of return） for the investor is closest to:

A. 2.15%.

B. 7.50%.

C. 3.96%.

答案：C

解析：CF0 = −2,500，CF1 = −1,500 ，CF2 = −500，CF3 = 500，CF4 = 4,626.88

通过财务计算器[CF]功能键，CPTi= 3.96%

3、A portfolio contains equal weights of two securities having the same standard deviation.If the correlation between the returns of the two securities was to decrease, the portfolio risk would most likely:

A. increase.

B. remain the same.

C. decrease.

答案：C

解析：从组合标准差计算σp=w12σ12 +w22σ22+2w1w2Cov（R1 ,R2），可以看出两证券之间的相关性减少，Cov（R1 ,R2）减小，组合的标准差减小，对应风险降低。