题目
COMM_V 298 101 102 103 2025W1 Class 16 Practice Quiz
多重下拉选择题
Part 2 of 4 The portfolio weights for each stock are: Stock A: [ Select ] 50% -50% 25% 100% -25% Stock W: [ Select ] 50% 25% -25% 100% -100% -50% Stock Z: [ Select ] -25% -100% 50% -50% 25% 100%
查看解析
标准答案
Please login to view
思路分析
The question presents three stocks (A, W, Z) with dropdowns for their portfolio weights and provides the final answers as a list: ["-33.33%", "66.67%", "66.67%"]. There are no explicit answer choices to evaluate, so we will reason about how these weights fit a standard portfolio constraint and why these particular values could be correct.
First, consider the common constraint in portfolio construction: the sum of all weights in the portfolio should equal 100% (or 1.00 in decimal form). This ensures that all capital is allocated across the selected positions.
Option: Stock A = -33.33%
- A negative weight means a short position in Stock A, i.e., borrowing and selling shares now with the obligation to buy them ba......Login to view full explanation登录即可查看完整答案
我们收录了全球超50000道考试原题与详细解析,现在登录,立即获得答案。
类似问题
Question at position 9 What is the weight on Alphabet for a portfolio that is long $7M Tesla stock, long $3M Amazon, and short $5M Alphabet? Express your answer as a decimal (NOT percent).AnswerWhat is the weight on Alphabet for a portfolio that is long $7M Tesla stock, long $3M Amazon, and short $5M Alphabet? Express your answer as a decimal (NOT percent).[input]
A stock has a beta of 1.56 and an expected return of 17.3 percent. A risk-free asset currently earns 5.1 percent. If a portfolio of the two assets has a beta of 1.06, what are the portfolio weights?
Your client requests a portfolio with zero Environmental Risk. They are interested in two Exchange Trade Funds and will allow you to short one of the ETFs. What is the weight in the first ETF if you create a zero Environmental Risk with a negative weight in the second ETF. The first ETF's Environmental Score is 2.3 and the second ETFs score is 11. (Answer in % to one decimal place, 40.5% is 40.5)
Part 2 of 4 The portfolio weights for each stock are: Stock A: [ Select ] -25% -50% 25% 100% 50% Stock W: [ Select ] -100% 100% -50% -25% 50% 25% Stock Z: [ Select ] -25% 50% 100% -50% -100% 25%
更多留学生实用工具
希望你的学习变得更简单
加入我们,立即解锁 海量真题 与 独家解析,让复习快人一步!