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"Equity Investments":Security market

來源: 正保會(huì)計(jì)網(wǎng)校 編輯:大耳朵圖圖 2020/09/15 10:55:40 字體:

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Questions 1:

Security market indices can be used to calculate alphas, which are best described as: 

A. the systematic risk of a security, using the index as a proxy for the entire market. 

B. the difference between the return of the actively managed portfolio and the return of the passive portfolio. 

C. a measure of market sentiment.

Questions 2:

If a test rejects the hypothesis that market prices reflect private information but does not reject the hypothesis that they reflect past market data and public information, then the form of market efficiency is best described as: 

A. strong. 

B. weak. 

C. semi-strong.

View answer resolution
【Answer to question 1】(B)

【analysis】

Security market indices serve as market proxies when measuring risk-adjusted performance. Alpha, the difference between the return of the actively managed portfolio and the return of the passive portfolio, is a measure of risk-adjusted return.

【Answer to question 2】(B)

【analysis】

The forms of market efficiency are as follows:

微信截圖_20200915105405

 If a test rejects the hypothesis that market prices reflect private information but does not reject the hypothesis that they reflect past market data and public information, then there is evidence that the form of market efficiency is semi-strong (because only past market data and public information are reflected in market prices).

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