单项选择题

Which of the following will NOT cause a parallel shift in the position of the security market line (SML)()

A. A decrease in the rate of inflation.
B. An increase in expected real economic growth.
C. An increase in the perceived riskiness of BBB bonds.

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单项选择题An analyst gathered the following return information over a lO-year period for two funds, Fund X and Fund Y: Correlation (RX, RY) = 0.34 Based on this information, the population covariance of the returns between the two funds is closest to:()

A. 4.35.
B. 7.42.
C. 31.61.

单项选择题Which one of the following statements about correlation is FALSE（）

A. Positive covariance means that asset returns move together.
B. If two assets have perfect negative correlation, it is impossible to reduce the portfolio’s overall variance.
C. The covariance is equal to the correlation coefficient times the standard deviation of one stock times the standard deviation of the other stock.