2024知到答案 金融风险管理（上海杉达学院） 最新智慧树满分章节测试答案
第一章 单元测试
1、单选题：
Which formula describe the Capital Asset Pricing Model?（ ）
选项：
A:
B:
C:
答案: 【
】
2、多选题：
Which of the following descriptions are the assumption for Capital Asset Pricing Model?（ ）
选项：
A:Investors care only about expected return and standard deviation of return.
B:Tax does not influence investment decisions.
C:All investors make the same estimates of 
.
D:All investors can borrow or lend at the same risk-free rate.
E:Investors focus on returns over one period.
F:The 
's of different investments are independent.
答案: 【Investors care only about expected return and standard deviation of return.
;
Tax does not influence investment decisions.
;
All investors make the same estimates of .
;
All investors can borrow or lend at the same risk-free rate.
;
Investors focus on returns over one period.
;
The 's of different investments are independent.
】
3、单选题：
The return from the market last year was 10% and the risk-free rate was 5%. A hedge fund manager with a beta of 0.6 has an alpha of 4%. What return did the hedge fund manager earn?（ ）
选项：
A:0.10
B:0.15
C:0.12
答案: 【0.12】
4、单选题：
Suppose the S&P 500 Index has an expected annual return of 7.2% and volatility of 8.2%. Suppose Andromeda Fund has an expected annual return of 6.8% and volatility of 7.0% and is benchmarked against the S&P 500 Index. According to the CAPM, if the risk-free rate is 2.2% per year, what is the beta of the Andromeda Fund?（ ）
选项：
A:0.20
B:0.90
C:0.92
D:1.23
答案: 【0.92】
5、判断题：
If a bond issued by a company have a rating of AAA, the company generally can not be referred to as having a rating of AA.（ ）
选项：
A:错
B:对
答案: 【对】
第二章 单元测试
1、单选题：
Which of the following table reflects the change of structure of banking in the United States between 1984 and 2017?（ ）
选项：
A:
B:
C:
答案: 【
】
2、单选题：
________ measures the return to stockholders on their investment in the bank. It is the product of net profit margin, asset utilization and the equity multiplier.（ ）
选项：
A:Net profit margin
B:ROE
C:ROA
答案: 【ROE】
3、判断题：
Loan losses on the income statement of DLC Bank is associated with operational risk.（ ）
选项：
A:错
B:对
答案: 【错】
4、判断题：
Net interest income on the income statement of DLC Bank is associated with market risk.（ ）
选项：
A:错
B:对
答案: 【对】
5、判断题：
Non-interest expense on the income statement of DLC Bank is associated with credit risk.（ ）
选项：
A:错
B:对
答案: 【错】