Portfolio Risk and Return: Part II sample question
Choose an answer before revealing the explanation, key takeaway, and answer-choice review.
Question 1 of 1Score 0/1
CFA Level I sample question
CFA Level I Portfolio Risk and Return: Part II question
Portfolio Management
Portfolio Risk and Return: Part II
A portfolio earns 11%, the risk-free rate is 3%, portfolio standard deviation is 10%, market standard deviation is 16%, and market return is 12%. The portfolio's M-squared active performance relative to the market is closest to:
Report an issue
Get one CFA Level I question by email
Receive a weekly practice question with answer-choice explanations and a short takeaway.