Assume you own a portfolio of diverse securities which are each correctly priced.
Given this, the reward-to-risk ratio:
A. for the portfolio must equal 1.0.
B. for the portfolio must be less than the market risk premium.
C. for each security must equal zero.
D. of each security is equal to the risk-free rate.
E. of each security must equal the slope of the security market line.
Answer:
Over the period of 1926-2011, which one of the following investment classes had the
highest volatility of returns?
A. Large-company stocks
B. U.S. Treasury bills
C. Small-company stocks
D. Long-term corporate bonds
E. Long-term government bonds