Financial Management MCQ App | Portfolio Theory and Asset Pricing Models MCQ e-Book PDF | 2
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Financial Management MCQs – Practice Test 2 (Chapter 8)

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Portfolio Theory & Asset Pricing Models MCQ – Practice Test 2 PDF Download

MCQ 6: In arbitrage pricing theory, the required returns are functioned of two factors which have:

  1. dividend policy
  2. market risk
  3. historical policy
  4. Both A and B

MCQ 7: If the book value is greater than market value comparison with the investors for future stock are considered as:

  1. pessimistic
  2. optimistic
  3. experienced
  4. inexperienced

MCQ 8: An average return of portfolio divided by its coefficient of beta is classified as:

  1. Sharpe's reward to variability ratio
  2. treynor's reward to volatility ratio
  3. Jensen's alpha
  4. treynor's variance to volatility ratio

MCQ 9: The slope coefficient of beta is classified statistically significant if its probability is:

  1. greater than 5%
  2. equal to 5%
  3. less than 5%
  4. less than 2%

MCQ 10: The second factor in the Fama French three factor model is the:

  1. size of industry
  2. size of market
  3. size of company
  4. size of portfolio

Financial Management Notes App & e-Book – Portfolio Theory & Asset Pricing Models Exam Prep

Overview of Financial Management and Environment MCQs
Cash Flow Estimation and Risk Analysis MCQs
Risk, Return, and Capital Asset Pricing Model MCQs
Cost of Capital MCQs
Basics of Capital Budgeting Evaluating Cash Flows MCQs
Analysis of Financial Statements MCQs
Bonds and Bond Valuation MCQs
Stocks Valuation and Stock Market Equilibrium MCQs

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