- CFA Exams
- CFA Level I Exam
- Topic 9. Portfolio Management
- Learning Module 41. Using Multifactor Models
- Subject 1. Arbitrage Pricing Theory
CFA Practice Question
Suppose there are three well-diversified portfolios (PA, PB and PC) that are sensitive to the same single factor. The risk-free rate is 2% and the factor risk premium is 0.04.
A | 0.08
B | 0.12
C | 0.14
Portfolio | Expected return
A | 0.08
B | 0.12
C | 0.14
Which portfolio is most sensitive to the factor?
A. Portfolio A
B. Portfolio B
C. Portfolio C
Explanation: A: 0.08 = 0.02 + βA x 0.04, βA = 1.5
B: 0.12 = 0.02 + βB x 0.04, βB = 2.5
C: 0.14 = 0.02 + βC x 0.04, βA = 3
User Contributed Comments 0
You need to log in first to add your comment.