16. Relative to an investor with steep upward sloping indifference curves, an
investor with a less steep indifference curve most likely has:
a higher level of risk aversion.
a lower level of risk aversion.
the same level of risk aversion.
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17. Investor X has a higher risk aversion than investor Y. On the capital
allocation line, will investor Y's optimal portfolio have a higher
No, since investor Y has low risk tolerance.
No, since investor Y has high risk tolerance.
18. The optimal portfolio, as suggested by the mean–variance theory, is
determined by every individual investor’s:
19. The IFT Fund has achieved returns of 18%, 15%, and –36% in the past
three years, respectively. The fund's geometric mean return for the past
three years is closest to:
20. An investor has achieved a return of 4% over a 10-week period. The
investor’s annualized return is closest to:
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CFA Level 1
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