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CFA Level 1 Question of the Week - Portfolio Management

Matt_AnalystPrepMatt_AnalystPrep MontrealPosts: 132 Associate
edited May 2017 in CFA Practice Questions
A portfolio manager is constructing a portfolio composed of two assets. Asset A is a risky asset with an expected return of 14% and a standard deviation of 22% whereas asset B is a risk-free asset with a return of 9%. If the portfolio manager increases the weight of the risky asset to 130%, then the portfolio's expected return is closest to:
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CFA Level 1 Question of the Week - Portfolio Management 8 votes

A. 18.2%
25% 2 votes
B. 15.5%
62% 5 votes
C. 16.7%
12% 1 vote


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