1、Portfolio diversification is least likely to provide protection against losses:

A. when markets are operating normally.

B. when the portfolio securities have low return correlation.

C. during severe market turmoil.

Solution: C

2、Increasing the number of assets in an equally-weighted portfolio will cause the contribution of each individual asset's variance to the volatility of the portfolio:

A. decreases.

B. remains the same.

C. increases.

Solution: A

CFA真題練習(xí)是CFA備考中必不可少的步驟之一，關(guān)于CFA做題技巧，眾所周知CFA三選一，但是其實(shí)那是表象，三個(gè)選項(xiàng)一般有一個(gè)會(huì)錯(cuò)的非常明顯，認(rèn)真看都看的出，所以只會(huì)有二選一的，這樣從概率上來說4題不會(huì)猜對(duì)兩題都大于1/2。（l）計(jì)劃答題時(shí)間，保持穩(wěn)定的答題速度。（2）按題目要求答題。（3）運(yùn)用排除法。（4）運(yùn)用猜測(cè)法。（5）運(yùn)用比較法。

相關(guān)CFA內(nèi)容推薦： CFA notes CFA考試科目 CFA考試經(jīng)驗(yàn) CFA歷年真題