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QUIZ: Risk & Return
14 Questions (One Correct Answer per Question)
Risk
Q1: In financial analysis, how is risk typically measured in a risk vs. return framework?
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Q2: A drawdown in a financial context refers to:
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Q3: The Sharpe ratio is a commonly used metric to evaluate the risk-adjusted return of an asset. What does a higher Sharpe ratio indicate?
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Q4: What did Professor Benoit Mandelbrot mean by "prices often leap and do not glide"?
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Q5: What is meant by "fat tails" in asset return distributions?
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Q6: What is the primary implication of "fat tails" in the distribution of asset returns?
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Return
Q7: What does asset return linear autocorrelation measure?
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Q8: What is a key implication of high autocorrelation in asset returns?
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Q9: Which of the following statements best describes the behavior of return autocorrelation over different time scales?
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Q10: What is the main reason why linear autocorrelations in asset returns disappear between a few minutes and a few weeks/months?
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Q11: What does the slow power-law decay of autocorrelation in absolute returns indicate?
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Q12: Which of the following is a key factor contributing to the difficulty in "timing" the market for significant returns?
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Q13: Which of the following statistical tests can be used to assess the normality of asset returns?
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Q14: What is meant by "Aggregational Gaussianity" in financial markets?
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