A portfolio that provides highest returns at a given level of risk.

Related MCQs

• A portfolio comprises of two stocks A and B. Stock A gives a return of 8%and stock B Gives a return of 7%. Stock A has a weight of 60% in the portfolio. What is the Portfolio Return?
• Which of the following securities have potentially the highest risk level, and also have the highest potential return?
• The tracking error of an optimized portfolio can be expressed in terms of the ____________ of the portfolio and thus reveal ____________.
• Stock returns are generally expected to be independent across weekdays, but a number of studies have found returns on Monday to be lower than in the rest of the week. This departure from market efficiency is also sometimes called the _____ effect.
• Investor can build a risk free portfolio, when two assets have ---------correlation
• Which of the following helps in reduction of risk in portfolio management?
• The risk in portfolio is measured through the
• The risk-free security has a beta equal to , while the market portfolio's beta is equal to
• The highest level of market efficiency is
• Modern portfolio theory was introduced by,