FRM二级考试真题练习，备考的你不可或缺！

备考FRM的考生有的还不清楚FRM真题的重要性，考生只有做大量的真题，才能够查漏补缺，掌握相关的知识点！今天，为大家分享一下FRM二级考试的真题，备考的你不可或缺！

In regard to the capital asset pricing model (CAPM), which of the following assumptions (or implications) of the CAPM is a genuine success such that it is both true in practice and useful to us?

A) Information is costless and available to all investors: technology has reduced information friction to roughly zero

B) Risk is factor exposure: The risk of an individual asset is measured in terms of the factor exposure of that asset

C) Investors have mean-variance utility: asset owners care only about means (which they like) and variances (which they dislike)

D) Investors have homogeneous expectations: investors have identical expectations with respect to the necessary inputs into the portfolio decision

答案：B

解析：Risk is factor exposure: The risk of an individual asset is measured in terms of the factor exposure of that asset.

小编再次提醒，对于FRM真题的练习真的很重要，考生如果对FRM考试还有更多的疑问，可以文章评论一起学习探讨！另外，有2022年全年备考日历，想要的私信或者评论哦！