CFA 2026 Level I Portfolio Management Portfolio Risk Free Quiz 3

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CFA 2026 Level I Portfolio Management Portfolio Risk Free Quiz 3

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CFA 2026 Level I Portfolio Management Portfolio Risk Free Quiz 3

Practice CFA 2026 Level I Portfolio Management MCQs from Portfolio Risk. Get instant results with Explanation.

General5 MCQs

21. What is the formula for the Sharpe ratio?

A. (Rp - Rf) / σpB. (Rp - Rf) / βpC. (Rp - Rf) / Downside deviationD. (Rp - Rb) / Tracking error

22. What is the formula for the Treynor ratio?

A. (Rp - Rf) / σpB. (Rp - Rf) / βpC. (Rp - Rf) / Downside deviationD. (Rp - Rb) / Tracking error

23. What performance measure uses downside deviation?

A. Sharpe ratioB. Treynor ratioC. Sortino ratioD. Information ratio

24. What ratio measures active return relative to tracking error?

A. Sharpe ratioB. Treynor ratioC. Sortino ratioD. Information ratio

25. What is the standard deviation of the difference between portfolio and benchmark returns?

A. Tracking errorB. Excess returnC. Active returnD. Information ratio

General5 MCQs

26. What is the information ratio?

A. Active returnB. Active return / Tracking error (Information ratio)C. Tracking errorD. Sharpe ratio

27. What is the largest peak-to-trough decline in a portfolio called?

A. Standard deviationB. Value at Risk (VaR)C. Maximum drawdownD. Sortino ratio

28. How does correlation affect portfolio standard deviation?

A. Increases as correlation decreasesB. Is unaffected by correlationC. Decreases as correlation increasesD. Decreases as correlation decreases

29. What does a higher Sharpe ratio indicate?

A. Better risk-adjusted performanceB. Higher total returnC. Lower riskD. Higher beta

30. What does a beta of 1 mean?

A. Beta = 0 means it moves with the marketB. Beta = 1 means it moves with the marketC. Beta = -1 means it moves with the marketD. Beta > 1 means it is less volatile than the market

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Conducting Body: CFA Institute

Frequency: 4 times a year (February, May, August, November) | Time: 135 Minutes

Negative Marking: No

⚡ Test Pattern (Total: 90 MCQs):

Alternative Investments: 8 MCQs
Corporate Issuers: 7 MCQs
Derivatives: 5 MCQs
Economics: 7 MCQs
Equity Investments: 12 MCQs
Ethics: 16 MCQs
Financial Statement Analysis: 11 MCQs
Fixed Income: 11 MCQs
Portfolio Management: 9 MCQs
Quant Methods: 6 MCQs

Merit Formula: -

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