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Basic Question 0 of 17

Which pricing model provides no guidance concerning the determination of the risk premium on factor portfolios?

A. Multifactor APT
B. CAPM
C. SML
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User Contributed Comments 1

User Comment
alyl21 APT don identify risk factors
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I was very pleased with your notes and question bank. I especially like the mock exams because it helped to pull everything together.
Martin Rockenfeldt

Martin Rockenfeldt

Learning Outcome Statements

explain the use of value at risk (VaR) in measuring portfolio risk;

compare the parametric (variance -covariance), historical simulation, and Monte Carlo simulation methods for estimating VaR;

estimate and interpret VaR under the parametric, historical simulation, and Monte Carlo simulation methods;

describe advantages and limitations of VaR;

describe extensions of VaR;

CFA® 2025 Level II Curriculum, Volume 5, Module 41.