New Year Sale Limited Time 70% Discount Offer - Ends in 0d 00h 00m 00s - Coupon code: simple70

  1. Home
  2. Discussions
  3. AAFM
  4. Chartered Wealth Manager
  5. GLO_CWM_LVL_1 Discussions
  6. GLO_CWM_LVL_1 Exam Topic 1 Question 1 Discussion

AAFM Chartered Wealth Manager (CWM) Global Examination GLO_CWM_LVL_1 Question # 1 Topic 1 Discussion

 AAFM Discussions      Browse All Questions      Go to Exam Detail      Get Premium Access
 Previous

AAFM Chartered Wealth Manager (CWM) Global Examination GLO_CWM_LVL_1 Question # 1 Topic 1 Discussion

GLO_CWM_LVL_1 Exam Topic 1 Question 1 Discussion:
Question #: 1
Topic #: 1

Consider two stocks, A and B

GLO_CWM_LVL_1 Question 1

The returns on the stocks are perfectly negatively correlated.

What is the expected return of a portfolio comprising of stocks A and B when the portfolio is constructed to drive the standard deviation of portfolio return to zero?
A.

22.24

B.

20.48

C.

19.57

D.

24.62

Get Premium GLO_CWM_LVL_1 Questions
Actual exam question for AAFM GLO_CWM_LVL_1 exam by Dune93536 at Nov 8, 2025, 10:03:02 AM

Contribute your Thoughts:


Chosen Answer:
This is a voting comment (?). It is better to Upvote an existing comment if you don't have anything to add.

Submit
 Previous