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Test your basic knowledge |
CFA Level2 Vocab
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certifications
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cfa
Instructions:
Answer 50 questions in 15 minutes.
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Match each statement with the correct term.
Don't refresh. All questions and answers are randomly picked and ordered every time you load a test.
This is a study tool. The 3 wrong answers for each question are randomly chosen from answers to other questions. So, you might find at times the answers obvious, but you will see it re-enforces your understanding as you take the test each time.
1. The graph of the set of portfolios that have minimum variance for their level of expected return.
Net exports
Interest rate forward
Portfolio performance attribution
Minimum-variance frontier
2. An amount or percent-age deducted from the pro rata share of 100 per-cent of the value of an equity interest in a business to reflect the absence of some or all of the powers of control.
Discount for lack of control
Centralization permits economies of scale and allows a company to use some of its risks to offset other risks.
Binomial random variable
Total probability rule
3. The use of inven-tory as collateral for a loan; similar to a trust receipt arrangement except there is a third party (i.e. - a warehouse company) that supervises the inventory.
Warehouse receipt arrangement
Inverse floater
Add-on interest
Net income (loss)
4. The rate of return required by suppliers of capital for an individual source of a company's funding - such as debt or equity.
Asset-based loan
Opportunity set
Component cost of capital
Investment strategy
5. The posi tive square root of tar-get semivar·ance.
Model specification
Accrued interest
Target semideviation
Classical growth theory
6. The elimination or phasing out of reg-ulations on economic activity.
Deregulation
Deep out of the money
Mixed factor models
Net liability balance sheet exposure
7. The risk attributed to the operating cost structure - in particular the use of fixed costs in operations; the risk arising from the mix of fixed and variable costs; the risk that a company's operations may be severely affected by environ-mental - soc
Deferred tax assets
Net lender
Electronic funds transfer
Operating risk
8. An activity ratio equal to rev-enue divided by average receivables.
Information ratio (IR)
Receivables turnover
Equity swap
Indexing
9. An amount equal to net taxes minus government expenditure on goods and services.
Operating cycle
Economic growth
Designated fair value instruments
Government sector surplus or deficit
10. The smallest identifiable group of assets that generates cash inflows that are largely independent of the cash inflows of other assets or groups of assets.
Proxy statement
Sampling plan
Pseudo-random numbers
Cash-generating unit
11. Amount that must be set aside each period to have $1 at some future point in time.
Generalized least squares
Interest coverage
Sinking fund factor
Industry structure
12. With respect to revenue recognition - a method that s ecifies that the portion of the total profit of the sale that . s recognized in each pe riod is deter-mined by the percentage of the total sales price for which the seller has received cash.
Externality
Declaration date
Labor productivity
Installment method (installment-sales method)
13. The process by which options and other derivatives are priced by treating investors as though they were risk neutral.
Adjusted R2
Standardized unexpected earnings (SUE)
Risk-neutral valuation
Double taxation
14. The net amount of cash provided from operating activities.
Cash flow from operations (cash flow from operating activities or operating cash flow)
Robust
Defined-contribution pension plans
Equity dividend rate
15. A formula that expresses the equivalence or parity of spot and forward rates - after adjusting for differences in the interest rates.
Terminal value of the stock (or continuing value of the stock)
Quota
Number of days of receivables
Interest rate parity
16. A market index portfolio.
Carried interest
Passive portfolio
Money-weighted rate of return
Float
17. The actual cash that would be avail-able to the company's investors after making all investments necessary to maintain the company as an ongoing en terprise (also referred to as free cash flow to the firm); the internally generated funds that can be
Free cash flow
Buy-side analysts
Net profit margin (profit margin or return on sales)
Fixed asset turnover
18. A poison pill takeover defense that gives target company shareholders the right to purchase shares of the acquirer at a significant discount to the market price - which has the effect of causing dilution to all existing acquiring com-pany shareholder
Terminal value of the stock (or continuing value of the stock)
Target capital structure
Subsistence real wage rate
Flip-over pill
19. Financial instru-ments that an entity chooses to measure at fairvalue per lAS 39 or SFAS 159. Generally - the elec-tion to use the fair value option is irrevocable.
Mixed factor models
Dividend displacement of earnings
Designated fair value instruments
Interquartile range
20. An average in which each observation is weighted by an index of its relative importance.
Exercise rate or strike rate
Weighted mean
Floorlet
Linear association
21. Activities which are associated with the acquisition and disposal of property - plant - and equipment; intangible assets; other long-term assets; and both long-term and short-term investments in the equity and debt (bonds and loans) issued by other c
Investing activities
Degree of financial leverage (DFL)
Debt ratings
Stock-out losses
22. The variance of active returns; active risk raised to the second power.
Level of significance
Investment value
Cost averaging
Active risk squared
23. The possession of monopoly power in the relevant market and the willful acquisition or maintenance of that power - as distinguished from growth or development as a consequence of a superior product - business acumen - or historical accident.
Decision rule
Dealing securities
Monopolization
Price relative
24. A cost that has already been incurred.
Compounding
Rate-of-return regulation
Business risk
Sunk cost
25. A strategic corporate goal repre-senting the long-term proportion of earnings that the company intends to distribute to shareholders as dividends.
Currency forward
Target payout ratio
Mature growth rate
Pure-play method
26. Resources controlled by an enterprise as a result of past events and from which future eco-nomic benefits to the enterprise are expected to flow.
Binomial model
Assets
Cost of goods sold
Direct f'mancing lease
27. A measurement scale that not only ranks data but also gives assurance that the differ-ences between scale values are equal.
Flip-in pill
Active specific risk or asset selection risk
Linear association
Interval scale
28. The hypothesis accepted when the null hypothesis is rejected.
Sarbanes-Oxley Act
Alternative hypothesis
Free cash flow method
Asset retirement obligations (AROs)
29. An unlimited funds environment assumes that the company can raise the funds it wants for all profitable projects simply by paying the required rate of return.
Conversion factor
Price relative
Unlimited funds
Fixed costs
30. The process of valuing long-lived assets at fair value - rather than at cost less accumulated depreciation. Any resulting profit or loss is either reported on the income statement and/or through equity under revaluation surplus.
Level of significance
Liquidation value
Revaluation
Equitizing cash
31. The granting of stock options to employees as a form of compensation.
Stock options (stock option grants)
Management buyout (MBO)
Swaption
Standard deviation
32. Observations on characteristic(s) of the same observational unit through time.
Structured note
Buy-side analysts
Longitudinal data
Probability function
33. A profitability ratio calcu-lated as net income divided by average total assets; indicates a company's net profit generated per dollar invested in total assets.
Synthetic call
Return on assets (ROA)
Point estimate
Going-concern value
34. A subset of a population.
Sample
Bootstrapping earnings
Net borrower
Common size statements
35. Netting the market values of all contracts - not just derivatives - between parties.
Interest rate floor or floor
Dependent variable
Cross-product netting
Statistic
36. A money measure of the mini-mum value of losses expected during a specified time period at a given level of probability.
Value at risk (VAR)
Quota
Robust standard errors
Scalper
37. Income rate that reflects the relationship between equity income and equity capital.
Nonearning assets
Subsistence real wage rate
Equity dividend rate
Linear association
38. The rate of return that must be met fora project to be accepted.
Homoskedasticity
Band-of-investment method
Hurdle rate
Guideline transactions method
39. Said of a sale in which proceeds are to be paid in installments over an extended period of time.
Trailirig dividend yield
Covered call
Internal rate of return (IRR)
Installment
40. The present discounted value of future cash flows: For assets - the present dis-counted value of the future net cash inflows that the asset is expected to generate; for liabilities - the present discounted value of the future net cash outflows that a
Fair value
Tenor
Periodic rate
Present value (PV)
41. The competitive strategy of offeringunique products or services along some dimen-sions that are widely valued by buyers so that thefirm can command premium prices.
Long-term equity anticipatory securities (LEAPS)
Conditional expected value
Differentiation
Required rate of return
42. The company in a merger or acquisition that is being acquired.
Debt incurrence test
Held-for-trading securities (trading securities)
Target company - or target
Interest rate parity
43. A result indicating that the null hypothesis can be rejected; with reference to an estimated regression coefficient - frequently understood to mean a result indicating that the corresponding population regression coefficient is different from O.
Convenience yield
Statistically significant
Excess kurtosis
Continuous random variable
44. A poison pill takeover defense that dilutes an acquirer's ownership in a target by giv-ing other existing target company shareholders the right to buy additional target company shares at a discount.
Expiration date
Bank discount basis
Liquidity
Flip-in pill
45. The property of having a non-constant variance; refers to an error term with the property that its variance differs across observations.
Heteroskedasticity
Reputational risk
Cost of debt
Tangible assets
46. With respect to the format of the income statement - a format that does not subtotal for gross profit (revenue minus cost of goods sold) .
Single-step format
Price relative
Backtesting
Nonlinear relation
47. A quantity - calculated based on a sam-ple - whose value is the basis for deciding whether or not to reject the null hypothesis.
Net operating cycle
Sensitivity analysis
Cash ratio
Test statistic
48. A finite set of level sequential cash flows.
Income tax paid
Annuity
Scatter plot
Cash basis
49. A specialized computer program or a spreadsheet that solves for the portfolio weights that will result in the lowest risk for a specified level of expected return.
Accounting risk
Dealing securities
Optimizer
Partial regression coefficients or partial slope coeffi-cients
50. An investment strategy in which an investor constructs a portfolio to mirror the per-formance of a specified index.
Molodovsky effect
Indexing
Operating lease
Delta-normal method