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Free CFA Portfolio Construction Practice Questions & Answers

602 exam-style Portfolio Construction questions. Pick your answer, hit Check answer, and see the worked solution — free to start, no signup.

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Question 1
Within a diversified portfolio, equity securities serve several beneficial roles. Which of the following BEST describes the role of equities as an inflation hedge?
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Question 2
An investor who applies 'negative screening' (exclusionary screening) to an equity portfolio would MOST likely:
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Question 3
What is the key distinction between 'positive screening' (best-in-class screening) and 'impact investing'?
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Question 4
A portfolio manager categorizes equity investments by size (market cap) and style (growth vs. value). One important DISADVANTAGE of this segmentation approach is:
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Question 5
A domestic investor in a developed market buys shares of large multinational companies listed in an emerging market index to diversify. What is the PRIMARY risk that may cause this investor to overestimate the diversification benefit?
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Question 6
The Global Industry Classification Standard (GICS) and the Industrial Classification Benchmark (ICB) differ in their primary classification approach. What is this key difference?
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Question 7
An equity portfolio has the following securities and weights: Stock A (1.5%), Stock B (1.5%), and 498 other stocks each at 0.197%. If the HHI equals 0.004, what is the effective number of stocks?
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Question 8
What is the key purpose of 'buffering' in the reconstitution of an equity index?
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Question 9
How does 'packeting' differ from 'buffering' as a method to reduce reconstitution trading costs?
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Question 10
A momentum equity strategy systematically buys stocks in rising markets and sells stocks in falling markets. What type of market impact cost does this strategy tend to create, and why?
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Question 11
Securities lending generates income for equity portfolio holders. What is the PRIMARY risk that an active manager (who expects their holdings to outperform) faces when lending securities?
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Question 12
What is a 'high-water mark' in the context of equity portfolio performance fees, and why does it protect investors?
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Question 13
Why is 'dividend capture' as an income strategy potentially challenged by theoretical finance?
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Question 14
A pension fund considers lending its equity securities to supplement portfolio income. The fund lender agrees to receive general collateral (government bonds) rather than cash. What is the PRIMARY income source in this arrangement?
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Question 15
An equity index benchmark must satisfy three requirements to be suitable for an equity portfolio. Which of the following is NOT one of these three requirements?
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Question 16
What is the fundamental difference between market-cap weighting and fundamental weighting in index construction?
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Question 17
A portfolio manager notes that an equal-weighted index of 500 stocks has an HHI of 0.002, while the market-cap weighted version of the same 500 stocks has an HHI of 0.01. What does this tell us about concentration risk in each index?
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Question 18
What is the PRIMARY advantage of equal weighting over market-cap weighting for an equity index?
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Question 19
A price-weighted index like the Dow Jones Industrial Average weights stocks by their share price. What is one significant distortion this creates?
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Question 20
A client expresses a strong preference for a narrow benchmark consisting only of the 50 largest domestic stocks. How does this benchmark choice affect the case for active versus passive management?
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Question 21
Shareholder engagement can create a 'free rider' problem. What does this mean, and how does it affect the incentive to engage?
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Question 22
An activist investor launches a proxy fight against a portfolio company's board. What does a proxy fight involve, and what is the activist's goal?
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Question 23
Active management introduces risks beyond the potential to underperform a benchmark. Which of the following represents 'key person risk' for an active equity fund?
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Question 24
'Reputation risk' is cited as an additional risk of active management. What triggers reputation risk for an equity manager?
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Question 25
A client has multiple goals: preserving capital for retirement (high priority), funding a vacation home (medium priority), and leaving a charitable bequest (low priority). Under what investment approach would they typically be assigned different risk profiles across these goals?
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Question 26
Which type of equity manager is MOST likely to have low costs for shareholder engagement, and why?
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Question 27
What does it mean for an equity strategy to 'demand liquidity' versus 'supply liquidity,' and what are the cost implications?
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Question 28
In the context of equity portfolio income, what is a 'special' in securities lending, and why does it command a higher fee?
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Question 29
A passive equity index fund faces 'predatory trading' costs. What is this hidden cost, and how does it arise?
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Question 30
What is a 'covered call' strategy, and what is the PRIMARY cost of this income-generation approach?
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