[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-sec_invest-114-3-013":3},{"exam":4,"examName":5,"chapterSlug":6,"question":7,"related":22},"sec_invest","證券商業務員資格測驗——證券投資與財務分析","c6",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":19,"explanation":20,"difficulty":21},"sec_invest-114-3-013","114-3",13,"由甲和乙兩股票構成投資組合，甲股票占 40%，乙股票占 60%，甲股票報酬率的變異數為0.3，乙股票報酬率的變異數 0.5，甲和乙股票報酬率的共變數為 0.3，則此投資組合報酬率的變異數為：",[13,14,15,16],"0.420","0.720","0.372","0.492",2,"投資組合理論與資本資產訂價",1,"投資組合變異數=w甲²σ甲²+w乙²σ乙²+2w甲w乙Cov=0.4²×0.3+0.6²×0.5+2×0.4×0.6×0.3=0.048+0.18+0.144=0.372,選(C)。關鍵在共變數項須乘上2倍權重相乘,漏乘或錯用權重即得到(A)(B)(D)等錯誤數值。","hard",[23,27,31,35,39,43],{"id":24,"question":25,"qno":26},"sec_invest-114-3-012","藉由多角化的投資組合策略可以降低何種風險？",12,{"id":28,"question":29,"qno":30},"sec_invest-114-3-024","資本市場線(Capital Market Line)是表示下列何種選項關係？",24,{"id":32,"question":33,"qno":34},"sec_invest-114-3-025","假設甲投資組合之預期報酬率為 12%，貝它係數為 1.2，市場風險溢酬為 5%，根據資本資產訂價模型（CAPM）計算之無風險利率應為何？",25,{"id":36,"question":37,"qno":38},"sec_invest-115-1-014","假設某甲手上有 2 張 X 股票及 3 張 Y 股票，X 股票的預期報酬率為 15%，Y 股票的預期報酬率為18%，其標準差分別為 18.5%與 21%，若兩股票之相關係數為+1，則其投資組合的標準差為何？",14,{"id":40,"question":41,"qno":42},"sec_invest-115-1-020","無風險資產的貝它(Beta)係數為：",20,{"id":44,"question":45,"qno":34},"sec_invest-115-1-025","已知某公司股票的 β 是 1.5，市場預期報酬率是 10%，銀行一年期定存利率是 2%，試問：該股票的風險貼水(risk premium)是多少？",1783498253415]