[{"data":1,"prerenderedAt":38},["ShallowReactive",2],{"q-sec_sr_invest-114-3-021":3},{"exam":4,"examName":5,"chapterSlug":6,"question":7,"related":22},"sec_sr_invest","證券商高級業務員資格測驗——證券投資與財務分析(試卷「投資學」)","c6",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":19,"explanation":20,"difficulty":21},"sec_sr_invest-114-3-021","114-3",21,"某一投資組合由甲、乙兩種股票組成，甲股票預期報酬率為 7.5%，報酬率標準差為 10%，占投資組合比重為 0.6；乙股票預期報酬率為 9.2%，報酬率標準差率為 20%，占投資組合比重為 0.4；若兩者之相關係數為-1，請問該投資組合報酬率標準差為何？",[13,14,15,16],"3%","4%","8%","2%",3,"投資組合理論(Markowitz)",1,"(D) 對：當兩資產相關係數為 −1 時，組合標準差＝|w₁σ₁−w₂σ₂|＝|0.6×10%−0.4×20%|＝|6%−8%|＝2%。完全負相關使風險可大幅抵銷，故標準差降至 2%。(A)3%、(B)4%、(C)8% 皆非此公式的正確計算結果。","hard",[23,27,31,35],{"id":24,"question":25,"qno":26},"sec_sr_invest-114-3-026","全球股市的互動性愈高，意味著全球化投資在投資風險的分散效果：",26,{"id":28,"question":29,"qno":30},"sec_sr_invest-114-3-027","一般而言，何種股票型共同基金的分散風險的效果最大？",27,{"id":32,"question":33,"qno":34},"sec_sr_invest-114-3-044","下列有關風險分散之敘述，何者正確？",44,{"id":36,"question":37,"qno":34},"sec_sr_invest-115-1-044","俊浩將其資金的 35%投資於預期報酬率(expected rate of return)為 0.18 且變異數(variance)為 0.10之風險性資產(risky asset)，剩下的 65%投資於報酬率為 0.04 之國庫券。試問：該投資組合的預期報酬率(expected rate of return)及標準差(standard deviation)各為多少？",1783661229348]