[{"data":1,"prerenderedAt":38},["ShallowReactive",2],{"q-sec_sr_invest-114-3-043":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」)","c5",{"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-114-3-043","114-3",43,"X 股票的β值(Beta)為 1.6，Y 股票的β值(Beta)為 0.8，下列敘述何者正確？",[13,14,15,16],"X 股票的總風險必為 Y 股票的 2 倍","X 股票與 Y 股票的相關係數可能為負","X 股票的個別風險必比 Y 股票高","X 股票的期望報酬率必比 Y 股票高",3,"風險與報酬",1,"β 只衡量系統風險,並據以決定期望報酬。β 較高(1.6>0.8)者依 CAPM 期望報酬必較高,故 (D) 對。(A)(C) 總風險與個別風險尚含非系統風險,無法只由 β 推斷;(B) 兩者 β 皆正、與市場同向,不會為負相關。","medium",[23,27,31,35],{"id":24,"question":25,"qno":26},"sec_sr_invest-114-3-002","何者「不是」用來衡量投資風險的方法？",2,{"id":28,"question":29,"qno":30},"sec_sr_invest-114-3-004","投資風險性資產的報酬率與無風險利率的差額，稱之為？",4,{"id":32,"question":33,"qno":34},"sec_sr_invest-115-1-018","變異數及貝它係數都可用來衡量風險，兩者不同之處在於：",18,{"id":36,"question":37,"qno":10},"sec_sr_invest-115-1-043","甲證券的報酬率標準差等於 35%，乙證券的報酬率標準差等於 25%，則下列敘述何者正確？",1783735642194]