[{"data":1,"prerenderedAt":37},["ShallowReactive",2],{"q-sec_sr_invest-114-3-044":3},{"exam":4,"examName":5,"chapterSlug":6,"question":7,"related":21},"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":17,"explanation":19,"difficulty":20},"sec_sr_invest-114-3-044","114-3",44,"下列有關風險分散之敘述，何者正確？",[13,14,15,16],"一個完全分散的投資組合，由於風險均已分散，其報酬率應等於無風險利率","完全分散風險的投資組合，並未能將所有風險消除","完全分散風險的投資組合，其報酬率應較無風險利率為低","系統風險和非系統風險皆可經由投資組合完全分散",1,"投資組合理論(Markowitz)","分散投資只能消除非系統(可分散)風險,系統風險無法分散,故完全分散的組合仍留有系統風險,(B) 對。(A)(C) 組合報酬仍含系統風險溢酬,應高於而非等於或低於無風險利率;(D) 系統風險不可分散殆盡。","medium",[22,26,30,34],{"id":23,"question":24,"qno":25},"sec_sr_invest-114-3-021","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？",21,{"id":27,"question":28,"qno":29},"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":31,"question":32,"qno":33},"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":35,"question":36,"qno":10},"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？",1783661229728]