[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-sec_sr_invest-114-3-045":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」)","c7",{"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-114-3-045","114-3",45,"已知一最適風險投資組合，其期望報酬率為 12%，標準差為 26%，若無風險利率為 5%，請問其最適（feasible）資本市場線的斜率約為？",[13,14,15,16],"0.64","0.27","0.33","0.36",1,"資本資產訂價模式與套利訂價理論","資本市場線斜率=(組合期望報酬−無風險利率)\u002F標準差=(12%−5%)\u002F26%=7\u002F26≈0.27,即夏普比率,故 (B) 對。其餘選項非此比值計算結果。","medium",[22,26,30,34,38,42],{"id":23,"question":24,"qno":25},"sec_sr_invest-114-3-020","假設稻禾公司目前的股價為 200 元，預期一年後可漲至 222 元，無風險利率為 2%，該股票β值(Beta)為 1.5，則市場投資組合之預期報酬率應為多少？",20,{"id":27,"question":28,"qno":29},"sec_sr_invest-114-3-022","請問零β（zero-beta）證券的期望報酬是：",22,{"id":31,"question":32,"qno":33},"sec_sr_invest-114-3-023","哪一項「不是」資本市場理論的基本假設？",23,{"id":35,"question":36,"qno":37},"sec_sr_invest-114-3-024","下列對市場投資組合之描述，何者「正確」？甲.其β值(Beta)等於 1；乙.其期望報酬率較任何個別證券低；丙.其報酬率標準差較任何個別證券低；丁.其包含了市場上所有的證券",24,{"id":39,"question":40,"qno":41},"sec_sr_invest-114-3-046","某證券之期望報酬率為 12.5%，β值為 1.15。若市場組合期望報酬率為 10%，無風險利率為5%，則根據 CAPM 模式，此證券為：",46,{"id":43,"question":44,"qno":45},"sec_sr_invest-114-3-047","由無風險利率和風險溢酬組成，描述預期報酬率和多個因子存在線性關係的理論是：",47,1783661229746]