[{"data":1,"prerenderedAt":35},["ShallowReactive",2],{"q-sec_sr_invest-114-3-049":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」)","c12",{"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-114-3-049","114-3",49,"在投資組合績效評估中，崔納（Treynor）指標的計算方式為：",[13,14,15,16],"超額報酬／非系統風險","超額報酬／總風險","超額報酬／系統風險","超額報酬／無風險利率",2,"投資績效評估與資產配置",1,"崔納指標=超額報酬\u002F系統風險(β),衡量每單位系統風險所獲的超額報酬,故 (C) 對。(B) 以總風險(標準差)為分母者是夏普指標;(A)(D) 以非系統風險或無風險利率為分母皆非崔納定義。","medium",[23,27,31],{"id":24,"question":25,"qno":26},"sec_sr_invest-114-3-048","有關經理人選股能力的敘述，何者正確？",48,{"id":28,"question":29,"qno":30},"sec_sr_invest-115-1-029","有一投資組合過去 10 年的平均年報酬率為 12%，標準差為 50%，無風險利率為 4%，貝他係數為1.2，請試算其夏普指數為多少？",29,{"id":32,"question":33,"qno":34},"sec_sr_invest-115-1-047","當投資者判斷市場處於空頭行情時，以下哪項策略不適合？",47,1783661229809]