[{"data":1,"prerenderedAt":34},["ShallowReactive",2],{"q-sec_sr_invest-115-1-029":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」)","c12",{"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-115-1-029","115-1",29,"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？",[13,14,15,16],"0.8","0.16","1.6","1.25",1,"投資績效評估與資產配置","夏普指數＝(投資組合報酬－無風險利率)÷標準差＝(12%－4%)÷50%＝8÷50＝0.16，選(B)。夏普用總風險標準差當分母，與貝他無關；(A)(C)(D)皆誤用數值或改以貝他計算。","easy",[22,26,30],{"id":23,"question":24,"qno":25},"sec_sr_invest-114-3-048","有關經理人選股能力的敘述，何者正確？",48,{"id":27,"question":28,"qno":29},"sec_sr_invest-114-3-049","在投資組合績效評估中，崔納（Treynor）指標的計算方式為：",49,{"id":31,"question":32,"qno":33},"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？",47,1783661230141]