[{"data":1,"prerenderedAt":38},["ShallowReactive",2],{"q-sec_sr_invest-115-1-044":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」)","c6",{"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-115-1-044","115-1",44,"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？",[13,14,15,16],"0.087；0.144","0.087；0.063","0.096；0.126","0.089；0.111",3,"投資組合理論(Markowitz)",1,"組合報酬＝0.35×0.18＋0.65×0.04＝0.063＋0.026＝0.089。國庫券無風險，標準差為 0，故組合標準差＝風險資產權重×其標準差＝0.35×√0.10＝0.35×0.3162≈0.111，(D) 正確。其餘選項多把變異數當標準差、或誤乘 0.65 權重、或報酬計算有誤，才得出 0.144、0.126 等值。","medium",[23,27,31,35],{"id":24,"question":25,"qno":26},"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":28,"question":29,"qno":30},"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":32,"question":33,"qno":34},"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":36,"question":37,"qno":10},"sec_sr_invest-114-3-044","下列有關風險分散之敘述，何者正確？",1783661230431]