[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-sec_sr_invest-115-2-033":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」)","c7",{"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-115-2-033","115-2",33,"甲公司股票貝它係數為 1.2，若現有 500 萬元，想投資在國庫券及甲公司股票，且希望投資組合之貝它係數為 0.84，應投資多少元在甲公司股票上？",[13,14,15,16],"500 萬元","420 萬元","350 萬元","300 萬元",2,"資本資產訂價模式與套利訂價理論",1,"投資組合的貝它係數是各資產貝它的加權平均，國庫券屬於無風險資產、貝它為 0，組合貝它完全由股票部位貢獻。設投資於甲公司股票的比重為 w：w × 1.2 ＋（1－w）× 0 ＝ 0.84，解得 w ＝ 0.84 ÷ 1.2 ＝ 0.7，投資金額 ＝ 500 萬元 × 0.7 ＝ 350 萬元，故選 (C)。(A) 500 萬元代表全押股票，組合貝它會等於 1.2。(B) 420 萬元是把 500 萬直接乘以 0.84，漏了先除以股票貝它。(D) 300 萬元權重僅 0.6，貝它為 0.72，不符。","medium",[23,27,31,35,39,43],{"id":24,"question":25,"qno":26},"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":28,"question":29,"qno":30},"sec_sr_invest-114-3-022","請問零β（zero-beta）證券的期望報酬是：",22,{"id":32,"question":33,"qno":34},"sec_sr_invest-114-3-023","哪一項「不是」資本市場理論的基本假設？",23,{"id":36,"question":37,"qno":38},"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":40,"question":41,"qno":42},"sec_sr_invest-114-3-045","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？",45,{"id":44,"question":45,"qno":46},"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：",46,1785904144145]