[{"data":1,"prerenderedAt":45},["ShallowReactive",2],{"q-sitca_invest-115-1-010":3},{"exam":4,"examName":5,"chapterSlug":6,"question":7,"related":21},"sitca_invest","投信投顧業務員資格測驗——證券投資與財務分析","c6",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":17,"explanation":19,"difficulty":20},"sitca_invest-115-1-010","115-1",10,"在資本資產模式(CAPM)下，何者正確？甲.股票風險用 β 來衡量；乙.多樣化分散風險不影響投資組合的非系統風險；丙.投資人最終持有之投資組合是落於資本市場線；丁.投資人最終只持有無風險投資組合",[13,14,15,16],"甲、乙","甲、丙","乙、丙","丙、丁",1,"投資組合理論與資本資產訂價","(B) 正確。甲對:CAPM 以 β 衡量股票的系統風險;丙對:投資人持有市場組合與無風險資產的組合,落在資本市場線上。乙錯:多樣化正是用來「降低」非系統風險,並非不影響;丁錯:投資人依風險偏好配置,不會只持有無風險資產。","medium",[22,26,29,33,37,41],{"id":23,"question":24,"qno":25},"sitca_invest-114-3-009","假設兩股票報酬率之相關係數為－1，甲股票預期報酬率為 0.10，報酬率標準差為 0.20，乙股票之預期報酬率為 0.06，報酬率標準差為 0.10，若想利用甲、乙兩股票組成一無風險投資組合時，則其比重分配應為何？",9,{"id":27,"question":28,"qno":10},"sitca_invest-114-3-010","所謂效率投資組合(Efficient Portfolio)是指：甲.在固定風險水準下，期望報酬率最高之投資組合；乙.在固定期望報酬率水準下，風險最高之投資組合；丙.在固定風險水準下，期望報酬率最低之投資組合；丁.在固定期望報酬率水準下，風險最低之投資組合",{"id":30,"question":31,"qno":32},"sitca_invest-114-3-011","在市場投資組合右上方之投資組合，其市場投資組合與無風險資產權重可能為多少？",11,{"id":34,"question":35,"qno":36},"sitca_invest-114-3-012","依 CAPM，若投資標的物之預期報酬率「大於」市場投資組合之預期報酬率，則此投資標的物之β(Beta)係數為：",12,{"id":38,"question":39,"qno":40},"sitca_invest-114-3-013","請問當投資組合尚未完全分散仍存有非系統風險時，則較適合使用下列何種投資績效評估指標？",13,{"id":42,"question":43,"qno":44},"sitca_invest-114-3-020","若無風險利率為 4%，市場組合之期望報酬率為 10%。根據分析，甲股票報酬率 11%，β係數為 0.8，乙股票報酬率為 12%，β係數為 1.5。依照 CAPM，下列何者為適當的買賣策略？",20,1784190278247]