[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-sitca_invest-115-1-019":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-115-1-019","115-1",19,"貝它(Beta)係數為負的證券最能：",[13,14,15,16],"提高投資組合報酬率","降低投資組合風險","提高夏普(Sharpe)績效指標","提高投資組合風險",1,"投資組合理論與資本資產訂價","負 β 證券與市場走勢反向,納入投資組合可抵銷市場波動,最能降低組合風險,(B) 對。負 β 證券的期望報酬通常偏低,(A)(C) 不成立;(D) 與分散效果的方向相反。","medium",[22,26,30,34,38,42],{"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":29},"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",10,{"id":31,"question":32,"qno":33},"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":35,"question":36,"qno":37},"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":39,"question":40,"qno":41},"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":43,"question":44,"qno":45},"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？",20,1784190278350]