[{"data":1,"prerenderedAt":45},["ShallowReactive",2],{"q-sitca_invest-115-1-020":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-115-1-020","115-1",20,"套利定價理論(APT)是根據下列何種觀念？",[13,14,15,16],"風險不同的證券，其期望報酬率也可能相同","風險完全相同的證券，其期望報酬率也應該相同","不同種類的證券，即使其風險完全相同，其期望報酬率也不會相同","選項(A)、(B)、(C)皆是",1,"投資組合理論與資本資產訂價","APT 立基於無套利原則:風險完全相同的證券若期望報酬不同,套利力量會使價格調整,直到期望報酬率相同,(B) 對。(A)(C) 都違反單一價格法則,(D) 連帶錯誤。","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":10},"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？",1784190278361]