[{"data":1,"prerenderedAt":40},["ShallowReactive",2],{"chapter-sec_invest-c6":3},{"examName":4,"chapter":5,"questions":10},"證券商業務員資格測驗——證券投資與財務分析",{"name":6,"sort":7,"count":8,"slug":9},"投資組合理論與資本資產訂價",6,7,"c6",[11,16,20,24,28,33,37],{"id":12,"qno":13,"question":14,"session":15},"sec_invest-114-3-012",12,"藉由多角化的投資組合策略可以降低何種風險？","114-3",{"id":17,"qno":18,"question":19,"session":15},"sec_invest-114-3-013",13,"由甲和乙兩股票構成投資組合，甲股票占 40%，乙股票占 60%，甲股票報酬率的變異數為0.3，乙股票報酬率的變異數 0.5，甲和乙股票報酬率的共變數為 0.3，則此投資組合報酬率的變異數為：",{"id":21,"qno":22,"question":23,"session":15},"sec_invest-114-3-024",24,"資本市場線(Capital Market Line)是表示下列何種選項關係？",{"id":25,"qno":26,"question":27,"session":15},"sec_invest-114-3-025",25,"假設甲投資組合之預期報酬率為 12%，貝它係數為 1.2，市場風險溢酬為 5%，根據資本資產訂價模型（CAPM）計算之無風險利率應為何？",{"id":29,"qno":30,"question":31,"session":32},"sec_invest-115-1-014",14,"假設某甲手上有 2 張 X 股票及 3 張 Y 股票，X 股票的預期報酬率為 15%，Y 股票的預期報酬率為18%，其標準差分別為 18.5%與 21%，若兩股票之相關係數為+1，則其投資組合的標準差為何？","115-1",{"id":34,"qno":35,"question":36,"session":32},"sec_invest-115-1-020",20,"無風險資產的貝它(Beta)係數為：",{"id":38,"qno":26,"question":39,"session":32},"sec_invest-115-1-025","已知某公司股票的 β 是 1.5，市場預期報酬率是 10%，銀行一年期定存利率是 2%，試問：該股票的風險貼水(risk premium)是多少？",1783498253251]