[{"data":1,"prerenderedAt":32},["ShallowReactive",2],{"chapter-sec_sr_invest-c6":3},{"examName":4,"chapter":5,"questions":10},"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」)",{"name":6,"sort":7,"count":8,"slug":9},"投資組合理論(Markowitz)",6,5,"c6",[11,16,20,24,28],{"id":12,"qno":13,"question":14,"session":15},"sec_sr_invest-114-3-021",21,"某一投資組合由甲、乙兩種股票組成，甲股票預期報酬率為 7.5%，報酬率標準差為 10%，占投資組合比重為 0.6；乙股票預期報酬率為 9.2%，報酬率標準差率為 20%，占投資組合比重為 0.4；若兩者之相關係數為-1，請問該投資組合報酬率標準差為何？","114-3",{"id":17,"qno":18,"question":19,"session":15},"sec_sr_invest-114-3-026",26,"全球股市的互動性愈高，意味著全球化投資在投資風險的分散效果：",{"id":21,"qno":22,"question":23,"session":15},"sec_sr_invest-114-3-027",27,"一般而言，何種股票型共同基金的分散風險的效果最大？",{"id":25,"qno":26,"question":27,"session":15},"sec_sr_invest-114-3-044",44,"下列有關風險分散之敘述，何者正確？",{"id":29,"qno":26,"question":30,"session":31},"sec_sr_invest-115-1-044","俊浩將其資金的 35%投資於預期報酬率(expected rate of return)為 0.18 且變異數(variance)為 0.10之風險性資產(risky asset)，剩下的 65%投資於報酬率為 0.04 之國庫券。試問：該投資組合的預期報酬率(expected rate of return)及標準差(standard deviation)各為多少？","115-1",1783661228899]