[{"data":1,"prerenderedAt":51},["ShallowReactive",2],{"chapter-sec_sr_invest-c7":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},"資本資產訂價模式與套利訂價理論",7,10,"c7",[11,16,20,24,28,32,36,40,45,48],{"id":12,"qno":13,"question":14,"session":15},"sec_sr_invest-114-3-020",20,"假設稻禾公司目前的股價為 200 元，預期一年後可漲至 222 元，無風險利率為 2%，該股票β值(Beta)為 1.5，則市場投資組合之預期報酬率應為多少？","114-3",{"id":17,"qno":18,"question":19,"session":15},"sec_sr_invest-114-3-022",22,"請問零β（zero-beta）證券的期望報酬是：",{"id":21,"qno":22,"question":23,"session":15},"sec_sr_invest-114-3-023",23,"哪一項「不是」資本市場理論的基本假設？",{"id":25,"qno":26,"question":27,"session":15},"sec_sr_invest-114-3-024",24,"下列對市場投資組合之描述，何者「正確」？甲.其β值(Beta)等於 1；乙.其期望報酬率較任何個別證券低；丙.其報酬率標準差較任何個別證券低；丁.其包含了市場上所有的證券",{"id":29,"qno":30,"question":31,"session":15},"sec_sr_invest-114-3-045",45,"已知一最適風險投資組合，其期望報酬率為 12%，標準差為 26%，若無風險利率為 5%，請問其最適（feasible）資本市場線的斜率約為？",{"id":33,"qno":34,"question":35,"session":15},"sec_sr_invest-114-3-046",46,"某證券之期望報酬率為 12.5%，β值為 1.15。若市場組合期望報酬率為 10%，無風險利率為5%，則根據 CAPM 模式，此證券為：",{"id":37,"qno":38,"question":39,"session":15},"sec_sr_invest-114-3-047",47,"由無風險利率和風險溢酬組成，描述預期報酬率和多個因子存在線性關係的理論是：",{"id":41,"qno":42,"question":43,"session":44},"sec_sr_invest-115-1-017",17,"在其他條件不變下，根據 CAPM，如果市場所有投資人預期通貨膨脹將會升高，則：","115-1",{"id":46,"qno":13,"question":47,"session":44},"sec_sr_invest-115-1-020","已知某公司股票的β是 1.2，市場預期報酬率是 8%，銀行一年期定存利率是 3%，試問：該股票的風險貼水（risk premium）是多少？",{"id":49,"qno":30,"question":50,"session":44},"sec_sr_invest-115-1-045","依資本市場理論，關於投資組合期望報酬率與風險，下列敘述何者正確？",1783661228907]