[{"data":1,"prerenderedAt":45},["ShallowReactive",2],{"q-sec_sr_invest-114-3-002":3},{"exam":4,"examName":5,"chapterSlug":6,"question":7,"related":21},"sec_sr_invest","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」)","c5",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":10,"chapter":17,"freq":18,"explanation":19,"difficulty":20},"sec_sr_invest-114-3-002","115-2",3,"何者「不是」用來衡量投資風險的方法？",[13,14,15,16],"全距(Range)","β係數","變異數","算術平均數","風險與報酬",2,"(D) 對:算術平均數屬於「集中趨勢」的統計量,衡量的是報酬率分布的平均水準或期望值,反映的是報酬中心位置而非上下波動的幅度,因此無法用來表達投資的不確定性,故它「不是」衡量風險的方法。風險的本質是報酬偏離期望值的程度,常以離散程度指標來捕捉:(A) 全距為最大值與最小值之差,呈現報酬的極端波動範圍;(C) 變異數及其平方根標準差,直接量化報酬偏離平均數的離散大小;(B) β係數則衡量個股報酬相對整體市場波動的系統性風險敏感度。三者皆用以描述風險,唯 (D) 描述的是平均水準,故為正解。","easy",[22,26,30,34,37,41],{"id":23,"question":24,"qno":25},"sec_sr_invest-114-3-004","投資風險性資產的報酬率與無風險利率的差額，稱之為？",4,{"id":27,"question":28,"qno":29},"sec_sr_invest-114-3-043","X 股票的β值(Beta)為 1.6，Y 股票的β值(Beta)為 0.8，下列敘述何者正確？",43,{"id":31,"question":32,"qno":33},"sec_sr_invest-115-1-018","變異數及貝它係數都可用來衡量風險，兩者不同之處在於：",18,{"id":35,"question":36,"qno":29},"sec_sr_invest-115-1-043","甲證券的報酬率標準差等於 35%，乙證券的報酬率標準差等於 25%，則下列敘述何者正確？",{"id":38,"question":39,"qno":40},"sec_sr_invest-115-2-032","小明將其所有財富的 40%投資於風險性資產，該風險性資產的預期報酬率為 15%，變異數為0.04；再將剩餘之 60%投資於國庫券(無風險)，且報酬率為 6%。則試問其以上之投資組合的預期報酬率及標準差(風險)分別為：",32,{"id":42,"question":43,"qno":44},"sec_sr_invest-115-2-034","以下風險來源中，哪一項與通貨膨脹最直接相關？",34,1787293957454]