[{"data":1,"prerenderedAt":37},["ShallowReactive",2],{"q-sec_sr_invest-114-3-027":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」)","c6",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":17,"explanation":19,"difficulty":20},"sec_sr_invest-114-3-027","115-2",40,"一般而言，何種股票型共同基金的分散風險的效果最大？",[13,14,15,16],"大型股基金","中小型基金","全球基金","亞洲基金",2,"投資組合理論(Markowitz)","(C) 對:分散風險的效果取決於投資標的涵蓋的廣度與彼此相關性的高低。全球基金的投資範圍橫跨全球多國、多市場,不同國家的景氣循環與政經環境各異,標的間相關性相對較低,最能分散單一國家或單一區域的系統性風險,故分散效果最大,(C) 正確。(A) 大型股基金、(B) 中小型基金多集中於單一市場,受同一國總體環境影響,分散有限;(D) 亞洲基金雖跨數國,但仍侷限於亞洲單一區域,涵蓋面明顯不及橫跨全球的布局。故就分散風險而言,全球基金優於其餘選項。","easy",[22,26,30,34],{"id":23,"question":24,"qno":25},"sec_sr_invest-114-3-021","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？",21,{"id":27,"question":28,"qno":29},"sec_sr_invest-114-3-026","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：",26,{"id":31,"question":32,"qno":33},"sec_sr_invest-114-3-044","下列有關風險分散之敘述，何者正確？",44,{"id":35,"question":36,"qno":33},"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？",1787293957740]