[{"data":1,"prerenderedAt":45},["ShallowReactive",2],{"q-sec_sr_invest-115-1-018":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":17,"chapter":18,"freq":17,"explanation":19,"difficulty":20},"sec_sr_invest-115-1-018","115-1",18,"變異數及貝它係數都可用來衡量風險，兩者不同之處在於：",[13,14,15,16],"貝它係數衡量系統及非系統風險","貝它係數只衡量系統風險，但變異數衡量總風險","貝它係數只衡量非系統風險，但變異數衡量總風險","貝它係數衡量系統及非系統風險，但變異數只衡量系統風險",1,"風險與報酬","(B) 對。總風險=系統風險+非系統風險。變異數(或標準差)衡量的是報酬率繞著平均數波動的整體幅度,兩種風險都含在內,故為「總風險」的指標,適用於尚未分散的單一資產。貝它係數則來自個股報酬對市場報酬的迴歸斜率,只捕捉隨市場共同波動、無法藉分散消除的系統風險,也因此 CAPM 只用 β 決定期望報酬。(A)(D) 誤把貝它擴及非系統風險或全部風險;(C) 更把貝它與變異數的角色完全對調,皆錯。","medium",[22,26,30,34,37,41],{"id":23,"question":24,"qno":25},"sec_sr_invest-114-3-002","何者「不是」用來衡量投資風險的方法？",3,{"id":27,"question":28,"qno":29},"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":31,"question":32,"qno":33},"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":35,"question":36,"qno":33},"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？",34,1787293958324]