[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-sec_sr_invest-115-1-043":3},{"exam":4,"examName":5,"chapterSlug":6,"question":7,"related":22},"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":19,"explanation":20,"difficulty":21},"sec_sr_invest-115-1-043","115-1",43,"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？",[13,14,15,16],"甲的貝它係數必較乙為大","甲的期望報酬率必較乙為高","甲的總風險必較乙為大","甲的非系統風險必較乙為大",2,"風險與報酬",1,"標準差衡量的就是總風險，甲 35% 大於乙 25%，故甲總風險必較乙大，(C) 正確。(A) 錯，貝它衡量系統風險，總風險大不代表系統風險(貝它)一定大；(B) 錯，報酬高低取決於系統風險與市場定價，與總風險大小無必然關係；(D) 錯，總風險＝系統＋非系統，無法斷定非系統部分誰大。","medium",[23,27,31,34,38,42],{"id":24,"question":25,"qno":26},"sec_sr_invest-114-3-002","何者「不是」用來衡量投資風險的方法？",3,{"id":28,"question":29,"qno":30},"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":32,"question":33,"qno":10},"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？",{"id":35,"question":36,"qno":37},"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":39,"question":40,"qno":41},"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":43,"question":44,"qno":45},"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？",34,1787293958630]