[{"data":1,"prerenderedAt":-1},["ShallowReactive",2],{"$fi08Vvm7FUUcnm7KJ85HwMRfHiSm2nv52XeXq5Cd2Wc0":3},{"answer":4,"createTime":5,"id":6,"options":7,"origin":12,"question":19,"related":20,"source":31,"type":32},[],"2024-01-08 20:36:19",129252039,[8,9,10,11],"2.99%","-1.06%","2.38%","5.93%",{"count":13,"courseId":14,"courseImg":15,"courseName":16,"workId":17,"workName":18},53,"e90c7a630ac107c34551c32c409624aa","https:\u002F\u002Ftihai-oss-cloud.itihey.com\u002Fimg\u002F19e00a07ee2b05bf2fd53b0869be24bb.png","公司金融（2023-2024-1）","5531a587f57d4c61bc03b716a0a1993c","第六章-章节测试","根据以下信息,构建的投资组合(25%的资金购买A,55%资金购买B,余下资金购买C)的期望收益率是多少?( )状态 概率 Stock 甲 Stock 乙 Stock丙Boom 5% 19% 9% 6%Normal 45% 11% 8% 13%Recession 50% -23% 5% 25%",[21,33,42,52,61,70,79,88,91,100],{"answer":22,"createTime":23,"id":24,"options":25,"question":30,"source":31,"type":32},[],"2024-01-08 20:36:18",129251924,[26,27,28,29],"无风险回报率","历史回报率","期望回报率","几何平均报酬率","你持有一个公司的股票,你预计在经济繁荣的条件下,这份投资的回报率是11%;在经济萧条的条件下,这份投资的回报率是3%.根据不同经济条件出现的概率,你估算出这份投资能够获得6.5%的回报率.以下对于6.5%这个回报率的解释,哪个是正确的?( )","v1",0,{"answer":34,"createTime":23,"id":35,"options":36,"question":41,"source":31,"type":32},[],129251958,[37,38,39,40],"风险回报率的计算公式","资本资产定价模型","非系统性风险方程","货币时间价值方程","以下哪个公式描述了证券的期望回报率和其对应的系统性风险的关系?( )",{"answer":43,"createTime":44,"id":45,"options":46,"question":51,"source":31,"type":32},[],"2024-01-08 20:41:27",129251967,[47,48,49,50],"不可能小于投资组合中风险最大的那类证券的标准差","可能比投资组合中风险最小的那类证券的标准差小","是投资组合中所有证券标准差的几何平均数","是投资组合中所有证券标准差的加权平均数","一个投资组合的标准差:( )",{"answer":53,"createTime":5,"id":54,"options":55,"question":60,"source":31,"type":32},[],129251989,[56,57,58,59],"当投资者承受的非系统性风险大于市场平均水平时,该投资者得到额外收益","标准差衡量非系统风险","投资者因为承受非系统性风险而得到额外收益","投资者可以消除非系统性风险","以下关于非系统性风险的表述中,哪个是正确的( )",{"answer":62,"createTime":5,"id":63,"options":64,"question":69,"source":31,"type":32},[],129252003,[65,66,67,68],"算术平均回报率","几何平均回报率","标准差","beta系数","以下哪个选项可以衡量系统性风险的大小( )",{"answer":71,"createTime":5,"id":72,"options":73,"question":78,"source":31,"type":32},[],129252016,[74,75,76,77],"将无风险收益率与市场收益率相加","用期望收益率减去无风险收益率","用无风险收益率乘上证券的beta","将无风险收益率与通货膨胀率相加","风险溢价是如何计算的?( )",{"answer":80,"createTime":44,"id":81,"options":82,"question":87,"source":31,"type":32},[],129252028,[83,84,85,86],"9.05%","9.28%","8.65%","8.52%","一项投资,在经济萧条的情况下(概率为45%)的回报率是13%,在经济繁荣的情况下(概率为5%)的回报率是-4%,在经济处于普通状态下的回报率是6%.这项投资的期望回报率是多少?( )",{"answer":89,"createTime":5,"id":6,"options":90,"question":19,"source":31,"type":32},[],[8,9,10,11],{"answer":92,"createTime":5,"id":93,"options":94,"question":99,"source":31,"type":32},[],129252056,[95,96,97,98],"1.18","0.87","1.21","1.13","一个投资组合的构成如下:40%的资金买入X,15%资金买入Y,45%的资金买入Z.其中X,Y,Z的beta系数分别为1.16,1.47,0.42.这个投资组合的beta系数是多少?( )",{"answer":101,"createTime":102,"id":103,"options":104,"question":109,"source":31,"type":32},[],"2024-01-08 20:36:20",129252068,[105,106,107,108],"12.38%","25.82%","16.67%","11.47%","下表给出三种股票的相关信息,某投资组合将35%的资金购买A,35%的资金购买B,余下资金购买C.如果无风险收益率是3.3%,那么这个投资组合的风险溢价是多少?( )状态 概率 Stock 甲 Stock 乙 Stock丙Boom 0.45 0.42 0.35 0.65Normal 0.5 0.31 0.18 0.04Recession 0.05 0.17 -0.17 -0.64"]