浣滀笟
1
璧勪骇缁勫悎鐞嗚锛?/p>
CAPM
涓�銆佸熀鏈蹇?/p>
1
銆佽祫鏈祫浜у畾浠锋ā鍨嬬殑鍓嶆彁鍋囪鏄粈涔堬紵
2
銆佷粈涔堟槸璧勬湰閰嶇疆绾匡紵鍏舵枩鐜囨槸澶氬皯锛?/p>
3
銆佸瓨鍦ㄦ棤椋庨櫓璧勪骇鐨勬儏鍐典笅锛?/p>
n
绉嶈祫浜х殑缁勫悎鐨勫彲琛岄泦鏄�庢牱鐨勶紵锛堢敾鍥捐鏄庯級
锛涗粈涔堟槸
鏈夋晥杈圭晫锛熼闄╁帉鎭剁殑鎶曡祫鑰呭浣曢�夋嫨鏈�鏈夋晥鐨勮祫浜х粍鍚堬紵锛堢敾鍥捐鏄庯級
4
銆佷粈涔堟槸鍒嗙瀹氱悊锛?/p>
5
銆佷粈涔堟槸甯傚満缁勫悎锛?/p>
6
銆佷粈涔堟槸璧勬湰甯傚満绾匡紵鍐欏嚭璧勬湰甯傚満绾跨殑鏂圭▼銆?/p>
7
銆佷粈涔堟槸璇佸埜甯傚満绾匡紵鍐欏嚭璧勬湰璧勪骇瀹氫环鍏紡銆?/p>
8
銆佄?/p>
鐨勫惈涔?/p>
浜屻�佸崟閫?/p>
1
銆佹牴鎹?/p>
CAPM
锛屼竴涓厖鍒嗗垎鏁ｅ寲鐨勮祫浜х粍鍚堢殑鏀剁泭鐜囧拰鍝釜鍥犵礌鐩稿叧锛?/p>
A
锛夈�?/p>
A
锛庡競鍦洪闄?/p>
B
锛庨潪绯荤粺椋庨櫓
C
锛庝釜鍒闄?/p>
D
锛庡啀鎶曡祫椋庨櫓
2
銆佸湪璧勬湰璧勪骇瀹氫环妯″瀷涓紝椋庨櫓鐨勬祴搴︽槸閫氳繃锛?/p>
B
锛夎繘琛岀殑銆?/p>
A
锛庝釜鍒闄?/p>
B
锛庤礉濉旂郴鏁?/p>
C
锛庢敹鐩婄殑鏍囧噯宸?/p>
D
锛庢敹鐩婄殑鏂瑰樊
3
銆佸競鍦虹粍鍚堢殑璐濆绯绘暟涓猴紙
B
锛夈�?/p>
A
銆?/p>
0 B
銆?/p>
1 C
銆?/p>
-1 D
銆?/p>
4
銆佹棤椋庨櫓鏀剁泭鐜囧拰甯傚満鏈熸湜鏀剁泭鐜囧垎鍒槸鍜屻�傛牴鎹?/p>
CAPM
妯″瀷锛岃礉濉斿�间负鐨勮瘉鍒?/p>
X
鐨勬湡鏈?/p>
鏀剁泭鐜囦负锛?/p>
D
锛夈�?/p>
A
锛?/p>
B
锛?/p>
C
锛庣編鍏?/p>
D
锛?/p>
5
銆佸浜庡競鍦烘姇璧勭粍鍚堬紝涓嬪垪鍝璇存硶涓嶆纭紙
D
锛?/p>
A
锛庡畠鍖呮嫭鎵�鏈夎瘉鍒?/p>
B
锛庡畠鍦ㄦ湁鏁堣竟鐣屼笂
C
锛庡競鍦烘姇璧勭粍鍚堜腑鎵�鏈夎瘉鍒告墍鍗犳瘮閲嶄笌瀹冧滑鐨勫競鍊兼垚姝ｆ瘮
D
锛庡畠鏄祫鏈競鍦虹嚎鍜屾棤宸紓鏇茬嚎鐨勫垏鐐?/p>
6
銆佸叧浜庤祫鏈競鍦虹嚎锛屽摢绉嶈娉曚笉姝ｇ‘锛?/p>
C
锛?/p>
A
锛庤祫鏈競鍦虹嚎閫氳繃鏃犻闄╁埄鐜囧拰甯傚満璧勪骇缁勫悎涓や釜鐐?/p>
B
锛庤祫鏈競鍦虹嚎鏄彲杈惧埌鐨勬渶濂界殑甯傚満閰嶇疆绾?/p>
C
锛庤祫鏈競鍦虹嚎涔熷彨璇佸埜甯傚満绾?/p>
D
锛庤祫鏈競鍦虹嚎鏂滅巼鎬讳负姝?/p>
7
銆佽瘉鍒稿競鍦虹嚎鏄紙
D
锛夈�?/p>
A
銆佸厖鍒嗗垎鏁ｅ寲鐨勮祫浜х粍鍚堬紝鎻忚堪鏈熸湜鏀剁泭涓庤礉濉旂殑鍏崇郴
B
銆佷篃鍙祫鏈競鍦虹嚎
C
銆佷笌鎵�鏈夐闄╄祫浜ф湁鏁堣竟鐣岀浉鍒囩殑绾?/p>
D
銆佹弿杩颁簡鍗曚釜璇佸埜锛堟垨浠绘剰缁勫悎锛夌殑鏈熸湜鏀剁泭涓庤礉濉斿叧绯荤殑绾?/p>
8
銆佹牴鎹?/p>
CAPM
妯″瀷锛岃繘鍙栧瀷璇佸埜鐨勮礉濉旂郴鏁帮紙
D
锛?/p>
A
銆佸皬浜?/p>
0 B
銆佺瓑浜?/p>
0 C
銆佺瓑浜?/p>
1 D
銆佸ぇ浜?/p>
1
9
銆佺編鍥解�?路11鈥濅簨浠跺彂鐢熷悗寮曡捣鐨勫叏鐞冭偂甯備笅璺岀殑椋庨櫓灞炰簬锛?/p>
A
锛?/p>
A
銆佺郴缁熸�ч闄?/p>
B
銆侀潪绯荤粺鎬ч闄?/p>
C
銆佷俊鐢ㄩ闄?/p>
D
銆佹祦鍔ㄦ�ч闄?/p>
10
銆佷笅鍒楄娉曟纭殑鏄紙
C
锛?/p>
A
銆佸垎鏁ｅ寲鎶曡祫浣跨郴缁熼闄╁噺灏?/p>