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?/p>
2
銆佷粈涔堟槸璧勬湰閰嶇疆绾垮叾鏂滅巼鏄灏?/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�庢牱鐨勶紙鐢诲浘璇存槑锛?/p>
锛涗粈涔堟槸
鏈夋晥杈圭晫椋庨櫓鍘屾伓鐨勬姇璧勮�呭浣曢�夋嫨鏈�鏈夋晥鐨勮祫浜х粍鍚堬紙鐢诲浘璇存槑锛?/p>
4
銆佷粈涔堟槸鍒嗙瀹氱悊
5
銆佷粈涔堟槸甯傚満缁勫悎
6
銆佷粈涔堟槸璧勬湰甯傚満绾垮啓鍑鸿祫鏈競鍦虹嚎鐨勬柟绋嬨�?/p>
7
銆佷粈涔堟槸璇佸埜甯傚満绾垮啓鍑鸿祫鏈祫浜у畾浠峰叕寮忋�?/p>
8
銆?/p>
尾
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?/p>
鏈熸湜鏀剁泭鐜囦负锛?/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