請教幾題高業投資學的問題 - 證照
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By Wallis
at 2011-11-25T00:07
at 2011-11-25T00:07
Table of Contents
以下幾題是歷年高業投資學考古題 想了很久想不出來
老莫的書裡也沒有類似的題目和答案 還麻煩高手解惑一下
1. 某公司公司今年發放2.5元現金股利 預期下一年之股東權益報酬率為12.5%
且其股票必要報酬率為11% 若佳佳公司股利發放率每年固定為40%
請問下一年之現金股利應為何?
ans: 2.69
2. 某企業可用以支付債息之盈餘為500萬元
其目前流通在外之負債計有抵押公司債1500萬元 票面利率6%
無抵押公司債500萬元 票面利率8% 其全體債息保障係數為?
ans: 3.846
3. 若有一2年到期之零息債券YTM為6% 另一3年到期之零息債券YTM為7%
請問第三年之遠期利率為何?
ans : 9%
4. 未成熟隨機值RSV中 九日內最高價為70元 最低價為60元
第九天收盤為64元 求RSV值為多少?
ans:40
5. 甲為效率投資組合 其預期報酬率與報酬率變異數分別為16%與25%
若無風險利率為8% 市場投資組合之預期報酬率為12%
則市場投資組合之報酬率變異數為?
ans: 6.25%
6. 若某一投資之每期期末現金流量為(-2,1,1,1)
每期期間為一年 年利率為5% 則其終值為何?
ans:0.837
7. MACD中 前一天12日EMA為8742點 今日的12日EMA為8700點
求今天的收盤價為多少?
ans:8238點
--
老莫的書裡也沒有類似的題目和答案 還麻煩高手解惑一下
1. 某公司公司今年發放2.5元現金股利 預期下一年之股東權益報酬率為12.5%
且其股票必要報酬率為11% 若佳佳公司股利發放率每年固定為40%
請問下一年之現金股利應為何?
ans: 2.69
2. 某企業可用以支付債息之盈餘為500萬元
其目前流通在外之負債計有抵押公司債1500萬元 票面利率6%
無抵押公司債500萬元 票面利率8% 其全體債息保障係數為?
ans: 3.846
3. 若有一2年到期之零息債券YTM為6% 另一3年到期之零息債券YTM為7%
請問第三年之遠期利率為何?
ans : 9%
4. 未成熟隨機值RSV中 九日內最高價為70元 最低價為60元
第九天收盤為64元 求RSV值為多少?
ans:40
5. 甲為效率投資組合 其預期報酬率與報酬率變異數分別為16%與25%
若無風險利率為8% 市場投資組合之預期報酬率為12%
則市場投資組合之報酬率變異數為?
ans: 6.25%
6. 若某一投資之每期期末現金流量為(-2,1,1,1)
每期期間為一年 年利率為5% 則其終值為何?
ans:0.837
7. MACD中 前一天12日EMA為8742點 今日的12日EMA為8700點
求今天的收盤價為多少?
ans:8238點
--
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