电大课程金融统计分析期末复习试题含有答案.doc

试卷代号：1013 中央广播电视大学2013-2014学年度第一学期“开放本科”期末考试金融统计分析 试题一、单项选择题（从下列每小题的四个选项中，选择一个正确的，将其顺序号填入题后的括号内，每小题2分，共40分）1.我国的货币与银行统计体系的三个基本组成部分是( )。A.货币当局资产负债表、商业银行资产负债表、特定存款机构资产负债表B.货币当局资产负债表、存款货币银行资产负债表、特定存款机构资产负债表C.货币当局资产负债表、存款货币银行资产负债表、政策性银行资产负债表D.货币当局资产负债表、存款货币银行资产负债表、保险公司资产负债表2.中央银行期末发行货币的存量等于( )。 A.期初发行货币存量+本期发行的货币B.期初发行货币存量+本期发行的货币-本期回笼的货币C.流通中的货币+本期发行的货币-本期回笼的货币D.流通中的货币-本期回笼的货币3.一般地，银行贷款利率和存款利率的降低，分别会使股票价格发生如下哪种变化?( ) A.上涨、下跌 B.上涨、上涨C.下跌、下跌 D.下跌、上涨4. X股票的系数为1.9，Y股票的系数为0.8，现在股市处于牛市，请问你想短期获得较大的收益，则应该选哪种股票?( ) A.X BY CX和Y的某种组合 D无法确定5.某支股票年初每股市场价值是15元，年底的市场价值是17元，年终分红2元，则得到该股票的年收益率按对数公式计算是( )。 A.23.6% B.32.3% C.17.8% D.26.7%6.某人投资四种股票，投资状况见下表，则其所投资的股票组合的年预期收益率为( )。股票种类ABCD投资比例0.30.30.20.2年收益率0.200.100.150.05A. 0.133 B. 0.130 C. 0.167 D. 0.1877.对于付息债券，如果市场价格等于面值，则( )。 A.到期收益率低于票面利率B.到期收益率高于票面利率C.到期收益率等于票面利率D.不一定8.不良资产比例增加，意味着商业银行哪种风险增加了?( ) A.市场风险B.流动性风险 C.信贷风险D.偿付风险9.2009年9月11日，国家外汇管理局公布的人民币对美元基准汇率为1美元= 6.8282人民币元，这是( )。 A.买人价B.卖出价 C.浮动价D.中间价10.一美国出口商向德国出售产品，以德国马克计价，收到货款时，他需要将1000万德国马克兑换成美元，银行的标价是USD/DEM,1.9300-1.9310，他将得到( )万美元。 A. 518.1 B. 517.9 C. 1930.0 D. 1931.011.巴塞尔协议中规定的核心资本占总资本的比率与资本占风险资产的比率最低限额分别是( )。 A. 5% 10%B. 4% 8% C. 5% 8%D. 4% 10%12.在测定银行整体风险敞口程度的方法中，压力测试法主要在下列哪种情况下适用( ) 。A.资本充足率较低的银行 B.银行的资产组合的价格比较平稳的时期C.资本充足率较高的银行 D.银行的资产组合的价格发生异常波动的时期13.某商业银行5月份贷款余额为1000。亿元，预计今后两月内贷款月增长速度均为5%，则7月份该行预计贷款余额为( )。A. 10500亿元B. 11000亿元C. 11025亿元D. 11050亿元14.外汇收支统计的记录时间应以( )为标准。A.签约日期B.交货日期C.收支行为发生日期D.所有权转移15.一国某年末外债余额34亿美元，当年偿还外债本息额20亿美元，国内生产总值312亿美元，商品劳务出口收入65亿美元。则偿债率为( )。A. 10. 90% B. 30. 77% C. 52. 31%D. 6. 41%16.下列外债中附加条件较多的是( )。A.外国政府贷款B.国际金融租赁C.国际商业贷款D.国际金融组织贷款17.二十世纪五十年代后期，由于金融机构和金融工具不断创新，金融活动对经济发展的作用不断提高，许多国家认识到，要全面地分析和把握金融活动对国民经济的影响，就必须要编制( )账户。A.生产账户B.资金流量账户C.国民收入账户D.资本账户18. 1968年，联合国正式把资金流量账户纳人( )中。A.国民经济核算账户体系B.国际收支表C.货币与银行统计体系D.银行统计19.非货币金融机构包括( )。A.工商银行、建设银行等B.存款货币银行、企业集团财务公司等C.企业集团财务公司、租赁公司等D.民生银行、光大银行等 20.金融体系国际竞争力指标体系中用于评价货币市场效率竞争力的指标是( ). A.股票市场活力B.资本成本的大小 C.资本市场效率的高低D.银行部门效率 二、多选题（每题3分，共15分）1.存款货币银行的储备资产是存款货币银行为应付客户提取存款和资金清算而准备的资金，主要包括( )。 A.存款货币银行的持有的外汇B.存款货币银行的库存现金 C.存款货币银行持有的中央银行债券D.存款货币银行对政府的债权 E.存款货币银行缴存中央银行的准备金2.下面论点正确的有( )。 A.适度的通货膨胀对股票市场有利 B.对国际化程度较高的证券市场，币值大幅度波动会导致股价下跌C.适度从紧的货币政策会使股市上涨D.积极的财政政策会导致股市上涨E.存款利率和贷款利率下调会使股价上涨3.威廉·安尔伯茨提出的关于银行资本收益率的分析方法中，将资本收益率分为( ) A.杠杆系数B.资产收益率C.金融杠杆收益率 D.资产使用率 E.投资收益率4.用于描叙股票市场活力的竞争力的主要指标有( )。 A.股票市场筹资额B.股票市场人均交易额 C.国内上市公司数目D.股东的权利和责任 E.内幕交易5.下列关于动态经济分析方法特点说法正确的是( )。 A.它十分重视时间因素，重视过程分析B.它一般从生产要素和技术知识的增长变化出发C.它不考虑由经济制度中所固有的内生因素所决定的经济过程的发展D.它把经济活动看作一个连续的发展过程，经济分析的角度是过程上的特征和规律性E.它不分析增长经济的特征，将要素和技术看作稳定不变三、计算分析题（第1题12分，第2题13分，第3题10分，第4题10分,共45分）1.某证券投资基金的基金规模是25亿份基金单位。若某时点，该基金有现金5亿元，其持有的股票A(4000万股),B(1000万股),C(1500万股)的市价分别为25元、20元、20元。同时，该基金持有的7亿元面值的某种国债的市值为8亿元。另外，该基金对其基金管理人有200万元应付未付款，对其基金托管人有100万元应付未付款。试计算该基金的总资产、基金总负债、基金总净值、基金单位净值。2.已知某年度非金融企业部门的实物投资为12000亿元，当年该部门的可支配收人为6000亿元。请根据下表给出的非金融企业部门的资金流量数据，分析该部门的融资特点。 某年度非金融企业部门的资金来源数据单位:亿元数额资金来源1.企业可支配收入60002.从其他部门借入(1)从金融机构净借入(2)从证券市场净借入(3)从国外净借入590040004001500统计误差1003.已知1994年货币当局的基础货币(储备货币)比1993年增加了4000亿元。其中，94年与93年相比，发行货币减少了100亿元;对金融机构负债增加2000亿元;非金融机构存款增加210。亿元。要求:(1)计算影响94年基础货币(储备货币)变动的各个因素的影响百分比。(2)分析其中的主要影响因素。4.已知某支股票年初每股市场价值是20元，年底的市场价值是25元，年终分红3元，要求写出计算该股票年收益率的公式，并根据已知数据计算。   参考答案一、单项选择（每题2分，计20分）1B 2B 3B 4A 5A 6B 7C 8C 9D 10B11B 12D 13C 14C 15B 16A 17B 18A 19C 20D 二、多选题（每题3分，共15分）1BE 2ABDE 3CE 4ABCDE 5ABD三、计算分析题（第1题14分、第2题13分、第3题18分，共45分）1.解: (1)基金总资产: =50000+25 × 4000+20 × 1000+20 × 1500+80000=280000(万元) (2)基金总负债: =200+100=300(万元) (3)基金总净值-基金总资产-基金总负债 = 280000-300=279700(万元) (4)基金单位净值基金总净值/基金单位 =279700/250000=1.1188元 2.解: 第一步:计算如分析表。 其中，各种资金来源用于实物投资的比重=各种资金来源/实物投资× 100数额(亿元)结构(%)资金运用实物投资12000100资金来源1.企业可支配收入6000502.从其他部门借入(1)从金融机构净借入(2)从证券市场净借入(3)从国外净借入59004000400150049.1733.333.3312.50统计误差1000.83 第二步: 从表中的结构指标看，企业进行实物投资的资金，有50%来源于企业自有资金，有49. 17%从其他部门借入。在从其他部门借入的部分中，以从金融机构借入为主，占33.33%；其次从国外借入，占12.50%。证券市场对促进企业融资的作用非常有限，只占3.33%。3.答案:(1)影响94年基础货币(储备货币)变动的各个因素的影响百分比分别是:(计算保留一位小数百分比) 发行货币变化减少的影响百分比-100亿元/4000亿元-2.5%对金融机构负债增加的影响百分比2000亿元/4000亿元50%非金融机构存款增加的影响百分比2100亿元/4000亿元52.5% (2)从影响百分比看，非金融机构存款增加的影响最大，其次是对金融机构负债增加的影响。4.答案:股票收益率计算公式:Rp =(P1+D-Po)/Pa 该股票年收益率计算: Rp = (25+3-20)/20=40%请您删除一下内容，O(_)O谢谢！【China's 10 must-see animations】The Chinese animation industry has seen considerable growth in the last several years. It went through a golden age in the late 1970s and 1980s when successively brilliant animation work was produced. Here are 10 must-see classics from China's animation outpouring that are not to be missed. Let's recall these colorful images that brought the country great joy. Calabash Brothers Calabash Brothers (Chinese: 葫芦娃) is a Chinese animation TV series produced by Shanghai Animation Film Studio. In the 1980s the series was one of the most popular animations in China. It was released at a point when the Chinese animation industry was in a relatively downed state compared to the rest of the international community. Still, the series was translated into 7 different languages. The episodes were produced with a vast amount of paper-cut animations. Black Cat Detective Black Cat Detective (Chinese: 黑猫警长) is a Chinese animation television series produced by the Shanghai Animation Film Studio. It is sometimes known as Mr. Black. The series was originally aired from 1984 to 1987. In June 2006, a rebroadcasting of the original series was announced. Critics bemoan the series' violence, and lack of suitability for children's education. Proponents of the show claim that it is merely for entertainment. Effendi "Effendi", meaning sir and teacher in Turkish, is the respectful name for people who own wisdom and knowledge. The hero's real name was Nasreddin. He was wise and witty and, more importantly, he had the courage to resist the exploitation of noblemen. He was also full of compassion and tried his best to help poor people. Adventure of Shuke and Beita【舒克与贝塔】 Adventure of Shuke and Beita (Chinese: 舒克和贝塔) is a classic animation by Zheng Yuanjie, who is known as King of Fairy Tales in China. Shuke and Beita are two mice who don't want to steal food like other mice. Shuke became a pilot and Beita became a tank driver, and the pair met accidentally and became good friends. Then they befriended a boy named Pipilu. With the help of PiPilu, they co-founded an airline named Shuke Beita Airlines to help other animals. Although there are only 13 episodes in this series, the content is very compact and attractive. The animation shows the preciousness of friendship and how people should be brave when facing difficulties. Even adults recalling this animation today can still feel touched by some scenes. Secrets of the Heavenly Book Secrets of the Heavenly Book, (Chinese: 天书奇谈) also referred to as "Legend of the Sealed Book" or "Tales about the Heavenly Book", was released in 1983. The film was produced with rigorous dubbing and fluid combination of music and vivid animations. The story is based on the classic literature "Ping Yao Zhuan", meaning "The Suppression of the Demons" by Feng Menglong. Yuangong, the deacon, opened the shrine and exposed the holy book to the human world. He carved the book's contents on the stone wall of a white cloud cave in the mountains. He was then punished with guarding the book for life by the jade emperor for breaking heaven's law. In order to pass this holy book to human beings, he would have to get by the antagonist fox. The whole animation is characterized by charming Chinese painting, including pavilions, ancient architecture, rippling streams and crowded markets, which fully demonstrate the unique beauty of China's natural scenery. Pleasant Goat and Big Big Wolf【喜洋洋与灰太狼】 Pleasant Goat and Big Big Wolf (Chinese:喜羊羊与灰太狼) is a Chinese animated television series. The show is about a group of goats living on the Green Pasture, and the story revolves around a clumsy wolf who wants to eat them. It is a popular domestic animation series and has been adapted into movies. Nezha Conquers the Dragon King（Chinese: 哪吒闹海） is an outstanding animation issued by the Ministry of Culture in 1979 and is based on an episode from the Chinese mythological novel "Fengshen Yanyi". A mother gave birth to a ball of flesh shaped like a lotus bud. The father, Li Jing, chopped open the ball, and beautiful boy, Nezha, sprung out. One day, when Nezha was seven years old, he went to the nearby seashore for a swim and killed the third son of the Dragon King who was persecuting local residents. The story primarily revolves around the Dragon King's feud with Nezha over his son's death. Through bravery and wit, Nezha finally broke into the underwater palace and successfully defeated him. The film shows various kinds of attractive sceneries and the traditional culture of China, such as spectacular mountains, elegant sea waves and exquisite ancient Chinese clothes. It has received a variety of awards. Havoc in Heaven The story of Havoc in Heaven（Chinese: 大闹天宫）is based on the earliest chapters of the classic story Journey to the West. The main character is Sun Wukong, aka the Monkey King, who rebels against the Jade Emperor of heaven. The stylized animation and drums and percussion accompaniment used in this film are heavily influenced by Beijing Opera traditions. The name of the movie became a colloquialism in the Chinese language to describe someone making a mess. Regardless that it was an animated film, it still became one of the most influential films in all of Asia. Countless cartoon adaptations that followed have reused the same classic story Journey to the West, yet many consider this 1964 iteration to be the most original, fitting and memorable, The Golden Monkey Defeats a Demon【金猴降妖】 The Golden Monkey Defeats a Demon (Chinese: 金猴降妖), also referred as "The Monkey King Conquers the Demon", is adapted from chapters of the Chinese classics "Journey to the West," or "Monkey" in the Western world. The five-episode animation series tells the story of Monkey King Sun Wukong, who followed Monk Xuan Zang's trip to the West to take the Buddhistic sutra. They met a white bone evil, and the evil transformed human appearances three times to seduce the monk. Twice Monkey King recognized it and brought it down. The monk was unable to recognize the monster and expelled Sun Wukong. Xuan Zang was then captured by the monster. Fortunately Bajie, another apprentice of Xuan Zang, escaped and persuaded the Monkey King to come rescue the monk. Finally, Sun kills the evil and saves Xuan Zang. The outstanding animation has received a variety of awards, including the 6th Hundred Flowers Festival Award and the Chicago International Children's Film Festival Award in 1989. McDull【麦兜】 McDull is a cartoon pig character that was created in Hong Kong by Alice Mak and Brian Tse. Although McDull made his first appearances as a supporting character in the McMug comics, McDull has since become a central character in his own right, attracting a huge following in Hong Kong. The first McDull movie McMug Story My Life as McDull documented his life and the relationship between him and his mother.The McMug Story My Life as McDull is also being translated into French and shown in France. In this version, Mak Bing is the mother of McDull, not his father.