[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-deriv_prac-18-040":3},{"exam":4,"examName":5,"chapterSlug":6,"question":7,"related":22},"deriv_prac","衍生性金融商品銷售人員資格測驗——衍生性金融商品概論與實務","c1",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":19,"explanation":20,"difficulty":21},"deriv_prac-18-040","18",40,"若一債息連動台灣加權股價指數的債券，其票面利率=3.5%+ [(付息前一日收盤股價指數-8500 點)\u002F10] bp，若付息前一日收盤股價指數為 8630 時，當期利率會是多少？",[13,14,15,16],"3.63%","3.53%","3.51%","3.50%",0,"衍生性商品概論",1,"這是股價指數連動債的票息計算，關鍵在看懂單位是 bp，1 bp 等於 0.01%。先算加碼：指數超出門檻 8,630－8,500＝130 點，除以 10 得 13，即加碼 13 bp，換算成百分比是 13×0.01%＝0.13%。再加回票面基礎利率：3.5%＋0.13%＝3.63%，故 (A) 正確。(B) 是把 bp 換算錯位所得。(C) 幾乎等於沒有加碼，形同忽略指數上漲的貢獻。(D) 3.50% 是指數剛好落在 8,500 點時的結果，等於漏算連結部分。最常見的失分點就是把 bp 誤當成百分點，多寫一百倍。","medium",[23,27,31,35,39,43],{"id":24,"question":25,"qno":26},"deriv_prac-18-017","δ(Delta)變動所引發選擇權價值變動的風險，係指下列何者？",17,{"id":28,"question":29,"qno":30},"deriv_prac-18-018","結算前風險可以區分為現有違約風險及潛在違約風險，關於違約風險，下列敘述何者錯誤？",18,{"id":32,"question":33,"qno":34},"deriv_prac-18-022","臺灣市場上所稱之「連動債」或「結構債」，其本質係屬於下列何者？",22,{"id":36,"question":37,"qno":38},"deriv_prac-18-024","台灣的某家進口廠商預期在 3 個月後須支付一筆歐元 100,000，在無做任何避險交易下，廠商所擔心的是，屆時台幣將會作何變化？",24,{"id":40,"question":41,"qno":42},"deriv_prac-18-025","「利率上限」(interest rate cap)簡稱為 Cap，以下敘述何者為正確？",25,{"id":44,"question":45,"qno":46},"deriv_prac-18-026","證券商與銀行可以利用「資產交換」的方式，將可轉換公司債分解成哪兩大部分？",26,1785157762170]