[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-deriv_prac-18-059":3},{"exam":4,"examName":5,"chapterSlug":6,"question":7,"related":21},"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":17,"explanation":19,"difficulty":20},"deriv_prac-18-059","18",59,"一檔 1×4 的遠期利率契約，其約定利率為 7%，名目金額為 100 萬元。假設在契約到期時，市場利率為 8%。在一年360 天、每月為 30 天的條件下，則該遠期利率契約的交割金額約為何？",[13,14,15,16],"2,300 元","2,451 元","2,500 元","2,751 元",1,"衍生性商品概論","1×4 表示一個月後起算、四個月後到期，保障期間為 3 個月即 90 天。FRA 在保障期間起點一次淨額交割，因利息本應期末才付，交割金額必須以市場利率折現回結算日。市場利率 8% 高於約定利率 7%，買方受益，公式為名目金額×利率差×天數÷360÷（1＋市場利率×天數÷360）。代入得 1,000,000×1%×90÷360＝2,500 元，再除以 1＋8%×90÷360＝1.02，得 2,500÷1.02＝2,450.98，約 2,451 元，故 (B) 正確。(C) 2,500 元正是漏掉折現的陷阱選項。","hard",[22,26,30,34,38,42],{"id":23,"question":24,"qno":25},"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":27,"question":28,"qno":29},"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":31,"question":32,"qno":33},"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":35,"question":36,"qno":37},"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":39,"question":40,"qno":41},"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":43,"question":44,"qno":45},"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？",26,1785157762367]