[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-deriv_prac-18-060":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-18-060","18",60,"一投資者買進區間 2%~6%的 3 年期區間計息債券(指標利率落入該區間才計息)共 500 萬，票面年利率 5%，若本期指標利率半年內(180 天)有 45 天未落入該區間，請問投資者本期可收到多少票息？",[13,14,15,16],"$250,000","$187,500","$125,000","$93,750",3,"衍生性商品概論",1,"區間計息債券只有在指標利率落入約定區間的日子才累積利息，落在區間外視同不計息，故先算有效計息天數。本期共 180 天，其中 45 天未落入 2%～6% 區間，有效天數為 180－45＝135 天。票息＝本金×票面年利率×有效天數÷全年天數＝5,000,000×5%×135÷360＝93,750 元，故 (D) 正確。(A) 是誤用 360 天算成整年利息。(B) 是假設 180 天全部計息的半年息，等於忽略 45 天出局。(C) 則是誤把未計息天數當成 90 天。訣竅：分子換成有效天數，分母維持 360 天。","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？",26,1785157762395]