[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-deriv_prac-19-024":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-19-024","19",24,"下列何種契約在交易上具有「風險與報酬不對稱」的特性？",[13,14,15,16],"遠期契約","期貨契約","選擇權契約","交換契約",2,"衍生性商品概論",1,"選擇權買方付出權利金取得「要不要履約」的權利：行情不利就放棄履約，最大損失鎖定在權利金；行情有利則獲利可隨標的價格擴大，形成損失有限、獲利可觀的不對稱型態。賣方則是鏡像，收取有限的權利金卻要承擔可能極大的履約義務，同樣不對稱。(A) 遠期契約與 (B) 期貨契約，雙方均負履約義務，價格每變動一單位，一方賺多少另一方就賠多少，損益呈線性且對稱；(D) 交換契約本質上是一連串遠期契約的組合，損益同樣對稱。判別的要點在於契約有沒有「權利與義務不對等」的結構。","easy",[23,27,31,35,38,42],{"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":10},"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？",{"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？",26,1785157762684]