[{"data":1,"prerenderedAt":45},["ShallowReactive",2],{"q-deriv_prac-19-026":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-19-026","19",26,"某一檔結構型債券的到期支付金額如下列公式：債券面額×〔0.9+0.5×選擇權價值〕。請問，此結構型債券為：",[13,14,15,16],"80%保本型","90%保本型","100%保本型","優利型",1,"衍生性商品概論","保本率看的是選擇權完全不值錢時投資人還能拿回多少。把選擇權價值代 0 進去，到期支付＝面額×〔0.9＋0.5×0〕＝面額×0.9；以一百萬元面額計算，即 1,000,000×0.9＝900,000 元，最差情況仍可領回九成本金，屬於 90% 保本型。0.5 是參與率，代表選擇權端的漲幅只分回一半，與保本率無關，不能把兩個數字相加或相乘。(A) 80% 保本的固定端係數要寫成 0.8；(C) 100% 保本的固定端係數必須為 1；(D) 優利型不保本，是以承擔下檔風險換取較高固定收益，結構上通常帶有賣出選擇權。","easy",[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":10},"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？",1785157762716]