[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-deriv_prac-19-030":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-19-030","19",30,"下列四種債券的票息的計息方式，何者為反浮動計息商品？",[13,14,15,16],"SOFR+0.60% p.a.","Max〔10%-2*(SOFR), 0%〕","6% p.a.","2*SOFR–2%, floor at 1%",1,"衍生性商品概論","反浮動指票息與參考利率反向連動。(B) 的 Max〔10%−2×SOFR， 0%〕中 SOFR 帶負號，利率越低票息越高：SOFR 為 1% 時票息 8%，升到 3% 只剩 4%，升到 5% 即歸零，並以 0% 為下限，符合反浮動且帶兩倍槓桿的特徵。(A) SOFR＋0.60% 是標準正浮動，利率漲票息跟著漲；(C) 6% p.a. 為固定利率，與市場利率脫鉤；(D) 2×SOFR−2% 雖設有 1% 下限，但係數為正，SOFR 由 1% 升到 5% 時票息從 1% 升到 8%，屬槓桿型正浮動。","medium",[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？",26,1785157762772]