[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-deriv_prac-19-038":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-19-038","19",38,"假設某 100%保本型外幣組合式商品交易條件如下，90 天期美金存款利率=3.60%，本金=USD500,000，買入選擇權支出=USD2,500，銀行手續費=USD500，請問該商品最低收益率為何？",[13,14,15,16],"1.20%","1.60%","2%","2.10%",0,"衍生性商品概論",1,"保本型商品的收益來源只有一個：本金做定存的利息。USD500,000 以 3.60% 存 90 天，利息＝500,000×3.60%×90\u002F360＝USD4,500；先付買入選擇權的 USD2,500 與手續費 USD500，剩 USD1,500 才是落袋部分。最低收益率即標的完全不履約時的報酬，年率＝1,500÷500,000×(360\u002F90)＝1.20%，選 (A)。(B) 1.60% 漏扣手續費。(C) 2% 與 (D) 2.10% 把選擇權支出或手續費當成不影響收益，忽略「利息扣掉成本才是保底收益」的架構。","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？",26,1785157762864]