[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-deriv_prac-19-039":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-19-039","19",39,"CBOT 之美國長天期中央政府公債期貨每口契約 10 萬美元，最小價格跳動點為 1\u002F32(%)，請問某投資人於市價 105-24買入美國政府長期債券期貨，三個月後並於 105-28 賣出，其損益狀況為何？",[13,14,15,16],"獲利 31.25 美元","獲利 62.5 美元","獲利 125.0 美元","損失 125.0 美元",2,"衍生性商品概論",1,"美國長天期公債期貨報價採「點－三十二分之幾」格式，105-24 讀作 105 又 24\u002F32 點。每口契約面額 10 萬美元，最小跳動點為 1\u002F32 個百分點，金額＝100,000×(1\u002F32)%＝31.25 美元。105-24 買進、105-28 賣出，走了 28−24＝4 個跳動點，做多遇漲為獲利，損益＝4×31.25＝125 美元，選 (C)。(A) 31.25 美元只算一個跳動點。(B) 62.5 美元少算一半，等於只抓 2 檔。(D) 方向搞反，價格由 105-24 漲到 105-28 對多方是賺不是賠。","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？",26,1785157762882]