[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-deriv_prac-20-036":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-20-036","20",36,"若買進一口台指選擇權賣權，並同時賣出一口相同到期日、相同履約價的台指選擇權買權，該組合部位的到期損益型態近似於下列何種交易部位？",[13,14,15,16],"買進期貨","賣出期貨","多頭價差","空頭價差",1,"衍生性商品概論","買進賣權再賣出買權、且到期日與履約價相同，就是合成的期貨空頭部位。標的下跌時賣權轉為價內產生獲利，標的上漲時被賣出的買權會被行使而虧損，損益線是一條由左上往右下的直線，與賣出期貨完全相同，故選 (B)。以履約價 9,000 點驗算：標的 8,000 點時組合損益為＋1,000 點、10,000 點時為－1,000 點，和賣出期貨的結果一致。(A) 買進期貨要用買進買權搭配賣出賣權才合成得出來。(C)(D) 價差交易是同方向選擇權在不同履約價之間的買賣，損益有上下限而非直線。","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？",26,1785157763542]