[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-deriv_prac-20-059":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-20-059","20",59,"已知目前美元的即期匯率為 33.00 新臺幣，3 個月期的美元利率為 1.2%，3 個月期的新臺幣利率為 1.0%，則 3 個月期的美元遠期匯率為多少？",[13,14,15,16],"32.8825","32.9835","32.9925","33.0125",1,"衍生性商品概論","遠期匯率由利率平價決定，不是靠預測未來走勢。直接報價下，遠期匯率＝即期匯率×（1＋新臺幣利率×期間）÷（1＋美元利率×期間）。代入得 33.00×（1＋1.0%×3÷12）÷（1＋1.2%×3÷12）＝33.00×1.0025÷1.003＝32.9835，故選 (B)。美元利率高於新臺幣利率，高利率貨幣遠期必須貼水，遠期匯率一定低於即期的 33.00，光用這個方向就能刷掉 (D) 33.0125。(A) 32.8825 與 (C) 32.9925 的貼水幅度一個過大、一個過小，都是期間比例或利差代錯。","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？",26,1785157763778]