[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-deriv_prac-20-060":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-20-060","20",60,"一檔兩年期之保本零息債券以 100 元名目本金發行，到期時的本金償還計算公式如下︰本金償還金額 ＝ 面額 ×〔1＋75% ×Max（0,股價指數成長率）〕。若這兩年期間，標的股價指數由發行當時的 450 點上升至 600 點，則投資人損益為何？",[13,14,15,16],"$0","$25","$75","$125",1,"衍生性商品概論","保本型連動債的損益要拆成兩段看：本金部分到期保證還 100 元，選擇權部分才看指數表現。兩年間指數由 450 漲到 600，成長率＝（600−450）÷450＝33.33%，為正數，Max 取到 33.33%；參與率 75%，到期償還金額＝100×〔1＋75%×33.33%〕＝100×1.25＝125 元。投資人以 100 元名目本金投入、領回 125 元，損益為 125−100＝25 元，故選 (B)。(A) 0 誤以為只能拿回本金。(C) 75 是把參與率當成報酬率。(D) 125 是到期領回總額而非損益。","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？",26,1785157763797]