[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-futures_prac-115-1-030":3},{"exam":4,"examName":5,"chapterSlug":6,"question":7,"related":22},"futures_prac","期貨商業務員資格測驗——期貨交易理論與實務","c3",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":19,"explanation":20,"difficulty":21},"futures_prac-115-1-030","115-1",30,"期貨契約的逐日結算制度於避險策略之影響為何？",[13,14,15,16],"期貨部位的每日損益有可能造成追繳保證金之現象","現貨部位與期貨部位損益互抵，追繳保證金的現象不會存在","逐日結算制度不適用於避險策略","選項(A)、(B)、(C)皆非",0,"避險交易",1,"逐日結算使期貨部位每日實現損益，當期貨端逆勢虧損就可能被追繳保證金，形成資金壓力，(A)正確。(B)現貨端損益不入帳戶無法即時互抵，追繳仍會發生;(C)避險策略同樣適用逐日結算;故非(D)。","medium",[23,27,31,35,39,43],{"id":24,"question":25,"qno":26},"futures_prac-114-3-006","下列敘述哪一項是正確的？",6,{"id":28,"question":29,"qno":30},"futures_prac-114-3-007","券商若發行指數型認購權證（Call Warrant），可在指數上漲時如何操作指數期貨避險？",7,{"id":32,"question":33,"qno":34},"futures_prac-114-3-008","最小風險避險比例（最佳避險比例）的估計式為 h，例如 h＝－0.5，試問「－」符號之意義為何？",8,{"id":36,"question":37,"qno":38},"futures_prac-114-3-009","智利礦商賣出銅期貨避險，何者會造成避險的不完全？",9,{"id":40,"question":41,"qno":42},"futures_prac-114-3-010","某廠商必須進口小麥，為了避險買進了 10 口小麥期貨，每口契約規格為 5,000 蒲氏爾(Bushels)。若基差由+40 美分放大為+60 美分，則避險的損益為何？",10,{"id":44,"question":45,"qno":46},"futures_prac-114-3-031","臺灣企業在瑞士發行以美元 SOFR 計息的浮動利率美元債券，如要確定每次付息的新臺幣金額，該企業應操作：",31,1783661236732]