[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-futures_prac-114-3-041":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","c5",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":19,"explanation":20,"difficulty":21},"futures_prac-114-3-041","114-3",41,"交易人做價差交易，同時買一個履約價為$100 的期貨賣權，賣一個履約價為$140 的期貨賣權，若現在期貨價格為$130，在不考慮權利金下，交易人每單位之損益為何？",[13,14,15,16],"獲利$10","獲利$6","損失$10","損失$6",2,"選擇權基本概念與交易策略",1,"此為賣權多頭價差，且在不考慮權利金下計算到期內含價值損益。買進履約價100的賣權：現貨130高於100，賣權無內含價值，價值為0。賣出履約價140的賣權：現貨130低於140，買方會履約，賣方須以140買進僅值130的標的，賠付140減130等於10。兩部位合計為0減10，等於損失10，故(C)損失10正確。(A)獲利10、(B)獲利6均方向與金額錯誤，(D)損失6金額也不符，正確計算即為淨損失10，故(A)(B)(D)皆不選。","medium",[23,27,31,35,39,43],{"id":24,"question":25,"qno":26},"futures_prac-114-3-014","多頭垂直價差策略適用於預期標的物：",14,{"id":28,"question":29,"qno":30},"futures_prac-114-3-015","買入 6 月份 S&P500 期貨 1,380 買權，賣出 9 月份 S&P500 期貨 1,390 買權，此為：",15,{"id":32,"question":33,"qno":34},"futures_prac-114-3-016","期權委託，在下單時除須註明商品種類、月份、履約價格、買權或賣權外，下列何者說明是必要的？",16,{"id":36,"question":37,"qno":38},"futures_prac-114-3-017","若投資人預期美國聯邦準備理事會近期的未來，仍要引導市場利率上升，投資人想要執行投機性交易，投資人應進行以下何種策略最適合？",17,{"id":40,"question":41,"qno":42},"futures_prac-114-3-018","關於賣出買權(writing a call option)和買進賣權(buying a put option)的描述,下列哪項是正確的？",18,{"id":44,"question":45,"qno":46},"futures_prac-114-3-037","認為標的物之市價下跌機會較大，則應：",37,1787293965870]