[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-futures_prac-115-1-027":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-115-1-027","115-1",27,"吳先生買一個履約價為 15000 的臺指買權、權利金為 230，同時賣一個履約價 15500 的臺指買權、權利金為 180，在臺股指數為多少時，吳先生可以達到損益兩平（不考慮交易手續費及稅）？",[13,14,15,16],"15050","15230","15320","15410",0,"選擇權基本概念與交易策略",1,"吳先生買進履約價15000的買權(付權利金230)、賣出履約價15500的買權(收權利金180)，構成多頭買權價差。淨支付權利金為230減180等於50點。多頭買權價差的損益兩平點等於較低履約價加上淨支付權利金，即15000加50等於15050，故選(A)。指數須上漲超過15050才能回本轉為獲利。(B)15230、(C)15320、(D)15410皆高於實際兩平點，計算上並未正確扣抵賣出腿收取的權利金，因此偏高。","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：",37,1787293966365]