[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-futures_prac-115-1-032":3},{"exam":4,"examName":5,"chapterSlug":6,"question":7,"related":21},"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":17,"explanation":19,"difficulty":20},"futures_prac-115-1-032","115-1",32,"依美國之規定，客戶開立避險戶頭時，哪一敘述不正確？",[13,14,15,16],"須證明有避險之需求","可享受比較低的交易手續費","可享受比較低的保證金要求","不一定要取得銀行之連帶保證",1,"避險交易","本題要選不正確的敘述。依美國規定，客戶開立避險戶頭的主要優惠在於較低的保證金要求，因為避險部位風險相對較低，故(C)享較低保證金為正確。此外(A)須證明確有避險需求、(D)不一定要取得銀行連帶保證，也都符合規定。惟避險戶頭並不因此享有較低的交易手續費，手續費屬經紀商與客戶間的商業約定，與避險身分無關，因此(B)可享較低交易手續費的敘述不正確，故選(B)。關鍵區分在於優惠落在保證金而非手續費。","medium",[22,26,30,34,38,42],{"id":23,"question":24,"qno":25},"futures_prac-114-3-006","下列敘述哪一項是正確的？",6,{"id":27,"question":28,"qno":29},"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":31,"question":32,"qno":33},"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":35,"question":36,"qno":37},"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":39,"question":40,"qno":41},"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":43,"question":44,"qno":45},"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：",31,1787293966428]