問題詳情
某公司與其往來銀行簽有協議，將在三個月後向銀行借入一億元日幣，利率為日圓 LIBOR+1%，為了鎖定借款成本，該公司可採下列何種避險策略？
(A) 賣歐洲日圓期貨
(B) 買歐洲日圓期貨
(C) 賣歐洲美元期貨
(D) 賣日圓期貨
(A) 賣歐洲日圓期貨
(B) 買歐洲日圓期貨
(C) 賣歐洲美元期貨
(D) 賣日圓期貨
參考答案
答案：A
難度：適中0.5
統計：A(0),B(0),C(0),D(0),E(0)
內容推薦
- (A) simplify (B) rally (C) meet (D) encounter
- I advised her to _______________ lest she should attract too much attention from the public.(A)p
- (A) Inspiring (B) Been inspired(C) To be inspired (D) Inspired
- (A) in finding (B) at the thought of(C) immediately they find (D) as soon as finding
- 8 不考慮纜索自重下，若纜索承受垂直均佈載重，則纜索會形成下列何種形狀？(A)多邊形 (B)懸鏈線形 (C)拋物線形 (D)橢圓形
- Being the smartest student in the class, Jeff is often ________ as a “walking dictionary” by his
- The summit meeting between the presidents of those two countries ______ in Cairo last week.(A) b
- (A) contributes to (B) makes up for (C) comes by (D) stems from
- A(n)_____ amount of garbage is daily produced by the residents in Taipei, so recycling is a must
- (A) involve (B) invest (C) indulge (D) include
內容推薦
- (A) taking place (B) holding (C) occurred (D) happened
- (A) attainable (B) obtainable (C) sensible (D) arguable
- (A) X (B) in (C) to (D) for
- 同上題，假設在三月和五月的猪腩期貨價格分別為 130 美分／每磅、139 美分／每磅的時候，交易人將上述的策略做結清，則其損益為多少？（假設每交易單位為 40,000 磅，且此交易人只
- (C) Ever since the Nobel-Prize-winning biochemist Linus Pauling first promoted “megadoses” of essent
- 於實際應用上，利用線性迴歸式來估計最小風險避險比例，即： S △ ＝a＋bF △ ＋誤差項。其中 S △ 與 F△ 分別為現貨與期貨價格變動，a與b分別為係數。同時，Var（ S △ ）=50
- (A) there (B) which (C) where (D) to which
- (A) set an example (B) look on the bright side(C) stir people’s blood (D) swim with the tide
- (A) rising (B) arising (C) arosing (D) raising
- 39 下列圖中，那二圖是同一種植物？ (A) ① ② (B) ① ④ (C) ② ③ (D) ③ ④
- (B) Lying about eighteen miles off the southeast coast of Taiwan, Green Island is like a sparkling p
- (A) rose (B) arose (C) raised (D) caught
- 同上題，假設在三月和五月的猪腩期貨價格分別為 130 美分／每磅、154 美分／每磅的時候，交易人將上述的策略做結清，則其損益為多少？（假設每交易單位為 40,000 磅，且此交易人只
- (A) that is (B) in addition to(C) nevertheless(D) as a result
- (A) take over (B) copy out (C) blend in (D) take sides
- (A) and what not (B) and etc. (C) all at once (D) in a word
- 選擇權之放空跨式部位可用於：(A) 看空標的物價格 (B) 看多標的物價格 (C) 標的物價格持平 (D) 選項(A)、(B)、(C)皆非
- (A) ups and downs (B) ins and outs (C) odds and ends (D) to and fro
- (A) not to say (B) more or less (C) at least (D) to some extent
- 期貨買權（Call）Delta 值通常介於：(A) -1 與1 之間 (B) -1 與 0 之間 (C) -0.5 與 0.5 之間 (D) 0 與 1 之間
- 若預期美國利率上升，使美國和瑞士的利率差擴大，則交易人能透過何種方法獲利？(A) 賣瑞郎期貨 (B) 賣歐洲美元期貨 (C) 賣美國長期公債期貨 (D) 選項(A)、(B)、(C)皆是
- (D) Like an out-of-control epidemic, the health care crisis has been spreading rapidly in the United
- (A) Unless (B) Besides (C) Since (D) Once
- (A) suggested (B) suggesting (C) had suggested (D) suggest
- (A) that she realized (B) and she realized(C) but she realized (D) did she realize