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最新的 ACI-Financial Markets Association 3I0-012 免費考試真題:

1. With reference to dealing periods, what does the term "short dates" refer to?

A) maturities up to one week
B) maturity dates of less than 10 days
C) maturity dates of less than one month
D) overnight, tom-next and spot-next

2. All other things being equal the interest rate risk of a fixed coupon bond is:

A) greater, the lower the coupon and the longer the term
B) lower, the higher the coupon and the longer the term
C) greater, the higher the coupon and the longer the term
D) lower, the lower the coupon and the shorter the term

3. The intrinsic value of a long call option:

A) Becomes negative if the market price of the underlying commodity falls below the strike price of the option
B) Rises if the price of the underlying commodity falls and vice versa
C) Depends solely on the volatility of the price of the underlying commodity
D) Falls and rises with the price of the underlying commodity, but is always positive

4. Today's spot value date is Friday 27th February. What is normally the 1-month maturity date? Assume no bank holidays.

A) 30th March
B) 31st March
C) 29th March
D) 28th March

5. If a broker refers to "the payer of 5-year euro at 4.12", what is this party doing?

A) Paying a 5-year euro deposit and receiving a rate of interest of 4.12% on an actual/360 basis. Taking a 5-year euro deposit and paying a rate ol interest of 4.12% on an actual/360 basis.
B) Paying a fixed rate of 4.12% per annum on a 30/360 basis over 5 years in euros through an interest rate swap in exchange for receiving a floating rate of 6-month Euribor on an actual/360 basis reset semi-annually and paid in arrears.
C) Paying a fixed rate of 4.12% per annum on an actual/actual basis over 5 years in euros through an interest rate swap in exchange for receiving a floating rate of 6-month Euribor on an actual/360 basis reset semi-annually and paid in arrears.

問題與答案：