3I0-008 試験問題を無料オンラインアクセス

Click on the Exhibit Button to view the Formula Sheet. Written confirmation is a function that can be done by:

• A.Staff in the back-office.
• B.Any staff outside the dealing room.
• C.Staff in the dealing room who are not dealing.
• D.Any dealer as long as he/she is not a party to the trade.

Click on the Exhibit Button to view the Formula Sheet. The delta of an option is:

• A.The sensitivity of the option value to changes in volatility
• B.The sensitivity of the option value to changes in the time to expiry
• C.The sensitivity of the option value to changes in the price of the underlying
• D.The sensitivity of the option value to changes in interest rates

Click on the Exhibit Button to view the Formula Sheet. What is the effect of netting?

• A.To reduce the size of the balance sheet
• B.To reduce the number and size of payments and transfers
• C.To reduce exposure to credit risk
• D.All of the above

Click on the Exhibit Button to view the Formula Sheet. How can options be used to synthesise a short position in the underlying commodity?

• A.A long put option + short call option at the same strike price
• B.A long put option + long call option at the same strike price
• C.A short put option + short call option at the same strike price
• D.A short put option + long call option at the same strike price

Click on the Exhibit Button to view the Formula Sheet. Where the Committee for Professionalism of the ACI has been notified of a breach of the letter or spirit of the Model Code, it

• A.Will examine the complaint.
• B.None of the above.
• C.Will bring the matter to the attention of the local regulator.
• D.May consult with the local ACI.