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問題1
What is the ISO code for platinum?

正確答案: C
問題2
You have taken 3-month (92 days) deposits of CAD 12,000,000.00 at 1.10% and CAD 6,000,000.00 at 1.04%. Minutes later, you quote 3-month CAD 1.09-14% to another bank. The other dealer takes the CAD 18,000,000.00 at your quoted price. What is your profit or loss on this deal?

正確答案: A
問題3
Which of the following functions does a to-party repo agent not perform?

正確答案: A
問題4
How long does the Model Code recommend that tapes and other records of dealers/brokers be kept?

正確答案: D
問題5
The market is quoting:
3-month (90-day) NZD 2.55%
6-month (182-day) NZD 2.75%
What is the 3x6 rate in NZD?

正確答案: D
問題6
Gambling or betting amongst market participants has obvious dangers and:

正確答案: B
問題7
A 3-month (91-day) UK Treasury bill with a face value of GBP 50,000,000.00 is quoted at a yield of 4.25%. How much is the bill worth?

正確答案: A
問題8
The one-month (31-day) GC repo rate for French government bonds is quoted to you at 3.75-80%. As collateral, you are offered EUR25 million nominal of the 5.5% OAT April 2006, which is worth EUR 28,137,500. If you impose an initial margin of 1%, the Repurchase Price is:

正確答案: B
問題9
An at-the-money call option:

正確答案: D
問題10
Where the matter of dealing for personal account is concerned, the Model Code recommends that

正確答案: A
問題11
The primary issue for insuring prudent liquidity management in accord with the guidance provided by the Basel Committee (Basel II I Basel III) is:

正確答案: B
問題12
An option contract that gives the buyer the right to exercise the option at several distinct points during its life is called:

正確答案: C

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