HOC VIEN NGAN HANG ETH KET THUC HQC PHAN: KHOA/ BO MON: NGAN HANG Cong cu pli sinh — FIND3A 86: 01 Ap dung cho khod/ hé/ lép: ‘Thdi gian lam bai: 90, Ca thi: ..4).......Npay thi: Neay nop dé: 30/06/2024 Dai dién Phong TTKT: Nguoi duyét dé: Ro. Ma? Lory. ane 1. Tre nghigm (2 diém) Caw 1: Trong hyp dng hodn di suit plain-vanil,ngud mua 1a ngubi cam két..(1). i sult dinh, (2) 'ai su th n6i, ngudi bn li ngubi eam ket). ai sud ob Iai sult tha nd ‘A. Nbin, tr, tr nin ri nhén, ahd, td C. Nha, tra, nhfin, tra D. ‘Tra, nhan, tra, nhgn (Cu 2: Cae cng cu phil sinh khong duge giao dich ren thj ug ehh tae ‘As Tuomg la, quyen chon B. Kian, quyén chon C. Ki han, hoan déi D. Ki han, hoan ddi, quyén chon iw 3: Vai cing mic Iai suit duge yét, kh th sur 1 (m) cng gdm thi Bi tt thu dug sau mt thoi gian db wuss A. King di B.Tang Khong di do kign dé tr 14 D. Giim (Cau 4: Dae diém cia hop dng FRA ti ‘A Khong c6 sy tra di dong vin gc B. Nawoi in tr mie ai sudt thi trum, ©. Cé svtrao ddi dong vén pbc. D. Dong tg tao db ti thoi diém do han ; (Cau 5: trong hop déng tuong lai, khoin tién phil gi vao trong ti Khon ky quy kh bt du tham gia gia dich la ‘A. Mite ky quy duy tri 1B. Mitc ky quy thanh vign Mire ky qug b8 sung D. Mir ky qu9 ban diu (Cau 6: Chon clu tr Ii dng nbdt: Mot nha dtu tr mua 1 quyén chon mua v6i gid thye hign (K) ~ 358. Phi quyén chon mua li 3, Nha dau tu s® thye hién quyén mua khi: AST >38 BST >35 csr<3s p.st<38 C47: ACR cho vay 500 trigu USD ky han 6 thing. ACB gap rai ro khi ty gié USD sau 6 thing, .-(1) .. né ACB thue hign chign luge ...2)... hop déng ky han USD df phong ngtta rai ro A. Ving; Bin B. Tang; Mua C. Gi; Bain im; Mua (Ci 8: Nguoi mua quyén chon bén & trong trang thai duge gid quyén chon (In The Money) kh A.STK csr kK D.ST>K I. Ty lugin (8 diém) Caw 9: Nhin dinh sau ding hay sai va gid heh ngn gon : "Tong hep dng ky han, hai bén tién hinh ky két hop cling va thanh ton tai that dim hig két trong hgp ding da duge ky trade dé" Civ 10: Nhin dinh sa ding hay sui va gi thichngin gon: “trong hep dng tuong li, mic kj qu ban div cing ‘cao thi kha nding din by tai chinh cang thép" au 11: Cong ty Samsung Vigt Nam muén vay VND, céng ty IBM muén vay USD. Hai cdg ty duge Vietcombanke chao mide lai sudt vi VND tuong dng la 11,2%/ndm va 9,5%/ndm, USD la 6,5%/ndim va 6%/nam. Thiét ké hop dng hoan dai s iét rng cé su tham gia cba Ngjin hang voi phi la 0,3%/ndim va Igi ich cia IBM gap dai Ioi ich cia Semsung. Bi&t rio gid do ngn hang ginh chiu . Cau 12: Mot quyén chon bin diu 6 thing vii pi thuc hign K.~ 7SUSDMthang, phi quyén chon bina 3.5USDVquyén chomthing, Gi du tn thj trudmg hign tg S77 USDthing 8, Xie dinh trang th a quyén chon. Tinh git ni ti, gid tr thd gian ca quyén chon ny b. 8 thai dim do han, gid du ttn th tung ld TOUSDthing. Ve db thi va xée inh ket qua cia nha du tu 6 vi thé mua quyén chon ban dau trén. 13: Mot nh ddu ts 66 2 trigu USD 8 du tr vi em nbd ring gid ving s@ ting trong wong | thing ti. Gia ving hign hanh la 2.000 USD/ounce va hop dng quyén chon mua vang véi gid thy hign la 2,200USLY ounce es la S0.USD/hgp ding, mbi hop dng lit | ounce vin 8, Nh itu 66 thé thye hign vige du tr nhu thé nio? , So sinh Igi nhugn va rai ro ©6 thé xay ra trong cde chit 2.350 USD/ounee; (ii) Giam xudng cn 1.900 USD/ounce 6, Néu lt ban s& chon cach du ty nhur thé ndo? Vi sao, ‘Sih en hing ci i am bi bén this diém déo han, bén ban sé giao hang hod cho bén mua thco cam én luge du tr nu gi sau 3 thing: () Gi ving tng 1énHOC VIEN NGAN HANG DE THI KET THOC HOC PHAN: KHOA/ BO MON: NGAN HANG Cong cu phi sinh — FINI3A DE THISO: 02 Ap dung cho khod/ hé I + Thoi gian lam bai: 0p Ca thi: ...-4.......Ngay thi: AC... Dai dign Phong TTKT: AA rouse Neay nop dds BOL OBL 2024... sree Ol] Neuoi epee d..Wu2 kin. Dare 1 Tre nghigm (2 aiém foe, YS 8 mie I sult dug Kh tn ut dW a) cng ng th it thu dupe sau mt ht sian du use hong adi B. Tang Giim DD. Khong did kign tat (Ci 2: Dic diém cua hop dng FED la ‘A. Cé sy trao déi dong vén gée 1, Dong tiém chi tao d6i truée thoi diém do han C. Khéng c6 su trao déi dong vén gbe D. Nguoi ban wd mic ti sudt thi truimg Caan a dling wht: Mot nha du us mua 1 quyén chon bén vi gd hue hin CK) = 388 Phi quyén chon ban 138. Nha déu tu s8thye hign quyén mua ki AST B.ST>35 cst<3s D.St<38 Cilu 4: Trong hop dng tuong lai, gi titi thidu phai duy tr trong tai khoain ky quy duge goi [a A Mire ky quy ban déu B. Mar ky qug bd sung C. Mic ky qu} duy tri D. Misc ky qug think vién Taal eng 2? Se hon di ti sult pain-varila,ngubi bin ngubi cam RELI). sult ob dink ©). (a eult thé nt, ngub mua la ngudi cam ket... Ii sut 8 di (a). hands ne ni A. Tra, nha, tra, nhgin B. Tra, nhdin, nhén, tra C. Nhéin, tra, nhain, tr D. Nha, tra, tra, nhan C48 G Net mua quyén chon mua dong trang thi dupe gid quyén chon (in The Money) ki: StK C.sT=k D.ST>K ng cu phi sinh khong dupe giao dich trén th rung phi chinh thc B. Ki han, hoan di quyén chon D. Ki han, hoan di, quyén chon Gh uy ding 500 wigu USD ky han 6 thing. ACB gip ri ro khi ty gid USD ean ¢ thang ...(1) nén ACB, thu hig chin zoe ...(2) hop déng ky han USD dé phong ngitarui ro, ‘A. Ving; Bin 1B. Giam; Mua C. Gidim; Ban D. Vang; Mua HL Ty lugn (8 diém) (Cu 9: Nhan dinh sau ding hay sai va giai thich ‘gin gon: "Trong hgp ding twong lai, mizc ky quy ban diu ang. ao thi khi ning dén bay ti chink eng cao" : sere Nhén inh sau ding bay sai va gid thich ngin gon: “trong hop ddng hodn dBi iti sult ob inhtha nd, khi 1ai sudttrénthj rung tang len tet gad 6 vi thé ban trong hop dng hosn di ai sult sé ep rai ro va kh If ook Gaul tong sidm thi nur 6 v thé bn trong hop dbng hodn i la sult sé duye tot Cau 1: Mot quyén chon mua diu 3 thing vi. gia thre hign K 75USD/hing, phi quyén chon mua la a aUlauyén chon/hing, Gi du trén th raing hign i $= 77 USDthang. B14 inh re thi cia quyén chon. Tinh gid tn tal gid tho ian eb gyn chon nay. Mag difm do ban, gi du wén hj ratmg 18 7OUSDYthing, VEdb thi vac ai kee qua cita nha di we 6 vj thé mua quyén chon mua dau trén. Gaga: Gil dink dng ta sult zero rte (8 kép lgn te) thd han 6 thing, 12 thing, 18 thing, 24 thing va 30 thang Sida ime lt 3%, 3.2%, 3.4%, 3.6% va 3.8%. Tinh gi tri phitu, bidt ménh gid ei Phigu bing $100, thai han tai phiéu 30 thang, lai sudt coupon 39%/nam va tr 6 thangy/ln, (Caw 13: Tra phy c6 ménh gia 100 USD, i sult coupon 8%%'nim, nia nam tra I moun, @. Mot hop ding ky han trdi phiéw ké trén 6 that sian dio han la 15 thang, lin gén nhée tré coupon 1a 6 thang nila. Gd hign tai cua trai phigu 4 900 USD Dist ng [a sud phi ri ro cho cdc ki han a 5,59%/ndm. Xe dinh gid ki hon eda tri phiéu. Felt gm déo han cia hop dbng ky tan, gi aio ngay eda tai phic la 980 tls Tinh ét qua cia hop «ling ki han d6i véi vi thé mua va bn ky han tri phigu, ‘ ha dau tw gap rii ro gi khi giao dich hop ding ki han trai phiéu? so sanh rai ro 46 véi hop déng tong tai tri phigu ‘inh viém thing sie ng i iu hi lam BaHOC VIEN NGAN HANG bi THI KET THUC HOC PHAN: KHOA/ BQ MON: NGAN HANG Cong cy phi sinh — FIN93A TH SO: 03 B. Tong li, quyén chon C.Kihan,hoin de D. Ki han, quyén chon ‘Cfiu 2: Voi cing mae ia suit due ye, kh in sud (rm) ng, giam thi gt thu dupe smu moet ian dl ts. ‘A. Khong d8i B. Tang . Khéng di do kign 4 tr - D.Giim | Ci 3: rong hop déng hoa ddi la sut pain-vanil, nguéi mua lingua cam két (1)... li suite dink, ..(2) {ai sudt tha ndi, ngwoi ban 1a nguéi cam ket ...(3)... Idi sudt c6 djnh, ...(4)... Iai sudt tha ndi, ‘A. Tr, oh, ahd, tr B. Nig, tr, tr, ohn C. Nh, tr nh, tr D. Tra, nh, tr, nin Cau 4; Nguoi mua quyén chon ban 6 trong trang thai duge gid quyén chon (In‘The Money) khi: AST OK BSTZK C.ST>K D.ST38 B.ST>35 C.ST<35 D.ST<38 ‘Cau 6: ACB cho vay 500 trigu USD ky han 6 thing. ACB gép rai ro khi ty gid USD sau 6 thang ...(1) ... nn ACB thyc hign chién luge ...(2)... hop déng ky han USD 48 phing ngia ‘A ng: Ban 1B, Tang; Mua €.Gia Ciu'7: Dac diém coa hop dng FRA 1a ‘A. Ngudi bn tra mic Iai sudt thi teudmg B, Khdng c6 sy tro déi dang vén ge €. Co sy tao dBi dong vén gbe D. Dang tidn rao d6i ta thi diém déo han : ‘Cau 8: Trong hgp ding twrong lai, khodin tién phai giti vao trong tai khodn ky quy khi bit du tham gia giao dich la ‘A. Mie kj qu9 ban du B. Mic ky quy b8 sung ©. Mite ky quy thank vign D. Mic ky qu duy tr 1. Ty tugn (8 diémm) ‘Chu 9: Nhan din sau ding hay sai va gai thich ngin gon: "Trong hep dng hot déi lai suit 5 dinhtha nb, khi lai sudt trén thi trudng tang 1én thi ngs 6 vj thé mua trong hop déng hodn dbi lai suit st gap ri ro va kh Ii sult trot tratg glam th ng vi the mua rong hop dng Rod ia sul sé duge le” ‘Cau 10: Nhan dinh sau 1a ding hay sai, gidi thich: "Gid quyén chon cia tai sin co s& biing gid tr) ndi ti cia quyén chon d6 tai thd diém dio han hop dng.” (Ciw 11: Biét ring cde mac Ii suit zero rate cho cdc thoi han 6 thang, 12 thing, 18 thing vi 24 thing twang dng Id S¥o/ném, 5,5%4/nai, 5,8%/ndm vi 6, 1%, It sud kép nia nam, 4, Xa dinh cde mic ai sudt kép ign tye wrong img cho timg ki han, b, Anh Tién Linh dang muén dy bo Iai suét trong tuong lai. Ban hay gitp anh Linh xae din mite I sudt ky han 12 thing bit du vao dau ni thi 2, Cau 12: Cong ty Hoang Anh Gia Lai bin mét hop dng FRA v6i Ii sult © din 5,2%/ndm (kép theo quy) tren vin gc la | trigu USD cho qui thir tu. Tai thoi diém 9 thang sau, gid sir lai sudt giao ngay thi trudmg cho ki han 0,25 1m la $%/nam, Ii suit kép theo qus. 4 Céng ty ai hay 1 Ki thar gia th truémg ? b. Dong tiéntrao dai trong hop dng FRA din ra tg thoi diém no va s6titn Hong Anh Gia Lai nhinit ta bao nhieu? Cau 13: Ngay 01/6/2021, mot ngudi néng din ki két duge m6t hop dBng bén 100 nghin tin ga vi gid thod thug trong hop déng la gi th rung vio ngay 01/9/2021 4. Naw ndng dn g§p ri ro gi? Dé phong ngita ri ro thi ngui ndng din nay nén sir dyng HDT nhur thé nd? Bigt ring id tuong lai gao thang 9 ka 970 USDitin (1 HTL ~1000 tin) >. Illy xic dinh thu nhip cia ngué nding din trong 2 tinh hung sau Th budge: * Gis g90 giao ngay ngay 01/9 1 980 USDrtén © Gi gy giao ngay ngay 01/9 18.965 USDrtén ¢. So sinh thu nhip cia ngudi nOng din khi e6 phiong agi ri ro bing HBTI. v6itraimg hyp khOng phong neta ri ro bing IMD I1.? Nhfn xt vé thu np eta ngudt ndng dan khic6 st dung HDL, dé PNRR? (K)~ 358. Phi quyds D. Gidm; Mua ‘inh vem thing dng a bi fm isHOC VIEN NGAN HANG DE THI KET THUC HOC PHAN: KHOA/ RQ MON: NGAN HANG ing cu phi sinh — Fino DE THISO: 04 Ap dung cho khoa/ hé/ Ip: ... = en - Thdi gian lam bai: 90p. Ca this -..4.......Ngay thi: ASLRMA ‘Neiiy nop dé: ...20/06 (20.27 Dai dign Phong TTKT: vik Neue duvet d&: Ro Meare. UP 1. Tritenghigm (2 aiém) Cau 1: ACB huy dng $00 trigu USD ky hy - ACB gi ri ro khi ty eid USD sau 6 thing ..(1) nén ACB A. Tang; Mua iB, ing: Bin . Giim; én D. Giim; Mua Cau 2: rong hop déng hon déi lai su Fee” anita, ngudi ban 18 ngudi cam két (1)... ai sud eG dink, ...(2).. "a euk th nt ngu mua ngubi cam két- Gea eye (4)... i suit ha nd nhan B. Tra, nh§n, nhdn, tra . Nh, tr nh, rd D. Nhin, t,t, nin (Cu 3: Ngubi mua quyén chon mua 6 {rong trang thai duge gia quyén chon (In ‘The Money) khi: AST eK r>K C.ST=k D.ST>K (Cau 4: Die diém cia hgp dng FFD ta A. Nguoi bin tr mie a sud th tng B. Khong és traod8i dong vén phe ©. C6 sy tro d8i ding vin abe D. Dong tién chi trao di truée thoi diém dio han : on bas id ing nh: Mh dl tr mun! quydn chon bi vi id the hign (K) = 388. Phi quyén chon ban i 38. Nha diutus8 thuc hign quyén me ey AST 338 Bst<3e csr<3s D.ST>35 cae &bng cu phai sinh khdng duge giao dich én thi {raémg phi chinh thie ta A. Tuong lai B. Ki han, hon d6i . ‘Tsong la, quyén chon D. Ki han, hoan déi, uyén chon ; Ciu 7: fim TE Hedetniemi gin darn A.Giam B. Khéng du dar kign dé tra loi C. Khong d8i D. Tang ‘C44 8 Trong hop dng song la, i tr hid ph dy tt trong ti khodn ky quy duge got la ‘A. Mite ky quo ban du B. Mic ky quy duy tt C. Mac ky qu b6 sung D. Mate ky quy thinh vin UL. Ty lugn (8 diém) Cu 9: Nhan di 'Néu mot quyén chon 6 tr chon thi quyén i quyén chon” (iv 10: Nhén dinh sau ding hay sai va piai thieh nan gon : "Trén th rune giao dich phi inh, muc tigu cia nha {igh doanh chénh Iech gi li tim kide lot hu Ho sin sing d6i mat véi ri ro nhim tim kidon lor hug ta sir bién ding gi ci hang hos" . Die Rebus Rui Téa Ding dang nghigncéu mun mua hap ng kj hen cd he Robusta I nim, iGt ring, gid Ca i Kebusta sito ngzy higm ta a 1600Shin, chi phi ne ne hé la 178/tén cho 6 thing, duge tri cui abt ¢ thing. Gia dinh ring lai suat Phi rdirro ky han 6 thang va 12 thang lin lugt la 5%/nam, 5,3%/naim, eat: io gid ky ban Ca ph Robusa | nda eek en Ding phi wr da trén ede thong tin tenth truomy, 100 gi eit lt $ hep dbng ton ata my tn san CBOT. Mi hop dBng ddi hoi Khosn giuo hing ta 1.000 gia. Gia tuong lai tai oe diém hign tai la 400cenvgia, mite ki quy ban dau la 400USD/hgp ding, va mire ki uy duy tri fa IY Anh een Yay YOO EUR trong vong 3 nam. Ngan hing BIDV chao hai Aan 1 la 4lndin va Euribor + 0,3¥amntm, cho cong ty Bao weak la Sh vim King sid i Bh matHOC VIEN NGAN HANG DETHIKET THUC HOC PHAN: i: NGAN HA Cong cu phi sinh — FIN934 KHOA/ BQ MON: NGAN HANG san Ap dung cho khod/ hé/ lop: ~ ThOi gian Lim bai: 90p Ca this ..4.......Negay thi Dai dign Phong TTKT: Nady nop dé: ....30./06 2604, Neudi duyét dé: AD". a.7 Een Dap |. Tre nghigm (2 diém) (Chu 1: Neuéi mua quyén chon bén & ‘rong trang thai duge gid quyén chon (In The Money) khi: AST =K B.ST>K C.ST>K D.ST35 C.sr<3s D.sr<3g rong hop dng twang lai, khodn tin phai ghi vag ‘rong tdi khodn ky quy khi bit diy tham gia giao dich 14 43 guy ban dia B. Mac ky qug bé sung (C. Mie kj qu) thinh vign D. Mite ky guy duy tr Ny tun 8 aiémy Git Nin din sau ding hay sai va each edn gen: “Tren hi tung Bio dich phi sinh, muc teu cag aha wnt Ga in kim oahu sy ene Ker ca cing en loi hing ie tren hai bay nhigu th aime khde a ht bgp a8 yi ro bie dng gi eta ha 9 me Na ith au ig ay ai hich ngin gon : “trong hep dn mic gi thod thud GnB8 8 due did chine hing iy theo gi th ne vice be seu oaheed rte gg GAULLE: Nha du tw Quang tage Oe kay eo dng tuong li du urone, thang 12 én th truimg Cots ‘it one a du tuong thing 1 hp ding 3 mi one, mic ky quy duy tf sa hit ah est at Sib haiti khodn ky qug » gah Hai phi ky guy 68 sung i Si AHS may ao dich kb ep 8. Honda bit aia vay © v6i Ii sult 10,5%¢/nam Dieu gi xay ra néu anh, Mai khong n6p bé pau va cons ty Dai Nam bit diy vay 112 Bate de hon ai tit hens he tt VND Is 1038¢nam, tay hu du, bift ng nn hing pe ‘oh chi ra Sing hon dBi ch han 5nd, vi hodn di dong ti didn ra a ci hd do an 8.00 nies ‘ham gia. Tinh kh phi BID : O00VND, ePhieu voi gid thure ign 30USD 6 phi la SUSD. Quyén chon in ciing mix 16m tai céta od, Phéu la 28Usp, : Seed pied » 8! (Fi theo thai gian ‘sila quyén chon mua thw deg rig vad doh Wid hon rua khi nao? wot ee