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Free 3I0-012 Exam Braindumps
3I0-012 ACI Dealing Certificate Questions 196–200 (page: 41)

Updated On: 9-Feb-2026
Page 41 of 149
PDF with 740 Questions

The seller of a call option has:

  1. Substantial opportunity for gain and limited risk of loss
  2. Substantial risk of loss and substantial opportunity for gain
  3. Limited risk of loss and limited opportunity for gain
  4. Substantial risk of loss and limited opportunity for gain

Answer(s): D



How would you delta hedge an ‘at-the-money’ long call option?

  1. Go short of the underlying commodity equal to 50% of the size of the option contract
  2. Go long of the underlying commodity equal to 50% of the size of the option contract
  3. Go long of the underlying commodity equal to the full size of the option contract
  4. Go short of the underlying commodity equal to the full size of the option contract

Answer(s): A



An option contract that gives the buyer the right to exercise the option at several distinct points during its life is called:

  1. European-style option
  2. American-style option
  3. Bermudan option
  4. Asian option

Answer(s): C



When considering interest rate risk in the banking book, retail demand deposits without fixed contractual maturity:

  1. should be assumed to have zero duration
  2. should be treated like other instantly variable rate liabilities, such as overnight money market borrowing.
  3. should be assumed to have a low correlation with money market reference rates
  4. represent a minor contributor to interest rate risk and can safely be disregarded

Answer(s): C



If the duration gap is zero, how will a small parallel shift in interest rates affect the market value of the bank’s equity?

  1. If interest rates rise, the market value of equity will increase
  2. If interest rates rise, the market value of equity will decrease
  3. The bank is immunised from changes in interest rates.
  4. The market value of equity will decrease due to an increase in interest rates

Answer(s): C



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