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PRMIA 8007 Exam II: Mathematical Foundations of Risk Measurement - 2015 Edition Exam Practice Test

Demo: 19 questions
Total 132 questions

Exam II: Mathematical Foundations of Risk Measurement - 2015 Edition Questions and Answers

Question 1

You intend to invest $100 000 for five years. Four different interest payment options are available. Choose the interest option that yields the highest return over the five year period.

Options:

A.

a lump-sum payment of $22 500 on maturity (in five years)

B.

an annually compounded rate of 4.15%

C.

a quarterly-compounded rate of 4.1%

D.

a continuously-compounded rate of 4%

Question 2

What can be said about observations of random variables that are i.i.d. a normally distributed?

Options:

A.

The estimated mean divided by the estimated variance has a t-distribution

B.

The estimated mean divided by the estimated variance has a Chi2-distribution

C.

The estimated mean divided by the estimated standard deviation has a t-distribution

D.

The estimated mean divided by the estimated standard deviation has a Chi2-distribution

Question 3

If the annual volatility of returns is 25% what is the variance of the quarterly returns?

Options:

A.

0.1250

B.

0.0156

C.

0.0625

D.

None of the above

Question 4

An underlying asset price is at 100, its annual volatility is 25% and the risk free interest rate is 5%. A European put option has a strike of 105 and a maturity of 90 days. Its Black-Scholes price is 7.11. The options sensitivities are: delta = -0.59; gamma = 0.03; vega = 19.29. Find the delta-gamma approximation to the new option price when the underlying asset price changes to 105

Options:

A.

6.49

B.

5.03

C.

4.59

D.

4.54

Question 5

What is the probability of tossing a coin and getting exactly 2 heads out of 5 throws?

Options:

A.

8/15

B.

9/23

C.

10/32

D.

None of these

Question 6

If A and B are two events with P(A) = 1/4, P(B) = 1/3 and P(A intersection B) =1/5, what is P(Bc | Ac) i.e. the probability of the complement of B when the complement of A is given?

Options:

A.

12/29

B.

37/45

C.

3/4

D.

None of these

Question 7

When calculating the implied volatility from an option price we use the bisection method and know initially that the volatility is somewhere between 1% and 100%. How many iterations do we need in order to determine the implied volatility with accuracy of 0.1%?

Options:

A.

10

B.

100

C.

25

D.

5

Question 8

A linear regression gives the following output:

Figures in square brackets are estimated standard errors of the coefficient estimates. What is the value of the test statistic for the hypothesis that the coefficient of is zero against the alternative that is less than zero?

Options:

A.

0.125

B.

2.5

C.

-1.25

D.

-2.5

Question 9

Which of the following statements is not correct?

Options:

A.

Every linear function is also a quadratic function.

B.

A function is defined by its domain together with its action.

C.

For finite and small domains, the action of a function may be specified by a list.

D.

A function is a rule that assigns to every value x at least one value of y.

Question 10

Which of the following is consistent with the definition of a Type I error?

Options:

A.

The probability of a Type I error is 100% minus the significance level

B.

A Type I error would have occurred if the performance of a stock was positively correlated with the performance of a hedge fund, but in a linear regression, the hypothesis of positive correlation was rejected

C.

A Type I error would have occurred if the performance of a stock was positively correlated with the performance of a hedge fund, but in a linear regression, the hypothesis of no correlation was rejected

D.

A Type I occurs whenever data series are serially correlated

Question 11

The gradient of a smooth function is

Options:

A.

a vector that shows the direction of fastest change of a function

B.

matrix of second partial derivatives of a function

C.

infinite at a maximum point

D.

a matrix containing the function's second partial derivatives

Question 12

Variance reduction is:

Options:

A.

A technique that is applied in regression models to improve the accuracy of the coefficient estimates

B.

A numerical method for finding portfolio weights to minimize the variance of a portfolio that has a given expected return

C.

A numerical method for finding the variance of the underlying that is implicit in a market price of an option

D.

A method for reducing the number of simulations required in a Monte Carlo simulation

Question 13

Suppose we perform a principle component analysis of the correlation matrix of the returns of 13 yields along the yield curve. The largest eigenvalue of the correlation matrix is 9.8. What percentage of return volatility is explained by the first component? (You may use the fact that the sum of the diagonal elements of a square matrix is always equal to the sum of its eigenvalues.)

Options:

A.

64%

B.

75%

C.

98%

D.

Cannot be determined without estimates of the volatilities of the individual returns

Question 14

Let a, b and c be real numbers. Which of the following statements is true?

Options:

A.

The commutativity of multiplication is defined by

B.

The existence of negatives is defined by

C.

The distributivity of multiplication is defined by

D.

The associativity of multiplication is defined by

Question 15

The Lagrangian of a constrained optimisation problem is given by L(x,y,λ) = 16x+8x2+4y-λ(4x+y-20), where λ is the Lagrange multiplier. What is the solution for x and y?

Options:

A.

x = -1, y = 0

B.

x = 0, y = 20

C.

x = 5, y = 0

D.

None of the above

Question 16

Maximum likelihood estimation is a method for:

Options:

A.

Finding parameter estimates of a given density function

B.

Estimating the solution of a partial differential equation

C.

Solving a portfolio optimization problem

D.

Estimating the implied volatility of a simple European option

Question 17

Over four consecutive years fund X returns 1%, 5%, -3%, 8%. What is the average growth rate of fund X over this period?

Options:

A.

2.67%

B.

2.75%

C.

2.49%

D.

None of the above

Question 18

Which of the following statements concerning class intervals used for grouping of data is correct?

When grouping data, attention must be paid to the following with regards to class intervals:

1. Class intervals should not overlap

2. Class intervals should be of equal size unless there is a specific need to highlight data within a specific subgroup

3. The class intervals should be large enough so that they not obscure interesting variation within the group

Options:

A.

Statements 2 and 3 are correct

B.

Statements 1 and 2 are correct

C.

All three statements are correct

D.

Statements 1 and 3 are correct

Question 19

Consider two securities X and Y with the following 5 annual returns:

X: +10%, +3%, -2%, +3%, +5%

Y: +7%, -2%, +3%, -5%, +10%

In this case the sample covariance between the two time series can be calculated as:

Options:

A.

0.40729

B.

0.00109

C.

0.00087

D.

0.32583

Demo: 19 questions
Total 132 questions