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PRMIA 8007 Exam Syllabus Topics:
| Section | Objectives |
|---|---|
| Topic 1: Stochastic Processes and Time Series | - Stochastic processes basics
|
| Topic 2: Probability and Statistics Foundations | - Statistical inference
|
| Topic 3: Simulation and Numerical Methods | - Monte Carlo simulation
|
| Topic 4: Risk Measurement Techniques | - Value at Risk (VaR)
|
PRMIA Exam II: Mathematical Foundations of Risk Measurement - 2015 Edition Sample Questions:
1. Consider the linear regression model for the returns of stock A and the returns of stock B. Stock A is 50% more volatile than stock B. Which of the following statements is TRUE?
A) Beta must be greater in absolute value than the correlation of the stocks ( )
B) Alpha must be positive ( )
C) The stocks must be positively correlated ( )
D) Beta must be positive ( )
2. Let N(.) denote the cumulative distribution function of the standard normal probability distribution, and N' its derivative. Which of the following is false?
A) N(0) = 0.5
B) N'(0) 0
C) N'(x) 0 as x
D) N(x) 0 as x
3. The natural logarithm of x is:
A) log(e)
B) the inverse function of exp(x)
C) always greater than x, for x>0
D) 46
4. A typical leptokurtotic distribution can be described as a distribution that is relative to a normal distribution
A) peaked and thin at the center and with thin tails
B) flat and thick at the center and with thin tails
C) flat and thick at the center and with heavy (fat) tails
D) peaked and thin at the center and with heavy (fat) tails
5. I have $5m to invest in two stocks: 75% of my capital is invested in stock 1 which has price 100 and the rest is invested in stock 2, which has price 125. If the price of stock 1 falls to 90 and the price of stock 2 rises to 150, what is the return on my portfolio?
A) -2.50%
B) -5%
C) 2.50%
D) 5%
Solutions:
| Question # 1 Answer: A | Question # 2 Answer: D | Question # 3 Answer: B | Question # 4 Answer: D | Question # 5 Answer: A |
