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

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PRMIA 8007 Exam Syllabus Topics:

PRMIA Exam II: Mathematical Foundations of Risk Measurement - 2015 Edition Sample Questions:

1. I have a portfolio of two stocks. The weights are equal. The one volatility is 30% while the other is 40%. The minimum and maximum possible values of the volatility of my portfolio are:

A) 10% and 40%
B) 5% and 35%
C) 10% and 70%
D) 30% and 40%

2. Which of the following statements about skewness of an empirical probability distribution are correct?
1. When sampling returns from a time series of asset prices, discretely compounded returns exhibit higher skewness than continuously compounded returns
2. When the mean is significantly less than the median, this is an indication of negative skewness
3. Skewness is a sign of asymmetry in the dispersion of the data

A) Statements 2 and 3 are correct
B) Statements 1 and 3 are correct
C) All three statements are correct
D) Statements 1 and 2 are correct

3. Let X be a random variable distributed normally with mean 0 and standard deviation 1. What is the expected value of exp(X)?

A) E(exp(X)) = 1
B) E(exp(X)) = 1.6487
C) E(exp(X)) = 0.6065
D) E(exp(X)) = 2.7183

4. A linear regression gives the following output:
Figures in square brackets are estimated standard errors of the coefficient estimates.
Which of the following is an approximate 95% confidence interval for the true value of the coefficient of ?

A) [0, 3]
B) [1, 2]
C) None of the above
D) [0, 1.5]

5. For a quadratic equation, which of the following is FALSE?

A) If the discriminant is negative there are two different real solutions
B) If the discriminant is zero, there is only one solution
C) If the discriminant is negative, there are no real solutions
D) If the discriminant is positive there are two different real solutions

Solutions: