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PRMIA 8007 Exam Syllabus Topics:
| Section | Objectives |
|---|---|
| Risk Measurement Techniques | - Value at Risk (VaR)
|
| Probability and Statistics Foundations | - Random variables and probability distributions
|
| Simulation and Numerical Methods | - Monte Carlo simulation
|
| Stochastic Processes and Time Series | - Time series analysis
|
PRMIA Exam II: Mathematical Foundations of Risk Measurement - 2015 Edition Sample Questions:
Question 1
What is the 40th term in the following series: 4, 14, 30, 52, ...?
A. 240
B. 4840
C. 4598
D. 4960
Question 2
The correlation between two asset returns is 1. What is the smallest eigenvalue of their correlation matrix?
A. 0.5
B. 0
C. 1
D. None of the above
Question 3
I have a portfolio of two stocks. The weights are 60% and 40% respectively, the volatilities are both 20%, while the correlation of returns is 50%. The volatility of my portfolio is
A. 20%
B. 17.4%
C. 24.4%
D. 16%
Question 4
Which of the following statements is true for symmetric positive definite matrices?
A. Its eigenvalues are all positive
B. If a is its eigenvalue, then is also its eigenvalue
C. If a is its eigenvalue, then -a is also its eigenvalue
D. One of its eigenvalues equals 0
Question 5
Suppose I trade an option and I wish to hedge that option for delta and vega. Another option is available to trade. To complete the hedge I would
A. trade the underlying in such a way as to make the portfolio delta and vega neutral.
B. trade the underlying in such a way as to make the portfolio delta neutral, and then trade the other option in such a way as to make the portfolio vega neutral.
C. trade the other option in such a way as to make the portfolio vega neutral, and then trade the underlying in such a way as to make the portfolio delta neutral.
D. trade the other option in such a way as to make the portfolio delta and vega neutral.
Solutions:
| Question 1 Answer: B | Question 2 Answer: B | Question 3 Answer: B | Question 4 Answer: A | Question 5 Answer: C |
