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PRMIA 8007 Exam Syllabus Topics:

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

1. An option has value 10 when the underlying price is 99 and value 9.5 when the underlying price is 101.
Approximate the value of the option delta using a first order central finite difference.

A) -0.5
B) 0.25
C) -4
D) -0.25

2. 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) 24.4%
B) 20%
C) 16%
D) 17.4%

3. Every covariance matrix must be positive semi-definite. If it were not then:

A) Some portfolios could have a negative variance
B) There would be no Cholesky decomposition matrix
C) All the above statements are true
D) One or more of its eigenvalues would be negative

4. 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.

A) a quarterly-compounded rate of 4.1%
B) an annually compounded rate of 4.15%
C) a lump-sum payment of $22 500 on maturity (in five years)
D) a continuously-compounded rate of 4%

5. Consider a binomial lattice where a security price S moves up by a factor u with probability p, or down by a factor d with probability 1 - p. If we set d > 1/u then which of the following will be TRUE?

A) None of the above
B) The probability of an up move will not be constant
C) The lattice will not recombine
D) There will always be a downward drift in the lattice

Solutions: