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New Release 8002 PRM Certification Questions

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Question 12

Exploring a regression model for values of the independent variable that have not been observed is most accurately described as…

Options:

A.

Estimation

B.

Regression

C.

Hypothesis testing

D.

Prediction

Question 13

What is a Hessian?

Options:

A.

Correlation matrix of market indices

B.

The vector of partial derivatives of a contingent claim

C.

A matrix of second derivatives of a function

D.

The point at which a minimum of a multidimensional function is achieved

Question 14

A 2-year bond has a yield of 5% and an annual coupon of 5%. What is the Modified Duration of the bond?

Options:

A.

2

B.

1.95

C.

1.86

D.

1.75

Question 15

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 100%. The volatility of my portfolio is

Options:

A.

4%

B.

14.4%

C.

20%

D.

24%

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8002 Premium Exam Questions, New Release 8002 PRM Certification Questions, PRM Certification 8002 Passing Score,
Exam Code: 8002
Exam Name: PRM Certification - Exam II: Mathematical Foundations of Risk Measurement
Last Update: Dec 22, 2024
Questions: 132
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