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

2. Suppose that f(x) and g(x,y) are functions. What is the partial derivative of f(g(x,y)) with respect to y?

A) f'(g(x,y)) dg/dy
B) f'(g(x,y))
C) f(g(x,y)) dg/dy
D) f(dg/dy)

3. If the annual volatility of returns is 25% what is the variance of the quarterly returns?

A) None of the above
B) 0.0625
C) 0.1250
D) 0.0156

4. A quadratic form is

A) an algebraic expression in two variables, x and y, involving , and terms.
B) a specific solution of the Black-Scholes pricing formula
C) an algebraic expression in two variables, x and y, involving , , and terms.
D) defined as a positive definite Hessian matrix.

5. 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) Alpha must be positive ( )
B) Beta must be positive ( )
C) Beta must be greater in absolute value than the correlation of the stocks ( )
D) The stocks must be positively correlated ( )

Solutions: