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2015年FRM真题加油站

发表时间:2015-05-26 来源: 告诉小伙伴:
【编者按】本文精选FRM真题,旨在帮助大家了解FRM真题,其实做真题更能够把握FRM考试知识点,希望大家不要错过!

1、22.2 Qualitative Characteristics of financial reporting

  ●Relevance: Information that has the ability to influence decisions.

  - To the needs of users to assist in evaluating performance

  ●Reliability: Information that is complete and faithful

  - Can be relied upon

  - Free from material error

  - Neutral (without bias when making judgment)

  - Complete

  - Prudent

  ●Understandability:

  - The significance of the information can be perceived.

  - Understandable to users.

  ●Comparability: Similarities and differences can be discerned and evaluated.

  - With other business

  - With the previous periods’ results

2、 A risk manager is evaluating a pairs trading strategy recently initiated by one of the firm’s traders. The strategy involves establishing a long position in Stock A and a short position in Stock B. The following information is also provided:

      1-day 99% VaR of Stock A is USD 100 million

   1-day 99% VaR of Stock B is USD 125 million

   The estimated correlation between long positions in Stock A and Stock B is 0.8

  Assuming that the returns of Stock A and Stock B are jointly normally distributed, the 1-day 99% VaR of the combined positions is closest to?

  A.     USD 0 million

  B.     USD 75 million

  C.     USD 160 million

  D.     USD 225 million

金程FRM解析: B

您可能感兴趣的内容:FRM考试成绩   FRM历年真题

多做FRM历年真题,才能加深对FRM知识的理解,牢固掌握FRM应考知识。

20155FRM真题索取http://www.gfedu.cn/exam/201505zhenti.shtml

当然也可以直接扫描二维码进入5FRM真题索取页面哦!

                     

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