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

1. The sum of the infinite series 1+1/2+1/3+1/4+1/5+.... equals:

A) 20
B) 12
C) 128
D) Infinity

2. 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) 0.25
B) -0.5
C) -4
D) -0.25

3. What can be said about observations of random variables that are i.i.d. a normally distributed?

A) The estimated mean divided by the estimated variance has a t-distribution
B) The estimated mean divided by the estimated variance has a Chi2-distribution
C) The estimated mean divided by the estimated standard deviation has a Chi2-distribution
D) The estimated mean divided by the estimated standard deviation has a t-distribution

4. Let A be a square matrix and denote its determinant by x. Then the determinant of A transposed is:

A) -x
B) x -1
C) x
D) ln(x)

5. Consider two securities X and Y with the following 5 annual returns:
X: +10%, +3%, -2%, +3%, +5%
Y: +7%, -2%, +3%, -5%, +10%
In this case the sample covariance between the two time series can be calculated as:

A) 0.40729
B) 0.00109
C) 0.00087
D) 0.32583

Solutions: