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PRMIA 8007 Exam Syllabus Topics:

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

1. 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) 0.32583
D) 0.00087

2. What is the maximum value for f(x)= 8-(x+3)(x-3)?

A) 8
B) -1
C) None of these
D) 17

3. In a binomial tree lattice, at each step the underlying price can move up by a factor of u = 1.1 or down by a factor of . The continuously compounded risk free interest rate over each time step is 1% and there are no dividends paid on the underlying. The risk neutral probability for an up move is:

A) 0.5288
B) 0.5292
C) 0.5290
D) 0.5286

4. Let N(.) denote the cumulative distribution function and suppose that X and Y are standard normally distributed and uncorrelated. Using the fact that N(1.96)=0.975, the probability that X 0 and Y 1.96 is approximately

A) 0.488%
B) 0.25%
C) 0.495%
D) 0.49%

5. Suppose a discrete random variable can take on the values -1, 0 and 1 each with a probability of 1/3. Then the mean and variance of the variable is

A) mean is 0, variance is 2/3
B) mean is 0, variance is 1/2
C) mean is 0, variance is 1/3
D) mean is 1/3, variance is 1/3

Solutions: