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PRMIA 8002 Exam Dumps - Actual Questions Answers

PRM Certification - Exam II: Mathematical Foundations of Risk Measurement

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  • Last Update: Nov 16, 2024
  • Questions: 132 questions
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PRMIA 8002 Last Week Results!

10

Customers Passed
PRMIA 8002

87%

Average Score In Real
Exam At Testing Centre

94%

Questions came word by
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8002 Questions and Answers

Question # 1

Find the roots, if they exist in the real numbers, of the quadratic equation

A.

4 and -2

B.

-4 and 2

C.

1 and 0

D.

No real roots

Question # 2

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.

0.5290

B.

0.5292

C.

0.5286

D.

0.5288

Question # 3

When the errors in a linear regression show signs of positive autocorrelation, which of the statements below is true?

A.

The regression coefficient will be too high and the standard error of the regression coefficient will be understated

B.

The regression coefficient will be too low and the standard error of the regression coefficient will be overstated

C.

The regression coefficient will be unbiased, but the standard error of the regression coefficient will be understated

D.

The regression coefficient will be unbiased, but the standard error of the regression coefficient will be overstated

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