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PRMIA 8002 Exam With Confidence Using Practice Dumps

Exam Code:
8002
Exam Name:
PRM Certification - Exam II: Mathematical Foundations of Risk Measurement
Certification:
Vendor:
Questions:
132
Last Updated:
Nov 24, 2024
Exam Status:
Stable
PRMIA 8002

8002: PRM Certification Exam 2024 Study Guide Pdf and Test Engine

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PRM Certification - Exam II: Mathematical Foundations of Risk Measurement Questions and Answers

Question 1

Which of the following properties is exhibited by multiplication, but not by addition?

Options:

A.

associativity

B.

commutativity

C.

distributivity

D.

invertibility

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Question 2

A linear regression gives the following output:

Figures in square brackets are estimated standard errors of the coefficient estimates. What is the value of the test statistic for the hypothesis that the coefficient of is zero against the alternative that is less than zero?

Options:

A.

0.125

B.

2.5

C.

-1.25

D.

-2.5

Question 3

I have a portfolio of two stocks. The weights are 60% and 40% respectively, the volatilities are both 20%, while the correlation of returns is 100%. The volatility of my portfolio is

Options:

A.

4%

B.

14.4%

C.

20%

D.

24%