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PRMIA 8006 Exam With Confidence Using Practice Dumps

Exam Code:
8006
Exam Name:
Exam I: Finance Theory Financial Instruments Financial Markets - 2015 Edition
Certification:
PRM Certification
Vendor:
PRMIA
Questions:
287
Last Updated:
Dec 31, 2024
Exam Status:
Stable
PRMIA 8006

8006: PRM Certification Exam 2024 Study Guide Pdf and Test Engine

Are you worried about passing the PRMIA 8006 (Exam I: Finance Theory Financial Instruments Financial Markets - 2015 Edition) exam? Download the most recent PRMIA 8006 braindumps with answers that are 100% real. After downloading the PRMIA 8006 exam dumps training , you can receive 99 days of free updates, making this website one of the best options to save additional money. In order to help you prepare for the PRMIA 8006 exam questions and verified answers by IT certified experts, CertsTopics has put together a complete collection of dumps questions and answers. To help you prepare and pass the PRMIA 8006 exam on your first attempt, we have compiled actual exam questions and their answers. 

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Related PRMIA Exams

Exam I: Finance Theory Financial Instruments Financial Markets - 2015 Edition Questions and Answers

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Question 1

A refiner may use which of the following instruments to simultaneously protect against a fall in the prices of its products and a rise in the prices of its inputs:

Options:

A.

crude oil swaps

B.

options on the crack spread

C.

crude oil futures

D.

calendar spread options

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Question 2

A bond has a Macaulay duration of 6 years. The yield to maturity for this bond is currently 5%. If interest rates rise across the curve by 10 basis points, what is the impact on the price of the bond?

Options:

A.

Increase of 57 basis points

B.

Decrease of 57 basis points

C.

Increase of 10 basis points

D.

Decrease of 10 basis points

Question 3

If the CHF/USD spot rate is 1.1010 and the one year forward is 1.1040, what is the annualized forward premium or discount, and the one year swap rate?

Options:

A.

An annualized forward discount of 30 basis points and a swap rate of 27 points

B.

An annualized forward premium of 30 basis points and a swap rate of 27 points

C.

An annualized forward premium of 27 basis points and a swap rate of 30 points

D.

An annualized forward discount of 27 basis points and a swap rate of 30 points

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