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8007 Exam Dumps : Exam II: Mathematical Foundations of Risk Measurement - 2015 Edition

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Exam II: Mathematical Foundations of Risk Measurement - 2015 Edition Questions and Answers

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Question 1

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

Options:

A.

4 and -2

B.

-4 and 2

C.

1 and 0

D.

No real roots

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Question 2

An underlying asset price is at 100, its annual volatility is 25% and the risk free interest rate is 5%. A European call option has a strike of 85 and a maturity of 40 days. Its Black-Scholes price is 15.52. The options sensitivities are: delta = 0.98; gamma = 0.006 and vega = 1.55. What is the delta-gamma-vega approximation to the new option price when the underlying asset price changes to 105 and the volatility changes to 28%?

Options:

A.

17.33

B.

18.75

C.

19.23

D.

20.54

Question 3

Let X be a random variable normally distributed with zero mean and let . Then the correlation between X and Y is:

Options:

A.

negative

B.

zero

C.

not defined

D.

positive

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