8002試験無料問題集（132題）「PRMIA PRM Certification - Exam II: Mathematical Foundations of Risk Measurement 認定」

出題：1

You are investigating the relationship between weather and stock market performance. To do this, you pick 100 stock market locations all over the world. For each location, you collect yesterday's mean temperature and humidity and yesterday's local index return. Performing a regression analysis on this data is an example of...

A. Multiple cross-section regression

B. Multiple time-series regression

C. Simple cross-section regression

D. Simple time-series regression

正解：A 解答を投票する

出題：2

If A and B are two events with P(A) = 1/4, P(B) = 1/3 and P(A intersection B) =1/5, what is P(Bc | Ac) i.e. the probability of the complement of B when the complement of A is given?

A. None of these

B. 12/29

C. 37/45

D. 3/4

正解：C 解答を投票する

出題：3

Two vectors are orthogonal when:

A. their determinant is zero

B. their scalar product (sum product) is zero

C. their components are linearly dependent

D. one is a scalar multiple of the other

正解：B 解答を投票する

出題：4

For a quadratic equation, which of the following is FALSE?

A. If the discriminant is negative, there are no real solutions

B. If the discriminant is zero, there is only one solution

C. If the discriminant is positive there are two different real solutions

D. If the discriminant is negative there are two different real solutions

正解：D 解答を投票する

出題：5

Concerning a standard normal distribution and a Student's t distribution (with more than four degrees of freedom), which of the following is true?

A. The distributions have the same kurtosis.

B. Which has the higher kurtosis depends on the degrees of freedom of the t distribution.

C. The normal distribution has lower kurtosis than the t distribution.

D. The normal distribution has higher kurtosis than the t distribution.

正解：C 解答を投票する

出題：6

Kurtosis(X) is defined as the fourth centred moment of X, divided by the square of the variance of
X. Assuming X is a normally distributed variable, what is Kurtosis(X)?

A. 2

B. 1

C. 0

D. 3

正解：D 解答を投票する

出題：7

What is the total derivative of the function f(x,y) = ln(x+y), where ln() denotes the natural logarithmic function?

A. (x + y) / (x+y)

B. -x/(x+y) - y/(x+y)

C. ln(x+y) x + ln(x+y) y

D. 1 / (x+y)

正解：A 解答を投票する

出題：8

You intend to invest $100 000 for five years. Four different interest payment options are available. Choose the interest option that yields the highest return over the five year period.

A. a quarterly-compounded rate of 4.1%

B. a continuously-compounded rate of 4%

C. a lump-sum payment of $22 500 on maturity (in five years)

D. an annually compounded rate of 4.15%

正解：A 解答を投票する

出題：9

Over four consecutive years fund X returns 1%, 5%, -3%, 8%. What is the average growth rate of fund X over this period?

A. 2.75%

B. 2.49%

C. None of the above

D. 2.67%

正解：D 解答を投票する

出題：10

If a random variable X has a normal distribution with mean zero and variance 4, approximately what proportion of realizations of X should lie between -4 and +4?

A. 90%

B. 99%

C. 95%

D. 66.60%

正解：C 解答を投票する

8002試験無料問題集「PRMIA PRM Certification - Exam II: Mathematical Foundations of Risk Measurement 認定」