2003年FRM考試回憶精選

发布时间:2010-01-19 共1页

2003年FRM考試回憶精選
以下十九題「接近原版題目」要特別感謝Matt 先生不計辛勞在百忙之餘提供出來,我們感謝每一位金證照學員的參與!
FRM2003Questions
#2. Doing a linear aggression, and getting the following result
Number verified: 250
R square=0.379
Estimate
Standard Error
Alpha
0.013
0.015
Beta
0.85
0.18
Which one can be concluded?
a. beta is significantly different from 0, correlation coefficient=0.62
b. beta is significantly different from 1, correlation coefficient=0.38
c. beta is significantly different from 0, correlation coefficient=0.38
d. beta is significantly different from 1, correlation coefficient=0.62
#7. Calculate the marginal morality rate for the following company’s bond
Year
Bond value in the beginning
Dollar Value of Bond if default at the year-end
1
USD 1,000
45
2
55
3
80
a. 3.45%
b. 6.38%
c. 6.40%
d. 8.59%

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