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题目 Krista Skujins, FRM, is the CFO of a manufacturing firm. She is currently in the process of diversifying the firm’s investment portfolio by varying the correlations and asset classes among [...]

题目 Firms commonly incentivize their management to increase the firm's value by granting managers securities tied to the firm's stock. Some securities, however, can reduce managerial incentives to [...]

题目 Sally Smith, FRM, is considering a switch in the theoretical basis of her risk model from a simple single-factor capital asset pricing model (CAPM) to a multi-factor arbitrage pricing theory [...]

题目 Peter Parker, FRM, is identifying risk factors for the construction of his multifactor APT model. His colleague Barbara gives him the following four pieces of advice. Each of the following is [...]

题目 Your colleague Robert uses a two-factor model in order to estimate the volatility of a portfolio. He specifies the covariance matrix as [...]

题目 Tail risk techniques are dealt by 选项 A.Extreme Value Theory. B.VaR Theory. C.Probably of Default Theory. D.standard deviation. 答案 A 解析 Extreme Value Theory.极值理论 [...]

题目 「huixue_img/importSubject/1564170579903385600.png」Which is the specification of the model? 选项 A.E(Ri)=1.0+2.5*b(1)+3.0*b(2) B.E(Ri)=2.0-1.5*b(1)+3.0*b(2) C.E(Ri)=3.0+0.5*b(1)+0.5*b(2) [...]

题目 Allen Richards sits on the board of directors of a Canadian financial institution. Richards read the following statements in a presentation made to the board of directors by management on the [...]

题目 In a single-factor economy, each of the following portfolios (A, B, and C) is well- diversified: 「huixue_img/importSubject/1564170579806916608.png」 Youdiscover there is NOT an arbitrage [...]

题目 Which of the following is not a strength of the securitization process? 选项 A.Enhances credit product access for low-quality borrowers B.Credit risk can be distributed to multiple market [...]