爱考云 - 搜题找答案神器_海量试题解析在线查

题目 Each of the following is a responsibility of the board of directors EXCEPT which is not? 选项 A.Assess the fundamental risks and rewards engendered in the firm's business strategy. [...]

题目 The classic risk management process affirms the job of a risk manager to include four activities: identifying risks; analyzing and measuring risks; assessing the impact of risk events; [...]

题目 How is APT different from CAPM? 选项 A.APT is a linear model. B.APT is a factor model. C.APT cannot use a market-related factor (CAPM beta is a market factor). D.APT can use a small group of [...]

题目 Which of the following statements regarding corporate risk governance is correct? 选项 A.Management of the organization is ultimately responsible for risk oversight. B.A risk committee is [...]

题目 Melody Li is a junior risk analyst who has recently prepared a report on the advantages and disadvantages of hedging risk exposures. An excerpt from her report contains four statements. Which [...]

题目 Which component is NOT in the APT model? 选项 A.Factor exposure B.Factor return C.Factor correlations D.Specific (idiosyncratic) return 答案 C 解析 APT gives expected return (first [...]

题目 Consider the following three well-diversified portfolios that exist in a single-factor economy: 「huixue_img/importSubject/1564170579064524800.png」 Is there an arbitrage opportunity? 选项 [...]

题目 Which of the following statements regarding risk appetite and risk tolerance is correct? I.Risk appetite directly impacts the allocation of resources. II.Risk tolerance is a measure of an [...]

题目 Which of the following statements regarding risk and risk management is correct? 选项 A.Risk management is more concerned with unexpected losses versus expected losses. B.There is a [...]

题目 From the perspective of a bank，which of the following is not an advantage of using a collateralized debt obligation (CDO) to transfer credit risk? 选项 A.Bank profitability can be [...]