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PRMIA 8007 Exam Syllabus Topics:

PRMIA Exam II: Mathematical Foundations of Risk Measurement - 2015 Edition Sample Questions:

1. Consider the following distribution data for a random variable X: What is the mean and variance of X?

A) 3.6 and 7.15
B) 3.4 and 3.84
C) None of these
D) 3.5 and 3.45

2. I have a portfolio of two stocks. The weights are 60% and 40% respectively, the volatilities are both 20%, while the correlation of returns is 100%. The volatility of my portfolio is

A) 20%
B) 4%
C) 24%
D) 14.4%

3. 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) 1
B) 3
C) 2
D) 0

4. Find the first-order Taylor approximation p(x) for the function: at the point .

A) -x+1
B) x+1
C) -x
D) x-1

5. A bond has modified duration 6 and convexity 30. Find the duration-convexity approximation to the percentage change in bond price when its yield increases by 5 basis points

A) 24 basis point rise
B) 30 basis points fall.
C) 24 basis fall
D) 10 basis point rise

Solutions: