题目 A big part of a risk manager's job is to identify her firm's risk factors. Each of the following statements about risk factors is true EXCEPT which is false? 选项 A.Two examples of primary [...]
题目 The involvement of the board of directors is important within the context of a firm’s decision to hedge specific risk factors. Which of the following statements regarding the setting of risk [...]
题目 There are many reasons why risk management increases shareholder wealth. Which of the following risk management policies is least likely to increase shareholder wealth? 选项 A.Hedging [...]
题目 To hedge risk, the firm's toolbox includes derivatives such as swaps, futures, forwards, and options. About the use of derivatives to hedge, each of the following is true EXCEPT which is [...]
题目 The risk that a country will not repay its debt is: 选项 A.Transfer risk B.Sovereign risk C.Repayment risk D.Recovery rate risk 答案 B 解析 Sovereign risk is country specific risk [...]
题目 An analyst is estimating the sensitivity of the return of stock A to different macroeconomic factors. He prepares the following estimates for the factor [...]
题目 「huixue_img/importSubject/1564170575012827136.png」Please note: Two industry classifications: expected excess return is 8.0% for the chemical industry and 6.0% for all other industries. The [...]
题目 Suppose an analyst examines expected return for the Broad Band Company (BBC) base on a 2-factor model. Initially, the expected return for BBC equals 10%. The analyst identifies GDP and 10-year [...]
题目 According to GARP, "a recent trend among corporations is to use a board-approved risk appetite to guide management and (potentially) to inform investors." Which of the following statements is [...]
题目 「huixue_img/importSubject/1564170575012827136.png」Please note: Two industry classifications: expected excess return is 8.0% for the chemical industry and 6.0% for all other industries. The [...]
