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 [...]
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 [...]
