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

1. In a quadratic Taylor approximation, a function is approximated by:

A) a straight line
B) a parabola
C) a constant
D) a cubic polynomial

2. An asset price S is lognormally distributed if:

A) ln(dS/S) is normally distributed
B) 1/S is normally distributed
C) the change in price (dS) is normally distributed
D) ln(1+dS/S) is normally distributed

3. Let a, b and c be real numbers. Which of the following statements is true?

A) The existence of negatives is defined by
B) The distributivity of multiplication is defined by
C) The associativity of multiplication is defined by
D) The commutativity of multiplication is defined by

4. What is a Hessian?

A) Correlation matrix of market indices
B) The vector of partial derivatives of a contingent claim
C) The point at which a minimum of a multidimensional function is achieved
D) A matrix of second derivatives of a function

5. Which of the following can induce a 'multicollinearity' problem in a regression model?

A) A large negative correlation between the dependent variable and one of the explanatory variables
B) A high positive correlation between two explanatory variables
C) A high positive correlation between the dependent variable and one of the explanatory variables
D) The omission of a relevant explanatory variable

Solutions: