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

1. Simple linear regression involves one dependent variable, one independent variable and one error variable. In contrast, multiple linear regression uses...

A) One dependent variable, many independent variables, one error variable
B) Many dependent variables, one independent variable, one error variable
C) Many dependent variables, many independent variables, many error variables
D) One dependent variable, one independent variable, many error variables

2. An underlying asset price is at 100, its annual volatility is 25% and the risk free interest rate is 5%. A European call option has a strike of 85 and a maturity of 40 days. Its Black-Scholes price is 15.52. The options sensitivities are: delta = 0.98; gamma = 0.006 and vega = 1.55. What is the delta-gamma-vega approximation to the new option price when the underlying asset price changes to 105 and the volatility changes to 28%?

A) 20.54
B) 19.23
C) 17.33
D) 18.75

3. An indefinite integral of a polynomial function is

A) always less than the function itself
B) always positive
C) always increasing
D) none of the above

4. Which of the provided answers solves this system of equations?
2y - 3x = 3y +x
y2 + x2 = 68

A) x = -2; y = -8
B) x = 2; y = -8
C) x = 1; y = square root of 67
D) x = 2; y = 8

5. Consider an investment fund with the following annual return rates over 8 years: +6%, -6%, +12%, -12%,
+3%, -3%, +9%, -9% .
What can you say about the annual geometric and arithmetic mean returns of this investment fund?

A) None of the above
B) The arithmetic mean return is zero and the geometric mean return is negative
C) The arithmetic mean return is negative and the geometric mean return is zero
D) The arithmetic mean return is equal to the geometric mean return

Solutions: