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

1. The quarterly compounded rate of return is 6% per annum. What is the corresponding effective annual return?

A) 6%
B) 1.50%
C) 6.14%
D) None of the above

2. Which of the following statements is true?

A) Discrete and continuous compounding produce the same results if the discount rate is positive.
B) The constant plays an important role in the mathematical description of continuous compounding.
C) Continuous compounding can be thought as making the compounding period infinitesimally small.
D) Continuous compounding is the better method because it results in higher present values compared to discrete compounding.

3. 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) 18.75
B) 17.33
C) 20.54
D) 19.23

4. Evaluate the derivative of ln(1+ x2) at the point x = 1

A) 2
B) 0.5
C) 0
D) 1

5. A 2-year bond has a yield of 5% and an annual coupon of 5%. What is the Macaulay Duration of the bond?

A) 1.95
B) 2
C) 1.86
D) 1.75

Solutions: