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Certification Provider: PRMIA

Exam Name: Mathematical Foundations of Risk Measurement ? 2015 Edition

Number of questions in our database: 132

Exam Version: Apr. 05, 2024

Mathematical Foundations of Risk Measurement ? 2015 Edition Exam Official Topics:

**Topic 1:**Single Topic

Question #1

In a binomial tree lattice, at each step the underlying price can move up by a factor of u = 1.1 or down by a factor of . The continuously compounded risk free interest rate over each time step is 1% and there are no dividends paid on the underlying. The risk neutral probability for an up move is:

Question #2

Question #3

Question #4

Which of the following can be used to evaluate a regression model?

(i) Magnitude of R2

(ii) Magnitude of TSS (total sum of squares)

(iii) Tests for statistical significance

(iv) Sign and magnitude of each regression parameter

Question #5

A 95% confidence interval for a parameter estimate can be interpreted as follows:

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