CFA考试
报考指南考试报名准考证打印成绩查询备考资料考试题库

重置密码成功

请谨慎保管和记忆你的密码,以免泄露和丢失

注册成功

请谨慎保管和记忆你的密码,以免泄露和丢失

当前位置: 首页CFA考试CFA三级正文
2022年CFA考试《CFA三级》章节练习题精选
帮考网校2022-04-27 13:46
2022年CFA考试《CFA三级》章节练习题精选

2022年CFA考试《CFA三级》共240道单选题。帮考网为大家带来Risk Management5道练习题,附答案解析,供大家备考练习,做自我提升测试:

1、Which of the limitations of VaR analysis given by Reinfeldt is most likely correct?【单选题】

A.Limitation 1

B.Limitation 3

C.Limitation 2

正确答案:C

答案解析:VaR fails to incorporate positive results into its risk profile and, therefore, may provide an incomplete picture of overall exposures

2、The current amount of potential credit risk in the forward contract position is closest to:【单选题】

A.$0.

B.$1.53.

C.$12.28.

正确答案:A

答案解析:The value of the long position is $207 – $200/(1.055) = $12.28. This result means that the short (the bank) owes the long, so the bank would suffer no loss if the long went bankrupt.

3、Hackett////\\'s description of Beta////\\'s current approach to VaR estimation would most likely mention that it:【单选题】

A.produces a wide range of randomly generated potential outcomes.

B.often assumes a daily portfolio expected return of zero.

C.is a nonparametric method of estimating VaR.

正确答案:C

答案解析:The historical simulation approach to VaR measurement calculates what the change in the current portfolio////\\'s value would have been had it been held in the past, without making any assumptions about the distribution of assetreturns.

4、Which of the following is closest to the monthly VaR Fluellen will calculate forthe large cap growth portfolio?【单选题】

A.$4 million.

B.$7 million.

C.$17 million.

正确答案:B

答案解析:

5、An advantage of the bank////\\'s method forestimating VaR is the:【单选题】

A.simplicity of the method.

B.assumption that returns are normally distributed.

C.ability to incorporate optionality into the analysis.

正确答案:A

答案解析:The analytical model uses readily available data and simple calculations.

积少成多,每天积累一小点,离考试成功近一大步!帮考网近期都会更新题库,小伙伴们赶紧跟上脚步,抓紧练习,不要放过任何学习的机会!

声明:本文内容由互联网用户自发贡献自行上传,本网站不拥有所有权,未作人工编辑处理,也不承担相关法律责任。如果您发现有涉嫌版权的内容,欢迎发送邮件至:service@bkw.cn 进行举报,并提供相关证据,工作人员会在5个工作日内联系你,一经查实,本站将立刻删除涉嫌侵权内容。
CFA考试百宝箱离考试时间294天
学习资料免费领取
免费领取全套备考资料
测一测是否符合报考条件
免费测试,不要错过机会
提交
互动交流

微信扫码关注公众号

获取更多考试热门资料

温馨提示

信息提交成功,稍后帮考专业顾问免费为您解答,请保持电话畅通!

我知道了~!
温馨提示

信息提交成功,稍后帮考专业顾问给您发送资料,请保持电话畅通!

我知道了~!

提示

信息提交成功,稍后班主任联系您发送资料,请保持电话畅通!