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Free ICBRR Exam Braindumps (page: 19)

Page 19 of 87
PDF with 342 Questions

In the United States, during the second quarter of 2009, transactions in foreign exchange derivative contracts comprised approximately what proportion of all types of derivative transactions between financial institutions?

  1. 2%
  2. 7%
  3. 25%
  4. 43%

Answer(s): B



Which of the following statements about the interest rates and option prices is correct?

  1. If rho is positive, rising interest rates increase option prices.
  2. If rho is positive, rising interest rates decrease option prices.
  3. As interest rates rise, all options will rise in value.
  4. As interest rates fall, all options will rise in value.

Answer(s): A



To estimate a partial change in option price, a risk manager will use the following formula:

  1. Partial change in option price = Delta x Change in underlying price
  2. Partial change in option price = Delta x (1+ Change in underlying price)
  3. Partial change in option price = Delta x Gamma x Change in underlying price
  4. Partial change in option price = Delta x Gamma x (1+ Change in underlying price)

Answer(s): A



Which one of the following four statements on factors affecting the value of options is correct?

  1. As volatility rises, options increase in value.
  2. As time passes, options will increase in value.
  3. As interest rates rise and option's rho is positive, option prices will decrease.
  4. As the value of underlying security increases, the value of the put option increases.

Answer(s): A



Page 19 of 87



Post your Comments and Discuss GARP ICBRR exam with other Community members:

Vey commented on May 27, 2023
highly appreciate for your sharing.
CAMBODIA
upvote

Vey commented on May 27, 2023
Highly appreciate for your sharing.
CAMBODIA
upvote