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Free ICBRR Exam Braindumps (page: 49)

Page 49 of 87
PDF with 342 Questions

GammaBank estimates its monthly portfolio volatility at 5%.The portfolio's annual volatility is closest to which of the following?

  1. 8%
  2. 17%
  3. 30%
  4. 35%

Answer(s): B



AlphaBank estimates that the annualized standard deviation of its portfolio returns equal 30%; The daily volatility of the portfolio is closest to which of the following?

  1. 1.0%
  2. 2.0%
  3. 2.5%
  4. 3.0%

Answer(s): B



Which of the following measure describes the symmetry of a statistical distribution?

  1. Mean
  2. Standard deviation
  3. Skewness
  4. Kurtosis

Answer(s): C



Which one of the following four statements represents the advantages of the historical sim- ulation method when calculating VaR?

  1. Solve the problem caused by incorrectly assuming that asset returns are normally distributed.
  2. Rely on current market data to describe the distribution of returns and determine volatilities.
  3. Are believed to be superior in accuracy predicting future levels of realized volatility.
  4. Are only using loss probabilities that can be found in tables of the standard normal distribution.

Answer(s): A



Page 49 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