2026年FRM金融风险管理师资格考试（PART Ⅰ）精选模拟试题及答案一
2025/12/6
来源：易考吧
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2026年FRM金融风险管理师资格考试（PART Ⅰ）精选模拟试题及答案一,更多相关资讯请继续查看易考吧金融理财师考试教材
1). Assume that portfolio A has 10 stocks.The expected return of the portfolio is 15% with a standard deviation of 30%， and the beta of the portfolio is 1.2.Also assume that the expected return of the market is 12% with a standard deviation of 22%， and that the riskfree rate is 3.0%.Given this information，what are the Treynor， Sharpe， and Jensen measures， respectively？( )
A.0.10； 0.55； 0.012
B.0.10； 0.40； 0.012
C.0.55； 0.10； 0.15
D.0.55； 0.10； 0.4097
正确答案：B
2). XYZ Corporation plans to issue a 10-year bond 6 months from now.XYZ would like to hedge the risk that interest rates might rise significantly over the next 6 months.In order to effect this， the treasurer is contemplating entering into a swap transaction.Under the swap， she should：( )
A.Pay fixed and receive LIBOR
B.Pay LIBOR and receive fixed
C.Either swap (a or b above) will work
D.Neither swap (a or b above) will work
正确答案：A
3). Consider a binomial distribution with a probability of each success， p = 0.050， and that total number of trials， n = 30 trials.What is the inverse cumulative distribution function associated with a probability of 25.0%？( )
A.Zero successes
B.One successes
C.Two successes
D.Three successes
正确答案：B
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1). Assume that portfolio A has 10 stocks.The expected return of the portfolio is 15% with a standard deviation of 30%， and the beta of the portfolio is 1.2.Also assume that the expected return of the market is 12% with a standard deviation of 22%， and that the riskfree rate is 3.0%.Given this information，what are the Treynor， Sharpe， and Jensen measures， respectively？( )
A.0.10； 0.55； 0.012
B.0.10； 0.40； 0.012
C.0.55； 0.10； 0.15
D.0.55； 0.10； 0.4097
正确答案：B
2). XYZ Corporation plans to issue a 10-year bond 6 months from now.XYZ would like to hedge the risk that interest rates might rise significantly over the next 6 months.In order to effect this， the treasurer is contemplating entering into a swap transaction.Under the swap， she should：( )
A.Pay fixed and receive LIBOR
B.Pay LIBOR and receive fixed
C.Either swap (a or b above) will work
D.Neither swap (a or b above) will work
正确答案：A
3). Consider a binomial distribution with a probability of each success， p = 0.050， and that total number of trials， n = 30 trials.What is the inverse cumulative distribution function associated with a probability of 25.0%？( )
A.Zero successes
B.One successes
C.Two successes
D.Three successes
正确答案：B
......
