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二
2025/12/6
来源：易考吧
导语
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二,更多相关资讯请继续查看易考吧金融理财师考试教材
1). As an in-the-money option approaches expiration， the rate of decay of its value：( )
A.rises
B.falls
C.stays constant
D.becomes volatile
正确答案：A
2). Which concept gives a measure of historical value added per unit of risk taken and can be useful， among other tools， to risk managers？( )
A.Tracking error
B.Model alpha
C.Information ratio
D.Heteroskedasticity
正确答案：C
3). The board of directors of a diversified industrial company has asked the risk management group to prepare a risk appetite framework for the organization.Which of the following activities should take place as part of the process of developing the company’s risk appetite？( )
A.Constructing a list of all risks to which the company could potentially be exposed to
B.Deciding on the types of risks the company is willing to accept across the organization
C.Determining the maximum amount of exposure to each specific risk factor the company is willing to maintain
D.Communicating a risk governance strategy across the organization
正确答案：B
......
1). As an in-the-money option approaches expiration， the rate of decay of its value：( )
A.rises
B.falls
C.stays constant
D.becomes volatile
正确答案：A
2). Which concept gives a measure of historical value added per unit of risk taken and can be useful， among other tools， to risk managers？( )
A.Tracking error
B.Model alpha
C.Information ratio
D.Heteroskedasticity
正确答案：C
3). The board of directors of a diversified industrial company has asked the risk management group to prepare a risk appetite framework for the organization.Which of the following activities should take place as part of the process of developing the company’s risk appetite？( )
A.Constructing a list of all risks to which the company could potentially be exposed to
B.Deciding on the types of risks the company is willing to accept across the organization
C.Determining the maximum amount of exposure to each specific risk factor the company is willing to maintain
D.Communicating a risk governance strategy across the organization
正确答案：B
......
