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五,更多相关资讯请继续查看易考吧金融理财师考试教材
1). Suppose that the yield curve is upward sloping.Which of the following statements is TRUE？( )
A.The forward rate yield curve is above the zero-coupon yield curve， which is above the coupon-bearing bond yield curve
B.The forward rate yield curve is above the coupon-bearing bond yield curve， which is above the zero-coupon yield curve
C.The coupon-bearing bond yield curve is above the zero-coupon yield curve， which is above the forward rate yield curve
D.The coupon-bearing bond yield curve is above the forward rate yield curve， which is above the zero-coupon yield curve

正确答案：A
2). If risk is defined as a potential for unexpected loss， which factors contribute to the risk of a short call option position？( )
A.Delta， Vega， Rho
B.Vega， Rho
C.Delta， Vega， Gamma， Rho
D.Delta， Vega， Gamma， Theta， Rho

正确答案：C
3). The issuer of a Puttable bond has a：( )
A.Long position in a non-ca！lable bond and a put option
B.Short position in a non-callable bond and a put option
C.Short position in a non-callable bond and a long position in a put option
D.Long position in a non-callable bond and a short position in a put option

正确答案：B

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