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RiskIQ

RiskIQ

Ratings: (0)|Views: 1,872|Likes:
Published by Joshua Maggid
What's your risk IQ?
Test it! (hard!)

More info at: www.fintools.com/
What's your risk IQ?
Test it! (hard!)

More info at: www.fintools.com/

More info:

categoriesTypes, Research
Published by: Joshua Maggid on Nov 05, 2009
Copyright:Attribution Non-commercial

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12/30/2012

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RiskIQ RiskIQ 
 
Montgomery Investment Technology, Inc.Financial Modeling Software and Consulting
Sample QuestionsSource: FRM Exam 2000
 
 
An investment in a callable bond can be analyticallyAn investment in a callable bond can be analyticallydecomposed into a:decomposed into a:
A. Long position in a non-callable bond and a short position in a put option.
B. Short position in a non-callable bond and a long position in a call option.
C. Long position in a non-callable bond and a long position in a call option.
D. Long position in a non-callable and a short position in a call option.
FRM 2000 Credit Risk Q. 9
Question 1:Question 1:
 
 
An investment in a callable bond can be analyticallyAn investment in a callable bond can be analyticallydecomposed into a:decomposed into a:
A. Long position in a non-callable bond and a short position in a put option.
B. Short position in a non-callable bond and a long position in a call option.
C. Long position in a non-callable bond and a long position in a call option.
D. Long position in a non-callable and a short position in a call option.
FRM 2000 Credit Risk Q. 9
Question 1: Correct Answer is DQuestion 1: Correct Answer is D

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