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2025年FRM金融風(fēng)險管理師資格考試（PART Ⅰ）經(jīng)典試題及答案二,更多相關(guān)資訊請繼續(xù)查看易考吧金融理財師考試教材
1). When pricing an option with a discrete time model using the same volatility assumption， as compared to a continuous time model， the value will tend to go：( )
A.Up or down， no rules
B.Down
C.Up
D.Up or down， according to the in-the-moneyness of the option

正確答案：B
2). The horizon rate of return from a bond consists of two parts： RR， the reinvestment return and CG， the capital gain (or loss)representing the value of the bond at the horizon.Generally speaking， if you increase the coupon on a bond while holding the yield constant：( )
A.RR increases since cash flow is now larger
B.RR decreases since the cash flow is now larger
C.RR and CG are always equal
D.CG increases since cash flow is now larger

正確答案：A
3). Which of the following statements best characterizes the relationship between the normal and lognormal distributions？( )
A.If the natural log of the random variable X is lognormally distributed， then X is normally distributed
B.The two distributions have nothing to do with each other
C.If X is lognormally distributed， then the natural log of X is normally distributed
D.The lognormal distribution is the logarithm of the normal distribution

正確答案：C

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