FRM真題練習(xí)，助力考生通關(guān)考試！

FRM真題練習(xí)對于備考中的考生是很重要的，廣大考生一定要多做練習(xí)。下面是融躍小編列舉的相關(guān)真題解析，希望對你有所幫助！

Which of these statements is/are correct? .

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I. Under the cash flow mapping approach, only the risk associated with the average maturity is mapped.

II. Cash flow mapping is the least precise method of risk mapping.

III. Under the duration mapping approach, the risk of a bond is mapped to a zero-coupon bond of the same duration.

IV. Using more risk factors generally leads to better risk measurement but also requires more time to be devoted to the modeling process and risk computation.

A) I and II

B) I, III, and IV

C) IV only

D) III and IV

答案：D

解析：Under the cash flow mapping approach, each payment (and not only the last one) is associated with a different risk factor, so statement I. is incorrect. Statement II. is incorrect because the CF mapping approach is more correct than duration or maturity mapping.

Which of these statements regarding risk factor mapping approaches is/are correct?

I. Under the cash flow mapping approach, only the risk associated with the average maturity of a fixed-income portfolio is mapped.

II. Cash flow mapping is the least precise method of risk mapping for a fixed-income portfolio.

III. Under the duration mapping approach, the risk of a bond is mapped to a zero-coupon bond of the same duration.

IV. Using more risk factors generally leads to better risk measurement but also requires more time to be devoted to the modeling process and risk computation.

A) I and II

B) I, III, and IV

C) III and IV

D) IV only

答案：C

解析：Under the cash flow mapping approach, each payment (and not only the last one) is associated with a different risk factor, so statement I. is incorrect. Statement II.is incorrect because the CF mapping approach is more correct than duration or maturity mapping.

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