FRM備考生有必要做FRM真題嗎？這是近期考生所咨詢的問題，關于答案，這是很有必要的，一定要多做練習！下文是列舉的相關真題，一起了解一下！

The specific risk of an equities position can be defined as the risk that:

A) Can be explained for the liquidity spread of the position.

B) Cannot be explained by the market beta.

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C) Is specific to the market.

D) Cannot be measured by the use of volatility.

答案：B

解析：The risk that disappears in the portfolio construction process is called the asset’s unsystematic risk (also called unique, diversifiable, or firm-specific risk). In a well-diversified portfolio, the risk that is left cannot be diversified away. The risk that remains is called the systematic risk (also called beta, nondiversifiable risk, or market risk).

The risk of a stock or bond which is not correlated with the market (and thus can be diversified) is known as:

A) Specific risk.

B) Interest rate risk.

C) FX risk.

D) Model risk.

答案：A

解析：Specific risk is uncorrelated with market movements. This type of risk can be minimized through diversification of the portfolio.

What is a key weakness of the value at risk (VaR) measure? VaR:

A) Does not consider the severity of losses in the tail of the returns distribution.掃描免 費預約

B) Is quite difficult to compute.

C) Is subadditive.

D) has an insufficient amount of backtesting data

答案：A

解析：VaR does not consider losses beyond the VaR threshold level. VaR is quite difficult to compute,it is not true. VaR is not subadditive.

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