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Download Financial Risk and Regulation (FRR) Series Exam Dumps

NEW QUESTION 44
To estimate the required risk-adjusted rate of return on a highly volatile energy stock, a risk associate
compiled the following statistics:
Risk-free rate = 5%
Beta = 2.5
Market Risk = 8%
Using the Capital Asset Pricing Model, she estimates the rate of return to be equal:

• A. 40%
• B. 10%
• C. 25%
• D. 15%

Answer: C

NEW QUESTION 45
A credit associate extending a loan to an obligor suspects that the obligor may change his behavior after the
loan has been originated. The obligor in this case may use the loan proceeds for purposes not sanctioned by the
lender, thereby increasing the risk of default. Hence, the credit associate must estimate the probability of
default based on the assumptions about the applicability of the following tendency to this lending situation:

• A. Adverse selection
• B. Speculation
• C. Moral hazard
• D. Short bias

Answer: C

NEW QUESTION 46
Bank Milo has $4 million in cash and $5 million in loans coming due tomorrow with an expected default rate
of 1%. The proceeds will be deposited overnight. The bank owes $ 9 million on a securities purchase that
settles in two days and pays off $8 million in commercial paper in three days that is not expected to renew. On
what days does the bank face negative cumulative liquidity?

• A. Days 1, 2 and 3.
• B. Day 3 only.
• C. Days 2 and 3.
• D. Day 2 only.

Answer: C

NEW QUESTION 47
In additional to the commodity-specific risks, which of the following risks represent the main commodity
derivative risks?
I. Basis
II. Term
III. Correlation
IV. Seasonality

• A. I, II, III, IV
• B. II, III
• C. I, IV
• D. I, II

Answer: A

NEW QUESTION 48
......

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