CertsTopics Logo

New Year Sale 70% Discount Offer - Ends in 0d 00h 00m 00s - Coupon code: save70

PRMIA 8007 Exam With Confidence Using Practice Dumps

Exam Code:
8007
Exam Name:
Exam II: Mathematical Foundations of Risk Measurement - 2015 Edition
Certification:
PRM Certification
Vendor:
PRMIA
Questions:
132
Last Updated:
Dec 29, 2025
Exam Status:
Stable
PRMIA 8007

8007: PRM Certification Exam 2025 Study Guide Pdf and Test Engine

Are you worried about passing the PRMIA 8007 (Exam II: Mathematical Foundations of Risk Measurement - 2015 Edition) exam? Download the most recent PRMIA 8007 braindumps with answers that are 100% real. After downloading the PRMIA 8007 exam dumps training , you can receive 99 days of free updates, making this website one of the best options to save additional money. In order to help you prepare for the PRMIA 8007 exam questions and verified answers by IT certified experts, CertsTopics has put together a complete collection of dumps questions and answers. To help you prepare and pass the PRMIA 8007 exam on your first attempt, we have compiled actual exam questions and their answers. 

Our (Exam II: Mathematical Foundations of Risk Measurement - 2015 Edition) Study Materials are designed to meet the needs of thousands of candidates globally. A free sample of the CompTIA 8007 test is available at CertsTopics. Before purchasing it, you can also see the PRMIA 8007 practice exam demo.

Get 8007 Full Access

Related PRMIA Exams

Exam II: Mathematical Foundations of Risk Measurement - 2015 Edition Questions and Answers

Get Free 8007 Questions and Answers
Question 1

Find the roots, if they exist in the real numbers, of the quadratic equation

Options:

A.

4 and -2

B.

-4 and 2

C.

1 and 0

D.

No real roots

Buy Now
Question 2

An underlying asset price is at 100, its annual volatility is 25% and the risk free interest rate is 5%. A European call option has a strike of 85 and a maturity of 40 days. Its Black-Scholes price is 15.52. The options sensitivities are: delta = 0.98; gamma = 0.006 and vega = 1.55. What is the delta-gamma-vega approximation to the new option price when the underlying asset price changes to 105 and the volatility changes to 28%?

Options:

A.

17.33

B.

18.75

C.

19.23

D.

20.54

Question 3

Let X be a random variable normally distributed with zero mean and let . Then the correlation between X and Y is:

Options:

A.

negative

B.

zero

C.

not defined

D.

positive

Get Free 8007 Questions and Answers