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8006 Exam Dumps : Exam I: Finance Theory Financial Instruments Financial Markets - 2015 Edition

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Exam I: Finance Theory Financial Instruments Financial Markets - 2015 Edition Questions and Answers

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Question 1

The gamma in a commodity futures contract is:

Options:

A.

zero

B.

always negative

C.

parabolic

D.

dependent upon the convexity

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Question 2

[According to the PRMIA study guide for Exam 1, Simple Exotics and Convertible Bonds have been excluded from the syllabus. You may choose to ignore this question. It appears here solely because the Handbook continues to have these chapters.]

A digital cash-or-nothing option can be hedged reasonably effectively using:

Options:

A.

a long call and a long put with a higher strike

B.

a long call and a short call with a lower strike

C.

a long call and a short call with a higher strike

D.

a short call and a long put with a higher strike

Question 3

If the CHF/USD spot rate is 1.1010 and the one year forward is 1.1040, what is the annualized forward premium or discount, and the one year swap rate?

Options:

A.

An annualized forward discount of 30 basis points and a swap rate of 27 points

B.

An annualized forward premium of 30 basis points and a swap rate of 27 points

C.

An annualized forward premium of 27 basis points and a swap rate of 30 points

D.

An annualized forward discount of 27 basis points and a swap rate of 30 points

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