Realistic PRMIA 8011 Actual Questions Are Leading Materials & Trusted 8011: Credit and Counterparty Manager (CCRM) Certificate Exam
Realistic PRMIA 8011 Actual Questions Are Leading Materials & Trusted 8011: Credit and Counterparty Manager (CCRM) Certificate Exam
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Tags: 8011 Actual Questions, Test 8011 Lab Questions, 8011 Test Preparation, 8011 Exam Preparation, 8011 Dumps Cost
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Test 8011 Lab Questions - 8011 Test Preparation
There is no doubt that advanced technologies are playing an important role in boosting the growth of PRMIA companies. This is the reason why the employees have now started upgrading their skillset with the Credit and Counterparty Manager (CCRM) Certificate Exam (8011) certification exam because they want to work with those latest applications and save their jobs. They attempt the Credit and Counterparty Manager (CCRM) Certificate Exam (8011) exam to validate their skills and try to get their dream job.
To be eligible for the PRMIA 8011 certification exam, candidates must have at least two years of professional experience in credit and risk management or a related field. 8011 exam is computer-based and consists of 100 multiple-choice questions that must be completed within three hours. Candidates who pass the exam receive a certificate that demonstrates their knowledge and expertise in credit and counterparty risk management, as well as membership in the PRMIA community of risk management professionals.
PRMIA 8011 (Credit and Counterparty Manager (CCRM) Certificate) Certification Exam is a globally-recognized professional certification program designed for credit and risk management professionals. 8011 exam is developed by the Professional Risk Managers’ International Association (PRMIA), a non-profit organization that promotes the highest standards of education, ethics, and professional excellence in the field of risk management.
PRMIA Credit and Counterparty Manager (CCRM) Certificate Exam Sample Questions (Q76-Q81):
NEW QUESTION # 76
The returns for a stock have a monthly volatilty of 5%. Calculate the volatility of the stock over a two month period, assuming returns between months have an autocorrelation of 0.3.
- A. 7.071%
- B. 8.062%
- C. 10%
- D. 5%
Answer: B
Explanation:
The square root of time rule cannot be applied here because the returns across the periods are not independent.
(Recall that the square root of time rule requires returns to be iid, independent and identically distributed.) Here there is a 'autocorrelation' in play, which means one period's returns affect the returns of the other period.
This problem can be solved by combining the variance of the returns from the two consecutive periods in the same way as one would combine the variance of different assets that have a givencorrelation. In such cases we know that:
Variance (A + B) = Variance(A) + Variance(B) + 2*Correlation*StdDev(A)*StdDev(B).
The standard deviation can be calculated by taking the square root of the variance.
Therefore the combined volatility over the two months will be equal to =SQRT((5%