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NO.1 Which one of the following four variables of the Black-Scholes model is typically NOT known ata point in time?A. The underlying relevant exchange ratesB. The underlying interest ratesC. The future volatility of the exchange ratesD. The time to maturityAnswer: CGARP exam simulationsICBRR Dumps PDFICBRRICBRR dumps torrentICBRR Exam PrepNO.2 To estimate the responsiveness of a particular equity portfolio to the overall market, a tradershould use the portfolio'sA. AlphaB. BetaC. CVaRD[...]

NO.1 Which of the following are conclusions that could be drawn from the shape of the statisticaldistribution of losses that a bank might incur over a future time period?I. In most years a bank would look more profitable than it will be on average.II. Most of the time a sufficiently well capitalized bank will appear over-capitalized.III. Bad years do not come along very often, but when they do they lead to enormous losses.A. I, IIB. I, IIIC. II, IIID. I, II, IIIAnswer: DGARP original q[...]