1、Regarding corporate risk governance, which of the following statements is not wrong?

A. Management of the organization is ultimately responsible for risk oversight.

B. The point of risk governance is to minimize the amount of risk taken by the organization.

C. Effective risk governance requires multiple levels of accountability and authority.

D. A risk committee is useful for enforcing the firm’s risk governance principles

金程frm解析: C

The Board of Directors is ultimately responsible for risk oversight.

Effective risk governance simply requires dear accountability; authority; and methods of communication; it is not necessary to have multiple levels.

The point of risk governance is to consider the methods in which risk-taking is permitted, optimized, and monitored; it is not necessarily to minimize the amount of risk taken.

The real point of risk governance is to increase the value of the organization from the perspective of the shareholders and/or stakeholders.

2、A sample has the following characteristics

♦ The mean of the sample is 3.5%.

♦ Standard deviation is 2.5%.

♦ 900 observations in the sample.

Which is the standard error of the mean estimate?

A. 0.117%

B. 0.083%

C. 0.053%

D. 0.075%

金程frm解析: B

3、A company entered in a one-year forward contract that buying 100 ounces of gold three months ago. When the price was USD 1,000 per ounce. The nine-month forward price of gold is now USD 1,050 per ounce. The continuously-compounded risk-free rate is 4% per year for all maturities and there are no storage costs. The value of the contract is closet to：

A. USD 5,000

B. USD 4,852

C. USD 6,864

D. USD 2,826

金程frm解析: B

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