FRM考試一共分為兩級(jí),每一級(jí)都有不一樣的側(cè)重點(diǎn)。那么FRM考試該如何去練習(xí)呢?其實(shí)FRM官方是有模擬題的。下面,小編帶大家找到這些模擬題。
一、FRM官方模擬題在哪找?
首先我們要登陸FRM官網(wǎng),網(wǎng)址www.garp.org,進(jìn)入GARP首頁(yè),將鼠標(biāo)箭頭放在導(dǎo)航欄上的FRM,點(diǎn)擊“Study Materials”,進(jìn)去劃到頁(yè)面底部就能看到最新的FRM模擬題了,資料一般分為FRM一級(jí)和二級(jí)兩部分。金程小編也為大家提前下載了,大家可領(lǐng)取。
FRM一級(jí)模擬題
1.At the end of one day a clearinghouse member is long 100 contracts, and the settlement price is $50,000 per contract. The original margin is $2,000 per contract. On the following day the member becomes responsible for clearing an additional 20 contracts, entered into at a price of $51,000 per contract. The settlement price at the end of this day is $50,200. How much does the member have to add to its margin account with the exchange clearinghouse?
A.$40000
B.$20000
C.$16000
D.$36000
2.A company has a $20 million portfolio with a beta of 1.2. It would like to use futures contracts on the S&P 500 to hedge its risk. The index is currently standing at 1080, and each contract is for delivery of $250 times the index. What is the hedge that minimizes risk? What should the company do if it wants to reduce the beta of the portfolio to 0.6?
A.Sell 89 contracts; Sell 44 contracts
B.Buy 89 contracts; Sell 44 contracts
C.Sell 44 contracts; Sell 89 contracts
D.Sell 44 contracts; Buy 89 contracts
3.Which of the following assumptions are made when using DV01 as a measure of interest rate risk?
I.Changes in the interest rates are small.
II.The yield curve is flat.
III.Changes to the yield curves are parallel.
IV.The yield curve is downward sloping.
A.I and III
B.I and II
C.I and IV
D.II and III
4.The term structure of interest rates is upward-sloping. Put the following in order of magnitude:
(a)The 5-year zero rate
(b)The yield on a 5-year coupon-bearing bond
(c)The forward rate corresponding to the period between 5 and 5.25 years in the future
What is the answer to this question when the term structure of interest rates is upward-sloping?
A.c > a > b
B.a > c > b
C.c > b > a
D.b > a > c
5.A 10-year 8% coupon bond currently sells for $90. A 10-year 4% coupon bond currently sells for $80. What is the 10-year zero rate? (Considering continuously compounding)
A.3.27%
B.3.37%
C.3.47%
D.3.57%
官方給出的模擬題題目數(shù)量并沒(méi)有很多,但是練習(xí)價(jià)值還是比較大,之前考試真題中也出到過(guò)跟模擬題中考察的知識(shí)點(diǎn)及題型相似,因此考生下載道模擬題后一定要認(rèn)真練習(xí),畢竟是FRM的官方模擬題,一定要把這些題都做完并掌握其中考察的相關(guān)知識(shí)點(diǎn)。
二、怎么備考FRM一級(jí)?
FRM一級(jí)為100道選擇題,考試時(shí)間為四小時(shí),平均每道題有2.4min的答題時(shí)間,其中以定量題為主,計(jì)算量是比較大的,這樣看來(lái)做題速度也是非常重要的。
FRM一級(jí)考試科目分為四門(mén):風(fēng)險(xiǎn)管理基礎(chǔ)、定量分析、金融市場(chǎng)和產(chǎn)品、估值和風(fēng)險(xiǎn)模型。
》》》點(diǎn)我咨詢FRM 官方模擬題相關(guān)問(wèn)題
考生必須在注冊(cè)的四年之內(nèi)通過(guò)FRM一級(jí)考試,否則注冊(cè)就會(huì)失效,需要重新繳納注冊(cè)費(fèi)注冊(cè)。因此考生最好積極備考,爭(zhēng)取一次性通過(guò)考試,歷年考生反映一級(jí)的考試難點(diǎn)就在于計(jì)算題量比較大,有了這個(gè)前提,備考時(shí)一定要多刷模擬題,提高自己的做題速度一級(jí)答題正確率。
另外,F(xiàn)RM考試選擇題的題干都很長(zhǎng),因此需要考生有一定的英語(yǔ)快速閱讀能力,如果考生英語(yǔ)基礎(chǔ)不太好,在前期也要多花時(shí)間學(xué)習(xí)英語(yǔ),注意積累金融英語(yǔ)專業(yè)詞匯,這樣后期學(xué)習(xí)起來(lái)會(huì)輕松一點(diǎn)。
不管是模擬題還是自己買的題,我們都應(yīng)該認(rèn)真的完成,如果那個(gè)部分錯(cuò)誤率比較高,就多花點(diǎn)時(shí)間和精力去練習(xí),老師相信大家一定都能取得好的成績(jī)。
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