FRM例題是歷年FRM考試的題目，是FRM考試的重難點(diǎn)地方，因此建議考生在考前能夠進(jìn)行至少三套真題的練習(xí)，并對(duì)真題的知識(shí)點(diǎn)進(jìn)行總結(jié)，幫助自己進(jìn)行提升！下文是小編列舉的例題解析，希望對(duì)你有所幫助！

What does the "sticky strike rule" state regarding implied volatility? Implied volatility is:

A) The same across maturities for given strike prices.

B) The same for short time periods.>>>點(diǎn)擊領(lǐng)取2021年FRM備考資料大禮包（戳我免·費(fèi)領(lǐng)取）

C) The same across strike prices for given maturities.

D) Different across strike prices for given maturities.

答案：B

解析：The sticky strike rule, when applied to calculating option sensitivity measures, assumes implied volatility is the same (sticky) over short time periods.

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The market price deviations for puts and calls from Black-Scholes-Merton prices indicate:

A) Equivalent put and call implied volatility.

B) Equivalent put and call moneyness.

C) Unequal put and call implied volatility.

D) Unequal put and call moneyness.

答案：A【資料下載】點(diǎn)擊下載GARP官方FRM二級(jí)練習(xí)題

解析：Put-call parity indicates that the implied volatility of a call and put will be equal

for the same strike price and time to expiration.

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