FRM真題例題，有必要做嗎？這是在備考FRM中很多考生所關(guān)注的問題，其實(shí)小編想要告訴大家的是，F(xiàn)RM真題例題，是很有必要做的。下面是小編列舉的相關(guān)真題解析，希望對(duì)你有所幫助！

The VaR at a 95% confidence level is estimated to be 1.56 from a historical simulation of 1,000 observations. Which of the following statements is most likely true?

E) The parametric assumption of normal returns is correct.>>>點(diǎn)擊領(lǐng)取2021年FRM備考資料大禮包（戳我免·費(fèi)領(lǐng)?。?/span>

F) The parametric assumption of lognormal returns is correct.

G) The historical distribution has fatter tails than a normal distribution.

H) The historical distribution has thinner tails than a normal distribution.

答案：D

解析：The historical simulation indicates that the 5% tail loss begins at 1.56, which is less than the 1.65 predicted by a standard normal distribution. Therefore, the historical simulation has thinner tails than a standard normal distribution.

The VaR at a 99% confidence level is estimated to be 2.56 from a historical simulation of 1,000 observations. Which of the following statements is most likely true?  【資料下載】[融躍財(cái)經(jīng)]FRM一級(jí)ya題-pdf版

A) The parametric assumption of normal returns is correct.

B) The parametric assumption of lognormal returns is correct.

C) The historical distribution has fatter tails than a normal distribution.

D) The historical distribution has thinner tails than a normal distribution.掃碼預(yù)約

答案：C

解析：The historical simulation indicates that the 1% tail loss begins at 2.56, which is over 2.33 predicted by a standard normal distribution. Therefore, the historical simulation has fatter tails than a standard normal distribution.

如果想要獲得更多關(guān)于FRM考試的真題解析，點(diǎn)擊在線咨詢或者添加融躍老師微信（rongyuejiaoyu）！