Summer Special Sale Limited Time 65% Discount Offer - Ends in 0d 00h 00m 00s - Coupon code: vce65

Every covariance matrix must be positive semi-definite.

  1. Home
  2. PRMIA
  3. PRM Certification
  4. 8002
  5. 8002 Questions
  6. PRM Certification - Exam II: Mathematical Foundations of Risk Measurement Practice Questions

Every covariance matrix must be positive semi-definite. If it were not then:

A.

Some portfolios could have a negative variance

B.

One or more of its eigenvalues would be negative

C.

There would be no Cholesky decomposition matrix

D.

All the above statements are true

PRMIA 8002 View All Questions

PRMIA 8002 Summary

  • Vendor: PRMIA
  • Product: 8002
  • Update on: Jul 25, 2025
  • Questions: 132
Price: $52.5  $149.99
Buy Now 8002 PDF + Testing Engine Pack
Next
Suppose that f(x) and g(x,y) are functions.
Consider two securities X and Y with the following 5 annual returns: X: +10%, +3%,...
Previous

Payments We Accept

Your purchase with ExamsVCE is safe and fast. Your products will be available for immediate download after your payment has been received.
The ExamsVCE website is protected by 256-bit SSL from McAfee, the leader in online security.

examsvce payment method

Contact Us

Copyright © 2013-2025 examsvce.com. All Rights Reserved
mcafee secure

TESTED 01 Aug 2025