Free PRMIA 8006 Exam Questions & Practice Tests

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1. A fund manager buys a gold futures contract at $1000 per troy ounce, each contract...

2. A bank holding a basket of credit sensitive securities transfers these to a special purpose...

3. How will the Macaulay duration of a 10 year coupon bearing bond change if 10...

4. If ∆, γ and Θ represent the delta, gamma and theta of any derivative whose...

5. A bank sells an interest rate swap to its client, with the client agreeing to...

6. The yield offered by a bond with 18 months remaining to maturity is 5%.

7. The gamma of a call option is 0.

8. If the CHF/USD spot and 3 month (91 days) forward rates are 1.

9. An investor holds $1m in a 10 year bond that has a basis point value...

10. Which of the following is not a relevant consideration for a trader desirous of delta...

11. An asset manager is of the view that interest rates are currently high and can...

12. Backwardation can happen in markets where

13. The risk of a portfolio that cannot be diversified away is called

14. The local coefficient of risk aversion for a utility function u(x) where x is wealth...

15. Which of the following statements are true:I.

16. Which of the following statements is true in relation to an American style option:I.

17. An investor expects stock prices to move either sharply up or down.

18. A trader finds that a stock index is trading at 1000, and a six month...

19. In an American option:

20. The zero rates for 1, 2 and 3 years respectively are 2%, 2.

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Vendor: PRMIA
Product: 8006
Update on: Jul 29, 2025
Questions: 287
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TESTED 31 Jul 2025