NACVA Exam CVA Topic 1 Question 78 Discussion

Actual exam question for NACVA's CVA exam

Question #: 78
Topic #: 1

[All CVA Questions]

The fundamental risk measures and their correlation coefficient with observed equity risk premiums are as follows EXCLUDING:

AOperating margin

BVolatility of earnings or cash flows

CCoefficient of variation of return on book value of equity

DCoefficient of variation of operating margins

Show Suggested Answer

Suggested Answer: D

by Tarra at Dec 27, 2023, 01:17 AM

Limited Time Offer

25%

Off

Contribute your Thoughts:

Submit Cancel

Currently there are no comments in this discussion, be the first to comment!