PRMIA Exam 8002 Topic 2 Question 57 Discussion

Actual exam question for PRMIA's 8002 exam

Question #: 57
Topic #: 2

[All 8002 Questions]

Consider two securities X and Y with the following 5 annual returns:

X: +10%, +3%, -2%, +3%, +5%

Y: +7%, -2%, +3%, -5%, +10%

In this case the sample covariance between the two time series can be calculated as:

A0.40729

B0.00109

C0.00087

D0.32583

Show Suggested Answer

Suggested Answer: B

by Leonida at Feb 08, 2023, 11:10 AM

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