FRM Quiz

avishek.srivastava8
Posts: 1
Joined: Tue Feb 12, 2013 3:08 pm

FRM Quiz

Postby avishek.srivastava8 » Tue Feb 12, 2013 3:12 pm

Consider a stock with an intial price of $100. Its price 1 year from now is given by S=100*exp(r), where the rate of return r is normally distributed with a mean of 0.1 and standard deviation of 0.2. With 95% confidence, after rounding, S will be between?

Return to “FRM Part I”



Disclaimer

Global Association of Risk Professionals, Inc. (GARP®) does not endorse, promote, review or warrant the accuracy of the products or services offered by EduPristine for FRM® related information, nor does it endorse any pass rates claimed by the provider. Further, GARP® is not responsible for any fees or costs paid by the user to EduPristine nor is GARP® responsible for any fees or costs of any person or entity providing any services to EduPristine Study Program. FRM®, GARP® and Global Association of Risk Professionals®, are trademarks owned by the Global Association of Risk Professionals, Inc

CFA Institute does not endorse, promote, or warrant the accuracy or quality of the products or services offered by EduPristine. CFA Institute, CFA®, Claritas® and Chartered Financial Analyst® are trademarks owned by CFA Institute.

Utmost care has been taken to ensure that there is no copyright violation or infringement in any of our content. Still, in case you feel that there is any copyright violation of any kind please send a mail to abuse@edupristine.com and we will rectify it.