FRM真题练习在实际的考试中真的重要吗？

发布时间：2021-06-29 09:12来源： 融跃教育FRM

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An empirical distribution that exhibits a thinner right tail than that of a lognormal distribution would indicate:

A) Equal implied volatilities across low and high strike prices.

B) Lower implied volatilities for low strike prices.》》》戳：免费领取FRM各科视频讲义+历年真题+21年原版书（PDF版）

C) Lower implied volatilities for high strike prices.

D) Higher implied volatilities for mid-range strike prices.

答案：C

解析：An empirical distribution with a thinner right tail generates a lower implied volatility for higher strike prices due to the decreased probability of observing high underlying asset prices.

The volatility term structure is the relationship between implied volatilities and:》》》想参加融跃FRM培训班点我咨询

A) Interest rates for at-the-money contracts.

B) Dividend yields for at-the-money contracts.

C) Time to expiration for at-the-money contracts.

D) Dividend yields for out-of-the-money contracts.

答案：C

解析：Volatility term structures list the relationship between implied volatilities and time to expiration for at-the-money contracts.

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