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 8006 Dumps with Practice Exam Questions Answers

Questions: 287 questions

Last Update: Mar 25, 2024

PRMIA Certification Exam 8006 has been designed to measure your skills in handling the technical tasks mentioned in the certification syllabus

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8006 Questions and Answers

Question # 1

Which of the following statements is not true about covered calls on stocks

A.

A covered call is intended to benefit from stock prices not rising

B.

In the event of the prices of the underlying falling, the losses of the holder of the covered call are reduced to the extent of the premium earned

C.

A covered call is a position that includes a long stock position combined with a short call

D.

The holder of a covered call theoretically faces unlimited losses in the event of a rise in the price of the underlying

Question # 2

Which of the following markets are characterized by the presence of a market maker always making two-way prices?

A.

Exchanges

B.

OTC markets

C.

ECNs

D.

Dark pools

Question # 3

An asset manager is of the view that interest rates are currently high and can only decline over the coming 5 years. He has a choice of investing in the following four instruments, each of which matures in 5 years. Given his perspective, what would be the most suitable investment for the asset manager? Assume a flat yield curve.

A.

A floating rate note with annual resets, with the first year's rate yielding 5%

B.

A 15% coupon bond with an yield to maturity of 5%

C.

A zero coupon bond with an yield to maturity of 5%

D.

A 10% coupon bond with an yield to maturity of 5%

Question # 4

A stock is selling at $90. An investor writes a covered call on the stock with an exercise price of $100 in return for a premium of $3 per share. What would be the maximum gain or loss per share that the investor could make on this position?

A.

Maximum gain of $3, and no losses are possible as this is a covered call

B.

Maximum gain of $10; maximum loss of $90

C.

Maximum gain of $13; maximum loss of $87

D.

Maximum gain of $10; maximum loss of $87

Question # 5

A risk analyst working for an asset manager with a large debt portfolio is tasked with determining the suitability of using a traded debt ETF as a hedge against the value of the debt portfolio. He/she calculates the minimum variance hedge ratio to be exactly 1.0.

Given the above facts, which of the following statements are certainly true:

I. The ETF represents a perfect hedge for the portfolio

II. The volatility of the portfolio is the same as that for the ETF

III. The ETF cannot be used as an effective hedge for the debt portfolio

IV. None of the above

A.

III only

B.

I and II

C.

I only

D.

IV only