2026年CFA三级风险管理分析策略含解析.docxVIP

2026年CFA三级风险管理分析策略含解析

考试时间：______分钟总分：______分姓名：______

一、选择题

1.Aninvestmentmanagerisassessingtheriskprofileofaclientsportfolio.Whichofthefollowingrisksisconsideredamarketrisk?

a)Theriskofakeytraderleavingthefirm.

b)Theriskofdefaultbyacounterpartyinaderivativestransaction.

c)Theriskthatinterestratefluctuationswillnegativelyimpacttheportfoliosvalue.

d)Theriskofinaccuratedataentryleadingtoportfoliovaluationerrors.

2.AportfoliomanageruseshistoricalsimulationtocalculateValueatRisk(VaR)atthe95%