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Exam (elaborations)

FRM Unit 1 Exam Questions and answers 2025.

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FRM Unit 1 Exam Questions and answers 2025.

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FRM - Financial Risk Manager
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FRM - Financial Risk Manager

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FRM Unit 1 Exam Questions and answers
2025



Used .to .calculate .the .performance .of .a .security .- .ANS✓✓-CAPM
Rf .+ .B .(Rm .- .Rf)

Positive .Alpha .means .that .the .portfolio .has .outperformed .the .market .- .ANS✓✓
-Jensen's .Alpha
E(Rp) .- .[Rf .+ .B .(Rm .- .Rf)

Expected .return .of .a .portfolio .on .the .efficient .frontier .uses .beta .of .the .MARKET
.- .ANS✓✓-Capital .Market .Line .
Fr .+ .(Θp ./ .Θm) .(Rm .- .Rf)

Expected .return .of .a .portfolio .uses .the .beta .of .the .asset .- .ANS✓✓-Capital
.Allocation .Line .
Rf .+ .(Θp ./Θi) .(Rm .- .Rf)

measures .the .performance .of .a .portfolio. .Higher .the .number .the .better .the
.portfolio .- .ANS✓✓-Share .Ratio .
SP .= .(E(Rp) .- .Rf) ./ .Θp

measures .the .excess .return .of .a .portfolio .for .each .unit .of .risk. .It .is .forward
.looking .in .nature .- .ANS✓✓-Treyner .Ratio .
TR .= .(E(Rp) .- .Rf) ./ .(Bp)

Measures .the .difference .between .a .portfolio .return .and .that .of .a .benchmark.
.You .want .a .lower .number .because .that .states .that .the .portfolio .manager .is
.more .consistent .- .ANS✓✓-Tracking .Error .
TE .= .(Rp) .- .Rb)

Measures .the .portfolio .returns .above .the .returns .of .a .benchmark .on .a .index
.such .as .the .S&P .500 .to .the .volatility .of .those .returns .- .ANS✓✓-Information
.Ratio
IE .= .(E(Rp) .- .Rb) ./ .(TE) .

E(Rp) .= .(x-y)/y

Expected .Return .of .a .Asset .(multiple .factors) .- .ANS✓✓-Arbitrage .Pricing
.Theory .(Multi-Factor .Model) .
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