FRM真题对于备考的考生来说重要吗？

在备考FRM中，除了要对金融知识点的掌握，还需要对历年的FRM真题进行练习。FRM真题是历年FRM考试的题目，是FRM考试的重难点地方，因此建议考生在考前能够进行至少三套真题的练习，并对真题的知识点进行总结，帮助自己进行提升！这样你才能更加从容的参加FRM考试！下面是小编整理的历年的FRM真题，供考生参考！

Consider two portfolios. One with USD 100 million credit exposure to a single B-rated counterparty. The second with USD 100 million on credit exposure split evenly between 50 B-rated counterparties.Assume that default probabilities and recovery rates are the same for all B-rated counterparties. Which of the following is correct？

A) The expected loss of the first portfolio is greater than the expected loss of the second portfolio AND the unexpected loss of the first portfolio is greater than the unexpected loss of the second portfolio.

B) The expected loss of the first portfolio is greater than the expected loss of the second portfolio AND the unexpected loss of the first portfolio is equal to the unexpected loss of the second portfolio.

C) The expected loss of the first portfolio is equal to the expected loss of the second portfolio AND the unexpected loss of the first portfolio is equal to the unexpected loss of the second portfolio.

D) The expected loss of the first portfolio is equal to the expected loss of the second portfolio AND the unexpected loss of the first portfolio is greater than the unexpected loss of the second portfolio.

答案：D

解析：There’s diversification effect in unexpected loss.

FRM考试的内容就分享这么多，考生如果对FRM考试还有更多的疑问，可以文章评论一起学习探讨！