# Thread: FRM and general information

1. Originally Posted by ararora
It should be A, risk that cant be diversified as its uncorrelated with market.
A little confused between this answer and Sriram's answer. This seems more logical.

2. Answer to Question 10 : E

3. 11. What is formula to determine eurodollar futures contract

A.\$10000[100-(.25)(100-Z)
B.\$10000[100-(.75)(100-Z)
C.\$10000[100-(.50)(100-Z)
D.\$10000[100-(.10)(100-Z)

4. Originally Posted by financetutelage
11. What is formula to determine eurodollar futures contract

A.\$10000[100-(.25)(100-Z)
B.\$10000[100-(.75)(100-Z)
C.\$10000[100-(.50)(100-Z)
D.\$10000[100-(.10)(100-Z)
Ans to question 11: B

6. 12. Positive covariance of security’s returns with market returns is measured using the risk:
A. Credit Risk
B. Diversifiable Risk
C. Model Risk
D. Systematic Risk

7. Originally Posted by naveen
Ans to question 11: B
Please explain how we can derive this formula for question no. 11

8. Originally Posted by financetutelage
12. Positive covariance of security’s returns with market returns is measured using the risk:
A. Credit Risk
B. Diversifiable Risk
C. Model Risk
D. Systematic Risk

Ans to Question 12: B

9. Answer to Question 12 : D

10. 13. Capital asset pricing model assumes markets are:
A. Semistrong efficient
B. Strong Efficient
C. Weak Efficient
D. None of the above