# 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 securityâ€™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