99年frm真题请教

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question 2:

under what circumstances could the explanatory power of regression analysis be overstated?
a. the explanatory variables are not correlated with one another
b.the variance of the error term decreases as the value of the dependent variable increases
c.the error term is normally distributed
d. an important explanatory variable is omitted that influences the explanatory variables included, and the dependent variable

answer: d

为什么不是b阿?


question 28:
for which of the following currencies would it be most appropriate to choose a lognormal interest rate model over a normal model?
a. USD
B.JPY
C.DEM
D.GBP

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关键词：FRM真题 FRM explanatory appropriate distributed 请教 FRM

In Q2, choice b does not relate to what we say "heteroskedasticity", which describes some internal relation ships between independent, not dependent, variables and the error terms. As a result, choice b is not a that kind of modeling problem. That is my opinion.
In Q28,maybe you have to compare the R of the 4 countries and determine which one is tended to be negative, most often the country which has the lowest R,then that will be the best answer.