2022年《CFA三級》考試共240道單選題。咱們幫考網(wǎng)為大家?guī)砹司x模擬習(xí)題10道，附答案解析，供大家考前自測提升!

1、【單選題】

A.5-year only.

B.10-year only.

C.Both the 5-year ａｎｄ　10-year.

正確答案:C

答案解析:This question illustrates why ｓｅｌｅｃｔing the optimal trade can be difficult, even if the general strategy is obvious. The butterfly

2、【單選題】

A.misconduct.

B.misrepresentation.

C.performance presentation.

正確答案:C

答案解析:C is correct. As Khadri provides the corrected information in her letter to the client, she is least likely

3、【單選題】

A.firm.

B.composite strategy.

C.extent ａｎｄ　use of leverage ａｎｄ　derivatives.

正確答案:B

答案解析:B is correct. Herrschaft’s description of the composite strategy is uninformative. It would most likely be possible for

4、【單選題】

A.committed no violations.

B.violated his obligations of Loyalty, Prudence, ａｎｄ　Care.

C.

正確答案:A

答案解析:All the direct information supports that Smithers was diligent ａｎｄ　acted appropriately. He researched PCD, including talking

5、Is Reinfeldt/////////////\'s statement regarding credit derivatives most likely correct?【單選題】

A.No, he is incorrect about transferring credit risk

B.No, he is incorrect about marking to market

C.Yes

正確答案:B

答案解析:Whenever the mark-to-market value is positive to Baltic, the credit derivative counterparty, not Baltic, will post collateral. Baltic will post collateral only if the mark-to-market value is negative to Baltic/positive to the swap counterparty.

6、To implement Client F/////////////\'s request, Allison/////////////\'s most appropriate course of action is to:【單選題】

A.sell U.S. Treasury bond futures contracts ａｎｄ　buy S&P 500 Index futures contracts.

B.buy U.S. Treasury bond futures contracts ａｎｄ　buy S&P 500 Index futures contracts.

C.buy stocks in the S&P 500 Index ａｎｄ　sell U.S. Treasury bond futures contracts.

正確答案:B

答案解析:Buying U.S. Treasury bond futures ａｎｄ　S&P 500 Index futures creates synthetic bond position ａｎｄ　synthetic stock index fund positions, respectively. Client F is long $10 million in cash, which can be used to fund the purchases.

7、Are Wilson’s closing remarks consistent with recommended practices ａｎｄ　procedures designed to prevent violations of the AsｓｅｔManager Code of Professional Conduct?【單選題】

A.Yes

B.No, with regard to disclosure of the firm’s risk management process

C.No, with regard to the business continuity plan

正確答案:C

答案解析:At a minimum, Section D, Risk Management, Compliance, ａｎｄ　Support, of the AsｓｅｔManager Code recommends that a business continuity plan include plans fｏｒcontacting ａｎｄ　communicating with clients during a period of extended disruption. Wilson’s continuity plan includes no such strategy. Wilson’s recommendation fｏｒdisclosing the firm’s risk management process to both clients ａｎｄ　regulators goes beyond the code recommendation, which is to disclose the risk management process only to clients.

8、Which portfolio in Figure 3 should be ｓｅｌｅｃｔed to immunize the multiple liabilities scenario described by Olamide?【單選題】

A.Portfolio P.

B.Portfolio Q.

C.Portfolio R.

正確答案:B

答案解析:Portfolio Q is optimal.

9、Regarding the disclosures contained in the notes to Exhibit 1, the notes most likely required are:【單選題】

A.6, 7 ａｎｄ　9.

B.2, 7 ａｎｄ　8.

C.1, 5 ａｎｄ　6.

正確答案:A

答案解析:The currency used to express performance, whether any fees other than trading expenses are deducted from gross-of-fees returns, whether any fees other than trading expenses ａｎｄ　management fees are deducted from net-of-fees returns, the fee schedule, ａｎｄ　a measure of internal dispersion are all required disclosures fｏｒcompliance with the GIPS standards.

10、Based on the data given in Exhibit 1, the time-weighted return (TWR) is closest to:【單選題】

A.0.63%.

B.0.67%.

C.1.27%.

正確答案:B

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