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FRM例题解析，备考的考生要多加练习！

FRM例题是历年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！下文是小编列举的例题解析，希望对你有所帮助！

What does the "sticky strike rule" state regarding implied volatility? Implied volatility is:

A) The same across maturities for given strike prices.

B) The same for short time periods.>>>点击领取2021年FRM备考资料大礼包（戳我免·费领取）

C) The same across strike prices for given maturities.

D) Different across strike prices for given maturities.

答案：B

解析：The sticky strike rule, when applied to calculating option sensitivity measures, assumes implied volatility is the same (sticky) over short time periods.

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The market price deviations for puts and calls from Black-Scholes-Merton prices indicate:

A) Equivalent put and call implied volatility.

B) Equivalent put and call moneyness.

C) Unequal put and call implied volatility.

D) Unequal put and call moneyness.

答案：A【资料下载】点击下载GARP官方FRM二级练习题

解析：Put-call parity indicates that the implied volatility of a call and put will be equal

for the same strike price and time to expiration.

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