CIRO Derivatives Exam

CIRO Derivatives Exam (Canada)

Risk Management GreeksEnglish
Exam overview

Practice session

An investor owns 1,000 shares of ABC stock trading at $50.00. The beta of the stock is 1.10. If the S&P/TSX 60 index falls by 5%, what is the expected percentage and dollar move in the stock, based on its beta?

Loading your practice session…