37) Which of the following statements about the counterparty to a risk management derivatives
contract is correct?
A) The counterparty has the same expectations about future price movements as the risk
manager.
B) The counterparty charges a fixed fee of $5 per contract.
C) The counterparty is in all likelihood a speculator.
D) All of the above are correct.
38) Why are derivatives effective instruments for hedging?
A) They are negatively correlated with the firm’s underlying risk.
B) There are so many of them.
C) They enhance the risk pool.
D) All of the above are correct.
39) Which of the following statements about the bundling risks into portfolios is not correct?
A) Due to the randomness of business activity bundling risks into portfolios will be reducing
risk.
B) Natural diversification occurs across uncorrelated risks that are bundled into a portfolio.
C) Bundling risk into a portfolio only reduces risk if uncorrelated and/or negatively correlated
exposures are included.
D) The best reduction in risk is accomplished by including negatively correlated exposures into a
portfolio.
40) Is there a reason why pure risk events, like a hurricane or earthquake, could be bundled into a
more general risk portfolio?
A) No, pure risks have too devastating an effect.
B) Yes, since they are negatively correlated with other risk events.
C) No, they are too highly correlated with other risk events.
D) Yes, because an insurer can ask a very high premium for including it in the general risk
portfolio.
41) Which of the following is not correct about hedging speculators?
A) They charge a fee for their services.
B) They are the counterparty to a risk management derivatives contract.
C) They take risks which they mitigate by having superior knowledge of the market they trade
in.
D) They provide professional management.