Question 1
A bond has a modified duration of 7. If market interest rates rise by 50 basis points, the bond's price will change by approximately:
Show answer & explanation
Correct answer: B - −3.5%
10 free, exam-style Certified Investment Management Analyst (CIMA) practice questions with answers and explanations. No signup required. Work through them below, then take the full free CIMA practice test to study every exam domain.
The CIMA exam has 120 questions and runs 4 hours.
These 10 free CIMA questions are organized by exam domain, so you can see how each part of the Certified Investment Management Analyst blueprint is tested. Reveal the answer and explanation under each question.
A bond has a modified duration of 7. If market interest rates rise by 50 basis points, the bond's price will change by approximately:
Correct answer: B - −3.5%
Two option-free bonds have identical yields. Bond A matures in 5 years with an 8% coupon; Bond B matures in 5 years with a 3% coupon. Which statement is correct?
Correct answer: C - Bond B has higher duration and greater interest-rate risk
A client seeks passive commodity exposure through a fund that continually rolls near-month futures contracts. The futures market has been in persistent contango. Over time, this roll process will MOST likely:
Correct answer: D - Detract from returns as contracts roll to pricier months
An advisor wants to offer a private fund restricted to 'qualified purchasers' rather than merely 'accredited investors.' Compared with the accredited-investor standard, the qualified-purchaser standard:
Correct answer: A - Requires a substantially higher level of investable assets
The risk-free rate is 2.5%, the expected market return is 9%, and a security has a beta of 1.2. According to the CAPM, what is the security's expected return?
Correct answer: D - 10.3%
On a chart of the Security Market Line, a stock plots ABOVE the line. Based on the CAPM framework, this indicates that the stock is MOST likely:
Correct answer: B - Undervalued, offering more return than its systematic risk requires
An investor quickly sells stocks that have risen above their purchase price but refuses to sell those trading below it, hoping to 'get back to even.' This pattern BEST illustrates:
Correct answer: C - The disposition effect, rooted in loss aversion
A portfolio returned 11% over the period. The risk-free rate was 3%, and the portfolio's standard deviation was 16%. What is the portfolio's Sharpe ratio?
Correct answer: A - 0.50
Two managers report identical Sharpe ratios. Manager A runs a client's entire portfolio; Manager B runs one of twelve sleeves within an already well-diversified portfolio. Which measure is MOST appropriate for evaluating Manager B specifically?
Correct answer: C - The Treynor ratio, since only systematic risk matters for one sleeve
Using a CAPM analysis (risk-free rate 2.5%, market return 9%, beta 1.2), a portfolio actually returned 12%. What is the portfolio's Jensen's alpha?
Correct answer: B - 1.7%
The CIMA exam also covers these domains. Drill them in the full free practice test:
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