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| Certification Vendor: | Canadian Securities Institute (CSI) |
|---|---|
| Exam Name: | Canadian Securities Course Exam 2 |
| Exam Number: | CSC2 |
| Passing Score: | 60% (600/1000) |
| Available Languages: | French, English |
| Exam Duration: | 120 minutes |
| Exam Format: | Multiple-choice questions, Scenario-based questions, Computer-based |
| Certificate Validity Period: | 3 years |
| Related Certifications: | Wealth Management Essentials (WME) Canadian Securities Course Exam 1 (CSC1) Conduct and Practices Handbook Course (CPH) |
| Exam Price: | CAD 450 - CAD 550 |
| Real Exam Qty: | 100 |
| Recommended Training: | CSI Official Study Materials |
| Exam Registration: | CSI Official Registration Prometric Test Center |
| Sample Questions: | CSI CSC2 Sample Questions |
| Exam Way: | Online proctored or onsite at Prometric test centers |
| Pre Condition: | Completion of Canadian Securities Course Exam 1 (CSC1) |
| Official Syllabus URL: | https://www.csi.ca/en/learning/courses/csc/exam-credits |
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NEW QUESTION # 170
Yusef is a high-net-worth individual who wants to diversify his portfolio with private equity but is concerned with the potential disadvantages of this asset class. What disadvantage should Yusef be considering as a potential private equity investor?
Answer: D
NEW QUESTION # 171
A company has the following earnings per share figures: Year 1 (base period): $2.12; Year 2: $2.26; Year 3:
$2.42; Year 4: $2.56; and Year 5: $2.71. What is the trend ratio at the end of Year 3 for this company?
Answer: D
Explanation:
Trend analysis compares financial data across periods by using a base year as the benchmark. The trend ratio is calculated by dividing the current year figure by the base year figure and multiplying by
100. Here, Year 1 is the base period with earnings per share of $2.12. Year 3 earnings per share are
$2.42. The calculation is $2.42 divided by $2.12, multiplied by 100, which equals approximately 114.15.
Rounded to the nearest whole number, the trend ratio is 114. Option D would be closer to Year 2's trend ratio, not Year 3. Option C incorrectly treats the Year 3 EPS as a ratio. Therefore, the correct answer is 114.
NEW QUESTION # 172
What type of risk were mortgage-backed securities designed to address?
Answer: C
Explanation:
Mortgage-Backed Securities (MBS) are designed to address prepayment risk, which arises when borrowers pay off their mortgages earlier than expected. Prepayments reduce the interest income investors receive and can affect the expected return on the security.
* Why Prepayment Risk is Addressed:
* Prepayment often occurs when interest rates decline, as borrowers refinance their mortgages. This leaves MBS investors reinvesting at lower yields, which impacts returns.
* Structuring MBS helps mitigate prepayment risk through mechanisms like tranches in Collateralized Mortgage Obligations (CMOs).
* Explanation of Options:
* A. Liquidity: Incorrect. MBS provides liquidity to lenders but is not designed to address liquidity risk directly.
* B. Interest Rate: Incorrect. MBS investors are still exposed to interest rate risk as rates impact prepayment behavior.
* C. Rollover: Incorrect. Rollover risk applies to short-term debt securities, not MBS.
* D. Prepayment: Correct. MBS structures are specifically designed to mitigate the impact of prepayments on investors.
:
CSC Volume 2, Chapter 23: Risks of structured products, particularly prepayment risks in MBS.
NEW QUESTION # 173
A bond with a duration of five is currently priced at $103. If Interest rates rise by 2%. approximately what win be me bond's price?
Answer: B
Explanation:
The approximate price change of a bond due to a change in interest rates can be estimated using the formula:
Price Change (%)=#Duration×#Interest Rate\text{Price Change (\%)} = - \text{Duration} \times \Delta \text
{Interest Rate}Price Change (%)=#Duration×#Interest Rate
Given:
* Duration= 5
* Current Price= $103
* Change in Interest Rate(#\Delta#) = 2% or 0.02
Price Change (%)=#5×0.02=#0.10 (#10%)\text{Price Change (\%)} = -5 \times 0.02 = -0.10 \, (-10\%) Price Change (%)=#5×0.02=#0.10(#10%) The new price is calculated as:
New Price=Current Price×(1+Price Change)=103×(1#0.10)=103×0.90=97.85\text{New Price} = \text
{Current Price} \times (1 + \text{Price Change}) = 103 \times (1 - 0.10) = 103 \times 0.90 = 97.85 New Price=Current Price×(1+Price Change)=103×(1#0.10)=103×0.90=97.85
* A. $108.15andB. $113.30: These represent price increases, which are incorrect for rising interest rates.
* D. $92.70: This reflects a greater-than-actual price drop, which is inconsistent with the duration-based calculation.
NEW QUESTION # 174
Who generally executes portfolio strategy within a buy-side firm?
Answer: C
Explanation:
Within a buy-side firm, theportfolio manageris responsible for executing the portfolio strategy. They oversee investment decisions, asset allocation, and security selection based on the investment mandate and client objectives. Other roles:
* Head of fixed income(B) specializes in fixed-income securities rather than overall strategy.
* Investment advisor(C) interacts with clients, focusing on advice rather than execution.
* Trader(D) carries out transactions but does not set the portfolio strategy.
References
* CSC Volume 2, Chapter 27:Working with the Institutional Client - The Buy-Side Portfolio Manager, p.
27-8.
NEW QUESTION # 175
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