备考FRM的考生应该清楚FRM真题的重要性，尤其是近几年的真题练习。有的考生是想要FRM真题练习，不知道哪里有例题解析？
下面是小编列举的相关真题练习，希望对备考中的有所帮助：
All of the following approaches improve the traditional historical simulation approach for estimating VaR except the:》》》戳：免费领取FRM各科视频讲义+历年真题+21年原版书（PDF版）
A) Volatility-weighted historical simulation.
B) Age-weighted historical simulation.
C) Market-weighted historical simulation.
D) Correlation-weighted historical simulation.
答案：C
解析：Age-weighted historical simulation weights observations higher when they appear closer to the event date. Volatility-weighted historical simulation adjusts for changing volatility levels in the data. Correlation-weighted historical simulation incorporates anticipated changes in correlation between assets in the portfolio.
Which of the following statements about volatility-weighting is true?
A) Historic returns are adjusted, and the VaR calculation is more complicated.
B) Historic returns are adjusted, and the VaR calculation procedure is the same.
C) Current period returns are adjusted, and the VaR calculation is more
complicated. 【资料下载】点击下载GARP官方FRM二级练习题
D) Current period returns are adjusted, and the VaR calculation is the same.
答案：B
解析：The volatility-weighting method adjusts historic returns for current volatility. Specifically, return at time t is multiplied by (current volatility estimate/volatility estimate at time t). However, the actual procedure for calculating VaR using a historical simulation method is unchanged; it is only the inputted data that changes.
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