Last Update 21 hours ago Total Questions : 1259
The Chartered Wealth Manager (CWM) Certification Level II Examination content is now fully updated, with all current exam questions added 21 hours ago. Deciding to include CWM_LEVEL_2 practice exam questions in your study plan goes far beyond basic test preparation.
You'll find that our CWM_LEVEL_2 exam questions frequently feature detailed scenarios and practical problem-solving exercises that directly mirror industry challenges. Engaging with these CWM_LEVEL_2 sample sets allows you to effectively manage your time and pace yourself, giving you the ability to finish any Chartered Wealth Manager (CWM) Certification Level II Examination practice test comfortably within the allotted time.
Section A (1 Mark)
________ bias means that investors are too slow in updating their beliefs in response to evidence.
Section B (2 Mark)
The minimum service required for entitlement to payment of gratuity under the Act, in case of an employee leaving service by death or incapacitation is
Section A (1 Mark)
In terms of the risk/return relationship
Section C (4 Mark)
Read the senario and answer to the question.
Which types(s) of investment(s), would be consistent with their retirement goal?
Section A (1 Mark)
DINK stands for _______
Section B (2 Mark)
The term “permanent establishment” includes especially:
Section C (4 Mark)
Suppose Nifty is at 4500 in May. An investor, Mr. A, executes a Long Strangle by buying a Rs. 4300 Nifty Put for a premium of Rs. 23 and a Rs 4700 Nifty Call for Rs 43.
What would be the Net Payoff of the Strategy?
• If Nifty closes at 4232
• If Nifty closes at 5241
Section B (2 Mark)
Last year, Owen Technologies reported negative net cash flow and negative free cash flow. However, its cash on the balance sheet increased. Which of the following could explain these changes in its cash position?
Section B (2 Mark)
Total income of an individual including long-term capital gain of Rs. 50,000/- is Rs.1,60,000/-, the tax on total income for the assessment year 2012-13 shall be: CII-12-13: 852,11-12: 785,10-11:711]
Section A (1 Mark)
Select the CORRECT statement regarding basis risk associated with futures.
Section B (2 Mark)
If an investor strongly believes that the stock market is going to have a sharp decline shortly, he or she could maximize profit by
Section B (2 Mark)
Consider a one-year maturity call option and a one-year put option on the same stock, both with striking price Rs45. If the risk-free rate is 4%, the stock price is Rs48, and the put sells for Rs1.50, what should be the price of the call?