SOA SRMStatistics for Risk Modeling
Associateship (ASA)
3.5 hours·35 multiple-choice·≈250 study hoursScore 0/0 · 8 MC
- SRM · Q1Multiple choicePrincipal components analysis
A PCA on four standardized variables yields eigenvalues 3.0, 1.0, 0.5 and 0.5. What proportion of total variance is explained by the first principal component?