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100+ Free CAS Exam 9 Practice Questions

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In the Capital Asset Pricing Model (CAPM), the expected return on a security is best described as:

A
B
C
D
to track
2026 Statistics

Key Facts: CAS Exam 9 Exam

100

Practice Questions

OpenExamPrep CAS Exam 9 bank

4 hrs

Exam Length

CAS 2026 Admissions Schedule

30-35%

Recent Pass Rate

CAS sittings 2024-2025

~$1,200

Exam Fee

CAS 2026 fee schedule

2x/yr

2026 Sittings

Apr 14-21 and Oct 19-27

400-600 hrs

Recommended Study

Typical CAS Fellowship guidance

CAS Exam 9 is a primarily essay-format four-hour CBT on the Fellowship pathway, with a recent pass rate of about 30-35% and a fee near $1,200. It is administered twice a year (April 14-21 and October 19-27 in 2026) and tests insurance pricing and underwriting profit at 20%, CAPM and multifactor models at 15%, ALM (duration, convexity, immunization) at 15%, cost of capital at 10%, MPT for insurer investment at 10%, risk measures (VaR, TVaR, spectral) at 10%, catastrophe bonds and ILS pricing at 10%, and ERM economic capital modeling at 10%. Candidates typically already hold ACAS or near-ACAS standing before sitting.

Sample CAS Exam 9 Practice Questions

Try these sample questions to test your CAS Exam 9 exam readiness. Each question includes a detailed explanation. Start the interactive quiz above for the full 100+ question experience with AI tutoring.

1In the Capital Asset Pricing Model (CAPM), the expected return on a security is best described as:
A.The risk-free rate plus a premium proportional to the security's total volatility
B.The risk-free rate plus the security's beta times the market risk premium
C.The market return plus the security's idiosyncratic risk premium
D.The market risk premium times the security's correlation with inflation
Explanation: CAPM states E(Ri) = Rf + beta_i * (E(Rm) - Rf). Only systematic risk, captured by beta, is priced in equilibrium because idiosyncratic risk can be diversified away. Total volatility (option A) overstates the relevant risk, market return alone (C) ignores the risk-free baseline, and inflation correlation (D) is not in CAPM.
2A stock has a covariance with the market of 0.024 and the market variance is 0.016. What is the stock's beta?
A.0.67
B.1.00
C.1.50
D.2.40
Explanation: Beta = Cov(Ri, Rm) / Var(Rm) = 0.024 / 0.016 = 1.50. A beta above 1 means the security is expected to amplify market moves.
3The risk-free rate is 3%, the expected market return is 9%, and a stock's beta is 1.2. What is the CAPM-implied expected return?
A.7.2%
B.10.2%
C.10.8%
D.13.8%
Explanation: E(Ri) = 3% + 1.2 * (9% - 3%) = 3% + 7.2% = 10.2%. The market risk premium is 6%, scaled by beta of 1.2.
4On a security market line (SML) plot, a stock with positive Jensen's alpha lies:
A.Above the SML
B.Below the SML
C.On the SML
D.On the capital market line (CML), not the SML
Explanation: Jensen's alpha measures the return earned in excess of the CAPM-required return for the security's beta. A positive alpha means actual return exceeds the SML prediction, plotting the security above the line.
5The Fama-French three-factor model adds which two factors to the CAPM market factor?
A.Momentum (UMD) and profitability (RMW)
B.Size (SMB) and value (HML)
C.Investment (CMA) and quality (QMJ)
D.Liquidity (LIQ) and volatility (BAB)
Explanation: Fama and French (1993) added SMB (small-minus-big, a size factor) and HML (high-minus-low book-to-market, a value factor) to the market excess return. Momentum (UMD) is Carhart's 4th factor; RMW and CMA appear in the FF 5-factor model.
6Which two factors does the Fama-French five-factor model add to the original three-factor model?
A.Momentum (UMD) and liquidity (LIQ)
B.Profitability (RMW) and investment (CMA)
C.Quality (QMJ) and betting-against-beta (BAB)
D.Size (SMB) and value (HML)
Explanation: Fama and French (2015) extended the 3-factor model with RMW (robust-minus-weak profitability) and CMA (conservative-minus-aggressive investment). SMB and HML were already in the 3-factor model.
7The Carhart four-factor model extends Fama-French by adding which factor?
A.Momentum (UMD)
B.Profitability (RMW)
C.Investment (CMA)
D.Liquidity (LIQ)
Explanation: Carhart (1997) added a momentum factor (UMD, up-minus-down) to the FF3 model to control for the well-documented persistence of recent return rankings. RMW and CMA belong to the FF5 model; liquidity is from a separate literature.
8Compared with CAPM, Arbitrage Pricing Theory (APT) is best characterized as:
A.A single-factor equilibrium model that requires the market portfolio
B.A multi-factor model derived from no-arbitrage, with factors specified empirically
C.A pure utility-based asset pricing model that requires investor preferences
D.An option-pricing model based on continuous hedging
Explanation: APT (Ross, 1976) assumes returns are generated by a multi-factor process and derives pricing from no-arbitrage. Unlike CAPM, APT does not require a market portfolio or specific utility assumptions, but it does not specify which factors matter — those are chosen empirically.
9An insurer's three-factor model gives factor sensitivities b_market = 0.9, b_SMB = 0.3, b_HML = 0.4 with risk premiums 6%, 2%, and 3% respectively. With Rf = 3%, what is the expected return?
A.8.4%
B.9.4%
C.10.2%
D.12.0%
Explanation: E(R) = Rf + Sum(bi * RPi) = 3% + 0.9*6% + 0.3*2% + 0.4*3% = 3% + 5.4% + 0.6% + 1.2% = 10.2%. Each factor contributes its own beta-times-premium, layered on top of the risk-free rate.
10A portfolio's beta is 1.4. Over a year, the realized portfolio return was 16%, the market return was 12%, and the risk-free rate was 4%. What is Jensen's alpha?
A.0.8%
B.1.6%
C.2.4%
D.4.0%
Explanation: Jensen's alpha = Rp - [Rf + beta*(Rm - Rf)] = 16% - [4% + 1.4*(12% - 4%)] = 16% - [4% + 11.2%] = 16% - 15.2% = 0.8%.

About the CAS Exam 9 Exam

CAS Exam 9 is a Fellowship-track essay exam that tests the Capital Asset Pricing Model and multifactor models (Fama-French, Carhart, APT), cost of capital (WACC, Hamada equation, unlevered industry beta), insurance pricing and underwriting profit provision (Myers-Cohn, Fairley, Ferrari), modern portfolio theory applied to insurer investment portfolios, asset-liability management (duration, convexity, immunization), coherent risk measures (VaR, TVaR, spectral), catastrophe bond and ILS pricing, and ERM economic capital modeling under Solvency II and NAIC RBC.

Questions

100 scored questions

Time Limit

4 hours

Passing Score

Scaled (6-10 = pass on the CAS 0-10 scale)

Exam Fee

~$1,200 (Casualty Actuarial Society (CAS))

CAS Exam 9 Exam Content Outline

20%

Insurance Pricing & Underwriting Profit

Myers-Cohn IRR-based fair premium, Fairley CAPM underwriting profit (UWP = -k*Rf), Ferrari surplus model, target combined ratio from required ROE, NPV of UW profit plus investment income on policyholder funds

15%

CAPM & Multifactor Models

CAPM E(Ri) = Rf + beta*(E(Rm)-Rf), security market line, beta from Cov(Ri,Rm)/Var(Rm), Fama-French 3-factor (SMB, HML), 5-factor (RMW, CMA), Carhart momentum (UMD), APT factor models

15%

ALM (Duration, Convexity, Immunization)

Macaulay D = -Sum(t*PVcft)/P, modified D* = D/(1+y), effective duration for embedded-option bonds, convexity, price change dP/P approx -D*dy + 0.5*C*(dy)^2, immunization, cash flow matching, key rate duration

10%

Cost of Capital

WACC = (E/V)Re + (D/V)Rd(1-Tc), Hamada beta_L = beta_U(1 + (1-T)D/E), unlevering and relevering an industry beta, country risk premium adjustments

10%

MPT for Insurer Investment

Mean-variance efficient frontier, tangency portfolio = market portfolio, Sharpe = (Rp-Rf)/sigma_p, Treynor = (Rp-Rf)/beta_p, Jensen's alpha, information ratio, Black-Litterman views

10%

Risk Measures

VaR alpha-quantile, TVaR (Expected Shortfall) E[L|L>VaR_alpha], coherence and subadditivity, spectral risk measures, Wang transform g(F)=N(N^-1(F)+lambda), distortion and PH transforms

10%

Catastrophe Bonds & ILS Pricing

Parametric, indemnity, industry-index, and modeled-loss triggers, attachment and exhaustion, expected loss EL, premium = EL * multiple (typical 2-4x indemnity, 1.5-3x parametric), peak perils (US wind/EQ, Japan, Euro wind)

10%

ERM Economic Capital

Economic capital required to remain solvent at target rating (e.g., AA = 1-in-1000-yr) over a 1-year horizon, internal model vs standard formula, Solvency II SCR/MCR, NAIC RBC C-1/C-2/C-3/C-4 charges

How to Pass the CAS Exam 9 Exam

What You Need to Know

  • Passing score: Scaled (6-10 = pass on the CAS 0-10 scale)
  • Exam length: 100 questions
  • Time limit: 4 hours
  • Exam fee: ~$1,200

Keys to Passing

  • Complete 500+ practice questions
  • Score 80%+ consistently before scheduling
  • Focus on highest-weighted sections
  • Use our AI tutor for tough concepts

CAS Exam 9 Study Tips from Top Performers

1Drill CAPM and Fama-French end-to-end: derive beta from Cov(Ri,Rm)/Var(Rm), then layer SMB, HML, RMW, CMA, and momentum factors
2Practice the Myers-Cohn IRR-based fair-premium derivation and contrast it with the Fairley CAPM UWP = -k*Rf and the Ferrari surplus model
3Master duration and convexity: modified duration, effective duration for embedded-option bonds, and the dP/P approx -D*dy + 0.5*C*(dy)^2 expansion
4Be able to apply the Hamada equation in both directions: unlever an industry beta and relever it at the target capital structure
5Memorize VaR vs TVaR, the coherence axioms, and how spectral and Wang-transform measures generalize them
6Build a one-page cat bond cheat sheet: trigger types, attachment/exhaustion, EL multiples (2-4x indemnity, 1.5-3x parametric), and peak perils

Frequently Asked Questions

How is CAS Exam 9 structured?

CAS Exam 9 is a four-hour computer-based test built primarily around essay and constructed-response items. Candidates work through multi-part problems that combine numerical calculations (CAPM beta, Myers-Cohn fair premium, duration and convexity, TVaR, economic capital) with written justifications grounded in the syllabus papers.

What is the pass rate for CAS Exam 9?

Recent sittings have cleared roughly 30 to 35 percent of candidates, in line with other CAS Fellowship exams. CAS reports outcomes on a 0-10 scale, where any score from 6 to 10 is a pass; CAS does not publish a fixed numeric cut score for Exam 9.

When is CAS Exam 9 offered in 2026?

Per the 2026 CAS Admissions Examination Schedule, Exam 9 has two sittings: a Spring window from April 14 to 21, 2026 and a Fall window from October 19 to 27, 2026. Registration deadlines fall several weeks before each window, and Pearson VUE handles scheduling.

How much does CAS Exam 9 cost?

The exam fee is approximately $1,200 in 2026, with discounted pricing for early registration and surcharge pricing for late registration. The total cost typically grows once you include study seminars, source-paper materials, and any retake attempts.

What prerequisites should I have before sitting Exam 9?

CAS strongly recommends having Exams 7 and 8 in hand and ACAS standing (or being one exam away from it). Exam 9 assumes comfort with corporate finance, statistics from MAS-I and MAS-II, and the ratemaking and reserving content from the upper-level path. Without that base, the asset-pricing, ALM, and economic-capital material will be hard to follow.

How should I study for the essay format?

Most candidates spend 400-600 hours over four to six months. Build a paper-by-paper outline of the syllabus, write timed essay answers on past CAS Exam 9 problems, and practice formatting CAPM, Myers-Cohn fair premium, duration/convexity, TVaR, and economic-capital calculations into clear bullet workings. Memorize the Hamada equation, Fama-French factors, and Solvency II/NAIC RBC structures so you can deploy them under time pressure.