diff --git a/tests/risk/test_risk_period.py b/tests/risk/test_risk_period.py
index 568c86a7..a86acad3 100644
--- a/tests/risk/test_risk_period.py
+++ b/tests/risk/test_risk_period.py
@@ -23,7 +23,7 @@ from zipline.utils import factory
 
 from zipline.finance.trading import SimulationParameters
 
-import answer_key
+from . import answer_key
 from . answer_key import AnswerKey
 
 ANSWER_KEY = AnswerKey()