hi
congratulations for being able to recall the numbers of questions!
actually I have a couple of doubts:
Q88: Firstly, both american calls and puts can be exercised before maturity: for exclusion I selected forwards but I am not sure about it
Q75 I did not find explicitly in the preparation...
@cdbsmith
well I also do not recall the wording of the question, but alpha needs in my view the risk free and the market return to compute the expected portfolio return
I excluded it a priori, and i was between treynor and sharpe in my choice, but i found sharpe more coherent, since also treynor...
yes I understand
actually sharpe ratio seemed to me the only one that does not need a market return or a benchmark index rather than the treynor ratio, which needs market return within the computation of beta for the portfolio
I am not sure about that however
@Pflik
thank you for your message
actually that question on ratios asked which one needs a market index or benchmark index to be computed, and I guessed sharpe since it requires a portfolio and not a market index (and portfolio standard deviation). Treynor in my view also uses beta of a...
hi everyone
without being insistent, does anyone here kindly remember whether:
one questin identified employees strikes as possible operational risk for an airline company
one question identified sharpe ratio as the only ratio that does not require any market index or benchmark value
one...
@ Uzi
hi
thank you for your reply
I checked the Code of Conduct and actually it seems we are not prevented from discussing exam questions (differently from the CFA where candidates cannot do that);
In any case, if it is possible to discuss, then I would kindly ask David whether kindly he can...
hi uzi
For most of your questions I believe you did great, but I have some doubt actually:
for American put option value how could you find 5 USD as value: if S(0) was 85 and X was 100 and the actualized value from binomial tree was around 3, I think 15 is its value (we are at time zero)...
hi everybody
yes for me it was more coherent to short one of the refined products in that question
I also would like to know if the risk manager that implemented a strategy that was not the best practice violated the Code or not (either b or c I don't remember exactly).
Moreover, is a strike of...
Mine was humour, no willingness to talk of politics..but really humour is in my view far better than complaining about something that doesnt depend on us
sorry nabil
that message was for mathu..he called London office at first; I find strange that london office talks about deferral of results communications, while the indian office explicitly says we will receive them today..
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