Yes I've tried this (I get the same message) but my guess is that if Part 2 results are still pending, then it won't let you register regardless of pass or fail. I don't think this particular thing is an indicator. When I took Part 1, I had registered for Part 1 only, so when I unofficially...
I hope this is the case (that Level 2 results have not been entered in) since I only took Part 2 this time, and my status message has not changed from "pass the FRM Exam Part II by November 2020".
No not that I know of. There is a lot of confirmation bias in these forums. People who failed typically tend to not post their result (or aren't very active on the forums).
^Someone posted this in May 2017 Part 1 Thread.
FWIW, I passed Part 1 in Nov 2016, took Part 2 in May 2017, and I just checked the "Other Programs to Consider" and only see ERP. What do you guys who took Part 2 see?
For Part 1, there was an early hint at your result a few days before...
FWIW, I passed Part 1 in Nov 2016, took Part 2 in May 2017, and I just checked the "Other Programs to Consider" and only see ERP. What does this mean?!
For Part 1, there was an early hint at your result a few days before official announcement that ended up being true -- it was if you couldn't...
Mm... I doubt this is correct. I passed Part 1 with Quartile 2s and I knew maybe only half the questions (some even may not be right). 1/4 educated guesses and 1/4 blind guesses.. so unless I somehow guessed every question correct, my raw score would not likely have been >65.
I always thought...
Thanks! I assumed the correlation provided was actually between USD and P. Now it makes much more sense why you would have to do some extra work to get the final answer. Do you expect the exam to have something more complex like this?
Thanks for the clarification! Was getting a bit worried there...
On a similar note, I noticed in the question:
Why do we split the covariance(USD, .5*USD + .5*EUR)? Could we not have just calculated using the correlation given, the volatility of USD, and the portfolio volatility (calculated...
I was looking at this specific 2-asset portfolio example and noticed that BT uses the matrix formula to get the variance of P.
What I'm confused about is why do you not use the variance formula: variance = X1^2*stddev(asset1)^2 + X2^2*stddev(asset2)^2 +...
I wanted to gather everyone who is sitting for the May 2017 exam. What method of communication should we use?
I suggest WeChat, Google Hangouts (I know some countries this isn't available), or Skype. Whatsapp did not work for me last time around.
I used BAII+ and it was good enough. Although, I had an older version and the proctor almost didn't let me use it since it wasn't one of the ones pictured on GARPs allowed calculators. I might have to invest in a newer version.
To be fair, I felt like there was more necessity on learning how to use your calculator to plug and chug equations than needing to know actual math. A lot of the questions, once you know the concepts and which formula/numbers to use, then you just need to type it into the calculator correctly.
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