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I remember only some questions: 1. QQ-plot 2. liquidity adjusted duration 3. Asset/security allocation 4. Risk contribution 5. Choosing one portfolio (I chose the one with highest Sharpe ratio, expected return was for all 4- 0.9) 6. 2 questions related to one story about CCP 7. Calculate...

With qq-plot, I forgot was it light tails or haivy tails?

I remember choosing non zero because minimum transfer amount and rounding were 0.

I still remember this question, because I felt very confused. The question was what is the expected 3 month short rate 3 years from now. The 3 month theta was 3.5%, current r was 1.5% and k=0.04. One of the answers was 1.73%, another 1.5..%, then 3.27% and something like 3.4...%. Does anyone...

Indeed quartiles just got inverted. I hope it is finally the final score. Passed with 2131.