Questions:
203.1. The 3-year US Treasury zero rate is 0.40%. A 5-year US Treasury P-STRIP is priced at $96.58. Assume annual compounding. Which is nearest to the implied two-year forward rate from year 3 to year five, F(3,5)?
a. 0.55%
b. 0.70%
c. 0.95%
d. 1.15%
203.2. The cash prices of...
Hi Mike,
We currently have (3) tutorials utilizing the TI BA II+.
http://www.bionicturtle.com/how-to/video/ti-ba-ii-to-price-a-bond
http://www.bionicturtle.com/how-to/video/ti-ba-ii-to-compute-bond-yield-ytm...
As you know, David writes fresh, original practice questions pretty much every workday. You have the chance each week to participate. All you need to do is earn a participation gold star. At the end of the week, we will randomly select the two winners from the members who earned gold stars. If...
Questions:
202.1. A certain asset starts at an intial price of $10, then increases to $15, then drops to $7, and finally settles at a final price of $9. In summary, the asset exhibits the following sequence: initial $10, 15, 7, and final $9. Consider the payoffs of all four lookback option types...
FRM Fun 10. JPMorgan's CIO VaR
JPMorgan's first quarter filing (Q1 10Q) originally reported a value at risk (VaR) of $67 million for its CIO desk (recall the CIO desk put on the synthetic credit derivative trade that's lost the firm ~$5.9 billion) under a new version of their VaR model. The...
Hi Sharad,
Thank you for your interest in bionicturtle.com!
1) We were the first to complement instruction with our huge library of custom-built "learning spreadsheets." Both Excel and online formats. Advanced learners tend to use these.
2) All of the videos are downloadable. I'm not sure...
Questions:
202.1. Two risk-free bonds currently trade: A 5-year 2.0% annual coupon bond prices at $86.00, and a 5-year 6.0% annual coupon bond prices at $91.00 What is the implied 5-year zero rate with continuous compounding?
a. 1.4%
b. 2.5%
c. 3.6%
d. 4.7%
202.2. A 10-year bond pays a...
Questions:
201.1. There are four types of compound option:
I. Call on a call
II. Call on a put
III. Put on a call, and
IV. Put on a put
Which of the above compound options is (are) an increasing function of the stock (or asset) price?
a. I. only
b. I. and II.
c. I. and IV.
d. All of the...
FRM Fun 9 (S&P 500 Index in strange backwardation)
Yesterday, while writing the daily technical question, I looked up the prices for S&P 500 Index futures at http://www.cmegroup.com/. I was surprised to see the future curve in backwardation, I can't recall observing an investment commodity in...
Hi nageshtheone,
Thank you for your interest in bionicturtle.com!
No, we do not have an option for practice questions only. Honestly, if we did have a product for practice questions only, they would be priced around the same price as Tier 1.
Thanks,
Suzanne
Hi FRMStrawberry,
Thank you for your continued interest in bionicturtle.com!
Yes, you do qualify for a discount. You would need to request here: https://www.bionicturtle.com/products/discount-codes
Thanks,
Suzanne
Hi Yatish,
Thank you for your interest in bionicturtle.com!
As David stated, yes India does qualify. I've checked our records and you were already sent a discount code. I'd like to make sure you received this.
Thanks,
Suzanne
Hi Tom,
I honestly don't know where that would be helpful as the questions everyone quoted could vary and don't give the actual question on the exam. One word misplaced could make a big difference. David definitely takes all feedback when considering future products as well as creation of his...
Hi Luiz,
All of our premium practice questions can be found in the study planner where we have them batched in pdf documents according to readings: http://www.bionicturtle.com/my-account/study-planner
I hope that helps!
Thanks,
Suzanne
FRM Fun 8 (Be better than 72% of surveyed professional economists)
Yesterday the world's greatest finance blogger posted "How economists get tripped up by statistics" at http://blogs.reuters.com/felix-salmon/2012/07/10/how-economists-get-tripped-up-by-statistics/. Can you do better than 72% of...
An individual wrote me via email for some advice. Perhaps someone might be able to give the individual some feedback and/or advice. I'm posting this for the individual and will provide the individual a link to watch the forum. For their own reasons, they would not like their information posted...
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