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Hi, CML IS, E(portfolio return) = 4% + SharpeRatio of mkt port.*std dev of port. E(portfolio return) = 4% + ((Exp mkt. return-4%)/std dev mkt)*std dev of port. E(portfolio return)=4%+ ((Exp mkt. return-4%)/std dev mkt)*std dev of mkt*weight in mkt port. E (portfolio return)=4%+ ((Exp mkt...

Hi,its upto you.BT folks are updating their material as per changes in frm curricullum as nicole already cited above..I think BT material is more than enough as i saw its fantastic videos and elaborate notes.BT notes covers each and every Aim with nothing left behind.formula sheets are...

Hi, David if you consider just the efficient portfolios then the upper green line is the cml as per zero beta capm as u cited. Now if i draw tangent to the green curve(portfolio with max sharpe ratiois what investors choose as per Cml theory) from risk free asset its undefined goes to infinity...

Hi At 0% std deviation the eff. Frontier intersects at 12%. 0=10w-15(1-w)=>25w=15=>w=.6 in A. Exp return at 0 std dev.=.6(10)+.4(15)=12% which lies above risk free asset.so efficrient frotier does not seems to include riskfree asset. Brian efficient frontier is i think 2 straight lines joining...

Hi, Yes tuckman is using bps addition to yield to express volatility,that iis why convexity effect shows ufup of reduced effective spot rate ,if he had used volatility like u mentioned(40up and 67 down)then spot rate would not be affected.400bpd add. Shall decrease disc. Factor less than...

Hi, Mcs is not producing best var because u have assumed normal/lognormal for options which is not appropriate ,u can assume these for stock returns/stock prices. If u can make adjustment to options taking option returns as delta*stock return,u shall get better results.i mean take chg in options...

Hey Brian, You can model Lgd with binomial distribution with two estimates of alpha and beta given.you can do correlation studies with Mcs.frm covers basics about lgd ,u talking abt correlation of lgd and ead,or correlation b/w th does not te lgds. Frm as i studied does not go in depth,but u can...

Exp return=rf+beta*Riskprem. E=rf+2*6=>E-12=rf when expected return is given we can find rf using the above eqn.r u doing this? Thanks

Congratulations and warm greetings to David and team ..way to go.may your forum reach 3 lakh members in time to come.A great forum with great partcipation.love u all. Thanks

Garp questions were tricky that means passing score would go down.questions were straight and simple testing the basic cincepts when i gave the exam in 2012.but seeing tricky qs is interesting. Thanks

To be more exact in the method suggested by David of apprroximating binomial by normal,a continuity correction term shud also be included of .5 http://www.statisticshowto.com/what-is-the-continuity-correction-factor/ http://en.m.wikipedia.org/wiki/Continuity_correction z= (10 -.5-...

Hi, @[email protected] its just lots of study,dedication,hard work and nothing else is required to be successful in the exam. @justinturner I disagree with you, you mean pure qualitative questions?I mean how r you classifying the questions?For me some qualitative questions can be solved by...

In TI BA II i think u can calculate 90C2 with nCn function given so whats the problem.it may ve a problem for hp. Thanks

Hi, See Risk analyst: http://www.prospects.ac.uk/financial_risk_analyst_job_description.htm See Risk manager: http://www.prospects.ac.uk/risk_manager_job_description.htm The above jobs differ and are also similar in some respects as described in links above. See for yourself whats the difference...

Hi, No you can give the exam without work ex also. Once u pass the exam u need to fulfill work ex requirement.its like cfa. For more abt exam visit http://www.investopedia.com/articles/professionaleducation/09/certificate-investment-performance-measurement-cipm.asp Thanks

Hi, I think Cipm is a less cumbrsome in terms of variety of topics u need to study as compared to exams as frm or cfa. Cipm is too specific a exam focussing on investment performance and nothing else. So there is less course burden and text to study. You already have exp. In this field so u...

Hi, Visit for passing sscore visit: https://forum.bionicturtle.com/threads/percentage-of-correct-answers-to-pass.7028/#post-24587 Thanks

As per my thinking,experience the math questions should be atleast 50% and concept shall be not be less than 40%.i mean math qs will be 50-80% while conceptual 20-50%.i thinkas per the exams i gave more emphasis shall be on numbers. Thanks

Hi, Here cames exam day again.All the best from my side and may all of you be successful in the exam tommorow. For tips visit this link shall answer ur all queries: https://forum.bionicturtle.com/threads/pre-exam-advice-and-tips.5875/#post-17075 remember chance favours the prepared. Thanks

Hi, On exam either can come so understand both properly.if these are included by david then are important from exam point of view. Thanks