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One Qtn where I marked ans as 2bps..Don't remember Qtn..

I think I went for Quadratic.. Anyone on what to use ..MVAR(3 Option) CVAR(4th Option)?

Below is what I have marked. change in monthly payment of MBS - 20000(sumthng) back testing there are 8 exceptions in a 99% VAR model - ~3.47 Pool of 15 assets with no correlation - I think 83333 Diff btwn diversified and diversification VAR - 353550 Option value of a bond(2nd Q) - 5.94 BSM/...

Guys something on risk universe?? I dont remember complete sentence but my anwer included "boundries"

Agree!!

Hey I think its 1-1/k^2....so anw would be 75%..which wasn't there...

I find dam diffi...

y u sure abt 12.5%?

guys for efficient frontier was portfolio C the answer? Also what was the probablity for returns to turn negative when mean is 10 and SD is 5?

same here..left the same..

Nope..only on front page i guess

what abt "garp code of conduct....experienced analyst asked to prepare a model for india & china...the analyst informs the board that he its not aware of the markets so will take time....."?? did he violated CoC?

Guys, one sum on EWMA..mine ans came up to be 0.92 for lambda...yours??