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I could be wrong with the lettering that I chose, but I definitely chose the one with the long treasury and short cds. As far as the percentage of collateral. I too thought that the percentage of collateral had a say in the choice. If bank A is exposed of $400 risk, and counterparty B only posts...

Hi everyone, I also thought the exam was very tricky. It was not a very difficult exam, but the wording of the questions made it appear very tricky. I wrote some practice exams that appeared to be more difficult and challenging, but the questions were not as ambiguous as some of the questions...