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yeah..i also remember this one...-15 looked correct. I remeber that IO price relationship is positive to increasing interest rates

There was only one sttement abt wrong way risk in the available choices? I chose the the answer relating to wrong way risk here too.

Q9 was straight forward right? I looked at the table and took the values corresponding to 99% CL i.e 3*Var(t-1)+3*SVar(ave)...funny I remember 275 for some reason? I hope i didnt mistake 3*35=95 instead of 105 :(

Yip...I did that. Ok makes total sense...didn't think about that in the exam :(

The question on liquidity duration...two stocks, traded volumes, etc.. I got 12 days for this question...i see some calculated 9 days? Also, the question on the CDS pricing...was default assumed at the end of each yr? I got 29bps as the spread but if thats the case then i got this one wrong