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P(B AND A) = =0.04 P(A |B) = P(B AND A) / P(A) 0.8 = 0.04 / p(A) p(A) = 0.05 = p(B) p(A OR B) = p(A) + P(B) - p(A AND B) = 0.06 SO NO DEFAULT = 0.94

14. I don't remember Expected Shortfall question. I also read option strategies a lot but there was only one and even I don't know whether I wrote it right. Investor expects volatility could decrease. which strategy to choose ? Straddle, Short butterly, Short calendar, short bull or bear ...

i chose 94%

Maybe Send a email to grap, i dont know they whether to answer this type of question or not

Do you remeber the ans of two binomial tree questions? need to find the option price

seem no need to sign on ans sheet

Which EWMA question?i forgot .

i forgot to sign on question book front page..is it a big problem?..