If I have a significant level of 2% and a list of historical return: 0.012, 0.024, 0.033, 0.045, 0.057 and 0.071 why do I need to take the 5th lowest return? How do I come up with the 5th lowest return from the 2% significant level? and how the logic works for other significant levels?
I know...
ok, I always seen in all the exercises that when calculation the price of a Put to convert the d1 into -d1 you need to do --> -d1 = 1 - d1
However, I don't know in the following exercise solution, where the -d1 & -d2 figures are coming from.
Any help would be highly appreciated.
Thanks...
I have seen this question from different sources. GARP Exams (2007 & 2009) and have 2 different answers for it: C & D
Which is one correct? I would say C, but would like to have confirmation. Thanks
Which of the following statements regarding hypothesis testing is incorrect?
A. Type II error...
Consider the following 6-9 FRA. Assume the buyer of the FRA agrees to a contract rate of 6.35% on a notional amount of $10 million USD. Calculate the settlement amount of the seller if the settlement rate is 6.85%. Assume a 30/360 day count basis ?
a) -12500,
b) -12290,
C) 12500
d) 12290
In...
Question:
My questions is: How do I come up with: value of chi-square will be 79.08 (using df=60 and p=0.05)? Should GARP provide a table for me to look at those values?
Thanks
Using a sample size of 61 observations, an analyst determines that thestandard deviation of the returns from a stock...
I've seen the following question in different books and they provide with different answer so now I'm confused.
One said B is correct, the other said that D is correct.
Thanks
Which of the following statements is correct?
I. The Rho of a call option changes with the passage of time and tends...
Could anyone help me to understand the answer to the question below?
How do I know that F-Statistic is significant at the 95% confident with the information provided in the problem? It just just a limit where we define that F-Statistic is significant at a determinate % of confident?
Then, Why...
How do I know that I need to apply Chi-Square in the question below? I see in the explanation: "Since you are trying to test population variance" How do I know that I'm trying to test population variance from the question? Which are the clues in the questions that lead me to determinate that I...
I have issues understanding the result of the following question:
A $1,000 par corporate bond carries a coupon rate of 6%, pays coupons semiannually, and has ten coupon payments remaining to maturity. Market rates are currently 5%. There are 90 days between settlement and the next coupon...
Can please anyone let me know the formula applied in the solution to come up with
Prob( X < mean + 1.5*σ) = 0.9332
Prob( X < mean + 0.5*σ) = 0.6915
Prob( X < mean + 1.5*σ) - Prob( X < mean + 0.5*σ) = 0.9332 - 0.6915
Problem:
Assume that a random variable follows a normal distribution with...
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