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I was very disappointed with the high pass rate for level 2, i almost feel like it takes away from some of the hard work i put into studying for the exam. I would have liked to see something below 50%

did you get an email from GARP or did you constantly check the site until you saw your status change?

ha, i feel a bit better now :)

100 hrs? dam!! i pretty much did as well as you did, but i studied nearly 3 times as much

does anyone know when we can formally display the FRM designation? is it only after receiving the physical certificate?

passed - 1,2,1,1,1....hallelujah

I think the key here is on the assumption of the OC account, was it initially zero or 1.8m. i answered the question using the former but i'm not very confident i got it right.

I calculated .86

thanks a lot David, a bit of my sanity has been restored :)

please confirm i'm not crazy and that they answers are off by a factor of 10. thx The annual mean and volatility of a portfolio are 10% and 40%, respectively. The current value of the portfolio is GBP 1,000,000. How does the 1-year 95% VaR that is calculated using a normal distribution...

this is awesome. thx

does anyone know when pass rates are expected to come out?

I'm in the same boat as you, i feel like Schweser's prep materials are pretty good but their questions are not nearly as challenging as the exam or BT's

Does anyone else who is taking the exam on the alternative date see May 16 on their admission ticket? I received a signed letter confirming my alternative date but I'm wondering if i should be concerned with the discrepancy between the two documents. thx

Hi, does anyone know if unlevered beta is a topic on the 2015 exam? thx

never mind i just realized where i was misreading this. thx anyway

hi, can somone tell me what the answer to the below question is? thx Consider the following estimated regression equation, with standard errors of the coefficients as indicated: Salesi = 10.0 + 1.25 R&Di + 1.0 ADVi - 2.0 COMPi + 8.0 CAPiwhere the standard error for R&D is 0.45, the standard...