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Hi @David Harper CFA FRM the upper bound of european put is p<=Xe(-rt) not p<=X. I've noticed this trick error on your notes because there is a question on frm pratice exame (P1.82) that requires this knowledge.

@David Harper CFA FRM thanks alot for the advisory. this will guide me.

Hi, BT team, why there isnt any question about the topics corporate bonds, mortgage-backed securities and rating agencies on the final review? As i can see, its almost all about hulls topic. These topics have low relevance on the exam?

Hi, Is there any relationshion between a non optimal hedge and basis risk? For example, if i have a beta of .8 can i measure a basis risk of this cross hedge? Tks.

Hi could you also add me too? Thanks! +55 21 99895-5363

Thanks!

Hi, im a little bit cofunsed about the how the first moment (k=1) equals to the mean. i.e. k = 1 .: E[(y-m)^1] isnt E(y) - E(y) = 0 <> m ? if you do k =2, goes perfectly to the variance formula. k=2 .: E[(y-m)^2] = E(y^2) - [E(y)]^2 Could you guys help me please? Thanks.