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certified today...Big thanks to BT team..

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Yes sqrt pd( 1-pd) for volatility of PD.

On 4th Dec

Yes same question I had.. and also Timd/dollar value of return Liquidity duration. ARAROC duration adjusted gap.. Libor and sofr 2 questions.. Some of these questions I remember

Yes For sample mean we should use n.

I remember that less than 15 only asked and answer is 37.5%

Sorry max likelihood approach

One is long term variance from maximum likely wood approach And long term variance based on implied volatility.

And two questions asked about long term variance can anyone remember...

Yes moral hazard only

Yes i guess given data was about futures index.

I have doubt in down move factor we should not take as. 90 as down move. We should take. 95. 3300×1.05= 3465 3300 3465×.95 =3300 3135×1.05=3300 3300×.95=3135 and my guess is since this is futures index risk...

My answer also butterfly only

There are three options with 60%. I think.

I guess butterfly as the stock prices stays close to strike price.

Delta of the call option is given. Asked to find Delta of the short call option. Delta of the call option always 0 to 1.so Delta of the short option is n(d1) -1(put option) which is always -1to 0.. So the answer is. 68xxx-1 ie -. 32xxx.is it correct. I may be wrong.