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hey David, I have just found a response to my question ,the spot rates in thee mapping exemple are just an assumption.

Hey David, Could you please help me to understand how did you extract the spot rates in the exemple of the Summarize how to map a fixed income portfolio into positions of standard instruments. Instructional Video: Jorion, Chapter 11: VaR Mapping Sincerely, Soraya

In that question ,u should use the portfolio with the highest information ratio.

The exam need more time, It is clear that we do not have time to solve some questions. I am really disappointed, because for lack of time, I have to make a choice to answer questions that take less time, even here I know how to solve others. exple: to compute the convexity of barbell...

how about a calculation of a weighted average coupon ,any one can help me how can i find a formula