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Not just for the sake of keeping this thread alive, but what do you guys think the cut off score would be, especially in comparison to the May’ 19 exam and the ones prior to that as well..? Personally, I cannot seem to guess how much I’d be scoring. A score of 60, I’d say...and this might not...

One was on volatility and one was on variance, as far as I remember. (blue booklet)

@smit7581 Mine was a blue booklet. The trader was actually gaining..with the drop in value of the commodity..(put option or something) The margin was asked post 2nd day of trading... I’m pretty sure it was 0... Any chance of cutoff marks to pass the exam in 55-60 range..? I can’t say I can...

1. One question was on the covariance stationary time series. I marked the answer which said that variance remains constant. 2. Monte Carlo simulation: I guess the answer was 45000. 3. Confidence Level<-> Economic Capital...? Does anyone remember this? 4. t-test..? I marked t-test>critical...

Yes. It was strangle only. Typo.. There was one question on conditional probability regarding bond defaults...Anyone remembered how it was to be done...?

The answer to the options trading strategy should be "straddle", right? I found the exam lengthy as well. I had to cut short/guess on a good number of questions. Even the answers were not matching in a few, like in the question pertaining to the option pricing using the Black-Scholes model...I...

Yes. I marked the same too, that is, "Fill or Kill". Moreover, I'm pretty sure that the other question was pertaining to "short call' only.... There was one question on ERM. Anyone remembers if the answer was like "Different business/bank/firm units are allocated budget as per their...

Yes, my bad. I wrote it the other way round. I think it was callable bond written in the options then. Anyone remember this question or its options?

Does someone remember the options/answers to either of these questions? 34. I marked wrong way risk although I'm also unsure between wrong way risk and liquidity. Regarding the convertible bond/callable bond question, was it option C which mentioned somewhat like "...convertible bond...

Did everyone here end up finishing the exam? I had to randomly mark last 10 odd questions at least which I think might make the difference and make me fall short. Is the passing score expected to go as high as 65 at the very least or can I hope to pass around 55-60 as well? Anyway, at this...