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Hi need help verifying these numbers as i was unable to replicate by myself: What i did was for PV of CF in time period 0.5: PV(no spread) = 0.3750 / (1+0.1492) = 0.3263 PV(w spread) = 0.3750 / (1+0.1932) = 0.314 Please assist! Thanks :) For example: Spread (Tuckman) The price of 1.5 year...

wrt example Hull 6.6 Investment size is 10M, each contract delivers 100k, so # contracts bought should be 100? If so then the denominator of the solution should be 9306.25 and not 93062.5 as stated in the provided solution?

Under the MPYT/CAPM notes, there are several illustrated examples. Is there a workbook resource that is available for me to see how these tables are actually generated. Im having trouble figuring out how to generate the eqtn for covariance(port, market)

On a related note about study pace (on FRM Part 1), I am currently finishing my first read through GARP textbooks book 3 and onto book 4. With 2 months left to the first exam, how would you advise myself to structure my study @David Harper CFA FRM ? My current plan is to finish my first read...

with reference to to page 19 " The breakeven premium is calculated by equating the pres-ent value of expected premiums with the present value of the expected payout": 2.850327X = 0.009681 How is the present value of the expected payout calculated to be 0.009681? "

T is the sample size (answering my own question in case any one else is wondering)

This might seem like a silly question, but id like to make no assumptions. What is T here?