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Hi all, I have been reading the forum on everyone's view on the VitalSource transition. Let me put out some facts here, because I'm familiar with the problem of plagiarising BT material on the ground level and have spoken to Nicole on the same multiple times. In my country, when the notes were...

Hi David, Confused with a few things in 910.2, The answer choices refer the increase, decrease and volatility of "rates". Which "rates" are we exactly talking about here, when looking at a position of short call options ? Since the position is in options, I assumed it to be the risk-free rate...

Hi David (@David Harper CFA FRM), I finding it a bit confusing to understand that why are we dividing the DV01 of existing position and hedging position by 100 here. From what I understood, it's done to calibrate the Face Value for both positions to compare equal dollar change when yield...

The tagged example of the dice makes it absolutely clear David (@David Harper CFA FRM). Thank you so much for the comprehensive explanations. Have a great day ahead :) Kind Regards, Sahil

Hi David (@David Harper CFA FRM ), This helped me a great deal in understanding the concept better. Since, we are using a distribution of samples of 40 funds, we are looking at Standard Error as a metric to standardise the deviation to get the statistic, right ? We can not use volatility since...

Hi David (@David Harper CFA FRM ), In 70.3, I'm unable to understand why are we dividing by the Standard Error and not the volatility itself. Request your support! Kind Regards, Sahil