Hi! Apologies, are the solutions for 24.10.2 a misprint? I can't get to any of those answers, with netting I have a remaining exposure to counterparty 1 of 30 and to counterparty 2 of 15, am I looking at this the wrong way? Thanks in advance!
Hi! I think there is a typo in the notes, apologies if this has already been flagged, but the portfolio variance at page 150 is given as sum(wi^2 * betai^2 * sigmaM^2) + specific risk while it should be (sum(wi * betai))^2 * sigmaM^2 + specific risk
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