caramel
Member
Nabil I guess convexity was negative 5 and a couple of digits thereafter. I remember solving this question It was a part of the 2 part question. Cant remember the exact digits as it nearly a week past the exam. but do remember I got an exact answer to both parts. Well regarding the difficulty the exam is graded on relative terms so if majority of people found quant tricky , the overall quartiles should come down . thats the solace I am living with till the 2nd of jan