N(d2) was 100-63=37%. And N(d1) was as given.The exam was a bit lengthy considering tediousness involved in some questions, hence time became an issue for me, leaving few unanswered. BSM question gave N(d1)= 63% and the probability of no exercise as = 48% if my memory serves me well. I had a battle with this. On copulas GARP had the 2nd Random variable as sqrt(1 - rho^2)z1 instead of srqt(1- rho^2) Z2..
I had to literally searchI must say, it was very very tough, lengthy, subjective. There were hardly any questions on Binomial, BSM, Option Greeks except 4 to 5 questions. More weitage was given to all new chapters. i could remember there were 10+ question from forex and MBS.
Hi,We hope that everyone did well on the test yesterday! We would love to hear any feedback from the exam. How did it go? Did you encounter unexpected questions? Thank you in advance for any feedback!