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There was a qstn on unsmoothing returns... I chose will increase market risk but looks like its wrong..
unsmoothing will increase observed risk and decrease returnsThere was a qstn on unsmoothing returns... I chose will increase market risk but looks like its wrong..
yesCredit var was 6000, (11000-5000)
ok... so thats correctunsmoothing will increase observed risk and decrease returns
I chose asking for reports on fund performance...hedge fund managers should be investing their own money
but that suffers from survivor ship and selection biasI chose asking for reports on fund performance...
i chose less EPDM for subscription databaseincreased edpm losses from the database
correctIR was 0.5 and portfolio or manager x
there was only one edpm, rest were cpbp, internal fraud and physical damagei chose less EPDM for subscription database
ok.. then i chose related to EPDM only...there was only one edpm, rest were cpbp, internal fraud and physical damage
I chose that the purchased dataset (commercial / investment bank) should have more EDPM than the one experienced by the purcharser bank (retail bank)...ok.. then i chose related to EPDM only...
And one knows the answer of one profit loss question . I think question was number 15. Total percentage risk or something . 4 choices I think were -.2, .02 , .6 and .8
answer was 0.8 - you multiply the benchmark allocation vs. the benchmark return and subtract from asset manager allocation vs. achieved return.
I put -0.2Dont think so mate. Cause that is probably just alpha, which is then further divided into asset allocation and security selection. I too didnt get this question.
Was that option B? I put BYep, me too
ohh , I got the annswer including discount factor. And it was something .409 likeI forgot to use the discount factor...