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I believe that when you do the two-tail test you have to choose as the t-statistic the n-1 as it defines de DF. As it is a two tailed test you fail to reject when the value it´s between what i think was the case. ¿Any feedback?

That´s it!

What was the other one related to prepayment?

CPR was given as a 9%....

For CPR and SMM think that the formula is (1-(1-cpr)^(1/12))*Outstanding balance amount

that´s it but i didn´t remember the answer do you?

I think that you have to mark a spot rate.

For 19, someone remember the answer?

I match one of UL which was 11M€...

for me yes too

For 26... i put something like 3.200 usd or rounded...

Agree with you.... i choose the 95 value... was a directly match on the return with the answer...

4) I think the same. 5) I have the correct number but don´t know if you have to be long or short... 7) n/n+m no?

There was a table with return 90 to 100 to calculate VAR... Is the one that you have to choose the return 95?....

For 1 not sure, the was something related to the settlement or something like that. For 2, put the one different betas for each business lune. For 3, don´t remember what i put... One that you have to calculate spot in the future... spot*exp((dc-fc)*t)--... was the answer less than the actual spot?

I put the same...

And for the copula... what was the correct answer?

yes, PD*EAD* LGD (1-recovery value).... that´s expected value I remember one of rerunning a previous sample or something like that, answers were antithetic, control variates or bootstrapping. I put bootstrapping as the correct one. ¿any feedback?

For first, i did the same think 80% was the answer. For two, i marked 0 i think. For DV01 i have the same (i did dv01/dv02)*market value...

I think that the highest information ratio is the good one... I remember that only two portfolios were at leat 0,30 sharpe. Think that B was that