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  1. E

    Level 1: Post what you can remember here

    Hi Muthabdalla, about this one, maybe I'm not right, but I chose that one with negative correlation, because only in this case we've the minimum variance(risk) portfolio without doing trade off with returns. Thx in advance if you have another explanation ...
  2. E

    Level 1: Post what you can remember here

    If I'm not wrong, in this question we had the risk free and the portfolio return, so the first step was to find/quantify the market return (about regression line), then to exercise the formula of Jensen's alpha.
  3. E

    FRM May2012 L1 exam feedback

    In this one question I chose A+ because the question was investment grade with 95% probability ...
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