4) How did you answer this question? Is it as simple as S*(e^rt) + Cost + Cost*(e^-rt/12)? I believe the storage cost was $6. My answer was 1242 or something. Basically around $12 above the vanilla futures price. The answers were spaced $2 apart.
==> Yes, I didn't get the exact answer and had...
I had the same problem as @nikic and my answer didn't match. Had to move on after wasting like 4-5mins . Seems I got it wrong since you found a correct answer.
Finally Tuesday.... Let me download my memory
1. 1 Year ratings probability matrix required to work out the 2 Year Probability of B rated bond default.
2. Binomial question relating to Var . I think one more on biomial also with 3 bonds to calculate at least 2 defaults.
3. Difference between...
Some of the key findings highlight:
A comparison of the impacts between UK GDP and FS GVA showing that the FS sector is disproportionately impacted by the UK leaving the EU compared to the UK
The UK FS sector will continue to grow under both exit scenarios
An estimated reduction of...
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