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u guys have great memory.. i just remember the graph in which forwrad rate decline was steep after a point.,.. n i had selected that

ohh ok.. now i got it.. in tht forward rate would fall below th spot after a point. i dont remembr its option number

ohh ok.. now i got it.. in tht forward rate would fall below th spot after a point. i dont remembr its option number

is tht the future one.. giving option for normal, inverted, mixed.. is it tht one u r referiing.. i opted for normal

is this the leap hog one.. the basis differen.. its on account of carrying cost.. if u r referring to tht one

did anyone did tht GARCH question.. n tht graph.. i didnt had time to compute long run vols.. as new garch model is mean reverting .. to determine which graph will adequately represent future vols .. i opted for c just lik tht.. does anyone knws wats the correct answer

hahaha .. i cant stop laughng... this frm exam is gradually eating up everyone...

sry but i dont recollect where in the ques was it written P(A)= P(B).. it was written rthr P(B) happening is 0.5 if A happens

yes evn i treated usd as fc and eur as dc

as per my understanding correct answer was either tht finacnial ratio monitoring or b/s monitoring .. i choose the later though as it covers everythng , as trustee acts in fudiciary capacity for bondholders and not issuer

evn i did the same calculation lik u amresh.. i just want results to be out asap

can anyone confirm the answer for following 2 ques 1. prob ques.. the one at beg.. saying joint prob of a and b is 5 percent.. and conditional prob of b on A being 0.5. prob of neither happening .. i selected 85 % .. as A independent prob wld be 10% i.e. 0.5/ 0.05 and neither a and b= 1-...

sry but i srsly dont remember tht.. i just remember its option c

wat a blunder i did i completely ignored its lambda ^T= 1/2 .. i took lamda as 0.5.. such a shame.. 4 hours r really too long to concentrate :(

i also opted for 12th and not 13th lets

on the std on the efficient estimator the formula as per book is one with lowest std/sqr root of time.. i m confused whtr it shld b total time or time for 1 scenario.. i finally selected option c that was one with lowest std dev per scenario

for this question i took correlation as litmus test. as sqr of correlation = R sqr. therefore the R sqr came to .09.. which means the statistical significance of independent variables is too low. accordingly the f test is not statistically significant

on the dollar duration question my piece is.. i considered it aas DV01 and got the answer it was thr in the answers .. so i guess it shld b correct.. the formula was (Delta BV/ delta Y) * (1/10000)

evn mine was 2.7.