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    Exam Feedback FRM Part 1 (November 2014) Exam Feedback

    Stock, Chapter 5: Single Regression: Hypothesis Tests and Confidence Intervals study notes chapter end 5th question in bionicturtle. Both these answers in the question are true (question asks for the wrong one): a)Whether the errors are homo- or heteroskedastic, the OLS estimators are...
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    Exam Feedback FRM Part 1 (November 2014) Exam Feedback

    I am not sure about the number (as i didn't calculate the answer just chose it by eliminating others), I think it was B in my question. Calculating stdev with just 0 and -1 correlations was enough to get the corridor for possible answers and solve the question.
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    Exam Feedback FRM Part 1 (November 2014) Exam Feedback

    In the question where it was asking about the standard deviation of the portfolio and didn't give any covariance or correlation in the question but the scattered plot. Because the scatters were mainly in 2nd and 4th quadrants we could guess that the correlation is negative. In the answers there...
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