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Passed. Thank you BT. For all of you losing hope, never give up. Good luck.

Passed 3212 :) !!!!

Thanks. Sometimes i have problems coping with family and work. But I guess I am not the only one in this situation. So it can be done. Any suggestions for questions banks ? GARP ?

Fail !! 2333 :(

Hi David, I am having problems relating Absolute VaR definition with Delta-Gamma VaR definition. For example, for a Derivative: Absolute VaR = -u*T + volatility(S)*delta*SQRT(T)*Z = -u*T + volatility(c)*SQRT(T)*Z Delta-Gamma VaR = Ac = delta*AS + 1/2 *Gamma*AS^2 I think I understand each...

Hi again. As I sent you my reply I realised what the problem seems to be. The last part of the link "and-volatility.5213/" (which by the way, it is in another line in the pdf) seems to be disconnected to the previous part "http://forum.bionicturtle.com/threads/p1-t1-57-portfolio-return-".

Thank you. David, I am referring exactly to the links you are mentioning (Question Set: Elton&Gruber, Chapter13(A.5) ). For example: When I download the pdf, I try the first link - Discuss in forum here: http://forum.bionicturtle.com/threads/p1-t1-57-portfolio-return- and-volatility.5213/ I get...

Hi, I am doing the exercises corresponding to ELTON, MODERN PORTFOLIO THEORY, CHAPTER 13. From time to time, I try to check the link to the forum shown after the answers. None seems to work. Thanks.

Sorry, me again. Another example of what I mean is that in the same excel sheet, tab T1-SML, where is the formula for Covariance (Port, Market) in line 31 coming from? Thanks.

Hi, I am going through the excel sheet (R8-P1-T1-Elton-CAPM-v3) in section 9, and I saw the formula to find out Wa for the Minimum variance portfolio. It is not very intuitive to see that that formula is the 1st derivative of the portfolio variance with respect Wa. I know the formula is not part...