Jorion EOC PQ - Chapter 6, Question 10

[firsova]

Hello,

Was there end of chapter 6 Q&A discussion? It is challenging to find out how to crack Question 10 since the references made in the question are simply non-existent (no table 6. 5, no equation 6.4). Could you please help?


Thanks

 

[Nicole Seaman]

@firsova @David Harper CFA FRM

I've tagged this post so we can reference it for the next revision of the notes and add equation 6-3 and Table 6-5, which are in the source Jorion text.

Thanks,

Nicole


_______________________________________________________________________________