Asking about FRM questions level 2

Discussion in 'P2.T5. Market Risk (25%)' started by syaiful, May 18, 2012.

  1. syaiful Member

    Hi David,

    Can you explain this 2 questions just before the exam.. :)

    1. ES at 95.5 given that Var 96,97,98,99, does the calc same as ES 95?

    2. Fund return = 0.002 + 1.2 benchmark return - 0.4 (0,benchmark return)
    How to decide fund underperform / outperform in both upward and downward markets?

    Thanks

    Syaiful
    syaiful, May 18, 2012
    #1

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