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Recent content by Kush Sonigara

  1. K

    Exam Feedback FRM Part 2 (May 2014) Exam Feedback

    One Qtn where I marked ans as 2bps..Don't remember Qtn..
  2. K

    Exam Feedback FRM Part 2 (May 2014) Exam Feedback

    I think I went for Quadratic.. Anyone on what to use ..MVAR(3 Option) CVAR(4th Option)?
  3. K

    Exam Feedback FRM Part 2 (May 2014) Exam Feedback

    Below is what I have marked. change in monthly payment of MBS - 20000(sumthng) back testing there are 8 exceptions in a 99% VAR model - ~3.47 Pool of 15 assets with no correlation - I think 83333 Diff btwn diversified and diversification VAR - 353550 Option value of a bond(2nd Q) - 5.94 BSM/...
  4. K

    FRM MAY PART 1 2013 Feedback

    Guys something on risk universe?? I dont remember complete sentence but my anwer included "boundries"
  5. K

    FRM MAY PART 1 2013 Feedback

    Agree!!
  6. K

    FRM MAY PART 1 2013 Feedback

    Hey I think its 1-1/k^2....so anw would be 75%..which wasn't there...
  7. K

    FRM MAY PART 1 2013 Feedback

    I find dam diffi...
  8. K

    FRM MAY PART 1 2013 Feedback

    y u sure abt 12.5%?
  9. K

    FRM MAY PART 1 2013 Feedback

    guys for efficient frontier was portfolio C the answer? Also what was the probablity for returns to turn negative when mean is 10 and SD is 5?
  10. K

    FRM MAY PART 1 2013 Feedback

    same here..left the same..
  11. K

    FRM MAY PART 1 2013 Feedback

    Nope..only on front page i guess
  12. K

    FRM MAY PART 1 2013 Feedback

    what abt "garp code of conduct....experienced analyst asked to prepare a model for india & china...the analyst informs the board that he its not aware of the markets so will take time....."?? did he violated CoC?
  13. K

    FRM MAY PART 1 2013 Feedback

    Guys, one sum on EWMA..mine ans came up to be 0.92 for lambda...yours??
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