I was choosing between A (asymptotic normality) and D(BLUE) and ruled out BLUE to go for A. I don't remember this answer.
So if “Whether the errors are homoskedastic or heteroskedastic, the OLS estimator is unbiased, consistent, and asymptotically normal.”, then which is the correct one...
There was a linear regression question that provided a scattered plot with heteroskedasticity. I ruled out 2 answer choices and was left with BLUE and asymptotic normality. Because of the heteroskedasticity I ruled out BLUE as well, but I don't remember seeing this concept of asymptotic...
OMG I never thought of that. Working out the correlation instead of trying to guess the negative correlation... I chose A anyway. 1.10% if I'm not wrong. hope this is your choice as well
the first question gave 3-month rate and asked for annual rate, What I did was still just multiply the quarterly forward rate by 4, even though I noticed actual/365. What should be the real "actual" number of days?
Since the gain from an upward move increases by $3 while the downward move still leaves the option expire worthless, so I took: original call price + probability of an upward move*present value of$3 discounted back 1 period
This question confused me a bit since the conclusion at first seemed a...
I also chose 750(avg)/2250(sum), but I suppose this is wrong. VaR of a combined position just should not be an average.
I think the scatterplot showed some negative correlation definitely. So I used -1 and -0.5 and picked 1.10%, think it's A too. Why do they give a question that any reasoning...
From what I remember, for the butterfly strategy, the answer should be 4: (105 - 90) - 2*(105-100) - 8 + 2*3.5 = 4
Also picked the net worth clause, and +2 for the EUR/CHF swap question.
I did not remember what exactly Gini coefficient is so I just chose largest to smallest. Gosh I did not...
From what I remember, for the APT the risk free interest rate =4.5%, so I took 4.5% + BetaGDP (.... - given base value1) +BetaINT (... - given base value2)
I went for C for that question because it was the only 1 that gave me a positive outcome. Yet I wonder if my answer C is the same C on your...
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