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  1. PortoMarco79

    GARP.FRM.PQ.P1 Solving R

    Can someone help me solve for R here? The book gives a solution of 4.953. Thanks 2.5e^-0.04x0.5 + 2.5e^-0.045x1 + 2.5e^-0.048x1.5 + 102.5e^-2r = 100 THanks
  2. PortoMarco79

    Miller, Chapter 2 video: Probabilities

    Hi @David Harper CFA FRM I was watching the chapter two video this morning while getting ready for work. I came across this and had a question for you. What is the probability of just an "up" situation? Is it (0.7) x (0.8) + (0.3) x (0.3) ? = 0.65?
  3. PortoMarco79

    Page 88 -- Calculating Theoretical futures price for a TBond Futures contract

    Hi Hi @David Harper CFA FRM Was working on this one last night. PV of the coupon, $5.803. Could not get this. Got $5.73x and tried again and calculating $5.85x What am I doing wrong here? I am assuming I am doing something wrong here with the day counts. thanks
  4. PortoMarco79

    Correlation Coefficient (small r)

    Hi @David Harper CFA FRM Love the videos. Am on video Stock & Watson 4 &5. Your first question, find small r. I had it 98% of the way. One thing threw me off: you mention in the question that the TSS = 90.625 dollars ^2 --- what does the ^2 part mean in the TSS? Do I have to square the...
  5. PortoMarco79

    P1.T2.300.1 Probability functions Question

    Hi It has been 15 years since I last touched this stuff. I am very much not up to snuff any more. Can someone assist? How does: f(x) = x/8 - 0.75 become: F(X) = x^2/16 - 0.75*x + c. Thanks
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