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  1. Elizabeth_Babalola

    Exam Feedback November 2020 Part 1 Exam Feedback

    Thanks for the compliment. Unfortunately, I didn't pass. My quartiles were 2233. I'll go again. @David Harper CFA FRM and @Nicole Seaman, you did a great job. This is also a very good platform
  2. Elizabeth_Babalola

    Exam Feedback November 2020 Part 1 Exam Feedback

    The exam was okay except that there was a digress from the expected. Off the top of my head, I could recall questions from the following topics: 1. ERM 2. Calculations on CAPM (given just the risk premium) 3. Difference between APT and CAPM 4. Ranking using treynor 5. Sharpe ratio 6. GARP code...
  3. Elizabeth_Babalola

    Errors Found in Study Materials P1.T4. Valuation & Risk Models (OLD thread)

    Hi @David Harper CFA FRM , There seem to be something off with the below calculations, this is from Chapter 10; page 9 of the study notes. The values of both the numerator and denominator are incorrect. Kindly look through. Thanks
  4. Elizabeth_Babalola

    Errors Found in Study Materials P1.T3. Financial Markets & Products (OLD thread)

    Hi David, Ch20-pg7, do we mean to say that the total advantage= 0.5%?
  5. Elizabeth_Babalola

    Errors Found in Study Materials P1.T3. Financial Markets & Products (OLD thread)

    Hi @David Harper CFA FRM This is from T3-Ch10-Pg 11. We have nothing close to 1% or 3% in the question. Could it be an omission or am i missing something?
  6. Elizabeth_Babalola

    Errors Found in Study Materials P1.T3. Financial Markets & Products (OLD thread)

    I am well too.:) I guess i didn't meet the expectation:oops:. i literally spent a while punching my calculator. It could be that i lost touch. Sadly, it's been a while i read. @David Harper CFA FRM, thanks for clarifying.
  7. Elizabeth_Babalola

    Errors Found in Study Materials P1.T3. Financial Markets & Products (OLD thread)

    Hi @David Harper CFA FRM , Trust you are keeping safe. I found this on pg 19 of chapter 16 and it took me a while to get the answer using my calculator. Can i suggest that the denominator reads: 1+ (Rf* (T2 - T1)) instead
  8. Elizabeth_Babalola

    Errors Found in Study Materials P1.T4. Valuation & Risk Models (OLD thread)

    Hi @David Harper CFA FRM I don't seem to get the correct answer to the first calculation using my calculator. Also the 0.875 cash flow/coupon was omitted from the solution. VRM: Topic 9; page 7 Note: Fixed and published in v3.1
  9. Elizabeth_Babalola

    Errors Found in Study Materials P1.T4. Valuation & Risk Models (OLD thread)

    Also on page 9 of Topic 4 (same VRM). Taking a look at the below calculations, i am assuming that a negative sign was omitted the unconditional default probability formula.
  10. Elizabeth_Babalola

    Errors Found in Study Materials P1.T4. Valuation & Risk Models (OLD thread)

    Hi @David Harper CFA FRM , There seems to be some errors on page 32; Chapter 3 of the VRM note: The return is 2% i.e 0.02 not 20% (0.2) as used in the calculations; kindly review. Thanks. Update: Fixed in v1.3
  11. Elizabeth_Babalola

    Errors Found in Study Materials P1.T4. Valuation & Risk Models (OLD thread)

    Hi @David Harper CFA FRM , This was found on page 18, Chapter 1 of Topic 4- VRM study notes. It seem more like a typo to me and should instead be: ES\[ \alpha \](X) + ES\[ \alpha \](Y). Kindly reconfirm. Thanks.
  12. Elizabeth_Babalola

    Hypothesis about the difference between two population means.

    Many thanks David. All clear now. The point on referencing is also noted.
  13. Elizabeth_Babalola

    Hypothesis about the difference between two population means.

    Thanks @David Harper CFA FRM The explanation is quite clear. If \[ \sigma\;(diff) \] implies the difference between both standard deviations, the i guess it should be \[ \sqrt{4\;} \] - \[ \sqrt1 \] :confused:
  14. Elizabeth_Babalola

    Hypothesis about the difference between two population means.

    Hi @David Harper CFA FRM I am having a hard time understanding the calculations here: My confusion lies in how 0.78 and 1.02 was gotten. Kindly assist. Edited by Nicole to note: This is referencing QA-6 (Chapter 6) study notes starting on page 28.
  15. Elizabeth_Babalola

    Errors Found in Study Materials P1.T2. Quantitative Methods (OLD thread)

    Hi David, Kindly correct/clarify...(from QA-6 study notes-page 16) "Because the null hypothesis is either true or false, and we make a binary decision, we can commit one of two errors. To mistakenly reject a true null hypothesis is to commit a Type I error. We denote this Prob [Type I error |...
  16. Elizabeth_Babalola

    Errors Found in Study Materials P1.T2. Quantitative Methods (OLD thread)

    Good Day David, An excerpt from the study notes say this: Instead i would say: [ w\wedge2\sigma a\wedge2\;+\;(1-w)\wedge2\sigma b\wedge2\;+\;2.w.(1-w).\sigma ab \] That should be more accurate.
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