Since I have some free time, I'll tell you some of the questions I remember: 1) There was a graph about the tracking error vs correlation. At first, I chose the 1st graph (tracking error was a straight line decreasing as correlation increased). But then, I calculated the tracking error using the variance formula and it matched the 3rd graph which was like a curve which went from 26% to 3%. 2) Calculate the exposure of the bank. Assets were 135 mil. Liabilities were 100 mil. Had to multiply A - L by the exchange rate. 3) What is the forward exchange rate? (same question as above) The order of interest rates in the question was inverted for the calculation. 4) One about duration: Our portfolio was delta hedged and changes in ST rates or LT rates were provided. I was about to mark that it won't affect out portfolio because it is hedged. But then, taking into account that duration only works for parallel shifts, I marked ST rates are higher (don't remember exactly) than LT rates. i 5) The risk free rate and the forward rates derived from it were given in a graph. Seeing the word derived, I marked that it wouldn't matter how invested, the rates would nullify (the borrowing and the lending) 6) Long term capital management: I picked 1. The statement I marked wrong was that LTCM principals had no money vested in the fund and that is why there was no incentive. It is clear that they invested billions of their own money 7) Calculate the value of the bond (100 face value) from the other two bonds. One had a 4% coupon the other had a 9% coupon. The yield was 3.77%. A linear interpolation (0.6 * yield of 4% bond + 0.4 * yield of 9% bond would give 3.77% exactly. 8) Economic capital is used to cover unexpected losses only (as discussed earlier) 9) Minimum capital requirements. 15% of the last 3 years gross income 10) Amount of dividends using put call parity and equal costs. The equation became callPrice + Strike(discounted back) = Stock + putPrice The callPrice and putPrice canceled out because they were equal. After applying the risk-free rate to the strike, the difference was approximately $4.19 That is all I remember for now. I'll update this as I remember more. Correct me if my answer choices are wrong.