What should be the answer ? Ko
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In the risk-free portfolio approach to price forwards, sir took a combination of S+ and F- whose payoff at maturity is certain that is F0(T). SO the cost of this portfolio would be PV of certain payoff discounted at Rf. Now ...
E(R) S.D Investment 1 18% 2% Investment 2 ...
E(R) S.D Investment 1 18% 2% Investment 2 ...
Sir in the class said that IPS is not reviewed when the capital market expectation changes but is reviewed when the client’s circumstances change. But in Sections of IPS, we have appendices where SAA is mentioned. Since when CME changes, SAA ...
Face Value of bond = 1000, Maturity = 3 years, CR= 8% p.a payable semiannually and price of the bond today is 964, YTM of this bond would be 9.4051%(BEY) When we calculate D for this bond, it comes out to ...
Can someone explain as to why the call option is a negative function of dividend yield and put is a positive function of dividend yield?
Independent variables are un-correlated but un-correlated variables are not necessarily independent, Can someone explain this statement?
There is a LOS on Aspects of asset management industry in PM-An overview which isn’t covered in lectures. Can somebody please share the pdf of that? And also this was in the 2020 curriculum and still no lectures, Can somebody ...
Suppose I wish to purchase a security in 9 months which is currently worth 95. I take along position on a forward contract on the security which expires in 9 months and rf=4%. Given 5 months has passed, the spot price ...