Not able to understand the given explanation. Can you please provide detailed explanation.
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In one of the CFAI itemset, the following stmt exists and it’s true. Can somebody please explain how? ETFs can trade at either a premium or discount to the underlying, which affect trading costs negatively or positively.
Today(10th Feb 2022), COALINDIA and BHEL VolSkew is -21.64 and 10.28 respectively. So how to interpret these values and how it will be helpful in options trading? Ticker Price Price Change (%) IV IVP IV Change (%) VolSkew VS Change (%) VS Percentile COALINDIA 164.0 0.09 40.82 67.47 1.01 -21.64 45.72 21.1 BHEL ...
The Portfolio EC = 0.12 and Loan EC=.04. Total EC= -0.28 So, if 1% rise in parallel shift, portfolio and bond( values will go down, but loan value will be impacted more as EC is more). And if 2% fall in parallel ...
is this calculation correct , as explained in the answer? Seems like the AccuredInterest at expiration(0.2) treated differently? Please explain.
Can you please provide more explanation for this answer.
Can you please elaborate on the explanation given in the attached Q. Not able to see difference between Option A and OptionB.
I thought answer is A. But the correct ans: B (0.94%). As Mehta took 25m euros from Swap bank, for him to pay is Euro leg Swap rate(0.48%) Can you please clarify this.
As of my knowledge Report1 and Report3 could be the answer for the attached question. But they say Report2. Can you please explain why?
Can you please explain, why not “Stress Test” in this case? How Hypothetical Scenario different from Stress Test.